Home > Amerant Bank > Securities
Amerant Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,444,689,000 | 195 |
| U.S. Government securities | $1,174,728,000 | 169 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,174,728,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $256,976,000 | 138 |
| Privately issued residential mortgage-backed securities | $1,668,000 | 475 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $4,957,000 | 350 |
| Other domestic debt securities - All other | $239,131,000 | 45 |
| Foreign debt securities | $10,451,000 | 69 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,082,000 | 500 |
| Mortgage-backed securities | $1,163,029,000 | 135 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $868,747,000 | 93 |
| Privately issued | $1,668,000 | 139 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $173,288,000 | 162 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $85,572,000 | 122 |
| Other commercial mortgage-backed securities | $33,754,000 | 238 |
| Held to maturity securities (book value) | $226,645,000 | 230 |
| Available-for-sale securities (fair market value) | $1,215,510,000 | 173 |
| Total debt securities | $1,442,155,000 | 192 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 302 |
| Fair value | $4,957,000 | 287 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,264,511,000 | 213 |
| U.S. Government securities | $999,329,000 | 190 |
| U.S. Treasury securities | $1,974,000 | 2,342 |
| U.S. Government agency obligations | $997,355,000 | 167 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $252,908,000 | 146 |
| Privately issued residential mortgage-backed securities | $1,640,000 | 453 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $5,005,000 | 345 |
| Other domestic debt securities - All other | $231,808,000 | 45 |
| Foreign debt securities | $9,836,000 | 70 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,540,000 | 591 |
| Mortgage-backed securities | $987,783,000 | 149 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $698,541,000 | 114 |
| Privately issued | $1,640,000 | 134 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $171,126,000 | 160 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $86,689,000 | 121 |
| Other commercial mortgage-backed securities | $29,787,000 | 260 |
| Held to maturity securities (book value) | $230,254,000 | 232 |
| Available-for-sale securities (fair market value) | $1,031,819,000 | 192 |
| Total debt securities | $1,262,074,000 | 209 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 312 |
| Fair value | $5,005,000 | 281 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,262,570,000 | 214 |
| U.S. Government securities | $998,596,000 | 192 |
| U.S. Treasury securities | $16,856,000 | 1,069 |
| U.S. Government agency obligations | $981,740,000 | 180 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $251,548,000 | 141 |
| Privately issued residential mortgage-backed securities | $1,673,000 | 456 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $4,850,000 | 336 |
| Other domestic debt securities - All other | $230,601,000 | 45 |
| Foreign debt securities | $9,926,000 | 74 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,949,000 | 537 |
| Mortgage-backed securities | $969,025,000 | 150 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $689,423,000 | 116 |
| Privately issued | $1,673,000 | 136 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $172,295,000 | 160 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $74,423,000 | 129 |
| Other commercial mortgage-backed securities | $31,211,000 | 257 |
| Held to maturity securities (book value) | $234,369,000 | 223 |
| Available-for-sale securities (fair market value) | $1,025,701,000 | 197 |
| Total debt securities | $1,260,069,000 | 210 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 335 |
| Fair value | $4,850,000 | 324 |
| Trading account assets | $298,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,283,139,000 | 223 |
| U.S. Government securities | $1,004,687,000 | 199 |
| U.S. Treasury securities | $1,936,000 | 2,478 |
| U.S. Government agency obligations | $1,002,751,000 | 175 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $268,392,000 | 145 |
| Privately issued residential mortgage-backed securities | $1,672,000 | 476 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $4,845,000 | 338 |
| Other domestic debt securities - All other | $247,317,000 | 44 |
| Foreign debt securities | $10,060,000 | 65 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $556,709,000 | 216 |
| Mortgage-backed securities | $988,590,000 | 159 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $713,744,000 | 120 |
| Privately issued | $1,672,000 | 146 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $164,698,000 | 176 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $75,754,000 | 140 |
| Other commercial mortgage-backed securities | $32,722,000 | 263 |
| Held to maturity securities (book value) | $239,258,000 | 230 |
| Available-for-sale securities (fair market value) | $1,043,881,000 | 204 |
| Total debt securities | $1,283,141,000 | 220 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 358 |
| Fair value | $4,845,000 | 354 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,297,726,000 | 229 |
| U.S. Government securities | $1,006,968,000 | 204 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,006,968,000 | 178 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $281,037,000 | 139 |
| Privately issued residential mortgage-backed securities | $1,656,000 | 489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $4,774,000 | 359 |
| Other domestic debt securities - All other | $260,030,000 | 48 |
| Foreign debt securities | $9,721,000 | 72 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,966,000 | 296 |
| Mortgage-backed securities | $989,543,000 | 162 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $717,368,000 | 127 |
| Privately issued | $1,656,000 | 161 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $161,419,000 | 183 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $75,541,000 | 138 |
| Other commercial mortgage-backed securities | $33,559,000 | 258 |
| Held to maturity securities (book value) | $242,101,000 | 238 |
| Available-for-sale securities (fair market value) | $1,055,625,000 | 210 |
| Total debt securities | $1,297,725,000 | 226 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 380 |
| Fair value | $4,774,000 | 377 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,285,651,000 | 232 |
| U.S. Government securities | $963,412,000 | 208 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $963,412,000 | 184 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $312,842,000 | 128 |
| Privately issued residential mortgage-backed securities | $1,699,000 | 475 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $4,790,000 | 264 |
| Other domestic debt securities - All other | $283,729,000 | 47 |
| Foreign debt securities | $9,397,000 | 71 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $317,745,000 | 284 |
| Mortgage-backed securities | $950,755,000 | 171 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $673,817,000 | 133 |
| Privately issued | $1,699,000 | 149 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $168,231,000 | 179 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $72,089,000 | 140 |
| Other commercial mortgage-backed securities | $34,919,000 | 271 |
| Held to maturity securities (book value) | $234,317,000 | 241 |
| Available-for-sale securities (fair market value) | $1,051,334,000 | 213 |
| Total debt securities | $1,285,651,000 | 229 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 379 |
| Fair value | $4,790,000 | 373 |
| Trading account assets | $112,000 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,362,432,000 | 221 |
| U.S. Government securities | $1,021,746,000 | 204 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,021,746,000 | 183 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $330,633,000 | 116 |
| Privately issued residential mortgage-backed securities | $1,895,000 | 468 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $4,775,000 | 104 |
| Other domestic debt securities - All other | $304,293,000 | 46 |
| Foreign debt securities | $10,053,000 | 75 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,880,000 | 446 |
| Mortgage-backed securities | $1,004,191,000 | 169 |
| Certificates of participation in pools of residential mortgages | $685,930,000 | 136 |
| Issued or guaranteed by U.S. | $684,035,000 | 135 |
| Privately issued | $1,895,000 | 148 |
| Collaterized mortgage obligations | $185,651,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $185,651,000 | 172 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $132,610,000 | 192 |
| Commercial mortgage pass-through securities | $94,468,000 | 121 |
| Other commercial mortgage-backed securities | $38,142,000 | 290 |
| Held to maturity securities (book value) | $238,621,000 | 227 |
| Available-for-sale securities (fair market value) | $1,123,811,000 | 209 |
| Total debt securities | $1,362,431,000 | 219 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 360 |
| Fair value | $4,775,000 | 367 |
| Trading account assets | $103,000 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,256,293,000 | 239 |
| U.S. Government securities | $889,945,000 | 230 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $889,945,000 | 206 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $355,535,000 | 107 |
| Privately issued residential mortgage-backed securities | $2,062,000 | 440 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $5,000,000 | 102 |
| Other domestic debt securities - All other | $328,184,000 | 45 |
| Foreign debt securities | $10,813,000 | 75 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $484,200,000 | 195 |
| Mortgage-backed securities | $866,754,000 | 189 |
| Certificates of participation in pools of residential mortgages | $523,616,000 | 172 |
| Issued or guaranteed by U.S. | $521,554,000 | 173 |
| Privately issued | $2,062,000 | 145 |
| Collaterized mortgage obligations | $202,871,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $202,871,000 | 166 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $140,267,000 | 190 |
| Commercial mortgage pass-through securities | $96,856,000 | 123 |
| Other commercial mortgage-backed securities | $43,411,000 | 273 |
| Held to maturity securities (book value) | $112,008,000 | 301 |
| Available-for-sale securities (fair market value) | $1,144,285,000 | 213 |
| Total debt securities | $1,256,294,000 | 236 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 317 |
| Fair value | $5,000,000 | 307 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,291,244,000 | 234 |
| U.S. Government securities | $930,854,000 | 218 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $930,854,000 | 200 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $347,608,000 | 106 |
| Privately issued residential mortgage-backed securities | $2,347,000 | 407 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $324,329,000 | 43 |
| Foreign debt securities | $12,530,000 | 70 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,793,000 | 495 |
| Mortgage-backed securities | $903,352,000 | 183 |
| Certificates of participation in pools of residential mortgages | $510,536,000 | 184 |
| Issued or guaranteed by U.S. | $508,189,000 | 184 |
| Privately issued | $2,347,000 | 154 |
| Collaterized mortgage obligations | $240,147,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $240,147,000 | 152 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $152,669,000 | 187 |
| Commercial mortgage pass-through securities | $102,377,000 | 120 |
| Other commercial mortgage-backed securities | $50,292,000 | 257 |
| Held to maturity securities (book value) | $118,175,000 | 237 |
| Available-for-sale securities (fair market value) | $1,172,817,000 | 212 |
| Total debt securities | $1,290,991,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,372,299,000 | 212 |
| U.S. Government securities | $986,114,000 | 200 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $986,114,000 | 184 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $348,193,000 | 98 |
| Privately issued residential mortgage-backed securities | $2,490,000 | 355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $324,455,000 | 47 |
| Foreign debt securities | $14,122,000 | 63 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,352,000 | 848 |
| Mortgage-backed securities | $947,839,000 | 173 |
| Certificates of participation in pools of residential mortgages | $511,962,000 | 180 |
| Issued or guaranteed by U.S. | $509,472,000 | 179 |
| Privately issued | $2,490,000 | 134 |
| Collaterized mortgage obligations | $273,373,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $273,373,000 | 147 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $162,504,000 | 179 |
| Commercial mortgage pass-through securities | $109,590,000 | 117 |
| Other commercial mortgage-backed securities | $52,914,000 | 240 |
| Held to maturity securities (book value) | $130,543,000 | 210 |
| Available-for-sale securities (fair market value) | $1,217,886,000 | 202 |
| Total debt securities | $1,348,429,000 | 211 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $194,000 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,308,860,000 | 210 |
| U.S. Government securities | $921,299,000 | 202 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $921,299,000 | 189 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $347,085,000 | 90 |
| Privately issued residential mortgage-backed securities | $2,846,000 | 342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $323,190,000 | 47 |
| Foreign debt securities | $16,488,000 | 55 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,231,000 | 803 |
| Mortgage-backed securities | $871,537,000 | 178 |
| Certificates of participation in pools of residential mortgages | $373,464,000 | 205 |
| Issued or guaranteed by U.S. | $370,618,000 | 207 |
| Privately issued | $2,846,000 | 142 |
| Collaterized mortgage obligations | $337,183,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $337,183,000 | 133 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $160,890,000 | 171 |
| Commercial mortgage pass-through securities | $105,341,000 | 115 |
| Other commercial mortgage-backed securities | $55,549,000 | 222 |
| Held to maturity securities (book value) | $93,311,000 | 238 |
| Available-for-sale securities (fair market value) | $1,191,561,000 | 196 |
| Total debt securities | $1,284,871,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $198,000 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,316,313,000 | 193 |
| U.S. Government securities | $931,436,000 | 191 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $931,436,000 | 176 |
| Securities issued by states & political subdivisions | $12,251,000 | 2,433 |
| Other domestic debt securities | $332,294,000 | 86 |
| Privately issued residential mortgage-backed securities | $3,087,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $308,416,000 | 46 |
| Foreign debt securities | $16,367,000 | 54 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,447,000 | 342 |
| Mortgage-backed securities | $877,959,000 | 167 |
| Certificates of participation in pools of residential mortgages | $322,600,000 | 213 |
| Issued or guaranteed by U.S. | $319,513,000 | 213 |
| Privately issued | $3,087,000 | 139 |
| Collaterized mortgage obligations | $390,307,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $390,307,000 | 119 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $165,052,000 | 162 |
| Commercial mortgage pass-through securities | $107,670,000 | 108 |
| Other commercial mortgage-backed securities | $57,382,000 | 208 |
| Held to maturity securities (book value) | $104,657,000 | 206 |
| Available-for-sale securities (fair market value) | $1,187,691,000 | 187 |
| Total debt securities | $1,292,347,000 | 193 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,305,040,000 | 184 |
| U.S. Government securities | $924,040,000 | 185 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $924,040,000 | 173 |
| Securities issued by states & political subdivisions | $51,628,000 | 905 |
| Other domestic debt securities | $287,961,000 | 91 |
| Privately issued residential mortgage-backed securities | $3,317,000 | 296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $276,669,000 | 46 |
| Foreign debt securities | $17,069,000 | 51 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,579,000 | 362 |
| Mortgage-backed securities | $853,208,000 | 165 |
| Certificates of participation in pools of residential mortgages | $341,525,000 | 188 |
| Issued or guaranteed by U.S. | $338,208,000 | 192 |
| Privately issued | $3,317,000 | 114 |
| Collaterized mortgage obligations | $353,851,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $353,851,000 | 121 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $157,832,000 | 163 |
| Commercial mortgage pass-through securities | $97,202,000 | 107 |
| Other commercial mortgage-backed securities | $60,630,000 | 190 |
| Held to maturity securities (book value) | $58,127,000 | 261 |
| Available-for-sale securities (fair market value) | $1,222,571,000 | 173 |
| Total debt securities | $1,280,699,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,401,267,000 | 164 |
| U.S. Government securities | $1,011,811,000 | 165 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,011,811,000 | 157 |
| Securities issued by states & political subdivisions | $51,538,000 | 823 |
| Other domestic debt securities | $296,723,000 | 89 |
| Privately issued residential mortgage-backed securities | $3,482,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $285,493,000 | 43 |
| Foreign debt securities | $16,814,000 | 53 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,740,000 | 382 |
| Mortgage-backed securities | $936,432,000 | 153 |
| Certificates of participation in pools of residential mortgages | $369,232,000 | 164 |
| Issued or guaranteed by U.S. | $365,750,000 | 161 |
| Privately issued | $3,482,000 | 122 |
| Collaterized mortgage obligations | $404,246,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $404,246,000 | 111 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $162,954,000 | 158 |
| Commercial mortgage pass-through securities | $100,943,000 | 98 |
| Other commercial mortgage-backed securities | $62,011,000 | 180 |
| Held to maturity securities (book value) | $61,676,000 | 245 |
| Available-for-sale securities (fair market value) | $1,315,210,000 | 155 |
| Total debt securities | $1,376,885,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,607,310,000 | 148 |
| U.S. Government securities | $1,129,989,000 | 153 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,129,989,000 | 142 |
| Securities issued by states & political subdivisions | $63,263,000 | 631 |
| Other domestic debt securities | $373,313,000 | 67 |
| Privately issued residential mortgage-backed securities | $3,523,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $362,583,000 | 33 |
| Foreign debt securities | $16,320,000 | 54 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,993,000 | 483 |
| Mortgage-backed securities | $1,045,758,000 | 138 |
| Certificates of participation in pools of residential mortgages | $417,490,000 | 146 |
| Issued or guaranteed by U.S. | $413,967,000 | 143 |
| Privately issued | $3,523,000 | 112 |
| Collaterized mortgage obligations | $466,283,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $466,283,000 | 106 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $161,985,000 | 156 |
| Commercial mortgage pass-through securities | $99,044,000 | 99 |
| Other commercial mortgage-backed securities | $62,941,000 | 174 |
| Held to maturity securities (book value) | $65,616,000 | 244 |
| Available-for-sale securities (fair market value) | $1,517,269,000 | 144 |
| Total debt securities | $1,582,886,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,693,847,000 | 141 |
| U.S. Government securities | $1,274,007,000 | 139 |
| U.S. Treasury securities | $75,308,000 | 105 |
| U.S. Government agency obligations | $1,198,699,000 | 140 |
| Securities issued by states & political subdivisions | $61,969,000 | 571 |
| Other domestic debt securities | $320,219,000 | 76 |
| Privately issued residential mortgage-backed securities | $3,452,000 | 281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $309,316,000 | 36 |
| Foreign debt securities | $13,427,000 | 55 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $448,605,000 | 184 |
| Mortgage-backed securities | $1,099,323,000 | 137 |
| Certificates of participation in pools of residential mortgages | $442,130,000 | 133 |
| Issued or guaranteed by U.S. | $438,678,000 | 135 |
| Privately issued | $3,452,000 | 123 |
| Collaterized mortgage obligations | $489,926,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $489,926,000 | 101 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $167,267,000 | 153 |
| Commercial mortgage pass-through securities | $97,109,000 | 98 |
| Other commercial mortgage-backed securities | $70,158,000 | 169 |
| Held to maturity securities (book value) | $70,336,000 | 238 |
| Available-for-sale securities (fair market value) | $1,599,286,000 | 133 |
| Total debt securities | $1,669,623,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,665,477,000 | 140 |
| U.S. Government securities | $1,338,623,000 | 133 |
| U.S. Treasury securities | $103,238,000 | 95 |
| U.S. Government agency obligations | $1,235,385,000 | 133 |
| Securities issued by states & political subdivisions | $46,734,000 | 715 |
| Other domestic debt securities | $251,039,000 | 83 |
| Privately issued residential mortgage-backed securities | $3,437,000 | 269 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $247,602,000 | 35 |
| Foreign debt securities | $5,234,000 | 75 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,318,000 | 372 |
| Mortgage-backed securities | $1,119,344,000 | 135 |
| Certificates of participation in pools of residential mortgages | $442,723,000 | 129 |
| Issued or guaranteed by U.S. | $439,286,000 | 128 |
| Privately issued | $3,437,000 | 107 |
| Collaterized mortgage obligations | $495,084,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $495,084,000 | 104 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $181,537,000 | 142 |
| Commercial mortgage pass-through securities | $89,397,000 | 95 |
| Other commercial mortgage-backed securities | $92,140,000 | 144 |
| Held to maturity securities (book value) | $73,876,000 | 244 |
| Available-for-sale securities (fair market value) | $1,567,754,000 | 133 |
| Total debt securities | $1,641,629,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,561,819,000 | 144 |
| U.S. Government securities | $1,244,515,000 | 144 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,244,515,000 | 134 |
| Securities issued by states & political subdivisions | $46,760,000 | 714 |
| Other domestic debt securities | $234,438,000 | 91 |
| Privately issued residential mortgage-backed securities | $3,438,000 | 260 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $231,000,000 | 38 |
| Foreign debt securities | $12,149,000 | 54 |
| Equity securities | $23,957,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,906,000 | 782 |
| Mortgage-backed securities | $1,125,587,000 | 135 |
| Certificates of participation in pools of residential mortgages | $463,116,000 | 122 |
| Issued or guaranteed by U.S. | $459,678,000 | 122 |
| Privately issued | $3,438,000 | 110 |
| Collaterized mortgage obligations | $482,108,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $482,108,000 | 104 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $180,363,000 | 140 |
| Commercial mortgage pass-through securities | $90,496,000 | 93 |
| Other commercial mortgage-backed securities | $89,867,000 | 143 |
| Held to maturity securities (book value) | $77,611,000 | 246 |
| Available-for-sale securities (fair market value) | $1,484,208,000 | 138 |
| Total debt securities | $1,537,861,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,582,462,000 | 144 |
| U.S. Government securities | $1,213,650,000 | 145 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,213,650,000 | 138 |
| Securities issued by states & political subdivisions | $69,955,000 | 449 |
| Other domestic debt securities | $262,984,000 | 82 |
| Privately issued residential mortgage-backed securities | $3,372,000 | 258 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $259,612,000 | 32 |
| Foreign debt securities | $12,094,000 | 57 |
| Equity securities | $23,779,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,512,000 | 854 |
| Mortgage-backed securities | $1,090,875,000 | 134 |
| Certificates of participation in pools of residential mortgages | $442,921,000 | 132 |
| Issued or guaranteed by U.S. | $439,549,000 | 131 |
| Privately issued | $3,372,000 | 95 |
| Collaterized mortgage obligations | $473,950,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $473,950,000 | 104 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $174,004,000 | 140 |
| Commercial mortgage pass-through securities | $90,820,000 | 91 |
| Other commercial mortgage-backed securities | $83,184,000 | 146 |
| Held to maturity securities (book value) | $81,240,000 | 248 |
| Available-for-sale securities (fair market value) | $1,501,222,000 | 136 |
| Total debt securities | $1,558,683,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,635,500,000 | 141 |
| U.S. Government securities | $1,193,030,000 | 144 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,193,030,000 | 136 |
| Securities issued by states & political subdivisions | $160,660,000 | 179 |
| Other domestic debt securities | $246,336,000 | 85 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $246,336,000 | 35 |
| Foreign debt securities | $12,007,000 | 60 |
| Equity securities | $23,467,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,711,000 | 930 |
| Mortgage-backed securities | $1,053,314,000 | 136 |
| Certificates of participation in pools of residential mortgages | $448,496,000 | 127 |
| Issued or guaranteed by U.S. | $448,496,000 | 127 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $429,350,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $429,350,000 | 106 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $175,468,000 | 128 |
| Commercial mortgage pass-through securities | $34,676,000 | 156 |
| Other commercial mortgage-backed securities | $140,792,000 | 102 |
| Held to maturity securities (book value) | $83,909,000 | 252 |
| Available-for-sale securities (fair market value) | $1,551,591,000 | 131 |
| Total debt securities | $1,612,035,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,671,239,000 | 139 |
| U.S. Government securities | $1,126,178,000 | 151 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,126,178,000 | 141 |
| Securities issued by states & political subdivisions | $156,985,000 | 191 |
| Other domestic debt securities | $325,800,000 | 70 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $325,800,000 | 32 |
| Foreign debt securities | $39,166,000 | 36 |
| Equity securities | $23,110,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,566,000 | 1,025 |
| Mortgage-backed securities | $975,957,000 | 142 |
| Certificates of participation in pools of residential mortgages | $416,843,000 | 131 |
| Issued or guaranteed by U.S. | $416,843,000 | 131 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $385,708,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $385,708,000 | 113 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $173,406,000 | 125 |
| Commercial mortgage pass-through securities | $34,730,000 | 148 |
| Other commercial mortgage-backed securities | $138,676,000 | 100 |
| Held to maturity securities (book value) | $85,188,000 | 259 |
| Available-for-sale securities (fair market value) | $1,586,051,000 | 131 |
| Total debt securities | $1,648,129,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,714,445,000 | 136 |
| U.S. Government securities | $1,168,019,000 | 147 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,168,019,000 | 135 |
| Securities issued by states & political subdivisions | $154,605,000 | 195 |
| Other domestic debt securities | $318,901,000 | 68 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $318,901,000 | 32 |
| Foreign debt securities | $50,010,000 | 30 |
| Equity securities | $22,910,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,106,000 | 273 |
| Mortgage-backed securities | $1,008,535,000 | 138 |
| Certificates of participation in pools of residential mortgages | $440,821,000 | 130 |
| Issued or guaranteed by U.S. | $440,821,000 | 130 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $368,705,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $368,705,000 | 114 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $199,009,000 | 110 |
| Commercial mortgage pass-through securities | $34,843,000 | 154 |
| Other commercial mortgage-backed securities | $164,166,000 | 90 |
| Held to maturity securities (book value) | $86,324,000 | 259 |
| Available-for-sale securities (fair market value) | $1,628,121,000 | 128 |
| Total debt securities | $1,691,537,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,738,105,000 | 133 |
| U.S. Government securities | $1,183,621,000 | 143 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,183,621,000 | 131 |
| Securities issued by states & political subdivisions | $156,448,000 | 200 |
| Other domestic debt securities | $321,541,000 | 65 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $321,541,000 | 30 |
| Foreign debt securities | $53,387,000 | 32 |
| Equity securities | $23,108,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,933,000 | 249 |
| Mortgage-backed securities | $1,019,796,000 | 137 |
| Certificates of participation in pools of residential mortgages | $443,705,000 | 132 |
| Issued or guaranteed by U.S. | $443,705,000 | 131 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $375,703,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $375,703,000 | 114 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $200,388,000 | 107 |
| Commercial mortgage pass-through securities | $30,912,000 | 162 |
| Other commercial mortgage-backed securities | $169,476,000 | 86 |
| Held to maturity securities (book value) | $88,440,000 | 252 |
| Available-for-sale securities (fair market value) | $1,649,665,000 | 124 |
| Total debt securities | $1,714,997,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,754,991,000 | 132 |
| U.S. Government securities | $1,237,694,000 | 134 |
| U.S. Treasury securities | $501,000 | 1,267 |
| U.S. Government agency obligations | $1,237,193,000 | 125 |
| Securities issued by states & political subdivisions | $157,268,000 | 201 |
| Other domestic debt securities | $292,875,000 | 66 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $292,875,000 | 33 |
| Foreign debt securities | $43,915,000 | 35 |
| Equity securities | $23,239,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $307,114,000 | 236 |
| Mortgage-backed securities | $1,057,234,000 | 135 |
| Certificates of participation in pools of residential mortgages | $474,706,000 | 125 |
| Issued or guaranteed by U.S. | $474,706,000 | 124 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $393,329,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $393,329,000 | 109 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $189,199,000 | 103 |
| Commercial mortgage pass-through securities | $21,104,000 | 184 |
| Other commercial mortgage-backed securities | $168,095,000 | 83 |
| Held to maturity securities (book value) | $89,294,000 | 260 |
| Available-for-sale securities (fair market value) | $1,665,697,000 | 123 |
| Total debt securities | $1,731,752,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,777,016,000 | 128 |
| U.S. Government securities | $1,277,679,000 | 123 |
| U.S. Treasury securities | $2,701,000 | 786 |
| U.S. Government agency obligations | $1,274,978,000 | 114 |
| Securities issued by states & political subdivisions | $162,329,000 | 198 |
| Other domestic debt securities | $289,075,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $289,075,000 | 32 |
| Foreign debt securities | $24,317,000 | 41 |
| Equity securities | $23,616,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,511,000 | 280 |
| Mortgage-backed securities | $1,079,253,000 | 125 |
| Certificates of participation in pools of residential mortgages | $464,916,000 | 124 |
| Issued or guaranteed by U.S. | $464,916,000 | 123 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $416,205,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $416,205,000 | 99 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $198,132,000 | 101 |
| Commercial mortgage pass-through securities | $21,210,000 | 177 |
| Other commercial mortgage-backed securities | $176,922,000 | 77 |
| Held to maturity securities (book value) | $89,860,000 | 263 |
| Available-for-sale securities (fair market value) | $1,687,156,000 | 116 |
| Total debt securities | $1,753,400,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,753,985,000 | 127 |
| U.S. Government securities | $1,263,086,000 | 124 |
| U.S. Treasury securities | $2,701,000 | 754 |
| U.S. Government agency obligations | $1,260,385,000 | 116 |
| Securities issued by states & political subdivisions | $151,554,000 | 212 |
| Other domestic debt securities | $285,150,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $285,150,000 | 33 |
| Foreign debt securities | $30,357,000 | 39 |
| Equity securities | $23,838,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,290,000 | 455 |
| Mortgage-backed securities | $1,049,442,000 | 126 |
| Certificates of participation in pools of residential mortgages | $429,788,000 | 135 |
| Issued or guaranteed by U.S. | $429,788,000 | 133 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $440,321,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $440,321,000 | 91 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $179,333,000 | 97 |
| Commercial mortgage pass-through securities | $6,201,000 | 393 |
| Other commercial mortgage-backed securities | $173,132,000 | 75 |
| Held to maturity securities (book value) | $42,648,000 | 433 |
| Available-for-sale securities (fair market value) | $1,711,337,000 | 110 |
| Total debt securities | $1,730,147,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,942,453,000 | 116 |
| U.S. Government securities | $1,406,042,000 | 112 |
| U.S. Treasury securities | $2,700,000 | 773 |
| U.S. Government agency obligations | $1,403,342,000 | 106 |
| Securities issued by states & political subdivisions | $141,000,000 | 235 |
| Other domestic debt securities | $341,371,000 | 64 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $1,967,000 | 98 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $339,404,000 | 29 |
| Foreign debt securities | $30,225,000 | 40 |
| Equity securities | $23,815,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,705,000 | 239 |
| Mortgage-backed securities | $1,188,300,000 | 114 |
| Certificates of participation in pools of residential mortgages | $581,127,000 | 114 |
| Issued or guaranteed by U.S. | $581,127,000 | 113 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $422,242,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $422,242,000 | 95 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $184,931,000 | 94 |
| Commercial mortgage pass-through securities | $2,000,000 | 656 |
| Other commercial mortgage-backed securities | $182,931,000 | 69 |
| Held to maturity securities (book value) | $12,586,000 | 868 |
| Available-for-sale securities (fair market value) | $1,929,867,000 | 98 |
| Total debt securities | $1,918,638,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,973,003,000 | 114 |
| U.S. Government securities | $1,434,633,000 | 111 |
| U.S. Treasury securities | $2,702,000 | 801 |
| U.S. Government agency obligations | $1,431,931,000 | 105 |
| Securities issued by states & political subdivisions | $138,941,000 | 242 |
| Other domestic debt securities | $345,949,000 | 65 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $14,504,000 | 58 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $331,445,000 | 28 |
| Foreign debt securities | $29,865,000 | 40 |
| Equity securities | $23,615,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $386,248,000 | 200 |
| Mortgage-backed securities | $1,223,705,000 | 114 |
| Certificates of participation in pools of residential mortgages | $593,843,000 | 110 |
| Issued or guaranteed by U.S. | $593,843,000 | 109 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $412,593,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $412,593,000 | 96 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $217,269,000 | 84 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $217,269,000 | 64 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,973,003,000 | 93 |
| Total debt securities | $1,949,388,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,123,247,000 | 109 |
| U.S. Government securities | $1,575,310,000 | 103 |
| U.S. Treasury securities | $2,705,000 | 782 |
| U.S. Government agency obligations | $1,572,605,000 | 94 |
| Securities issued by states & political subdivisions | $147,831,000 | 215 |
| Other domestic debt securities | $345,027,000 | 65 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $32,759,000 | 42 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $312,268,000 | 30 |
| Foreign debt securities | $31,464,000 | 39 |
| Equity securities | $23,615,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $427,413,000 | 177 |
| Mortgage-backed securities | $1,368,716,000 | 102 |
| Certificates of participation in pools of residential mortgages | $694,648,000 | 97 |
| Issued or guaranteed by U.S. | $694,648,000 | 96 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $424,349,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $424,349,000 | 95 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $249,719,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $249,719,000 | 60 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,123,247,000 | 91 |
| Total debt securities | $2,099,632,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,186,793,000 | 108 |
| U.S. Government securities | $1,616,635,000 | 98 |
| U.S. Treasury securities | $2,715,000 | 676 |
| U.S. Government agency obligations | $1,613,920,000 | 92 |
| Securities issued by states & political subdivisions | $156,771,000 | 200 |
| Other domestic debt securities | $351,775,000 | 66 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $59,145,000 | 35 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $292,630,000 | 37 |
| Foreign debt securities | $37,243,000 | 40 |
| Equity securities | $24,369,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $730,463,000 | 120 |
| Mortgage-backed securities | $1,419,685,000 | 96 |
| Certificates of participation in pools of residential mortgages | $725,104,000 | 91 |
| Issued or guaranteed by U.S. | $725,104,000 | 90 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $421,177,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $421,177,000 | 96 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $273,404,000 | 65 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $273,404,000 | 53 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,186,793,000 | 88 |
| Total debt securities | $2,162,424,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,239,461,000 | 106 |
| U.S. Government securities | $1,548,886,000 | 100 |
| U.S. Treasury securities | $2,723,000 | 704 |
| U.S. Government agency obligations | $1,546,163,000 | 93 |
| Securities issued by states & political subdivisions | $145,824,000 | 215 |
| Other domestic debt securities | $495,304,000 | 50 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $185,574,000 | 25 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $309,730,000 | 35 |
| Foreign debt securities | $34,942,000 | 42 |
| Equity securities | $14,505,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $692,370,000 | 121 |
| Mortgage-backed securities | $1,464,631,000 | 91 |
| Certificates of participation in pools of residential mortgages | $820,430,000 | 84 |
| Issued or guaranteed by U.S. | $820,430,000 | 83 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $213,797,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $213,797,000 | 150 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $430,404,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $430,404,000 | 43 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,239,461,000 | 86 |
| Total debt securities | $2,224,956,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,113,883,000 | 107 |
| U.S. Government securities | $1,385,253,000 | 109 |
| U.S. Treasury securities | $2,719,000 | 713 |
| U.S. Government agency obligations | $1,382,534,000 | 104 |
| Securities issued by states & political subdivisions | $87,472,000 | 400 |
| Other domestic debt securities | $592,508,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $284,961,000 | 22 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $307,547,000 | 34 |
| Foreign debt securities | $34,249,000 | 39 |
| Equity securities | $14,401,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,672,000 | 153 |
| Mortgage-backed securities | $1,373,376,000 | 97 |
| Certificates of participation in pools of residential mortgages | $713,923,000 | 90 |
| Issued or guaranteed by U.S. | $713,923,000 | 89 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $177,327,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $177,327,000 | 177 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $482,126,000 | 43 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $482,126,000 | 39 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,113,883,000 | 84 |
| Total debt securities | $2,099,482,000 | 107 |
| 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 | $2,055,621,000 | 107 |
| U.S. Government securities | $1,284,660,000 | 117 |
| U.S. Treasury securities | $12,765,000 | 344 |
| U.S. Government agency obligations | $1,271,895,000 | 110 |
| Securities issued by states & political subdivisions | $93,833,000 | 371 |
| Other domestic debt securities | $612,152,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $322,834,000 | 21 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $289,318,000 | 36 |
| Foreign debt securities | $50,771,000 | 38 |
| Equity securities | $14,205,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $614,836,000 | 132 |
| Mortgage-backed securities | $1,280,255,000 | 103 |
| Certificates of participation in pools of residential mortgages | $669,819,000 | 93 |
| Issued or guaranteed by U.S. | $669,819,000 | 92 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $168,093,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $168,093,000 | 185 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $442,343,000 | 42 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $442,343,000 | 36 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,055,621,000 | 86 |
| Total debt securities | $2,041,416,000 | 108 |
| 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 | $2,114,646,000 | 106 |
| U.S. Government securities | $1,291,484,000 | 114 |
| U.S. Treasury securities | $12,970,000 | 316 |
| U.S. Government agency obligations | $1,278,514,000 | 107 |
| Securities issued by states & political subdivisions | $31,374,000 | 1,256 |
| Other domestic debt securities | $735,479,000 | 41 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $394,396,000 | 20 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $341,083,000 | 29 |
| Foreign debt securities | $52,005,000 | 39 |
| Equity securities | $4,304,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $624,786,000 | 127 |
| Mortgage-backed securities | $1,343,551,000 | 99 |
| Certificates of participation in pools of residential mortgages | $697,600,000 | 86 |
| Issued or guaranteed by U.S. | $697,600,000 | 85 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $167,138,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $167,138,000 | 190 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $478,813,000 | 40 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $478,813,000 | 35 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,114,646,000 | 86 |
| Total debt securities | $2,110,342,000 | 106 |
| 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 | $2,158,316,000 | 104 |
| U.S. Government securities | $1,286,459,000 | 115 |
| U.S. Treasury securities | $3,023,000 | 688 |
| U.S. Government agency obligations | $1,283,436,000 | 109 |
| Securities issued by states & political subdivisions | $26,741,000 | 1,443 |
| Other domestic debt securities | $779,023,000 | 39 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $429,316,000 | 19 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $349,707,000 | 30 |
| Foreign debt securities | $61,830,000 | 37 |
| Equity securities | $4,263,000 | 267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $928,579,000 | 106 |
| Mortgage-backed securities | $1,404,019,000 | 94 |
| Certificates of participation in pools of residential mortgages | $724,250,000 | 87 |
| Issued or guaranteed by U.S. | $724,250,000 | 86 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $169,091,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $169,091,000 | 194 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $510,678,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $510,678,000 | 31 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,158,316,000 | 85 |
| Total debt securities | $2,154,053,000 | 104 |
| 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 | $2,267,062,000 | 101 |
| U.S. Government securities | $1,416,755,000 | 105 |
| U.S. Treasury securities | $29,068,000 | 188 |
| U.S. Government agency obligations | $1,387,687,000 | 102 |
| Securities issued by states & political subdivisions | $28,963,000 | 1,335 |
| Other domestic debt securities | $761,280,000 | 39 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $451,103,000 | 18 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $310,177,000 | 32 |
| Foreign debt securities | $55,752,000 | 37 |
| Equity securities | $4,312,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $862,506,000 | 109 |
| Mortgage-backed securities | $1,507,505,000 | 90 |
| Certificates of participation in pools of residential mortgages | $798,148,000 | 81 |
| Issued or guaranteed by U.S. | $798,148,000 | 80 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $173,052,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $173,052,000 | 190 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $536,305,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $536,305,000 | 30 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,267,062,000 | 82 |
| Total debt securities | $2,262,750,000 | 101 |
| 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 | $2,179,474,000 | 99 |
| U.S. Government securities | $1,448,799,000 | 101 |
| U.S. Treasury securities | $28,540,000 | 190 |
| U.S. Government agency obligations | $1,420,259,000 | 97 |
| Securities issued by states & political subdivisions | $6,064,000 | 3,454 |
| Other domestic debt securities | $662,595,000 | 41 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $450,559,000 | 18 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $212,036,000 | 41 |
| Foreign debt securities | $57,742,000 | 32 |
| Equity securities | $4,274,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $822,684,000 | 109 |
| Mortgage-backed securities | $1,526,782,000 | 88 |
| Certificates of participation in pools of residential mortgages | $891,159,000 | 75 |
| Issued or guaranteed by U.S. | $891,159,000 | 74 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $136,631,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $136,631,000 | 227 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $498,992,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $498,992,000 | 29 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $2,179,474,000 | 78 |
| Total debt securities | $2,175,200,000 | 99 |
| 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 | $2,334,902,000 | 90 |
| U.S. Government securities | $1,606,639,000 | 97 |
| U.S. Treasury securities | $47,857,000 | 119 |
| U.S. Government agency obligations | $1,558,782,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $656,609,000 | 41 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $440,078,000 | 18 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $216,531,000 | 44 |
| Foreign debt securities | $71,415,000 | 30 |
| Equity securities | $239,000 | 815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $614,981,000 | 128 |
| Mortgage-backed securities | $1,645,855,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,001,803,000 | 70 |
| Issued or guaranteed by U.S. | $1,001,803,000 | 69 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $153,853,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $153,853,000 | 210 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $490,199,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $490,199,000 | 30 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,334,902,000 | 73 |
| Total debt securities | $2,334,663,000 | 90 |
| 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 | $2,045,996,000 | 106 |
| U.S. Government securities | $1,574,804,000 | 98 |
| U.S. Treasury securities | $3,024,000 | 646 |
| U.S. Government agency obligations | $1,571,780,000 | 93 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $396,729,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $214,297,000 | 20 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $182,432,000 | 49 |
| Foreign debt securities | $74,224,000 | 30 |
| Equity securities | $239,000 | 841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $689,895,000 | 124 |
| Mortgage-backed securities | $1,450,950,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,053,154,000 | 68 |
| Issued or guaranteed by U.S. | $1,053,154,000 | 67 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $125,542,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $125,542,000 | 246 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $272,254,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $272,254,000 | 36 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $2,045,996,000 | 82 |
| Total debt securities | $2,045,757,000 | 106 |
| 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 | $1,723,051,000 | 116 |
| U.S. Government securities | $1,488,959,000 | 97 |
| U.S. Treasury securities | $3,019,000 | 593 |
| U.S. Government agency obligations | $1,485,940,000 | 92 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $160,988,000 | 102 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $160,988,000 | 59 |
| Foreign debt securities | $72,865,000 | 31 |
| Equity securities | $239,000 | 845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $390,365,000 | 178 |
| Mortgage-backed securities | $1,138,220,000 | 108 |
| Certificates of participation in pools of residential mortgages | $964,964,000 | 75 |
| Issued or guaranteed by U.S. | $964,964,000 | 74 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $135,214,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $135,214,000 | 228 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $38,042,000 | 138 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $38,042,000 | 88 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,723,051,000 | 92 |
| Total debt securities | $1,722,812,000 | 115 |
| 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 | $1,727,977,000 | 115 |
| U.S. Government securities | $1,527,964,000 | 97 |
| U.S. Treasury securities | $3,016,000 | 568 |
| U.S. Government agency obligations | $1,524,948,000 | 93 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $135,918,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $135,918,000 | 70 |
| Foreign debt securities | $63,856,000 | 34 |
| Equity securities | $239,000 | 855 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,900,000 | 176 |
| Mortgage-backed securities | $1,152,306,000 | 106 |
| Certificates of participation in pools of residential mortgages | $977,977,000 | 72 |
| Issued or guaranteed by U.S. | $977,977,000 | 70 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $174,329,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $174,329,000 | 190 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,727,977,000 | 95 |
| Total debt securities | $1,727,738,000 | 114 |
| 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 | $1,893,514,000 | 110 |
| U.S. Government securities | $1,683,169,000 | 92 |
| U.S. Treasury securities | $6,042,000 | 401 |
| U.S. Government agency obligations | $1,677,127,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $144,982,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $144,982,000 | 69 |
| Foreign debt securities | $65,124,000 | 34 |
| Equity securities | $239,000 | 870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $538,311,000 | 137 |
| Mortgage-backed securities | $1,282,533,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,062,759,000 | 67 |
| Issued or guaranteed by U.S. | $1,062,759,000 | 65 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $219,774,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $219,774,000 | 162 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $1,893,514,000 | 88 |
| Total debt securities | $1,893,275,000 | 109 |
| 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 | $1,954,840,000 | 109 |
| U.S. Government securities | $1,775,149,000 | 91 |
| U.S. Treasury securities | $5,866,000 | 409 |
| U.S. Government agency obligations | $1,769,283,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $107,841,000 | 140 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $107,841,000 | 80 |
| Foreign debt securities | $71,611,000 | 33 |
| Equity securities | $239,000 | 874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $714,550,000 | 114 |
| Mortgage-backed securities | $1,423,236,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,177,913,000 | 64 |
| Issued or guaranteed by U.S. | $1,177,913,000 | 62 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $245,323,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $245,323,000 | 151 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,954,840,000 | 88 |
| Total debt securities | $1,954,601,000 | 107 |
| 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 | $1,945,117,000 | 111 |
| U.S. Government securities | $1,785,374,000 | 94 |
| U.S. Treasury securities | $3,041,000 | 577 |
| U.S. Government agency obligations | $1,782,333,000 | 89 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $94,181,000 | 152 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $94,181,000 | 88 |
| Foreign debt securities | $65,323,000 | 32 |
| Equity securities | $239,000 | 889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $364,049,000 | 199 |
| Mortgage-backed securities | $1,472,818,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,210,805,000 | 61 |
| Issued or guaranteed by U.S. | $1,210,805,000 | 59 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $262,013,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $262,013,000 | 151 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,945,117,000 | 89 |
| Total debt securities | $1,944,878,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $8,928,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,065,442,000 | 103 |
| U.S. Government securities | $1,916,663,000 | 88 |
| U.S. Treasury securities | $3,046,000 | 577 |
| U.S. Government agency obligations | $1,913,617,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $78,583,000 | 168 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $78,583,000 | 95 |
| Foreign debt securities | $69,957,000 | 31 |
| Equity securities | $239,000 | 863 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $559,656,000 | 134 |
| Mortgage-backed securities | $1,606,482,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,362,065,000 | 55 |
| Issued or guaranteed by U.S. | $1,362,065,000 | 54 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $244,417,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $244,417,000 | 161 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $2,065,442,000 | 82 |
| Total debt securities | $2,065,203,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $9,546,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,167,245,000 | 98 |
| U.S. Government securities | $2,020,758,000 | 80 |
| U.S. Treasury securities | $3,056,000 | 528 |
| U.S. Government agency obligations | $2,017,702,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $76,935,000 | 178 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $76,935,000 | 101 |
| Foreign debt securities | $69,313,000 | 32 |
| Equity securities | $239,000 | 864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $448,459,000 | 161 |
| Mortgage-backed securities | $1,700,645,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,445,533,000 | 55 |
| Issued or guaranteed by U.S. | $1,445,533,000 | 54 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $255,112,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $255,112,000 | 166 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $2,167,245,000 | 80 |
| Total debt securities | $2,167,006,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $11,070,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,156,653,000 | 96 |
| U.S. Government securities | $1,998,060,000 | 80 |
| U.S. Treasury securities | $3,060,000 | 510 |
| U.S. Government agency obligations | $1,995,000,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $70,160,000 | 187 |
| Privately issued residential mortgage-backed securities | $3,914,000 | 384 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $66,246,000 | 108 |
| Foreign debt securities | $88,194,000 | 31 |
| Equity securities | $239,000 | 868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $423,828,000 | 176 |
| Mortgage-backed securities | $1,685,273,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,480,137,000 | 54 |
| Issued or guaranteed by U.S. | $1,480,137,000 | 53 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $205,136,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $201,222,000 | 193 |
| Privately issued | $3,914,000 | 372 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $2,156,653,000 | 77 |
| Total debt securities | $2,156,414,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $9,731,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,040,473,000 | 103 |
| U.S. Government securities | $1,853,632,000 | 88 |
| U.S. Treasury securities | $18,301,000 | 175 |
| U.S. Government agency obligations | $1,835,331,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $93,863,000 | 156 |
| Privately issued residential mortgage-backed securities | $4,065,000 | 396 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $89,798,000 | 93 |
| Foreign debt securities | $92,739,000 | 30 |
| Equity securities | $239,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $818,511,000 | 110 |
| Mortgage-backed securities | $1,594,918,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,392,466,000 | 61 |
| Issued or guaranteed by U.S. | $1,392,466,000 | 60 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $202,452,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $198,387,000 | 205 |
| Privately issued | $4,065,000 | 384 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $2,040,473,000 | 83 |
| Total debt securities | $2,040,234,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $10,190,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,080,965,000 | 101 |
| U.S. Government securities | $1,873,380,000 | 84 |
| U.S. Treasury securities | $6,422,000 | 341 |
| U.S. Government agency obligations | $1,866,958,000 | 82 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $106,928,000 | 156 |
| Privately issued residential mortgage-backed securities | $4,179,000 | 450 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $102,749,000 | 86 |
| Foreign debt securities | $100,418,000 | 25 |
| Equity securities | $239,000 | 833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $882,503,000 | 94 |
| Mortgage-backed securities | $1,640,488,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,449,452,000 | 60 |
| Issued or guaranteed by U.S. | $1,449,452,000 | 60 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $191,036,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $186,857,000 | 195 |
| Privately issued | $4,179,000 | 431 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $2,080,965,000 | 83 |
| Total debt securities | $2,080,726,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $8,864,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,440,304,000 | 85 |
| U.S. Government securities | $2,277,536,000 | 72 |
| U.S. Treasury securities | $3,071,000 | 528 |
| U.S. Government agency obligations | $2,274,465,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $73,542,000 | 195 |
| Privately issued residential mortgage-backed securities | $8,167,000 | 353 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $65,375,000 | 105 |
| Foreign debt securities | $88,987,000 | 29 |
| Equity securities | $239,000 | 870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,094,952,000 | 78 |
| Mortgage-backed securities | $2,043,982,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,814,903,000 | 49 |
| Issued or guaranteed by U.S. | $1,814,903,000 | 48 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $229,079,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $220,912,000 | 168 |
| Privately issued | $8,167,000 | 340 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $2,440,304,000 | 76 |
| Total debt securities | $2,440,065,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $7,618,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,259,901,000 | 91 |
| U.S. Government securities | $2,016,563,000 | 78 |
| U.S. Treasury securities | $8,568,000 | 346 |
| U.S. Government agency obligations | $2,007,995,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $83,782,000 | 178 |
| Privately issued residential mortgage-backed securities | $8,948,000 | 359 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $74,834,000 | 95 |
| Foreign debt securities | $159,317,000 | 21 |
| Equity securities | $239,000 | 871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $981,439,000 | 87 |
| Mortgage-backed securities | $1,768,871,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,524,019,000 | 58 |
| Issued or guaranteed by U.S. | $1,524,019,000 | 58 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $244,852,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $235,904,000 | 156 |
| Privately issued | $8,948,000 | 343 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $2,259,901,000 | 79 |
| Total debt securities | $2,259,662,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $6,183,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,418,182,000 | 91 |
| U.S. Government securities | $2,116,644,000 | 80 |
| U.S. Treasury securities | $22,547,000 | 196 |
| U.S. Government agency obligations | $2,094,097,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $123,595,000 | 142 |
| Privately issued residential mortgage-backed securities | $9,306,000 | 367 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $114,289,000 | 77 |
| Foreign debt securities | $177,704,000 | 21 |
| Equity securities | $239,000 | 890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,069,622,000 | 85 |
| Mortgage-backed securities | $1,828,777,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,501,128,000 | 62 |
| Issued or guaranteed by U.S. | $1,501,128,000 | 62 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $327,649,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $318,343,000 | 121 |
| Privately issued | $9,306,000 | 353 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,418,182,000 | 77 |
| Total debt securities | $2,417,943,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $6,401,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,260,979,000 | 94 |
| U.S. Government securities | $1,920,986,000 | 83 |
| U.S. Treasury securities | $30,822,000 | 158 |
| U.S. Government agency obligations | $1,890,164,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $135,370,000 | 137 |
| Privately issued residential mortgage-backed securities | $9,564,000 | 385 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $125,806,000 | 68 |
| Foreign debt securities | $204,384,000 | 22 |
| Equity securities | $239,000 | 890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,953,000 | 86 |
| Mortgage-backed securities | $1,609,588,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,280,526,000 | 63 |
| Issued or guaranteed by U.S. | $1,280,526,000 | 61 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $329,062,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $319,498,000 | 110 |
| Privately issued | $9,564,000 | 369 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $2,260,979,000 | 80 |
| Total debt securities | $2,260,740,000 | 94 |
| 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 | $2,555,224,000 | 82 |
| U.S. Government securities | $2,254,428,000 | 73 |
| U.S. Treasury securities | $45,788,000 | 119 |
| U.S. Government agency obligations | $2,208,640,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $154,593,000 | 121 |
| Privately issued residential mortgage-backed securities | $9,788,000 | 401 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $144,805,000 | 61 |
| Foreign debt securities | $145,964,000 | 23 |
| Equity securities | $239,000 | 935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,308,631,000 | 72 |
| Mortgage-backed securities | $1,913,709,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,565,573,000 | 54 |
| Issued or guaranteed by U.S. | $1,565,573,000 | 52 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $348,136,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $338,348,000 | 96 |
| Privately issued | $9,788,000 | 385 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $2,555,224,000 | 71 |
| Total debt securities | $2,554,985,000 | 82 |
| 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 | $2,295,338,000 | 82 |
| U.S. Government securities | $1,972,658,000 | 74 |
| U.S. Treasury securities | $21,190,000 | 180 |
| U.S. Government agency obligations | $1,951,468,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $132,750,000 | 133 |
| Privately issued residential mortgage-backed securities | $11,816,000 | 392 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $120,934,000 | 65 |
| Foreign debt securities | $189,691,000 | 17 |
| Equity securities | $239,000 | 975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,230,956,000 | 74 |
| Mortgage-backed securities | $1,636,662,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,257,452,000 | 63 |
| Issued or guaranteed by U.S. | $1,257,452,000 | 63 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $379,210,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $367,394,000 | 86 |
| Privately issued | $11,816,000 | 376 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $2,295,338,000 | 69 |
| Total debt securities | $2,295,099,000 | 83 |
| 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 | $2,246,904,000 | 83 |
| U.S. Government securities | $2,143,733,000 | 72 |
| U.S. Treasury securities | $34,991,000 | 131 |
| U.S. Government agency obligations | $2,108,742,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $27,028,000 | 427 |
| Privately issued residential mortgage-backed securities | $12,280,000 | 402 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $14,748,000 | 261 |
| Foreign debt securities | $75,904,000 | 20 |
| Equity securities | $239,000 | 1,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,143,503,000 | 77 |
| Mortgage-backed securities | $1,742,382,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,368,920,000 | 56 |
| Issued or guaranteed by U.S. | $1,368,920,000 | 56 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $373,462,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $361,182,000 | 85 |
| Privately issued | $12,280,000 | 383 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $2,246,904,000 | 72 |
| Total debt securities | $2,246,665,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $2,294,054,000 | 85 |
| U.S. Government securities | $2,210,034,000 | 72 |
| U.S. Treasury securities | $14,987,000 | 204 |
| U.S. Government agency obligations | $2,195,047,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $29,479,000 | 416 |
| Privately issued residential mortgage-backed securities | $7,329,000 | 551 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $22,150,000 | 190 |
| Foreign debt securities | $54,302,000 | 22 |
| Equity securities | $239,000 | 1,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,057,289,000 | 78 |
| Mortgage-backed securities | $1,845,037,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,390,581,000 | 56 |
| Issued or guaranteed by U.S. | $1,390,581,000 | 54 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $454,456,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $447,127,000 | 67 |
| Privately issued | $7,329,000 | 529 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,294,054,000 | 72 |
| Total debt securities | $2,293,815,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $2,377,042,000 | 89 |
| U.S. Government securities | $2,150,190,000 | 76 |
| U.S. Treasury securities | $25,656,000 | 135 |
| U.S. Government agency obligations | $2,124,534,000 | 77 |
| Securities issued by states & political subdivisions | $34,238,000 | 685 |
| Other domestic debt securities | $41,181,000 | 353 |
| Privately issued residential mortgage-backed securities | $8,629,000 | 545 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $32,552,000 | 159 |
| Foreign debt securities | $151,194,000 | 16 |
| Equity securities | $239,000 | 1,083 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,077,720,000 | 82 |
| Mortgage-backed securities | $1,803,568,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,281,891,000 | 55 |
| Issued or guaranteed by U.S. | $1,281,891,000 | 54 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $521,677,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $513,048,000 | 62 |
| Privately issued | $8,629,000 | 520 |
| 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) | $47,441,000 | 383 |
| Available-for-sale securities (fair market value) | $2,329,601,000 | 73 |
| Total debt securities | $2,376,803,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $2,182,422,000 | 94 |
| U.S. Government securities | $1,836,047,000 | 83 |
| U.S. Treasury securities | $25,868,000 | 130 |
| U.S. Government agency obligations | $1,810,179,000 | 81 |
| Securities issued by states & political subdivisions | $34,439,000 | 648 |
| Other domestic debt securities | $72,197,000 | 249 |
| Privately issued residential mortgage-backed securities | $12,904,000 | 453 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $59,293,000 | 108 |
| Foreign debt securities | $190,000,000 | 17 |
| Equity securities | $49,739,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,174,000 | 88 |
| Mortgage-backed securities | $1,634,808,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,386,600,000 | 58 |
| Issued or guaranteed by U.S. | $1,386,600,000 | 56 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $248,208,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $235,304,000 | 111 |
| Privately issued | $12,904,000 | 435 |
| 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) | $47,675,000 | 383 |
| Available-for-sale securities (fair market value) | $2,134,747,000 | 79 |
| Total debt securities | $2,132,683,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| 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 | $2,656,753,000 | 82 |
| U.S. Government securities | $1,938,512,000 | 78 |
| U.S. Treasury securities | $90,583,000 | 47 |
| U.S. Government agency obligations | $1,847,929,000 | 77 |
| Securities issued by states & political subdivisions | $37,499,000 | 535 |
| Other domestic debt securities | $233,274,000 | 118 |
| Privately issued residential mortgage-backed securities | $9,281,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $223,993,000 | 36 |
| Foreign debt securities | $45,255,000 | 20 |
| Equity securities | $402,213,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,334,541,000 | 72 |
| Mortgage-backed securities | $1,662,856,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,362,904,000 | 58 |
| Issued or guaranteed by U.S. | $1,362,904,000 | 56 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $299,952,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $290,671,000 | 95 |
| Privately issued | $9,281,000 | 521 |
| 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) | $50,109,000 | 365 |
| Available-for-sale securities (fair market value) | $2,606,644,000 | 73 |
| Total debt securities | $2,254,540,000 | 90 |
| 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 | $2,592,604,000 | 79 |
| U.S. Government securities | $1,675,369,000 | 81 |
| U.S. Treasury securities | $55,366,000 | 53 |
| U.S. Government agency obligations | $1,620,003,000 | 82 |
| Securities issued by states & political subdivisions | $37,329,000 | 524 |
| Other domestic debt securities | $122,807,000 | 168 |
| Privately issued residential mortgage-backed securities | $11,007,000 | 482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $111,800,000 | 62 |
| Foreign debt securities | $5,151,000 | 32 |
| Equity securities | $751,948,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $710,632,000 | 113 |
| Mortgage-backed securities | $1,427,997,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,121,500,000 | 66 |
| Issued or guaranteed by U.S. | $1,121,500,000 | 64 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $306,497,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $295,490,000 | 89 |
| Privately issued | $11,007,000 | 457 |
| 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) | $50,312,000 | 357 |
| Available-for-sale securities (fair market value) | $2,542,292,000 | 69 |
| Total debt securities | $1,840,656,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $1,144,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,833,858,000 | 96 |
| U.S. Government securities | $1,515,012,000 | 82 |
| U.S. Treasury securities | $9,544,000 | 195 |
| U.S. Government agency obligations | $1,505,468,000 | 83 |
| Securities issued by states & political subdivisions | $37,764,000 | 495 |
| Other domestic debt securities | $123,580,000 | 170 |
| Privately issued residential mortgage-backed securities | $12,110,000 | 462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $111,470,000 | 59 |
| Foreign debt securities | $5,190,000 | 34 |
| Equity securities | $152,312,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $837,798,000 | 90 |
| Mortgage-backed securities | $1,304,640,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,091,125,000 | 66 |
| Issued or guaranteed by U.S. | $1,091,125,000 | 63 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $213,515,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $201,405,000 | 118 |
| Privately issued | $12,110,000 | 441 |
| 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) | $50,661,000 | 347 |
| Available-for-sale securities (fair market value) | $1,783,197,000 | 82 |
| Total debt securities | $1,681,546,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $407,196,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $50,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $314,000 | 60 |
| 2008-06-30 | Rank | |
| Total securities | $1,860,319,000 | 98 |
| U.S. Government securities | $1,448,821,000 | 88 |
| U.S. Treasury securities | $8,980,000 | 185 |
| U.S. Government agency obligations | $1,439,841,000 | 88 |
| Securities issued by states & political subdivisions | $38,555,000 | 499 |
| Other domestic debt securities | $291,970,000 | 108 |
| Privately issued residential mortgage-backed securities | $13,756,000 | 438 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $278,214,000 | 29 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $80,973,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $959,140,000 | 88 |
| Mortgage-backed securities | $1,227,531,000 | 87 |
| Certificates of participation in pools of residential mortgages | $980,471,000 | 70 |
| Issued or guaranteed by U.S. | $980,471,000 | 69 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $247,060,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $233,304,000 | 106 |
| Privately issued | $13,756,000 | 415 |
| 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) | $50,880,000 | 344 |
| Available-for-sale securities (fair market value) | $1,809,439,000 | 86 |
| Total debt securities | $1,779,346,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $238,400,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $144,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $259,000 | 62 |
| 2008-03-31 | Rank | |
| Total securities | $1,947,206,000 | 104 |
| U.S. Government securities | $1,616,473,000 | 84 |
| U.S. Treasury securities | $5,602,000 | 269 |
| U.S. Government agency obligations | $1,610,871,000 | 82 |
| Securities issued by states & political subdivisions | $38,003,000 | 512 |
| Other domestic debt securities | $292,414,000 | 108 |
| Privately issued residential mortgage-backed securities | $15,854,000 | 389 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $276,560,000 | 30 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $316,000 | 1,432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $843,607,000 | 93 |
| Mortgage-backed securities | $1,386,409,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,107,509,000 | 71 |
| Issued or guaranteed by U.S. | $1,107,509,000 | 68 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $278,900,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $263,046,000 | 92 |
| Privately issued | $15,854,000 | 362 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,282,000 | 327 |
| Available-for-sale securities (fair market value) | $1,895,924,000 | 91 |
| Total debt securities | $1,946,890,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $430,430,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $255,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $1,069,000 | 56 |
| 2007-12-31 | Rank | |
| Total securities | $1,939,959,000 | 105 |
| U.S. Government securities | $1,624,347,000 | 81 |
| U.S. Treasury securities | $4,537,000 | 347 |
| U.S. Government agency obligations | $1,619,810,000 | 81 |
| Securities issued by states & political subdivisions | $40,909,000 | 459 |
| Other domestic debt securities | $224,052,000 | 125 |
| Privately issued residential mortgage-backed securities | $17,690,000 | 338 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,000 | 266 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $206,341,000 | 37 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $50,651,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $821,432,000 | 99 |
| Mortgage-backed securities | $1,390,941,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,017,784,000 | 68 |
| Issued or guaranteed by U.S. | $1,017,784,000 | 66 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $373,157,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $355,467,000 | 74 |
| Privately issued | $17,690,000 | 314 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,827,000 | 341 |
| Available-for-sale securities (fair market value) | $1,888,132,000 | 87 |
| Total debt securities | $1,889,308,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $107,451,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $50,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $526,000 | 53 |
| 2007-09-30 | Rank | |
| Total securities | $2,312,455,000 | 91 |
| U.S. Government securities | $1,800,725,000 | 77 |
| U.S. Treasury securities | $4,523,000 | 364 |
| U.S. Government agency obligations | $1,796,202,000 | 76 |
| Securities issued by states & political subdivisions | $51,303,000 | 331 |
| Other domestic debt securities | $437,121,000 | 83 |
| Privately issued residential mortgage-backed securities | $18,987,000 | 312 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,783,000 | 84 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $406,351,000 | 23 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $23,306,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $876,218,000 | 99 |
| Mortgage-backed securities | $1,563,467,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,090,336,000 | 65 |
| Issued or guaranteed by U.S. | $1,090,336,000 | 63 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $473,131,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $454,144,000 | 62 |
| Privately issued | $18,987,000 | 292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,454,000 | 358 |
| Available-for-sale securities (fair market value) | $2,260,001,000 | 78 |
| Total debt securities | $2,289,149,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $235,736,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $1,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $397,000 | 52 |
| 2007-06-30 | Rank | |
| Total securities | $2,158,220,000 | 102 |
| U.S. Government securities | $1,334,529,000 | 104 |
| U.S. Treasury securities | $4,485,000 | 422 |
| U.S. Government agency obligations | $1,330,044,000 | 101 |
| Securities issued by states & political subdivisions | $152,486,000 | 96 |
| Other domestic debt securities | $649,437,000 | 64 |
| Privately issued residential mortgage-backed securities | $20,986,000 | 285 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,250,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $616,201,000 | 16 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $21,768,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $791,009,000 | 111 |
| Mortgage-backed securities | $1,108,318,000 | 106 |
| Certificates of participation in pools of residential mortgages | $660,511,000 | 88 |
| Issued or guaranteed by U.S. | $660,511,000 | 86 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $447,807,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $426,821,000 | 74 |
| Privately issued | $20,986,000 | 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) | $53,005,000 | 359 |
| Available-for-sale securities (fair market value) | $2,105,215,000 | 88 |
| Total debt securities | $2,136,452,000 | 101 |
| Structured notes | ||
| Amortized cost | $12,748,000 | 223 |
| Fair value | $12,688,000 | 219 |
| Trading account assets | $59,348,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $414,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $413,000 | 60 |
| 2007-03-31 | Rank | |
| Total securities | $1,735,405,000 | 120 |
| U.S. Government securities | $1,225,079,000 | 116 |
| U.S. Treasury securities | $4,293,000 | 453 |
| U.S. Government agency obligations | $1,220,786,000 | 114 |
| Securities issued by states & political subdivisions | $136,747,000 | 103 |
| Other domestic debt securities | $332,030,000 | 100 |
| Privately issued residential mortgage-backed securities | $31,272,000 | 237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,426,000 | 74 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $288,332,000 | 26 |
| Foreign debt securities | $20,991,000 | 24 |
| Equity securities | $20,558,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $711,227,000 | 113 |
| Mortgage-backed securities | $1,012,190,000 | 112 |
| Certificates of participation in pools of residential mortgages | $588,481,000 | 98 |
| Issued or guaranteed by U.S. | $588,481,000 | 94 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $423,709,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $392,437,000 | 77 |
| Privately issued | $31,272,000 | 226 |
| 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) | $56,500,000 | 350 |
| Available-for-sale securities (fair market value) | $1,678,905,000 | 103 |
| Total debt securities | $1,714,847,000 | 118 |
| Structured notes | ||
| Amortized cost | $12,748,000 | 248 |
| Fair value | $12,668,000 | 246 |
| Trading account assets | $197,565,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $62,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $629,000 | 60 |
| 2006-12-31 | Rank | |
| Total securities | $1,782,607,000 | 117 |
| U.S. Government securities | $1,372,323,000 | 112 |
| U.S. Treasury securities | $11,869,000 | 251 |
| U.S. Government agency obligations | $1,360,454,000 | 110 |
| Securities issued by states & political subdivisions | $129,169,000 | 109 |
| Other domestic debt securities | $254,677,000 | 116 |
| Privately issued residential mortgage-backed securities | $33,982,000 | 216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,807,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $207,888,000 | 38 |
| Foreign debt securities | $1,000,000 | 75 |
| Equity securities | $25,438,000 | 128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $663,325,000 | 120 |
| Mortgage-backed securities | $1,113,251,000 | 105 |
| Certificates of participation in pools of residential mortgages | $612,122,000 | 96 |
| Issued or guaranteed by U.S. | $612,122,000 | 93 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $501,129,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $467,147,000 | 71 |
| Privately issued | $33,982,000 | 206 |
| 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) | $59,108,000 | 341 |
| Available-for-sale securities (fair market value) | $1,723,499,000 | 100 |
| Total debt securities | $1,757,169,000 | 117 |
| Structured notes | ||
| Amortized cost | $7,763,000 | 491 |
| Fair value | $7,679,000 | 493 |
| Trading account assets | $150,830,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $71,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $579,000 | 53 |
| 2006-09-30 | Rank | |
| Total securities | $1,861,741,000 | 117 |
| U.S. Government securities | $1,286,041,000 | 121 |
| U.S. Treasury securities | $298,000 | 1,402 |
| U.S. Government agency obligations | $1,285,743,000 | 116 |
| Securities issued by states & political subdivisions | $139,625,000 | 99 |
| Other domestic debt securities | $389,158,000 | 89 |
| Privately issued residential mortgage-backed securities | $33,342,000 | 219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,403,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $341,413,000 | 22 |
| Foreign debt securities | $46,597,000 | 22 |
| Equity securities | $320,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $629,269,000 | 128 |
| Mortgage-backed securities | $997,109,000 | 114 |
| Certificates of participation in pools of residential mortgages | $518,252,000 | 112 |
| Issued or guaranteed by U.S. | $518,252,000 | 108 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $478,857,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $445,515,000 | 78 |
| Privately issued | $33,342,000 | 208 |
| 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) | $66,346,000 | 322 |
| Available-for-sale securities (fair market value) | $1,795,395,000 | 102 |
| Total debt securities | $1,861,421,000 | 114 |
| Structured notes | ||
| Amortized cost | $19,891,000 | 161 |
| Fair value | $19,720,000 | 159 |
| Trading account assets | $111,283,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $39,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $159,000 | 53 |
| 2006-06-30 | Rank | |
| Total securities | $1,575,080,000 | 129 |
| U.S. Government securities | $1,224,756,000 | 120 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,224,756,000 | 116 |
| Securities issued by states & political subdivisions | $128,955,000 | 108 |
| Other domestic debt securities | $220,000,000 | 129 |
| Privately issued residential mortgage-backed securities | $29,451,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,369,000 | 66 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $172,180,000 | 47 |
| Foreign debt securities | $1,000,000 | 83 |
| Equity securities | $369,000 | 1,421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $528,308,000 | 145 |
| Mortgage-backed securities | $903,364,000 | 120 |
| Certificates of participation in pools of residential mortgages | $426,557,000 | 136 |
| Issued or guaranteed by U.S. | $426,557,000 | 130 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $476,807,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $447,356,000 | 75 |
| Privately issued | $29,451,000 | 221 |
| 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) | $69,684,000 | 314 |
| Available-for-sale securities (fair market value) | $1,505,396,000 | 117 |
| Total debt securities | $1,574,711,000 | 124 |
| Structured notes | ||
| Amortized cost | $29,913,000 | 108 |
| Fair value | $29,458,000 | 105 |
| Trading account assets | $130,855,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,797,134,000 | 121 |
| U.S. Government securities | $1,285,223,000 | 114 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,285,223,000 | 111 |
| Securities issued by states & political subdivisions | $86,644,000 | 166 |
| Other domestic debt securities | $423,996,000 | 86 |
| Privately issued residential mortgage-backed securities | $24,373,000 | 253 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,221,000 | 65 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $379,402,000 | 18 |
| Foreign debt securities | $1,000,000 | 83 |
| Equity securities | $271,000 | 1,519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $568,815,000 | 137 |
| Mortgage-backed securities | $920,406,000 | 121 |
| Certificates of participation in pools of residential mortgages | $412,611,000 | 142 |
| Issued or guaranteed by U.S. | $412,611,000 | 137 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $507,795,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $483,422,000 | 71 |
| Privately issued | $24,373,000 | 241 |
| 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) | $74,452,000 | 306 |
| Available-for-sale securities (fair market value) | $1,722,682,000 | 109 |
| Total debt securities | $1,796,863,000 | 118 |
| Structured notes | ||
| Amortized cost | $14,913,000 | 284 |
| Fair value | $14,694,000 | 280 |
| Trading account assets | $37,190,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,769,759,000 | 124 |
| U.S. Government securities | $1,426,357,000 | 114 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,426,357,000 | 110 |
| Securities issued by states & political subdivisions | $117,065,000 | 116 |
| Other domestic debt securities | $175,142,000 | 153 |
| Privately issued residential mortgage-backed securities | $26,761,000 | 240 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,697,000 | 62 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $126,684,000 | 65 |
| Foreign debt securities | $1,000,000 | 81 |
| Equity securities | $50,195,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $643,712,000 | 128 |
| Mortgage-backed securities | $922,545,000 | 127 |
| Certificates of participation in pools of residential mortgages | $387,444,000 | 151 |
| Issued or guaranteed by U.S. | $387,444,000 | 146 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $535,101,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $508,340,000 | 73 |
| Privately issued | $26,761,000 | 229 |
| 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) | $79,023,000 | 301 |
| Available-for-sale securities (fair market value) | $1,690,736,000 | 112 |
| Total debt securities | $1,719,565,000 | 122 |
| Structured notes | ||
| Amortized cost | $35,053,000 | 85 |
| Fair value | $34,624,000 | 85 |
| Trading account assets | $62,619,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,934,484,000 | 119 |
| U.S. Government securities | $1,486,837,000 | 108 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,486,837,000 | 105 |
| Securities issued by states & political subdivisions | $101,578,000 | 134 |
| Other domestic debt securities | $342,953,000 | 95 |
| Privately issued residential mortgage-backed securities | $42,267,000 | 197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,703,000 | 85 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $288,983,000 | 26 |
| Foreign debt securities | $2,984,000 | 51 |
| Equity securities | $132,000 | 1,722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $557,342,000 | 139 |
| Mortgage-backed securities | $936,380,000 | 127 |
| Certificates of participation in pools of residential mortgages | $383,928,000 | 154 |
| Issued or guaranteed by U.S. | $383,928,000 | 150 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $552,452,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $510,185,000 | 71 |
| Privately issued | $42,267,000 | 186 |
| 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) | $84,195,000 | 280 |
| Available-for-sale securities (fair market value) | $1,850,289,000 | 108 |
| Total debt securities | $1,934,352,000 | 116 |
| Structured notes | ||
| Amortized cost | $35,044,000 | 81 |
| Fair value | $34,667,000 | 84 |
| Trading account assets | $6,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,835,262,000 | 122 |
| U.S. Government securities | $1,495,828,000 | 109 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,495,828,000 | 107 |
| Securities issued by states & political subdivisions | $67,076,000 | 217 |
| Other domestic debt securities | $267,612,000 | 115 |
| Privately issued residential mortgage-backed securities | $70,195,000 | 155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,701,000 | 86 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $185,716,000 | 43 |
| Foreign debt securities | $4,581,000 | 42 |
| Equity securities | $165,000 | 1,710 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $602,763,000 | 130 |
| Mortgage-backed securities | $944,399,000 | 132 |
| Certificates of participation in pools of residential mortgages | $383,191,000 | 156 |
| Issued or guaranteed by U.S. | $383,191,000 | 151 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $561,208,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $491,013,000 | 73 |
| Privately issued | $70,195,000 | 142 |
| 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) | $77,711,000 | 307 |
| Available-for-sale securities (fair market value) | $1,757,551,000 | 109 |
| Total debt securities | $1,835,097,000 | 122 |
| Structured notes | ||
| Amortized cost | $82,955,000 | 26 |
| Fair value | $82,729,000 | 26 |
| Trading account assets | $25,912,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,725,844,000 | 128 |
| U.S. Government securities | $1,310,416,000 | 126 |
| U.S. Treasury securities | $9,823,000 | 393 |
| U.S. Government agency obligations | $1,300,593,000 | 121 |
| Securities issued by states & political subdivisions | $13,816,000 | 1,430 |
| Other domestic debt securities | $353,868,000 | 94 |
| Privately issued residential mortgage-backed securities | $51,706,000 | 173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,695,000 | 82 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $290,467,000 | 26 |
| Foreign debt securities | $7,587,000 | 36 |
| Equity securities | $40,157,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $629,896,000 | 128 |
| Mortgage-backed securities | $733,121,000 | 156 |
| Certificates of participation in pools of residential mortgages | $337,070,000 | 179 |
| Issued or guaranteed by U.S. | $337,070,000 | 175 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $396,051,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $344,345,000 | 96 |
| Privately issued | $51,706,000 | 161 |
| 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) | $77,636,000 | 301 |
| Available-for-sale securities (fair market value) | $1,648,208,000 | 117 |
| Total debt securities | $1,685,687,000 | 130 |
| Structured notes | ||
| Amortized cost | $33,363,000 | 87 |
| Fair value | $33,026,000 | 87 |
| Trading account assets | $10,015,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,568,513,000 | 143 |
| U.S. Government securities | $1,358,805,000 | 127 |
| U.S. Treasury securities | $4,956,000 | 651 |
| U.S. Government agency obligations | $1,353,849,000 | 122 |
| Securities issued by states & political subdivisions | $10,242,000 | 1,899 |
| Other domestic debt securities | $192,181,000 | 148 |
| Privately issued residential mortgage-backed securities | $53,237,000 | 168 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,697,000 | 92 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $129,247,000 | 68 |
| Foreign debt securities | $5,929,000 | 42 |
| Equity securities | $1,356,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $591,836,000 | 135 |
| Mortgage-backed securities | $795,305,000 | 152 |
| Certificates of participation in pools of residential mortgages | $370,125,000 | 173 |
| Issued or guaranteed by U.S. | $370,125,000 | 169 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $425,180,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $371,943,000 | 90 |
| Privately issued | $53,237,000 | 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) | $79,082,000 | 301 |
| Available-for-sale securities (fair market value) | $1,489,431,000 | 130 |
| Total debt securities | $1,567,157,000 | 139 |
| Structured notes | ||
| Amortized cost | $26,203,000 | 119 |
| Fair value | $26,192,000 | 118 |
| Trading account assets | $259,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,506,249,000 | 144 |
| U.S. Government securities | $1,288,560,000 | 131 |
| U.S. Treasury securities | $11,966,000 | 329 |
| U.S. Government agency obligations | $1,276,594,000 | 127 |
| Securities issued by states & political subdivisions | $9,703,000 | 1,995 |
| Other domestic debt securities | $196,731,000 | 142 |
| Privately issued residential mortgage-backed securities | $16,905,000 | 279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,694,000 | 102 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $170,132,000 | 53 |
| Foreign debt securities | $5,950,000 | 40 |
| Equity securities | $5,305,000 | 544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $555,508,000 | 144 |
| Mortgage-backed securities | $779,081,000 | 150 |
| Certificates of participation in pools of residential mortgages | $404,565,000 | 162 |
| Issued or guaranteed by U.S. | $404,565,000 | 157 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $374,516,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $357,611,000 | 83 |
| Privately issued | $16,905,000 | 257 |
| 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) | $84,770,000 | 270 |
| Available-for-sale securities (fair market value) | $1,421,479,000 | 134 |
| Total debt securities | $1,500,944,000 | 142 |
| Structured notes | ||
| Amortized cost | $20,057,000 | 190 |
| Fair value | $20,016,000 | 191 |
| Trading account assets | $5,389,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,368,812,000 | 155 |
| U.S. Government securities | $1,243,513,000 | 135 |
| U.S. Treasury securities | $10,912,000 | 369 |
| U.S. Government agency obligations | $1,232,601,000 | 127 |
| Securities issued by states & political subdivisions | $15,993,000 | 1,200 |
| Other domestic debt securities | $47,023,000 | 304 |
| Privately issued residential mortgage-backed securities | $7,650,000 | 370 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,373,000 | 184 |
| Foreign debt securities | $54,055,000 | 22 |
| Equity securities | $8,228,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $639,336,000 | 132 |
| Mortgage-backed securities | $856,364,000 | 142 |
| Certificates of participation in pools of residential mortgages | $442,379,000 | 150 |
| Issued or guaranteed by U.S. | $442,379,000 | 148 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $413,985,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $406,335,000 | 81 |
| Privately issued | $7,650,000 | 350 |
| 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) | $94,382,000 | 246 |
| Available-for-sale securities (fair market value) | $1,274,430,000 | 144 |
| Total debt securities | $1,360,584,000 | 154 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 405 |
| Fair value | $9,984,000 | 400 |
| Trading account assets | $10,248,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,633,482,000 | 139 |
| U.S. Government securities | $1,581,033,000 | 109 |
| U.S. Treasury securities | $20,081,000 | 229 |
| U.S. Government agency obligations | $1,560,952,000 | 104 |
| Securities issued by states & political subdivisions | $15,147,000 | 1,291 |
| Other domestic debt securities | $24,060,000 | 510 |
| Privately issued residential mortgage-backed securities | $4,460,000 | 475 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $213,000 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,387,000 | 370 |
| Foreign debt securities | $12,097,000 | 33 |
| Equity securities | $1,145,000 | 1,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $523,005,000 | 148 |
| Mortgage-backed securities | $1,163,769,000 | 122 |
| Certificates of participation in pools of residential mortgages | $644,748,000 | 112 |
| Issued or guaranteed by U.S. | $644,748,000 | 107 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $519,021,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $514,561,000 | 74 |
| Privately issued | $4,460,000 | 443 |
| 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) | $80,103,000 | 270 |
| Available-for-sale securities (fair market value) | $1,553,379,000 | 126 |
| Total debt securities | $1,632,337,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $85,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $241,000 | 50 |
| 2003-12-31 | Rank | |
| Total securities | $1,393,691,000 | 152 |
| U.S. Government securities | $1,339,359,000 | 125 |
| U.S. Treasury securities | $26,068,000 | 197 |
| U.S. Government agency obligations | $1,313,291,000 | 120 |
| Securities issued by states & political subdivisions | $11,793,000 | 1,693 |
| Other domestic debt securities | $27,843,000 | 438 |
| Privately issued residential mortgage-backed securities | $5,060,000 | 366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $650,000 | 278 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,133,000 | 355 |
| Foreign debt securities | $13,727,000 | 33 |
| Equity securities | $969,000 | 1,359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,380,000 | 141 |
| Mortgage-backed securities | $907,676,000 | 140 |
| Certificates of participation in pools of residential mortgages | $460,189,000 | 150 |
| Issued or guaranteed by U.S. | $460,189,000 | 145 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $447,487,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $442,427,000 | 91 |
| Privately issued | $5,060,000 | 322 |
| 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) | $85,562,000 | 259 |
| Available-for-sale securities (fair market value) | $1,308,129,000 | 140 |
| Total debt securities | $1,392,722,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $225,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $79,000 | 53 |
| 2003-09-30 | Rank | |
| Total securities | $1,305,951,000 | 155 |
| U.S. Government securities | $1,246,181,000 | 133 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,246,181,000 | 128 |
| Securities issued by states & political subdivisions | $11,928,000 | 1,671 |
| Other domestic debt securities | $32,499,000 | 405 |
| Privately issued residential mortgage-backed securities | $9,909,000 | 270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,211,000 | 155 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,379,000 | 424 |
| Foreign debt securities | $13,766,000 | 33 |
| Equity securities | $1,577,000 | 1,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,856,000 | 142 |
| Mortgage-backed securities | $942,274,000 | 132 |
| Certificates of participation in pools of residential mortgages | $518,166,000 | 132 |
| Issued or guaranteed by U.S. | $518,166,000 | 129 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $424,108,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $414,199,000 | 92 |
| Privately issued | $9,909,000 | 235 |
| 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) | $31,298,000 | 670 |
| Available-for-sale securities (fair market value) | $1,274,653,000 | 137 |
| Total debt securities | $1,304,374,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $12,099,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $159,000 | 50 |
| 2003-06-30 | Rank | |
| Total securities | $1,444,694,000 | 146 |
| U.S. Government securities | $1,375,311,000 | 126 |
| U.S. Treasury securities | $1,055,000 | 1,444 |
| U.S. Government agency obligations | $1,374,256,000 | 120 |
| Securities issued by states & political subdivisions | $12,053,000 | 1,608 |
| Other domestic debt securities | $38,621,000 | 366 |
| Privately issued residential mortgage-backed securities | $13,546,000 | 248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,698,000 | 130 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,377,000 | 433 |
| Foreign debt securities | $17,716,000 | 27 |
| Equity securities | $993,000 | 1,413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $411,914,000 | 156 |
| Mortgage-backed securities | $1,040,166,000 | 124 |
| Certificates of participation in pools of residential mortgages | $571,047,000 | 118 |
| Issued or guaranteed by U.S. | $571,047,000 | 116 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $469,119,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $455,573,000 | 94 |
| Privately issued | $13,546,000 | 221 |
| 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) | $32,783,000 | 628 |
| Available-for-sale securities (fair market value) | $1,411,911,000 | 131 |
| Total debt securities | $1,443,701,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $151,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $362,000 | 55 |
| 2003-03-31 | Rank | |
| Total securities | $1,564,235,000 | 138 |
| U.S. Government securities | $1,443,235,000 | 120 |
| U.S. Treasury securities | $1,004,000 | 1,601 |
| U.S. Government agency obligations | $1,442,231,000 | 115 |
| Securities issued by states & political subdivisions | $12,683,000 | 1,459 |
| Other domestic debt securities | $77,485,000 | 219 |
| Privately issued residential mortgage-backed securities | $20,846,000 | 195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,103,000 | 107 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,536,000 | 212 |
| Foreign debt securities | $26,446,000 | 24 |
| Equity securities | $4,386,000 | 759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,555,000 | 176 |
| Mortgage-backed securities | $1,133,795,000 | 122 |
| Certificates of participation in pools of residential mortgages | $550,753,000 | 114 |
| Issued or guaranteed by U.S. | $550,753,000 | 113 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $583,042,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $562,196,000 | 86 |
| Privately issued | $20,846,000 | 172 |
| 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) | $34,715,000 | 587 |
| Available-for-sale securities (fair market value) | $1,529,520,000 | 126 |
| Total debt securities | $1,559,849,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $21,813,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $139,000 | 59 |
| 2002-12-31 | Rank | |
| Total securities | $1,647,516,000 | 132 |
| U.S. Government securities | $1,372,883,000 | 120 |
| U.S. Treasury securities | $1,007,000 | 1,672 |
| U.S. Government agency obligations | $1,371,876,000 | 116 |
| Securities issued by states & political subdivisions | $11,545,000 | 1,571 |
| Other domestic debt securities | $91,546,000 | 197 |
| Privately issued residential mortgage-backed securities | $28,239,000 | 171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,852,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,455,000 | 246 |
| Foreign debt securities | $27,628,000 | 23 |
| Equity securities | $143,914,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $409,273,000 | 153 |
| Mortgage-backed securities | $1,097,142,000 | 117 |
| Certificates of participation in pools of residential mortgages | $416,703,000 | 142 |
| Issued or guaranteed by U.S. | $416,703,000 | 139 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $680,439,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $652,200,000 | 76 |
| Privately issued | $28,239,000 | 150 |
| 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) | $35,251,000 | 576 |
| Available-for-sale securities (fair market value) | $1,612,265,000 | 124 |
| Total debt securities | $1,503,602,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $22,214,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $316,000 | 59 |
| 2001-12-31 | Rank | |
| Total securities | $1,005,254,000 | 171 |
| U.S. Government securities | $642,005,000 | 179 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $642,005,000 | 170 |
| Securities issued by states & political subdivisions | $11,644,000 | 1,482 |
| Other domestic debt securities | $123,666,000 | 155 |
| Privately issued residential mortgage-backed securities | $41,583,000 | 153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,873,000 | 64 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,210,000 | 195 |
| Foreign debt securities | $37,501,000 | 23 |
| Equity securities | $190,438,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,172,000 | 245 |
| Mortgage-backed securities | $618,370,000 | 157 |
| Certificates of participation in pools of residential mortgages | $243,385,000 | 194 |
| Issued or guaranteed by U.S. | $243,385,000 | 190 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $374,985,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $333,402,000 | 97 |
| Privately issued | $41,583,000 | 134 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,272,000 | 564 |
| Available-for-sale securities (fair market value) | $968,982,000 | 154 |
| Total debt securities | $814,816,000 | 187 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $40,232,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $506,280,000 | 261 |
| U.S. Government securities | $395,921,000 | 255 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $395,921,000 | 234 |
| Securities issued by states & political subdivisions | $12,081,000 | 1,379 |
| Other domestic debt securities | $45,821,000 | 301 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,821,000 | 215 |
| Foreign debt securities | $45,468,000 | 20 |
| Equity securities | $6,989,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,381,000 | 334 |
| Mortgage-backed securities | $395,921,000 | 189 |
| Certificates of participation in pools of residential mortgages | $113,032,000 | 295 |
| Issued or guaranteed by U.S. | $113,032,000 | 290 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $282,889,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $282,889,000 | 104 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,057,000 | 519 |
| Available-for-sale securities (fair market value) | $457,223,000 | 226 |
| Total debt securities | $499,291,000 | 255 |
| 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 | $435,634,000 | 323 |
| U.S. Government securities | $326,169,000 | 325 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $326,169,000 | 299 |
| Securities issued by states & political subdivisions | $5,569,000 | 2,732 |
| Other domestic debt securities | $47,254,000 | 315 |
| Privately issued residential mortgage-backed securities | $4,519,000 | 422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,735,000 | 247 |
| Foreign debt securities | $47,297,000 | 22 |
| Equity securities | $9,345,000 | 533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,795,000 | 339 |
| Mortgage-backed securities | $312,568,000 | 249 |
| Certificates of participation in pools of residential mortgages | $88,947,000 | 379 |
| Issued or guaranteed by U.S. | $88,947,000 | 370 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $223,621,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $219,102,000 | 142 |
| Privately issued | $4,519,000 | 368 |
| 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) | $23,457,000 | 1,096 |
| Available-for-sale securities (fair market value) | $412,177,000 | 274 |
| Total debt securities | $426,289,000 | 320 |
| 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 | $318,617,000 | 421 |
| U.S. Government securities | $217,736,000 | 463 |
| U.S. Treasury securities | $3,024,000 | 3,146 |
| U.S. Government agency obligations | $214,712,000 | 423 |
| Securities issued by states & political subdivisions | $1,291,000 | 5,403 |
| Other domestic debt securities | $52,135,000 | 252 |
| Privately issued residential mortgage-backed securities | $5,039,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,096,000 | 173 |
| Foreign debt securities | $36,788,000 | 23 |
| Equity securities | $10,667,000 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,410,000 | 371 |
| Mortgage-backed securities | $149,915,000 | 417 |
| Certificates of participation in pools of residential mortgages | $67,470,000 | 514 |
| Issued or guaranteed by U.S. | $67,470,000 | 506 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $82,445,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $77,406,000 | 271 |
| Privately issued | $5,039,000 | 311 |
| 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) | $20,617,000 | 1,336 |
| Available-for-sale securities (fair market value) | $298,000,000 | 353 |
| Total debt securities | $307,950,000 | 422 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $162,404,000 | 746 |
| U.S. Government securities | $138,267,000 | 712 |
| U.S. Treasury securities | $17,140,000 | 1,088 |
| U.S. Government agency obligations | $121,127,000 | 656 |
| Securities issued by states & political subdivisions | $636,000 | 6,465 |
| Other domestic debt securities | $2,000 | 3,885 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,970 |
| Foreign debt securities | $9,505,000 | 44 |
| Equity securities | $13,994,000 | 327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,837,000 | 444 |
| Mortgage-backed securities | $86,042,000 | 602 |
| Certificates of participation in pools of residential mortgages | $39,208,000 | 765 |
| Issued or guaranteed by U.S. | $39,208,000 | 752 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $46,834,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $46,834,000 | 374 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,864,000 | 2,839 |
| Available-for-sale securities (fair market value) | $152,540,000 | 562 |
| Total debt securities | $148,410,000 | 777 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 280 |
| Fair value | $4,996,000 | 285 |
| 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 | $108,855,000 | 1,089 |
| U.S. Government securities | $97,290,000 | 1,012 |
| U.S. Treasury securities | $28,043,000 | 838 |
| U.S. Government agency obligations | $69,247,000 | 1,079 |
| Securities issued by states & political subdivisions | $969,000 | 6,161 |
| Other domestic debt securities | $2,010,000 | 1,501 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,010,000 | 1,103 |
| Foreign debt securities | $6,404,000 | 60 |
| Equity securities | $2,182,000 | 1,391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 7,368 |
| Mortgage-backed securities | $29,813,000 | 1,363 |
| Certificates of participation in pools of residential mortgages | $27,022,000 | 1,063 |
| Issued or guaranteed by U.S. | $27,022,000 | 1,043 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,791,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $2,791,000 | 2,546 |
| Privately issued | $0 | 1,788 |
| 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) | $14,171,000 | 2,473 |
| Available-for-sale securities (fair market value) | $94,684,000 | 873 |
| Total debt securities | $106,673,000 | 1,078 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 300 |
| Fair value | $5,947,000 | 305 |
| 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 | $159,205,000 | 818 |
| U.S. Government securities | $142,840,000 | 746 |
| U.S. Treasury securities | $54,610,000 | 508 |
| U.S. Government agency obligations | $88,230,000 | 870 |
| Securities issued by states & political subdivisions | $1,711,000 | 5,250 |
| Other domestic debt securities | $9,319,000 | 726 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,319,000 | 520 |
| Foreign debt securities | $4,571,000 | 79 |
| Equity securities | $764,000 | 2,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 7,579 |
| Mortgage-backed securities | $1,851,000 | 6,403 |
| Certificates of participation in pools of residential mortgages | $240,000 | 7,714 |
| Issued or guaranteed by U.S. | $240,000 | 7,684 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,611,000 | 3,733 |
| CMOs issued by government agencies or sponsored agencies | $1,611,000 | 3,564 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $86,946,000 | 475 |
| Available-for-sale securities (fair market value) | $72,259,000 | 1,172 |
| Total debt securities | $158,441,000 | 802 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $209,391,000 | 662 |
| U.S. Government securities | $180,334,000 | 641 |
| U.S. Treasury securities | $62,466,000 | 543 |
| U.S. Government agency obligations | $117,868,000 | 668 |
| Securities issued by states & political subdivisions | $730,000 | 7,167 |
| Other domestic debt securities | $21,107,000 | 443 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,107,000 | 288 |
| Foreign debt securities | $5,387,000 | 71 |
| Equity securities | $1,833,000 | 1,382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,399,000 | 7,850 |
| Mortgage-backed securities | $1,820,000 | 6,829 |
| Certificates of participation in pools of residential mortgages | $807,000 | 6,757 |
| Issued or guaranteed by U.S. | $807,000 | 6,733 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,013,000 | 4,476 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 4,281 |
| Privately issued | $0 | 2,507 |
| 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) | $162,031,000 | 501 |
| Available-for-sale securities (fair market value) | $47,360,000 | 1,210 |
| Total debt securities | $207,558,000 | 658 |
| 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 | $109,141,000 | 1,257 |
| U.S. Government securities | $82,078,000 | 1,358 |
| U.S. Treasury securities | $26,273,000 | 1,426 |
| U.S. Government agency obligations | $55,805,000 | 1,303 |
| Securities issued by states & political subdivisions | $572,000 | 7,691 |
| Other domestic debt securities | $20,437,000 | 533 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,437,000 | 354 |
| Foreign debt securities | $4,489,000 | 78 |
| Equity securities | $1,565,000 | 1,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 9,664 |
| Mortgage-backed securities | $20,766,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $19,025,000 | 1,546 |
| Issued or guaranteed by U.S. | $19,025,000 | 1,522 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,741,000 | 4,266 |
| CMOs issued by government agencies or sponsored agencies | $1,741,000 | 4,085 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $107,576,000 | 1,246 |
| 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 | $74,520,000 | 1,807 |
| U.S. Government securities | $34,406,000 | 3,122 |
| U.S. Treasury securities | $9,690,000 | 3,607 |
| U.S. Government agency obligations | $24,716,000 | 2,700 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $30,698,000 | 457 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,698,000 | 294 |
| Foreign debt securities | $8,892,000 | 61 |
| Equity securities | $524,000 | 2,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,685 |
| Mortgage-backed securities | $4,731,000 | 5,616 |
| Certificates of participation in pools of residential mortgages | $1,997,000 | 6,132 |
| Issued or guaranteed by U.S. | $1,997,000 | 6,059 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,734,000 | 3,612 |
| CMOs issued by government agencies or sponsored agencies | $2,734,000 | 3,296 |
| Privately issued | $0 | 3,547 |
| 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 | $73,996,000 | 1,771 |
| 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 |