Home > Banc of California > Securities
Banc of California, Securities
| 2023-12-31 | Rank | |
| Total securities | $4,634,155,000 | 85 |
| U.S. Government securities | $1,947,816,000 | 116 |
| U.S. Treasury securities | $192,001,000 | 149 |
| U.S. Government agency obligations | $1,755,815,000 | 113 |
| Securities issued by states & political subdivisions | $1,275,393,000 | 28 |
| Other domestic debt securities | $1,412,446,000 | 46 |
| Privately issued residential mortgage-backed securities | $158,412,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,952,000 | 156 |
| Structured financial products - Total | $525,417,000 | 43 |
| Other domestic debt securities - All other | $337,359,000 | 35 |
| Foreign debt securities | $0 | 304 |
| 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 | $4,281,381,000 | 54 |
| Mortgage-backed securities | $2,282,999,000 | 84 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,187,610,000 | 74 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $284,334,000 | 128 |
| Privately issued | $158,412,000 | 44 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $204,585,000 | 74 |
| Other commercial mortgage-backed securities | $448,058,000 | 62 |
| Held to maturity securities (book value) | $2,288,791,000 | 56 |
| Available-for-sale securities (fair market value) | $2,346,864,000 | 102 |
| Total debt securities | $4,635,655,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| 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 | $6,769,758,000 | 70 |
| U.S. Government securities | $3,585,877,000 | 78 |
| U.S. Treasury securities | $850,510,000 | 56 |
| U.S. Government agency obligations | $2,735,367,000 | 81 |
| Securities issued by states & political subdivisions | $1,582,780,000 | 23 |
| Other domestic debt securities | $1,602,601,000 | 42 |
| Privately issued residential mortgage-backed securities | $149,603,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,991,000 | 151 |
| Structured financial products - Total | $705,728,000 | 37 |
| Other domestic debt securities - All other | $355,330,000 | 33 |
| Foreign debt securities | $0 | 307 |
| 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 | $6,424,935,000 | 41 |
| Mortgage-backed securities | $3,253,478,000 | 74 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,000,900,000 | 61 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $417,322,000 | 104 |
| Privately issued | $149,603,000 | 46 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $238,835,000 | 69 |
| Other commercial mortgage-backed securities | $446,818,000 | 62 |
| Held to maturity securities (book value) | $2,284,086,000 | 55 |
| Available-for-sale securities (fair market value) | $4,487,172,000 | 70 |
| Total debt securities | $6,771,258,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| 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 | $6,986,721,000 | 67 |
| U.S. Government securities | $3,786,674,000 | 75 |
| U.S. Treasury securities | $858,664,000 | 57 |
| U.S. Government agency obligations | $2,928,010,000 | 82 |
| Securities issued by states & political subdivisions | $1,588,251,000 | 23 |
| Other domestic debt securities | $1,613,296,000 | 41 |
| Privately issued residential mortgage-backed securities | $160,194,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,725,000 | 146 |
| Structured financial products - Total | $709,583,000 | 37 |
| Other domestic debt securities - All other | $350,471,000 | 36 |
| Foreign debt securities | $0 | 312 |
| 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 | $6,647,470,000 | 41 |
| Mortgage-backed securities | $3,456,359,000 | 66 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,168,612,000 | 60 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $438,541,000 | 96 |
| Privately issued | $160,194,000 | 46 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $240,458,000 | 68 |
| Other commercial mortgage-backed securities | $448,554,000 | 61 |
| Held to maturity securities (book value) | $2,279,702,000 | 53 |
| Available-for-sale securities (fair market value) | $4,708,519,000 | 65 |
| Total debt securities | $6,988,221,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $7,122,257,000 | 71 |
| U.S. Government securities | $3,899,337,000 | 77 |
| U.S. Treasury securities | $870,298,000 | 56 |
| U.S. Government agency obligations | $3,029,039,000 | 79 |
| Securities issued by states & political subdivisions | $1,590,079,000 | 25 |
| Other domestic debt securities | $1,634,341,000 | 44 |
| Privately issued residential mortgage-backed securities | $165,134,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,457,000 | 145 |
| Structured financial products - Total | $714,570,000 | 37 |
| Other domestic debt securities - All other | $359,670,000 | 37 |
| Foreign debt securities | $0 | 283 |
| 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 | $6,755,145,000 | 40 |
| Mortgage-backed securities | $3,563,404,000 | 70 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,249,080,000 | 63 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $454,951,000 | 98 |
| Privately issued | $165,134,000 | 47 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $242,050,000 | 72 |
| Other commercial mortgage-backed securities | $452,189,000 | 62 |
| Held to maturity securities (book value) | $2,275,150,000 | 58 |
| Available-for-sale securities (fair market value) | $4,848,607,000 | 68 |
| Total debt securities | $7,123,757,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| 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 | $7,112,622,000 | 74 |
| U.S. Government securities | $3,878,342,000 | 83 |
| U.S. Treasury securities | $854,232,000 | 62 |
| U.S. Government agency obligations | $3,024,110,000 | 82 |
| Securities issued by states & political subdivisions | $1,582,770,000 | 31 |
| Other domestic debt securities | $1,653,010,000 | 45 |
| Privately issued residential mortgage-backed securities | $167,469,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,413,000 | 142 |
| Structured financial products - Total | $708,777,000 | 37 |
| Other domestic debt securities - All other | $381,699,000 | 38 |
| Foreign debt securities | $0 | 287 |
| 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 | $3,000,048,000 | 60 |
| Mortgage-backed securities | $3,560,266,000 | 74 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,242,042,000 | 66 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $456,318,000 | 103 |
| Privately issued | $167,469,000 | 47 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $241,513,000 | 70 |
| Other commercial mortgage-backed securities | $452,924,000 | 66 |
| Held to maturity securities (book value) | $2,270,635,000 | 61 |
| Available-for-sale securities (fair market value) | $4,843,487,000 | 74 |
| Total debt securities | $7,114,122,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| 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 | $8,155,929,000 | 66 |
| U.S. Government securities | $4,330,877,000 | 80 |
| U.S. Treasury securities | $846,846,000 | 62 |
| U.S. Government agency obligations | $3,484,031,000 | 78 |
| Securities issued by states & political subdivisions | $1,657,627,000 | 32 |
| Other domestic debt securities | $2,168,925,000 | 35 |
| Privately issued residential mortgage-backed securities | $198,729,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,022,000 | 118 |
| Structured financial products - Total | $1,149,069,000 | 25 |
| Other domestic debt securities - All other | $415,254,000 | 36 |
| Foreign debt securities | $0 | 295 |
| 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 | $2,660,077,000 | 60 |
| Mortgage-backed securities | $4,052,304,000 | 71 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,291,234,000 | 65 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $735,709,000 | 80 |
| Privately issued | $198,729,000 | 44 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $294,633,000 | 66 |
| Other commercial mortgage-backed securities | $531,999,000 | 67 |
| Held to maturity securities (book value) | $2,266,101,000 | 59 |
| Available-for-sale securities (fair market value) | $5,891,328,000 | 66 |
| Total debt securities | $8,157,429,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $9,041,015,000 | 61 |
| U.S. Government securities | $5,683,196,000 | 70 |
| U.S. Treasury securities | $878,805,000 | 61 |
| U.S. Government agency obligations | $4,804,391,000 | 70 |
| Securities issued by states & political subdivisions | $1,942,269,000 | 30 |
| Other domestic debt securities | $1,417,050,000 | 46 |
| Privately issued residential mortgage-backed securities | $216,958,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,647,000 | 116 |
| Structured financial products - Total | $352,290,000 | 33 |
| Other domestic debt securities - All other | $439,094,000 | 36 |
| Foreign debt securities | $0 | 289 |
| 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 | $2,798,664,000 | 58 |
| Mortgage-backed securities | $5,389,766,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,577,714,000 | 63 |
| Issued or guaranteed by U.S. | $2,577,714,000 | 63 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,019,412,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $802,454,000 | 78 |
| Privately issued | $216,958,000 | 44 |
| Commercial mortgage-backed securities | $1,792,640,000 | 45 |
| Commercial mortgage pass-through securities | $303,075,000 | 67 |
| Other commercial mortgage-backed securities | $1,489,565,000 | 33 |
| Held to maturity securities (book value) | $2,261,867,000 | 59 |
| Available-for-sale securities (fair market value) | $6,780,648,000 | 61 |
| Total debt securities | $9,042,525,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $9,975,109,000 | 57 |
| U.S. Government securities | $6,223,729,000 | 68 |
| U.S. Treasury securities | $907,743,000 | 61 |
| U.S. Government agency obligations | $5,315,986,000 | 69 |
| Securities issued by states & political subdivisions | $2,125,161,000 | 23 |
| Other domestic debt securities | $1,626,219,000 | 42 |
| Privately issued residential mortgage-backed securities | $239,088,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $112,877,000 | 61 |
| Structured financial products - Total | $363,806,000 | 28 |
| Other domestic debt securities - All other | $509,156,000 | 32 |
| Foreign debt securities | $0 | 286 |
| 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 | $558,004,000 | 175 |
| Mortgage-backed securities | $5,948,726,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,788,814,000 | 62 |
| Issued or guaranteed by U.S. | $2,788,814,000 | 62 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,178,874,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $939,786,000 | 74 |
| Privately issued | $239,088,000 | 42 |
| Commercial mortgage-backed securities | $1,981,038,000 | 42 |
| Commercial mortgage pass-through securities | $317,458,000 | 65 |
| Other commercial mortgage-backed securities | $1,663,580,000 | 36 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $9,975,109,000 | 47 |
| Total debt securities | $9,975,109,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| 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 | $10,694,458,000 | 51 |
| U.S. Government securities | $6,620,833,000 | 63 |
| U.S. Treasury securities | $966,898,000 | 50 |
| U.S. Government agency obligations | $5,653,935,000 | 64 |
| Securities issued by states & political subdivisions | $2,315,967,000 | 21 |
| Other domestic debt securities | $1,757,658,000 | 39 |
| Privately issued residential mortgage-backed securities | $265,438,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $129,547,000 | 58 |
| Structured financial products - Total | $385,362,000 | 27 |
| Other domestic debt securities - All other | $527,094,000 | 30 |
| Foreign debt securities | $0 | 278 |
| 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 | $532,418,000 | 172 |
| Mortgage-backed securities | $6,359,685,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,898,210,000 | 59 |
| Issued or guaranteed by U.S. | $2,898,210,000 | 59 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,302,551,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $1,037,113,000 | 72 |
| Privately issued | $265,438,000 | 31 |
| Commercial mortgage-backed securities | $2,158,924,000 | 40 |
| Commercial mortgage pass-through securities | $341,572,000 | 59 |
| Other commercial mortgage-backed securities | $1,817,352,000 | 35 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $10,694,458,000 | 48 |
| Total debt securities | $10,694,458,000 | 51 |
| 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 | $9,276,926,000 | 56 |
| U.S. Government securities | $5,585,725,000 | 66 |
| U.S. Treasury securities | $971,268,000 | 43 |
| U.S. Government agency obligations | $4,614,457,000 | 73 |
| Securities issued by states & political subdivisions | $1,989,928,000 | 23 |
| Other domestic debt securities | $1,701,273,000 | 38 |
| Privately issued residential mortgage-backed securities | $304,796,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $132,997,000 | 59 |
| Structured financial products - Total | $358,547,000 | 26 |
| Other domestic debt securities - All other | $516,615,000 | 28 |
| Foreign debt securities | $0 | 261 |
| 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 | $492,046,000 | 187 |
| Mortgage-backed securities | $5,297,509,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,180,993,000 | 71 |
| Issued or guaranteed by U.S. | $2,180,993,000 | 71 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,392,219,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,087,423,000 | 65 |
| Privately issued | $304,796,000 | 22 |
| Commercial mortgage-backed securities | $1,724,297,000 | 45 |
| Commercial mortgage pass-through securities | $220,867,000 | 81 |
| Other commercial mortgage-backed securities | $1,503,430,000 | 36 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $9,276,926,000 | 51 |
| Total debt securities | $9,276,926,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $7,199,320,000 | 67 |
| U.S. Government securities | $3,864,436,000 | 80 |
| U.S. Treasury securities | $877,153,000 | 44 |
| U.S. Government agency obligations | $2,987,283,000 | 87 |
| Securities issued by states & political subdivisions | $1,817,498,000 | 27 |
| Other domestic debt securities | $1,516,674,000 | 35 |
| Privately issued residential mortgage-backed securities | $98,104,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $149,583,000 | 57 |
| Structured financial products - Total | $382,043,000 | 20 |
| Other domestic debt securities - All other | $508,708,000 | 27 |
| Foreign debt securities | $0 | 266 |
| 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 | $489,976,000 | 187 |
| Mortgage-backed securities | $3,451,533,000 | 77 |
| Certificates of participation in pools of residential mortgages | $552,410,000 | 160 |
| Issued or guaranteed by U.S. | $552,410,000 | 159 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,239,320,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $1,141,216,000 | 64 |
| Privately issued | $98,104,000 | 43 |
| Commercial mortgage-backed securities | $1,659,803,000 | 46 |
| Commercial mortgage pass-through securities | $168,050,000 | 92 |
| Other commercial mortgage-backed securities | $1,491,753,000 | 36 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $7,198,608,000 | 60 |
| Total debt securities | $7,198,608,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $5,942,402,000 | 76 |
| U.S. Government securities | $3,342,350,000 | 89 |
| U.S. Treasury securities | $491,358,000 | 50 |
| U.S. Government agency obligations | $2,850,992,000 | 87 |
| Securities issued by states & political subdivisions | $1,646,054,000 | 27 |
| Other domestic debt securities | $953,286,000 | 42 |
| Privately issued residential mortgage-backed securities | $104,624,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $224,015,000 | 39 |
| Structured financial products - Total | $244,240,000 | 23 |
| Other domestic debt securities - All other | $380,407,000 | 29 |
| Foreign debt securities | $0 | 279 |
| 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 | $488,047,000 | 180 |
| Mortgage-backed securities | $2,943,571,000 | 84 |
| Certificates of participation in pools of residential mortgages | $433,099,000 | 178 |
| Issued or guaranteed by U.S. | $433,099,000 | 177 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,212,204,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,107,580,000 | 63 |
| Privately issued | $104,624,000 | 38 |
| Commercial mortgage-backed securities | $1,298,268,000 | 50 |
| Commercial mortgage pass-through securities | $169,506,000 | 83 |
| Other commercial mortgage-backed securities | $1,128,762,000 | 41 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $5,941,690,000 | 66 |
| Total debt securities | $5,941,690,000 | 76 |
| 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 | $5,236,303,000 | 79 |
| U.S. Government securities | $2,888,391,000 | 91 |
| U.S. Treasury securities | $5,302,000 | 563 |
| U.S. Government agency obligations | $2,883,089,000 | 80 |
| Securities issued by states & political subdivisions | $1,531,616,000 | 32 |
| Other domestic debt securities | $815,584,000 | 42 |
| Privately issued residential mortgage-backed securities | $118,316,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $249,503,000 | 34 |
| Structured financial products - Total | $135,876,000 | 29 |
| Other domestic debt securities - All other | $311,889,000 | 40 |
| Foreign debt securities | $0 | 277 |
| 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 | $449,330,000 | 188 |
| Mortgage-backed securities | $2,986,636,000 | 79 |
| Certificates of participation in pools of residential mortgages | $341,074,000 | 190 |
| Issued or guaranteed by U.S. | $341,074,000 | 188 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,336,827,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,218,511,000 | 60 |
| Privately issued | $118,316,000 | 32 |
| Commercial mortgage-backed securities | $1,308,735,000 | 49 |
| Commercial mortgage pass-through securities | $179,037,000 | 75 |
| Other commercial mortgage-backed securities | $1,129,698,000 | 43 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,235,591,000 | 70 |
| Total debt securities | $5,235,591,000 | 78 |
| 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 | $4,533,326,000 | 80 |
| U.S. Government securities | $2,663,238,000 | 95 |
| U.S. Treasury securities | $5,335,000 | 546 |
| U.S. Government agency obligations | $2,657,903,000 | 84 |
| Securities issued by states & political subdivisions | $1,203,030,000 | 34 |
| Other domestic debt securities | $666,346,000 | 47 |
| Privately issued residential mortgage-backed securities | $122,628,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $234,103,000 | 37 |
| Structured financial products - Total | $135,333,000 | 27 |
| Other domestic debt securities - All other | $174,282,000 | 59 |
| Foreign debt securities | $0 | 284 |
| 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 | $605,258,000 | 149 |
| Mortgage-backed securities | $2,765,690,000 | 74 |
| Certificates of participation in pools of residential mortgages | $246,498,000 | 219 |
| Issued or guaranteed by U.S. | $246,498,000 | 218 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,287,034,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,164,406,000 | 60 |
| Privately issued | $122,628,000 | 30 |
| Commercial mortgage-backed securities | $1,232,158,000 | 49 |
| Commercial mortgage pass-through securities | $182,322,000 | 69 |
| Other commercial mortgage-backed securities | $1,049,836,000 | 42 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,532,614,000 | 69 |
| Total debt securities | $4,532,614,000 | 78 |
| Structured notes | ||
| Amortized cost | $7,350,000 | 52 |
| Fair value | $7,973,000 | 50 |
| 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 | $3,851,853,000 | 87 |
| U.S. Government securities | $2,480,101,000 | 100 |
| U.S. Treasury securities | $5,363,000 | 574 |
| U.S. Government agency obligations | $2,474,738,000 | 91 |
| Securities issued by states & political subdivisions | $888,338,000 | 39 |
| Other domestic debt securities | $482,703,000 | 55 |
| Privately issued residential mortgage-backed securities | $98,375,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $227,207,000 | 31 |
| Structured financial products - Total | $136,663,000 | 28 |
| Other domestic debt securities - All other | $20,458,000 | 307 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $642,029,000 | 139 |
| Mortgage-backed securities | $2,557,267,000 | 80 |
| Certificates of participation in pools of residential mortgages | $248,933,000 | 214 |
| Issued or guaranteed by U.S. | $248,933,000 | 212 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,146,518,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,048,143,000 | 62 |
| Privately issued | $98,375,000 | 36 |
| Commercial mortgage-backed securities | $1,161,816,000 | 48 |
| Commercial mortgage pass-through securities | $189,430,000 | 62 |
| Other commercial mortgage-backed securities | $972,386,000 | 41 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,851,142,000 | 73 |
| Total debt securities | $3,851,141,000 | 85 |
| Structured notes | ||
| Amortized cost | $7,360,000 | 48 |
| Fair value | $7,966,000 | 46 |
| 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 | $3,760,134,000 | 87 |
| U.S. Government securities | $2,566,550,000 | 95 |
| U.S. Treasury securities | $5,378,000 | 570 |
| U.S. Government agency obligations | $2,561,172,000 | 85 |
| Securities issued by states & political subdivisions | $733,883,000 | 45 |
| Other domestic debt securities | $457,230,000 | 55 |
| Privately issued residential mortgage-backed securities | $99,491,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $210,699,000 | 37 |
| Structured financial products - Total | $130,082,000 | 29 |
| Other domestic debt securities - All other | $16,958,000 | 319 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,522,520,000 | 54 |
| Mortgage-backed securities | $2,645,180,000 | 78 |
| Certificates of participation in pools of residential mortgages | $289,831,000 | 187 |
| Issued or guaranteed by U.S. | $289,831,000 | 186 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,199,958,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,100,467,000 | 59 |
| Privately issued | $99,491,000 | 30 |
| Commercial mortgage-backed securities | $1,155,391,000 | 46 |
| Commercial mortgage pass-through securities | $205,636,000 | 58 |
| Other commercial mortgage-backed securities | $949,755,000 | 40 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $3,757,663,000 | 73 |
| Total debt securities | $3,757,663,000 | 86 |
| Structured notes | ||
| Amortized cost | $7,370,000 | 74 |
| Fair value | $7,803,000 | 69 |
| 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 | $3,800,006,000 | 85 |
| U.S. Government securities | $2,601,501,000 | 87 |
| U.S. Treasury securities | $5,181,000 | 627 |
| U.S. Government agency obligations | $2,596,320,000 | 77 |
| Securities issued by states & political subdivisions | $735,160,000 | 41 |
| Other domestic debt securities | $460,526,000 | 60 |
| Privately issued residential mortgage-backed securities | $101,239,000 | 42 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $214,783,000 | 35 |
| Structured financial products - Total | $123,756,000 | 28 |
| Other domestic debt securities - All other | $20,748,000 | 259 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,200,000 | 157 |
| Mortgage-backed securities | $2,679,907,000 | 75 |
| Certificates of participation in pools of residential mortgages | $305,197,000 | 173 |
| Issued or guaranteed by U.S. | $305,197,000 | 173 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,235,880,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,134,641,000 | 59 |
| Privately issued | $101,239,000 | 31 |
| Commercial mortgage-backed securities | $1,138,830,000 | 45 |
| Commercial mortgage pass-through securities | $199,714,000 | 57 |
| Other commercial mortgage-backed securities | $939,116,000 | 38 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $3,797,187,000 | 69 |
| Total debt securities | $3,797,187,000 | 84 |
| Structured notes | ||
| Amortized cost | $7,381,000 | 96 |
| Fair value | $7,541,000 | 94 |
| 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 | $3,820,061,000 | 79 |
| U.S. Government securities | $2,650,618,000 | 82 |
| U.S. Treasury securities | $5,203,000 | 639 |
| U.S. Government agency obligations | $2,645,415,000 | 72 |
| Securities issued by states & political subdivisions | $721,980,000 | 39 |
| Other domestic debt securities | $444,750,000 | 62 |
| Privately issued residential mortgage-backed securities | $95,701,000 | 46 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $214,151,000 | 38 |
| Structured financial products - Total | $113,874,000 | 26 |
| Other domestic debt securities - All other | $21,024,000 | 256 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $494,984,000 | 151 |
| Mortgage-backed securities | $2,723,360,000 | 70 |
| Certificates of participation in pools of residential mortgages | $324,929,000 | 157 |
| Issued or guaranteed by U.S. | $324,929,000 | 157 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,266,423,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,170,722,000 | 60 |
| Privately issued | $95,701,000 | 32 |
| Commercial mortgage-backed securities | $1,132,008,000 | 44 |
| Commercial mortgage pass-through securities | $205,001,000 | 55 |
| Other commercial mortgage-backed securities | $927,007,000 | 38 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,817,348,000 | 63 |
| Total debt securities | $3,817,348,000 | 78 |
| Structured notes | ||
| Amortized cost | $7,391,000 | 131 |
| Fair value | $7,615,000 | 130 |
| 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 | $3,809,936,000 | 78 |
| U.S. Government securities | $2,615,767,000 | 81 |
| U.S. Treasury securities | $5,188,000 | 637 |
| U.S. Government agency obligations | $2,610,579,000 | 71 |
| Securities issued by states & political subdivisions | $736,571,000 | 39 |
| Other domestic debt securities | $454,906,000 | 58 |
| Privately issued residential mortgage-backed securities | $113,949,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $227,121,000 | 35 |
| Structured financial products - Total | $93,802,000 | 29 |
| Other domestic debt securities - All other | $20,034,000 | 263 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $493,795,000 | 154 |
| Mortgage-backed securities | $2,705,566,000 | 70 |
| Certificates of participation in pools of residential mortgages | $351,360,000 | 154 |
| Issued or guaranteed by U.S. | $351,360,000 | 154 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,262,510,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,148,561,000 | 58 |
| Privately issued | $113,949,000 | 29 |
| Commercial mortgage-backed securities | $1,091,696,000 | 42 |
| Commercial mortgage pass-through securities | $214,703,000 | 50 |
| Other commercial mortgage-backed securities | $876,993,000 | 38 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,807,244,000 | 62 |
| Total debt securities | $3,807,244,000 | 76 |
| Structured notes | ||
| Amortized cost | $7,401,000 | 152 |
| Fair value | $7,547,000 | 148 |
| 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 | $3,997,314,000 | 72 |
| U.S. Government securities | $2,480,648,000 | 89 |
| U.S. Treasury securities | $290,716,000 | 62 |
| U.S. Government agency obligations | $2,189,932,000 | 84 |
| Securities issued by states & political subdivisions | $1,185,002,000 | 25 |
| Other domestic debt securities | $329,058,000 | 69 |
| Privately issued residential mortgage-backed securities | $142,381,000 | 26 |
| Commercial mortgage-backed securities - Total | $22,715,000 | 57 |
| Asset backed securities | $145,262,000 | 45 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $18,700,000 | 278 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,375,000 | 161 |
| Mortgage-backed securities | $2,336,295,000 | 79 |
| Certificates of participation in pools of residential mortgages | $343,177,000 | 153 |
| Issued or guaranteed by U.S. | $343,177,000 | 153 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $858,201,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $715,820,000 | 79 |
| Privately issued | $142,381,000 | 24 |
| Commercial mortgage-backed securities | $1,134,917,000 | 38 |
| Commercial mortgage pass-through securities | $211,910,000 | 51 |
| Other commercial mortgage-backed securities | $923,007,000 | 37 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,994,708,000 | 60 |
| Total debt securities | $3,994,708,000 | 71 |
| Structured notes | ||
| Amortized cost | $7,411,000 | 161 |
| Fair value | $7,369,000 | 159 |
| 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 | $4,011,905,000 | 71 |
| U.S. Government securities | $2,495,058,000 | 88 |
| U.S. Treasury securities | $403,405,000 | 54 |
| U.S. Government agency obligations | $2,091,653,000 | 87 |
| Securities issued by states & political subdivisions | $1,312,193,000 | 23 |
| Other domestic debt securities | $202,180,000 | 94 |
| Privately issued residential mortgage-backed securities | $137,221,000 | 29 |
| Commercial mortgage-backed securities - Total | $27,200,000 | 50 |
| Asset backed securities | $20,206,000 | 114 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $17,553,000 | 284 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $458,143,000 | 171 |
| Mortgage-backed securities | $2,222,893,000 | 80 |
| Certificates of participation in pools of residential mortgages | $281,088,000 | 176 |
| Issued or guaranteed by U.S. | $281,088,000 | 176 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $768,034,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $630,813,000 | 86 |
| Privately issued | $137,221,000 | 24 |
| Commercial mortgage-backed securities | $1,173,771,000 | 39 |
| Commercial mortgage pass-through securities | $218,516,000 | 48 |
| Other commercial mortgage-backed securities | $955,255,000 | 34 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $4,009,431,000 | 59 |
| Total debt securities | $4,009,431,000 | 70 |
| Structured notes | ||
| Amortized cost | $7,421,000 | 165 |
| Fair value | $7,227,000 | 164 |
| 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 | $3,823,125,000 | 71 |
| U.S. Government securities | $2,359,584,000 | 88 |
| U.S. Treasury securities | $397,631,000 | 55 |
| U.S. Government agency obligations | $1,961,953,000 | 89 |
| Securities issued by states & political subdivisions | $1,271,583,000 | 24 |
| Other domestic debt securities | $189,166,000 | 99 |
| Privately issued residential mortgage-backed securities | $112,524,000 | 32 |
| Commercial mortgage-backed securities - Total | $29,438,000 | 47 |
| Asset backed securities | $29,014,000 | 94 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $18,190,000 | 276 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $427,778,000 | 183 |
| Mortgage-backed securities | $2,071,122,000 | 83 |
| Certificates of participation in pools of residential mortgages | $249,831,000 | 190 |
| Issued or guaranteed by U.S. | $249,831,000 | 189 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $680,055,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $567,531,000 | 91 |
| Privately issued | $112,524,000 | 28 |
| Commercial mortgage-backed securities | $1,141,236,000 | 38 |
| Commercial mortgage pass-through securities | $211,587,000 | 43 |
| Other commercial mortgage-backed securities | $929,649,000 | 34 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,820,333,000 | 60 |
| Total debt securities | $3,820,333,000 | 71 |
| Structured notes | ||
| Amortized cost | $7,431,000 | 161 |
| Fair value | $7,118,000 | 161 |
| 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 | $3,861,294,000 | 74 |
| U.S. Government securities | $2,253,219,000 | 89 |
| U.S. Treasury securities | $262,341,000 | 71 |
| U.S. Government agency obligations | $1,990,878,000 | 87 |
| Securities issued by states & political subdivisions | $1,412,092,000 | 20 |
| Other domestic debt securities | $192,477,000 | 94 |
| Privately issued residential mortgage-backed securities | $104,404,000 | 36 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $69,781,000 | 57 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $18,292,000 | 275 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $433,160,000 | 184 |
| Mortgage-backed securities | $2,054,289,000 | 82 |
| Certificates of participation in pools of residential mortgages | $263,588,000 | 187 |
| Issued or guaranteed by U.S. | $263,588,000 | 186 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $657,127,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $552,723,000 | 90 |
| Privately issued | $104,404,000 | 32 |
| Commercial mortgage-backed securities | $1,133,574,000 | 38 |
| Commercial mortgage pass-through securities | $216,987,000 | 43 |
| Other commercial mortgage-backed securities | $916,587,000 | 32 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $3,857,788,000 | 62 |
| Total debt securities | $3,857,788,000 | 73 |
| 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 | $3,805,405,000 | 72 |
| U.S. Government securities | $2,181,765,000 | 92 |
| U.S. Treasury securities | $148,582,000 | 79 |
| U.S. Government agency obligations | $2,033,183,000 | 87 |
| Securities issued by states & political subdivisions | $1,403,586,000 | 21 |
| Other domestic debt securities | $216,635,000 | 90 |
| Privately issued residential mortgage-backed securities | $118,541,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $79,734,000 | 53 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $18,360,000 | 268 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $433,337,000 | 181 |
| Mortgage-backed securities | $2,003,460,000 | 82 |
| Certificates of participation in pools of residential mortgages | $251,776,000 | 192 |
| Issued or guaranteed by U.S. | $251,776,000 | 191 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $662,190,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $543,649,000 | 88 |
| Privately issued | $118,541,000 | 28 |
| Commercial mortgage-backed securities | $1,089,494,000 | 36 |
| Commercial mortgage pass-through securities | $199,222,000 | 45 |
| Other commercial mortgage-backed securities | $890,272,000 | 31 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $3,801,986,000 | 59 |
| Total debt securities | $3,801,986,000 | 71 |
| 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 | $3,771,167,000 | 71 |
| U.S. Government securities | $1,843,872,000 | 101 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,843,872,000 | 90 |
| Securities issued by states & political subdivisions | $1,680,068,000 | 18 |
| Other domestic debt securities | $243,421,000 | 76 |
| Privately issued residential mortgage-backed securities | $128,401,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $88,710,000 | 54 |
| Structured financial products - Total | $7,015,000 | 70 |
| Other domestic debt securities - All other | $19,295,000 | 262 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,806,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $449,187,000 | 184 |
| Mortgage-backed securities | $1,811,939,000 | 87 |
| Certificates of participation in pools of residential mortgages | $246,274,000 | 191 |
| Issued or guaranteed by U.S. | $246,274,000 | 189 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $401,696,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $273,295,000 | 133 |
| Privately issued | $128,401,000 | 27 |
| Commercial mortgage-backed securities | $1,163,969,000 | 35 |
| Commercial mortgage pass-through securities | $197,667,000 | 43 |
| Other commercial mortgage-backed securities | $966,302,000 | 31 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $3,771,167,000 | 57 |
| Total debt securities | $3,767,361,000 | 70 |
| 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 | $3,530,711,000 | 71 |
| U.S. Government securities | $1,714,949,000 | 102 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,714,949,000 | 93 |
| Securities issued by states & political subdivisions | $1,549,150,000 | 20 |
| Other domestic debt securities | $262,841,000 | 74 |
| Privately issued residential mortgage-backed securities | $137,034,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $87,506,000 | 54 |
| Structured financial products - Total | $19,176,000 | 50 |
| Other domestic debt securities - All other | $19,125,000 | 279 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,771,000 | 275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,815,000 | 222 |
| Mortgage-backed securities | $1,683,955,000 | 91 |
| Certificates of participation in pools of residential mortgages | $377,541,000 | 145 |
| Issued or guaranteed by U.S. | $377,541,000 | 143 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $310,500,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $173,466,000 | 172 |
| Privately issued | $137,034,000 | 27 |
| Commercial mortgage-backed securities | $995,914,000 | 35 |
| Commercial mortgage pass-through securities | $246,707,000 | 32 |
| Other commercial mortgage-backed securities | $749,207,000 | 35 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $3,530,711,000 | 59 |
| Total debt securities | $3,526,940,000 | 70 |
| 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 | $3,473,636,000 | 73 |
| U.S. Government securities | $1,631,702,000 | 103 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,631,702,000 | 94 |
| Securities issued by states & political subdivisions | $1,534,554,000 | 19 |
| Other domestic debt securities | $303,801,000 | 69 |
| Privately issued residential mortgage-backed securities | $162,377,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $55,938,000 | 59 |
| Structured financial products - Total | $66,301,000 | 34 |
| Other domestic debt securities - All other | $19,185,000 | 286 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $3,579,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $430,182,000 | 186 |
| Mortgage-backed securities | $1,616,023,000 | 89 |
| Certificates of participation in pools of residential mortgages | $404,320,000 | 139 |
| Issued or guaranteed by U.S. | $404,320,000 | 137 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $293,493,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $131,116,000 | 209 |
| Privately issued | $162,377,000 | 26 |
| Commercial mortgage-backed securities | $918,210,000 | 35 |
| Commercial mortgage pass-through securities | $222,111,000 | 34 |
| Other commercial mortgage-backed securities | $696,099,000 | 35 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $3,473,636,000 | 60 |
| Total debt securities | $3,470,057,000 | 72 |
| 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 | $3,335,880,000 | 75 |
| U.S. Government securities | $1,491,089,000 | 107 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,491,089,000 | 99 |
| Securities issued by states & political subdivisions | $1,483,281,000 | 20 |
| Other domestic debt securities | $359,880,000 | 63 |
| Privately issued residential mortgage-backed securities | $152,204,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $61,492,000 | 59 |
| Structured financial products - Total | $127,973,000 | 24 |
| Other domestic debt securities - All other | $18,211,000 | 298 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $1,630,000 | 415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $424,692,000 | 183 |
| Mortgage-backed securities | $1,474,959,000 | 95 |
| Certificates of participation in pools of residential mortgages | $474,556,000 | 128 |
| Issued or guaranteed by U.S. | $474,556,000 | 127 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $288,332,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $136,128,000 | 202 |
| Privately issued | $152,204,000 | 26 |
| Commercial mortgage-backed securities | $712,071,000 | 40 |
| Commercial mortgage pass-through securities | $195,490,000 | 37 |
| Other commercial mortgage-backed securities | $516,581,000 | 41 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $3,335,880,000 | 62 |
| Total debt securities | $3,334,250,000 | 73 |
| 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 | $3,222,741,000 | 76 |
| U.S. Government securities | $1,372,261,000 | 113 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,372,261,000 | 105 |
| Securities issued by states & political subdivisions | $1,456,459,000 | 21 |
| Other domestic debt securities | $392,248,000 | 58 |
| Privately issued residential mortgage-backed securities | $128,477,000 | 35 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $59,375,000 | 59 |
| Structured financial products - Total | $156,887,000 | 23 |
| Other domestic debt securities - All other | $47,509,000 | 140 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,773,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,511,000 | 179 |
| Mortgage-backed securities | $1,321,893,000 | 104 |
| Certificates of participation in pools of residential mortgages | $502,443,000 | 122 |
| Issued or guaranteed by U.S. | $502,443,000 | 121 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $271,758,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $143,281,000 | 196 |
| Privately issued | $128,477,000 | 32 |
| Commercial mortgage-backed securities | $547,692,000 | 41 |
| Commercial mortgage pass-through securities | $149,142,000 | 44 |
| Other commercial mortgage-backed securities | $398,550,000 | 47 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $3,222,741,000 | 62 |
| Total debt securities | $3,220,968,000 | 75 |
| 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 | $3,340,166,000 | 73 |
| U.S. Government securities | $1,401,566,000 | 110 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,401,566,000 | 104 |
| Securities issued by states & political subdivisions | $1,522,494,000 | 18 |
| Other domestic debt securities | $414,316,000 | 57 |
| Privately issued residential mortgage-backed securities | $141,804,000 | 35 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $66,854,000 | 57 |
| Structured financial products - Total | $156,647,000 | 22 |
| Other domestic debt securities - All other | $49,011,000 | 137 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,790,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $342,232,000 | 210 |
| Mortgage-backed securities | $1,356,070,000 | 101 |
| Certificates of participation in pools of residential mortgages | $528,941,000 | 111 |
| Issued or guaranteed by U.S. | $528,941,000 | 110 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $295,856,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $154,052,000 | 188 |
| Privately issued | $141,804,000 | 33 |
| Commercial mortgage-backed securities | $531,273,000 | 42 |
| Commercial mortgage pass-through securities | $144,277,000 | 40 |
| Other commercial mortgage-backed securities | $386,996,000 | 46 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $3,340,166,000 | 59 |
| Total debt securities | $3,338,376,000 | 71 |
| 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 | $3,346,535,000 | 72 |
| U.S. Government securities | $1,347,430,000 | 111 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,347,430,000 | 107 |
| Securities issued by states & political subdivisions | $1,553,286,000 | 18 |
| Other domestic debt securities | $443,334,000 | 55 |
| Privately issued residential mortgage-backed securities | $149,569,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $93,151,000 | 50 |
| Structured financial products - Total | $153,887,000 | 23 |
| Other domestic debt securities - All other | $46,727,000 | 149 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,485,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $442,884,000 | 169 |
| Mortgage-backed securities | $1,299,698,000 | 102 |
| Certificates of participation in pools of residential mortgages | $520,519,000 | 109 |
| Issued or guaranteed by U.S. | $520,519,000 | 108 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $314,780,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $165,211,000 | 185 |
| Privately issued | $149,569,000 | 31 |
| Commercial mortgage-backed securities | $464,399,000 | 47 |
| Commercial mortgage pass-through securities | $118,800,000 | 43 |
| Other commercial mortgage-backed securities | $345,599,000 | 49 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $3,346,535,000 | 59 |
| Total debt securities | $3,344,050,000 | 72 |
| 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 | $3,239,636,000 | 74 |
| U.S. Government securities | $1,300,271,000 | 114 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,300,271,000 | 107 |
| Securities issued by states & political subdivisions | $1,517,592,000 | 18 |
| Other domestic debt securities | $419,390,000 | 55 |
| Privately issued residential mortgage-backed securities | $135,245,000 | 35 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $99,090,000 | 48 |
| Structured financial products - Total | $139,572,000 | 23 |
| Other domestic debt securities - All other | $45,483,000 | 151 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,383,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $414,575,000 | 185 |
| Mortgage-backed securities | $1,232,842,000 | 105 |
| Certificates of participation in pools of residential mortgages | $653,865,000 | 94 |
| Issued or guaranteed by U.S. | $653,865,000 | 93 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $578,977,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $443,732,000 | 100 |
| Privately issued | $135,245,000 | 33 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $3,239,636,000 | 59 |
| Total debt securities | $3,237,253,000 | 73 |
| 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 | $3,558,588,000 | 67 |
| U.S. Government securities | $1,571,486,000 | 102 |
| U.S. Treasury securities | $69,380,000 | 116 |
| U.S. Government agency obligations | $1,502,106,000 | 98 |
| Securities issued by states & political subdivisions | $1,547,331,000 | 18 |
| Other domestic debt securities | $437,276,000 | 48 |
| Privately issued residential mortgage-backed securities | $144,796,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $111,867,000 | 45 |
| Structured financial products - Total | $132,189,000 | 22 |
| Other domestic debt securities - All other | $48,424,000 | 142 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,495,000 | 364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $431,700,000 | 177 |
| Mortgage-backed securities | $1,398,832,000 | 95 |
| Certificates of participation in pools of residential mortgages | $767,797,000 | 84 |
| Issued or guaranteed by U.S. | $767,797,000 | 83 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $631,035,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $486,239,000 | 90 |
| Privately issued | $144,796,000 | 31 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $3,558,588,000 | 58 |
| Total debt securities | $3,556,093,000 | 67 |
| 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 | $1,808,580,000 | 119 |
| U.S. Government securities | $708,090,000 | 175 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $708,090,000 | 167 |
| Securities issued by states & political subdivisions | $858,838,000 | 31 |
| Other domestic debt securities | $239,750,000 | 84 |
| Privately issued residential mortgage-backed securities | $38,288,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $21,749,000 | 91 |
| Structured financial products - Total | $132,317,000 | 21 |
| Other domestic debt securities - All other | $47,396,000 | 143 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,902,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,181,000 | 201 |
| Mortgage-backed securities | $657,305,000 | 155 |
| Certificates of participation in pools of residential mortgages | $407,598,000 | 129 |
| Issued or guaranteed by U.S. | $407,598,000 | 128 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $249,707,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $211,419,000 | 159 |
| Privately issued | $38,288,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,808,580,000 | 95 |
| Total debt securities | $1,806,678,000 | 118 |
| 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 | $1,697,373,000 | 119 |
| U.S. Government securities | $729,853,000 | 173 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $729,853,000 | 169 |
| Securities issued by states & political subdivisions | $721,556,000 | 35 |
| Other domestic debt securities | $244,066,000 | 80 |
| Privately issued residential mortgage-backed securities | $40,348,000 | 66 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $22,401,000 | 92 |
| Structured financial products - Total | $133,907,000 | 22 |
| Other domestic debt securities - All other | $47,410,000 | 143 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,898,000 | 440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $364,296,000 | 199 |
| Mortgage-backed securities | $733,121,000 | 144 |
| Certificates of participation in pools of residential mortgages | $426,874,000 | 127 |
| Issued or guaranteed by U.S. | $426,874,000 | 126 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $306,247,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $265,899,000 | 137 |
| Privately issued | $40,348,000 | 64 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,697,373,000 | 95 |
| Total debt securities | $1,695,475,000 | 119 |
| 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 | $1,594,624,000 | 122 |
| U.S. Government securities | $772,520,000 | 166 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $772,520,000 | 160 |
| Securities issued by states & political subdivisions | $592,854,000 | 42 |
| Other domestic debt securities | $227,346,000 | 85 |
| Privately issued residential mortgage-backed securities | $43,094,000 | 62 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $22,702,000 | 91 |
| Structured financial products - Total | $113,805,000 | 24 |
| Other domestic debt securities - All other | $47,745,000 | 141 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $1,904,000 | 443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $354,726,000 | 207 |
| Mortgage-backed securities | $778,209,000 | 137 |
| Certificates of participation in pools of residential mortgages | $458,891,000 | 119 |
| Issued or guaranteed by U.S. | $458,891,000 | 118 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $319,318,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $276,224,000 | 134 |
| Privately issued | $43,094,000 | 59 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,594,624,000 | 100 |
| Total debt securities | $1,592,720,000 | 122 |
| 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 | $1,566,392,000 | 125 |
| U.S. Government securities | $850,375,000 | 151 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $850,375,000 | 145 |
| Securities issued by states & political subdivisions | $536,116,000 | 46 |
| Other domestic debt securities | $177,896,000 | 96 |
| Privately issued residential mortgage-backed securities | $44,861,000 | 62 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $22,926,000 | 88 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $110,109,000 | 76 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,005,000 | 415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,555,000 | 239 |
| Mortgage-backed securities | $858,479,000 | 128 |
| Certificates of participation in pools of residential mortgages | $535,672,000 | 107 |
| Issued or guaranteed by U.S. | $535,672,000 | 106 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $322,807,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $277,946,000 | 139 |
| Privately issued | $44,861,000 | 58 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,566,392,000 | 101 |
| Total debt securities | $1,564,387,000 | 125 |
| 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 | $1,538,896,000 | 127 |
| U.S. Government securities | $871,259,000 | 144 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $871,259,000 | 140 |
| Securities issued by states & political subdivisions | $482,427,000 | 52 |
| Other domestic debt securities | $183,209,000 | 97 |
| Privately issued residential mortgage-backed securities | $47,902,000 | 57 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $23,164,000 | 86 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $112,143,000 | 77 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,001,000 | 419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $294,574,000 | 249 |
| Mortgage-backed securities | $882,779,000 | 121 |
| Certificates of participation in pools of residential mortgages | $555,086,000 | 100 |
| Issued or guaranteed by U.S. | $555,086,000 | 99 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $327,693,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $279,791,000 | 138 |
| Privately issued | $47,902,000 | 55 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,538,896,000 | 103 |
| Total debt securities | $1,536,895,000 | 126 |
| 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 | $1,551,330,000 | 128 |
| U.S. Government securities | $909,027,000 | 137 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $909,027,000 | 134 |
| Securities issued by states & political subdivisions | $456,565,000 | 53 |
| Other domestic debt securities | $183,736,000 | 97 |
| Privately issued residential mortgage-backed securities | $50,810,000 | 58 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $23,535,000 | 94 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $109,391,000 | 79 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,002,000 | 433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $327,432,000 | 218 |
| Mortgage-backed securities | $923,173,000 | 120 |
| Certificates of participation in pools of residential mortgages | $584,759,000 | 96 |
| Issued or guaranteed by U.S. | $584,759,000 | 95 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $338,414,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $287,604,000 | 135 |
| Privately issued | $50,810,000 | 56 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,551,330,000 | 101 |
| Total debt securities | $1,549,328,000 | 127 |
| 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 | $1,475,892,000 | 133 |
| U.S. Government securities | $880,360,000 | 146 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $880,360,000 | 143 |
| Securities issued by states & political subdivisions | $447,933,000 | 53 |
| Other domestic debt securities | $145,604,000 | 107 |
| Privately issued residential mortgage-backed securities | $37,594,000 | 67 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $23,799,000 | 94 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $84,211,000 | 94 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,995,000 | 439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $291,933,000 | 251 |
| Mortgage-backed securities | $881,900,000 | 125 |
| Certificates of participation in pools of residential mortgages | $574,669,000 | 99 |
| Issued or guaranteed by U.S. | $574,669,000 | 98 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $307,231,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $269,637,000 | 143 |
| Privately issued | $37,594,000 | 64 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,475,892,000 | 104 |
| Total debt securities | $1,473,897,000 | 133 |
| 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 | $1,493,165,000 | 129 |
| U.S. Government securities | $909,934,000 | 140 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $909,934,000 | 138 |
| Securities issued by states & political subdivisions | $436,658,000 | 52 |
| Other domestic debt securities | $144,580,000 | 111 |
| Privately issued residential mortgage-backed securities | $37,904,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $23,969,000 | 97 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $82,707,000 | 94 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,993,000 | 441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,340,000 | 321 |
| Mortgage-backed securities | $937,966,000 | 124 |
| Certificates of participation in pools of residential mortgages | $707,189,000 | 85 |
| Issued or guaranteed by U.S. | $707,189,000 | 84 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $230,777,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $192,873,000 | 177 |
| Privately issued | $37,904,000 | 65 |
| 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) | $1,493,165,000 | 106 |
| Total debt securities | $1,491,172,000 | 129 |
| 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 | $1,510,567,000 | 123 |
| U.S. Government securities | $913,322,000 | 139 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $913,322,000 | 137 |
| Securities issued by states & political subdivisions | $439,635,000 | 50 |
| Other domestic debt securities | $155,426,000 | 113 |
| Privately issued residential mortgage-backed securities | $39,378,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $24,176,000 | 98 |
| Structured financial products - Total | $9,766,000 | 71 |
| Other domestic debt securities - All other | $82,106,000 | 99 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,184,000 | 431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,921,000 | 331 |
| Mortgage-backed securities | $952,700,000 | 121 |
| Certificates of participation in pools of residential mortgages | $713,962,000 | 86 |
| Issued or guaranteed by U.S. | $713,962,000 | 85 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $238,738,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $199,360,000 | 177 |
| Privately issued | $39,378,000 | 68 |
| 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) | $1,510,567,000 | 101 |
| Total debt securities | $1,508,383,000 | 123 |
| 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 | $1,471,998,000 | 129 |
| U.S. Government securities | $887,737,000 | 142 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $887,737,000 | 140 |
| Securities issued by states & political subdivisions | $424,174,000 | 50 |
| Other domestic debt securities | $157,901,000 | 112 |
| Privately issued residential mortgage-backed securities | $40,917,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $33,852,000 | 82 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $83,132,000 | 98 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,186,000 | 427 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,573,000 | 309 |
| Mortgage-backed securities | $928,654,000 | 125 |
| Certificates of participation in pools of residential mortgages | $742,417,000 | 83 |
| Issued or guaranteed by U.S. | $742,417,000 | 82 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $186,237,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $145,320,000 | 218 |
| Privately issued | $40,917,000 | 67 |
| 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) | $1,471,998,000 | 108 |
| Total debt securities | $1,469,812,000 | 129 |
| 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 | $1,353,350,000 | 136 |
| U.S. Government securities | $880,733,000 | 145 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $880,733,000 | 143 |
| Securities issued by states & political subdivisions | $365,425,000 | 54 |
| Other domestic debt securities | $104,989,000 | 142 |
| Privately issued residential mortgage-backed securities | $43,785,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $61,204,000 | 122 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,203,000 | 444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,452,000 | 428 |
| Mortgage-backed securities | $924,518,000 | 124 |
| Certificates of participation in pools of residential mortgages | $781,628,000 | 82 |
| Issued or guaranteed by U.S. | $781,628,000 | 80 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $142,890,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $99,105,000 | 284 |
| Privately issued | $43,785,000 | 68 |
| 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) | $1,353,350,000 | 119 |
| Total debt securities | $1,351,147,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,346,833,000 | 136 |
| U.S. Government securities | $909,536,000 | 139 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $909,536,000 | 138 |
| Securities issued by states & political subdivisions | $348,041,000 | 56 |
| Other domestic debt securities | $87,049,000 | 161 |
| Privately issued residential mortgage-backed securities | $44,684,000 | 77 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $42,365,000 | 153 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,207,000 | 426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,279,000 | 420 |
| Mortgage-backed securities | $954,220,000 | 124 |
| Certificates of participation in pools of residential mortgages | $807,842,000 | 81 |
| Issued or guaranteed by U.S. | $807,842,000 | 80 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $146,378,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $101,694,000 | 286 |
| Privately issued | $44,684,000 | 72 |
| 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) | $1,346,833,000 | 115 |
| Total debt securities | $1,344,626,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,349,492,000 | 137 |
| U.S. Government securities | $1,036,857,000 | 129 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,036,857,000 | 127 |
| Securities issued by states & political subdivisions | $247,280,000 | 78 |
| Other domestic debt securities | $63,142,000 | 201 |
| Privately issued residential mortgage-backed securities | $45,887,000 | 77 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $17,255,000 | 329 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,213,000 | 430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,096,000 | 552 |
| Mortgage-backed securities | $1,082,744,000 | 118 |
| Certificates of participation in pools of residential mortgages | $945,582,000 | 78 |
| Issued or guaranteed by U.S. | $945,582,000 | 77 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $137,162,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $91,275,000 | 327 |
| Privately issued | $45,887,000 | 72 |
| 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) | $1,349,492,000 | 115 |
| Total debt securities | $1,347,279,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,344,069,000 | 136 |
| U.S. Government securities | $1,084,597,000 | 130 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,084,597,000 | 124 |
| Securities issued by states & political subdivisions | $162,192,000 | 126 |
| Other domestic debt securities | $95,071,000 | 154 |
| Privately issued residential mortgage-backed securities | $44,052,000 | 83 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $51,019,000 | 133 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,209,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,790,000 | 771 |
| Mortgage-backed securities | $1,128,649,000 | 108 |
| Certificates of participation in pools of residential mortgages | $988,993,000 | 77 |
| Issued or guaranteed by U.S. | $988,993,000 | 75 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $139,656,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $95,604,000 | 324 |
| Privately issued | $44,052,000 | 79 |
| 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) | $1,344,069,000 | 113 |
| Total debt securities | $1,341,860,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,374,395,000 | 136 |
| U.S. Government securities | $1,136,129,000 | 125 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,136,129,000 | 122 |
| Securities issued by states & political subdivisions | $147,641,000 | 145 |
| Other domestic debt securities | $88,423,000 | 160 |
| Privately issued residential mortgage-backed securities | $45,274,000 | 86 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $43,149,000 | 156 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,202,000 | 402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,960,000 | 842 |
| Mortgage-backed securities | $1,181,403,000 | 107 |
| Certificates of participation in pools of residential mortgages | $1,033,909,000 | 73 |
| Issued or guaranteed by U.S. | $1,033,909,000 | 72 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $147,494,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $102,220,000 | 332 |
| Privately issued | $45,274,000 | 81 |
| 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) | $1,374,395,000 | 115 |
| Total debt securities | $1,372,193,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,323,811,000 | 136 |
| U.S. Government securities | $1,124,534,000 | 125 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,124,534,000 | 120 |
| Securities issued by states & political subdivisions | $126,797,000 | 171 |
| Other domestic debt securities | $70,277,000 | 196 |
| Privately issued residential mortgage-backed securities | $45,149,000 | 120 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $25,128,000 | 225 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,203,000 | 385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,623,000 | 800 |
| Mortgage-backed securities | $1,169,683,000 | 106 |
| Certificates of participation in pools of residential mortgages | $1,042,507,000 | 73 |
| Issued or guaranteed by U.S. | $1,042,507,000 | 73 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $127,176,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $82,027,000 | 359 |
| Privately issued | $45,149,000 | 117 |
| 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) | $1,323,811,000 | 116 |
| Total debt securities | $1,321,608,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,261,674,000 | 141 |
| U.S. Government securities | $1,104,386,000 | 122 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,104,386,000 | 118 |
| Securities issued by states & political subdivisions | $93,227,000 | 240 |
| Other domestic debt securities | $61,855,000 | 216 |
| Privately issued residential mortgage-backed securities | $47,213,000 | 122 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $14,642,000 | 325 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,206,000 | 398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,199,000 | 702 |
| Mortgage-backed securities | $1,151,599,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,017,606,000 | 74 |
| Issued or guaranteed by U.S. | $1,017,606,000 | 73 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $133,993,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $86,780,000 | 350 |
| Privately issued | $47,213,000 | 117 |
| 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) | $1,261,674,000 | 122 |
| Total debt securities | $1,259,468,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,057,891,000 | 159 |
| U.S. Government securities | $982,138,000 | 137 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $982,138,000 | 132 |
| Securities issued by states & political subdivisions | $24,059,000 | 1,233 |
| Other domestic debt securities | $49,501,000 | 247 |
| Privately issued residential mortgage-backed securities | $49,501,000 | 122 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,193,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,885,000 | 624 |
| Mortgage-backed securities | $1,031,639,000 | 111 |
| Certificates of participation in pools of residential mortgages | $948,746,000 | 77 |
| Issued or guaranteed by U.S. | $948,746,000 | 76 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $82,893,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $33,392,000 | 661 |
| Privately issued | $49,501,000 | 117 |
| 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) | $1,057,891,000 | 134 |
| Total debt securities | $1,055,698,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $887,052,000 | 178 |
| U.S. Government securities | $825,177,000 | 152 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $825,177,000 | 146 |
| Securities issued by states & political subdivisions | $7,557,000 | 2,867 |
| Other domestic debt securities | $52,132,000 | 244 |
| Privately issued residential mortgage-backed securities | $52,132,000 | 125 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,186,000 | 414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,432,000 | 596 |
| Mortgage-backed securities | $877,309,000 | 118 |
| Certificates of participation in pools of residential mortgages | $788,337,000 | 86 |
| Issued or guaranteed by U.S. | $788,337,000 | 84 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $88,972,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $36,840,000 | 608 |
| Privately issued | $52,132,000 | 122 |
| 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) | $887,052,000 | 156 |
| Total debt securities | $884,866,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $873,914,000 | 178 |
| U.S. Government securities | $813,723,000 | 148 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $813,723,000 | 142 |
| Securities issued by states & political subdivisions | $7,566,000 | 2,873 |
| Other domestic debt securities | $50,437,000 | 267 |
| Privately issued residential mortgage-backed securities | $50,437,000 | 136 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,188,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,730,000 | 416 |
| Mortgage-backed securities | $854,131,000 | 117 |
| Certificates of participation in pools of residential mortgages | $756,065,000 | 86 |
| Issued or guaranteed by U.S. | $756,065,000 | 84 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $98,066,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $47,629,000 | 476 |
| Privately issued | $50,437,000 | 132 |
| 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) | $873,914,000 | 155 |
| Total debt securities | $871,726,000 | 179 |
| 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 | $788,665,000 | 181 |
| U.S. Government securities | $727,696,000 | 151 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $727,696,000 | 145 |
| Securities issued by states & political subdivisions | $7,643,000 | 2,781 |
| Other domestic debt securities | $51,125,000 | 258 |
| Privately issued residential mortgage-backed securities | $51,125,000 | 139 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,201,000 | 443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,999,000 | 381 |
| Mortgage-backed securities | $745,476,000 | 122 |
| Certificates of participation in pools of residential mortgages | $637,113,000 | 90 |
| Issued or guaranteed by U.S. | $637,113,000 | 87 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $108,363,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $57,238,000 | 412 |
| Privately issued | $51,125,000 | 135 |
| 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) | $788,665,000 | 163 |
| Total debt securities | $786,464,000 | 178 |
| 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 | $660,325,000 | 205 |
| U.S. Government securities | $598,976,000 | 177 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $598,976,000 | 172 |
| Securities issued by states & political subdivisions | $8,382,000 | 2,523 |
| Other domestic debt securities | $50,771,000 | 259 |
| Privately issued residential mortgage-backed securities | $50,771,000 | 143 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,196,000 | 465 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,330,000 | 401 |
| Mortgage-backed securities | $598,169,000 | 143 |
| Certificates of participation in pools of residential mortgages | $490,052,000 | 100 |
| Issued or guaranteed by U.S. | $490,052,000 | 99 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $108,117,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $57,346,000 | 394 |
| Privately issued | $50,771,000 | 139 |
| 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) | $660,325,000 | 182 |
| Total debt securities | $658,129,000 | 206 |
| 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 | $439,139,000 | 307 |
| U.S. Government securities | $377,565,000 | 261 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $377,565,000 | 252 |
| Securities issued by states & political subdivisions | $8,326,000 | 2,513 |
| Other domestic debt securities | $51,061,000 | 267 |
| Privately issued residential mortgage-backed securities | $51,061,000 | 152 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,187,000 | 460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,326,000 | 400 |
| Mortgage-backed securities | $412,531,000 | 193 |
| Certificates of participation in pools of residential mortgages | $292,406,000 | 155 |
| Issued or guaranteed by U.S. | $292,406,000 | 154 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $120,125,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $69,064,000 | 338 |
| Privately issued | $51,061,000 | 149 |
| 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) | $439,139,000 | 268 |
| Total debt securities | $436,952,000 | 300 |
| 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 | $423,598,000 | 311 |
| U.S. Government securities | $361,077,000 | 262 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $361,077,000 | 253 |
| Securities issued by states & political subdivisions | $8,214,000 | 2,544 |
| Other domestic debt securities | $52,125,000 | 271 |
| Privately issued residential mortgage-backed securities | $52,125,000 | 157 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,182,000 | 479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,686,000 | 351 |
| Mortgage-backed securities | $374,554,000 | 212 |
| Certificates of participation in pools of residential mortgages | $235,532,000 | 192 |
| Issued or guaranteed by U.S. | $235,532,000 | 191 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $139,022,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $86,897,000 | 273 |
| Privately issued | $52,125,000 | 153 |
| 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) | $423,598,000 | 270 |
| Total debt securities | $421,416,000 | 308 |
| 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 | $361,955,000 | 361 |
| U.S. Government securities | $296,967,000 | 306 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $296,967,000 | 295 |
| Securities issued by states & political subdivisions | $8,299,000 | 2,548 |
| Other domestic debt securities | $54,499,000 | 291 |
| Privately issued residential mortgage-backed securities | $54,499,000 | 171 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,190,000 | 530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,701,000 | 332 |
| Mortgage-backed securities | $316,610,000 | 254 |
| Certificates of participation in pools of residential mortgages | $163,511,000 | 280 |
| Issued or guaranteed by U.S. | $163,511,000 | 277 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $153,099,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $98,600,000 | 237 |
| Privately issued | $54,499,000 | 169 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $361,955,000 | 317 |
| Total debt securities | $359,765,000 | 355 |
| 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 | $160,934,000 | 787 |
| U.S. Government securities | $150,761,000 | 599 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $150,761,000 | 574 |
| Securities issued by states & political subdivisions | $8,501,000 | 2,456 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,672,000 | 643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,152,000 | 380 |
| Mortgage-backed securities | $135,786,000 | 530 |
| Certificates of participation in pools of residential mortgages | $135,786,000 | 345 |
| Issued or guaranteed by U.S. | $135,786,000 | 341 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $160,934,000 | 670 |
| Total debt securities | $159,262,000 | 776 |
| 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 | $141,004,000 | 885 |
| U.S. Government securities | $131,845,000 | 683 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $131,845,000 | 661 |
| Securities issued by states & political subdivisions | $7,487,000 | 2,557 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,672,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,332,000 | 424 |
| Mortgage-backed securities | $105,767,000 | 632 |
| Certificates of participation in pools of residential mortgages | $105,767,000 | 448 |
| Issued or guaranteed by U.S. | $105,767,000 | 442 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $141,004,000 | 759 |
| Total debt securities | $139,332,000 | 870 |
| 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 | $121,474,000 | 1,007 |
| U.S. Government securities | $112,293,000 | 755 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $112,293,000 | 740 |
| Securities issued by states & political subdivisions | $7,509,000 | 2,508 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,672,000 | 611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,802,000 | 482 |
| Mortgage-backed securities | $88,133,000 | 729 |
| Certificates of participation in pools of residential mortgages | $88,133,000 | 498 |
| Issued or guaranteed by U.S. | $88,133,000 | 493 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $121,474,000 | 864 |
| Total debt securities | $119,802,000 | 999 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $97,470,000 | 1,223 |
| U.S. Government securities | $88,201,000 | 939 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $88,201,000 | 916 |
| Securities issued by states & political subdivisions | $7,605,000 | 2,479 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,664,000 | 624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,605,000 | 600 |
| Mortgage-backed securities | $70,339,000 | 845 |
| Certificates of participation in pools of residential mortgages | $70,339,000 | 565 |
| Issued or guaranteed by U.S. | $70,339,000 | 557 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $97,470,000 | 1,055 |
| Total debt securities | $95,806,000 | 1,222 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $109,358,000 | 1,104 |
| U.S. Government securities | $99,224,000 | 837 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $99,224,000 | 819 |
| Securities issued by states & political subdivisions | $8,468,000 | 2,338 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,666,000 | 838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,490,000 | 521 |
| Mortgage-backed securities | $66,644,000 | 880 |
| Certificates of participation in pools of residential mortgages | $66,644,000 | 594 |
| Issued or guaranteed by U.S. | $66,644,000 | 586 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $109,358,000 | 964 |
| Total debt securities | $107,692,000 | 1,096 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $117,594,000 | 1,047 |
| U.S. Government securities | $107,149,000 | 789 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $107,149,000 | 766 |
| Securities issued by states & political subdivisions | $8,786,000 | 2,273 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,659,000 | 876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,594,000 | 493 |
| Mortgage-backed securities | $64,166,000 | 883 |
| Certificates of participation in pools of residential mortgages | $64,166,000 | 599 |
| Issued or guaranteed by U.S. | $64,166,000 | 592 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $117,594,000 | 912 |
| Total debt securities | $115,935,000 | 1,031 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $106,785,000 | 1,132 |
| U.S. Government securities | $96,495,000 | 868 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $96,495,000 | 844 |
| Securities issued by states & political subdivisions | $8,645,000 | 2,296 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,645,000 | 841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,861,000 | 532 |
| Mortgage-backed securities | $55,825,000 | 902 |
| Certificates of participation in pools of residential mortgages | $55,825,000 | 624 |
| Issued or guaranteed by U.S. | $55,825,000 | 615 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $106,785,000 | 986 |
| Total debt securities | $105,140,000 | 1,123 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $70,554,000 | 1,680 |
| U.S. Government securities | $61,424,000 | 1,384 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $61,424,000 | 1,357 |
| Securities issued by states & political subdivisions | $7,503,000 | 2,462 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,627,000 | 829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,724,000 | 750 |
| Mortgage-backed securities | $31,185,000 | 1,318 |
| Certificates of participation in pools of residential mortgages | $31,185,000 | 942 |
| Issued or guaranteed by U.S. | $31,185,000 | 936 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $70,554,000 | 1,454 |
| Total debt securities | $68,927,000 | 1,681 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $82,621,000 | 1,437 |
| U.S. Government securities | $73,451,000 | 1,189 |
| U.S. Treasury securities | $997,000 | 869 |
| U.S. Government agency obligations | $72,454,000 | 1,176 |
| Securities issued by states & political subdivisions | $7,562,000 | 2,455 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,608,000 | 824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,659,000 | 650 |
| Mortgage-backed securities | $32,484,000 | 1,253 |
| Certificates of participation in pools of residential mortgages | $32,484,000 | 906 |
| Issued or guaranteed by U.S. | $32,484,000 | 900 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $82,621,000 | 1,248 |
| Total debt securities | $81,013,000 | 1,437 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $82,773,000 | 1,436 |
| U.S. Government securities | $72,712,000 | 1,198 |
| U.S. Treasury securities | $991,000 | 988 |
| U.S. Government agency obligations | $71,721,000 | 1,178 |
| Securities issued by states & political subdivisions | $8,470,000 | 2,295 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,591,000 | 852 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,997,000 | 662 |
| Mortgage-backed securities | $24,951,000 | 1,501 |
| Certificates of participation in pools of residential mortgages | $24,951,000 | 1,084 |
| Issued or guaranteed by U.S. | $24,951,000 | 1,076 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $82,773,000 | 1,246 |
| Total debt securities | $81,182,000 | 1,437 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $91,111,000 | 1,336 |
| U.S. Government securities | $80,093,000 | 1,118 |
| U.S. Treasury securities | $986,000 | 1,039 |
| U.S. Government agency obligations | $79,107,000 | 1,101 |
| Securities issued by states & political subdivisions | $9,446,000 | 2,108 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,572,000 | 876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,119,000 | 651 |
| Mortgage-backed securities | $26,043,000 | 1,469 |
| Certificates of participation in pools of residential mortgages | $26,043,000 | 1,072 |
| Issued or guaranteed by U.S. | $26,043,000 | 1,063 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $91,111,000 | 1,158 |
| Total debt securities | $89,539,000 | 1,326 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $151,285,000 | 826 |
| U.S. Government securities | $141,664,000 | 666 |
| U.S. Treasury securities | $1,679,000 | 862 |
| U.S. Government agency obligations | $139,985,000 | 663 |
| Securities issued by states & political subdivisions | $8,067,000 | 2,372 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,554,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,276,000 | 397 |
| Mortgage-backed securities | $78,320,000 | 668 |
| Certificates of participation in pools of residential mortgages | $78,320,000 | 462 |
| Issued or guaranteed by U.S. | $78,320,000 | 455 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $151,285,000 | 691 |
| Total debt securities | $149,731,000 | 816 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $173,169,000 | 744 |
| U.S. Government securities | $163,546,000 | 580 |
| U.S. Treasury securities | $1,966,000 | 854 |
| U.S. Government agency obligations | $161,580,000 | 570 |
| Securities issued by states & political subdivisions | $8,086,000 | 2,327 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,537,000 | 893 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,152,000 | 354 |
| Mortgage-backed securities | $85,482,000 | 621 |
| Certificates of participation in pools of residential mortgages | $85,482,000 | 441 |
| Issued or guaranteed by U.S. | $85,482,000 | 438 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $173,169,000 | 617 |
| Total debt securities | $171,632,000 | 730 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $141,578,000 | 880 |
| U.S. Government securities | $135,551,000 | 687 |
| U.S. Treasury securities | $972,000 | 1,237 |
| U.S. Government agency obligations | $134,579,000 | 675 |
| Securities issued by states & political subdivisions | $6,027,000 | 2,778 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,551,000 | 406 |
| Mortgage-backed securities | $90,267,000 | 597 |
| Certificates of participation in pools of residential mortgages | $90,267,000 | 432 |
| Issued or guaranteed by U.S. | $90,267,000 | 428 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $141,578,000 | 739 |
| Total debt securities | $141,579,000 | 863 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $147,913,000 | 860 |
| U.S. Government securities | $140,824,000 | 678 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $140,824,000 | 655 |
| Securities issued by states & political subdivisions | $6,589,000 | 2,628 |
| Other domestic debt securities | $500,000 | 2,525 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,023 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,824,000 | 398 |
| Mortgage-backed securities | $96,496,000 | 575 |
| Certificates of participation in pools of residential mortgages | $96,496,000 | 421 |
| Issued or guaranteed by U.S. | $96,496,000 | 416 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $147,913,000 | 724 |
| Total debt securities | $147,913,000 | 838 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $157,116,000 | 806 |
| U.S. Government securities | $149,473,000 | 635 |
| U.S. Treasury securities | $100,000 | 1,713 |
| U.S. Government agency obligations | $149,373,000 | 612 |
| Securities issued by states & political subdivisions | $6,640,000 | 2,605 |
| Other domestic debt securities | $1,003,000 | 2,120 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $500,000 | 222 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,071 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,473,000 | 377 |
| Mortgage-backed securities | $104,924,000 | 550 |
| Certificates of participation in pools of residential mortgages | $104,924,000 | 406 |
| Issued or guaranteed by U.S. | $104,924,000 | 403 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $157,116,000 | 676 |
| Total debt securities | $157,116,000 | 785 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $136,413,000 | 898 |
| U.S. Government securities | $128,677,000 | 718 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $128,677,000 | 693 |
| Securities issued by states & political subdivisions | $6,730,000 | 2,557 |
| Other domestic debt securities | $1,006,000 | 2,174 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $500,000 | 227 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $506,000 | 2,139 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,177,000 | 415 |
| Mortgage-backed securities | $118,893,000 | 517 |
| Certificates of participation in pools of residential mortgages | $118,893,000 | 386 |
| Issued or guaranteed by U.S. | $118,893,000 | 379 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $136,413,000 | 760 |
| Total debt securities | $136,413,000 | 880 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $146,123,000 | 859 |
| U.S. Government securities | $137,951,000 | 692 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $137,951,000 | 662 |
| Securities issued by states & political subdivisions | $6,662,000 | 2,572 |
| Other domestic debt securities | $1,510,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $500,000 | 217 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,010,000 | 1,796 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,950,000 | 393 |
| Mortgage-backed securities | $128,224,000 | 509 |
| Certificates of participation in pools of residential mortgages | $128,224,000 | 368 |
| Issued or guaranteed by U.S. | $128,224,000 | 363 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $146,123,000 | 724 |
| Total debt securities | $146,123,000 | 843 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $155,785,000 | 834 |
| U.S. Government securities | $147,519,000 | 673 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $147,519,000 | 643 |
| Securities issued by states & political subdivisions | $6,747,000 | 2,566 |
| Other domestic debt securities | $1,519,000 | 1,997 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $500,000 | 233 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,019,000 | 1,880 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,518,000 | 374 |
| Mortgage-backed securities | $137,714,000 | 487 |
| Certificates of participation in pools of residential mortgages | $137,714,000 | 351 |
| Issued or guaranteed by U.S. | $137,714,000 | 346 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $155,785,000 | 703 |
| Total debt securities | $155,785,000 | 813 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $165,687,000 | 782 |
| U.S. Government securities | $157,350,000 | 638 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $157,350,000 | 609 |
| Securities issued by states & political subdivisions | $6,805,000 | 2,559 |
| Other domestic debt securities | $1,532,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $500,000 | 246 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,032,000 | 1,922 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,350,000 | 359 |
| Mortgage-backed securities | $147,502,000 | 465 |
| Certificates of participation in pools of residential mortgages | $147,502,000 | 333 |
| Issued or guaranteed by U.S. | $147,502,000 | 328 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $165,687,000 | 662 |
| Total debt securities | $165,687,000 | 762 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $176,917,000 | 746 |
| U.S. Government securities | $168,686,000 | 611 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $168,686,000 | 590 |
| Securities issued by states & political subdivisions | $6,694,000 | 2,584 |
| Other domestic debt securities | $1,537,000 | 2,092 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $499,000 | 257 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,038,000 | 2,008 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,685,000 | 330 |
| Mortgage-backed securities | $158,931,000 | 447 |
| Certificates of participation in pools of residential mortgages | $158,931,000 | 308 |
| Issued or guaranteed by U.S. | $158,931,000 | 303 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $176,917,000 | 637 |
| Total debt securities | $176,917,000 | 730 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $199,486,000 | 681 |
| U.S. Government securities | $189,959,000 | 569 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $189,959,000 | 549 |
| Securities issued by states & political subdivisions | $6,953,000 | 2,546 |
| Other domestic debt securities | $2,574,000 | 1,778 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $500,000 | 270 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,074,000 | 1,613 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,958,000 | 297 |
| Mortgage-backed securities | $174,959,000 | 441 |
| Certificates of participation in pools of residential mortgages | $174,959,000 | 296 |
| Issued or guaranteed by U.S. | $174,959,000 | 290 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $199,486,000 | 582 |
| Total debt securities | $199,486,000 | 660 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $222,464,000 | 629 |
| U.S. Government securities | $213,070,000 | 533 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $213,070,000 | 515 |
| Securities issued by states & political subdivisions | $6,808,000 | 2,595 |
| Other domestic debt securities | $2,586,000 | 1,819 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $500,000 | 291 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,086,000 | 1,703 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,305,000 | 273 |
| Mortgage-backed securities | $180,136,000 | 433 |
| Certificates of participation in pools of residential mortgages | $180,136,000 | 301 |
| Issued or guaranteed by U.S. | $180,136,000 | 296 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $222,464,000 | 535 |
| Total debt securities | $222,464,000 | 612 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $223,047,000 | 632 |
| U.S. Government securities | $213,145,000 | 529 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $213,145,000 | 512 |
| Securities issued by states & political subdivisions | $7,298,000 | 2,466 |
| Other domestic debt securities | $2,604,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $499,000 | 303 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,105,000 | 1,791 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,145,000 | 267 |
| Mortgage-backed securities | $187,814,000 | 419 |
| Certificates of participation in pools of residential mortgages | $187,814,000 | 284 |
| Issued or guaranteed by U.S. | $187,814,000 | 277 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $223,047,000 | 551 |
| Total debt securities | $223,047,000 | 614 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $144,028,000 | 914 |
| U.S. Government securities | $134,930,000 | 731 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $134,930,000 | 707 |
| Securities issued by states & political subdivisions | $6,466,000 | 2,621 |
| Other domestic debt securities | $2,632,000 | 1,944 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $500,000 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,132,000 | 1,835 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,918,000 | 2,313 |
| Mortgage-backed securities | $127,853,000 | 550 |
| Certificates of participation in pools of residential mortgages | $127,853,000 | 379 |
| Issued or guaranteed by U.S. | $127,853,000 | 374 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $144,028,000 | 783 |
| Total debt securities | $144,028,000 | 875 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $153,450,000 | 839 |
| U.S. Government securities | $143,334,000 | 681 |
| U.S. Treasury securities | $10,222,000 | 420 |
| U.S. Government agency obligations | $133,112,000 | 704 |
| Securities issued by states & political subdivisions | $5,413,000 | 2,805 |
| Other domestic debt securities | $4,703,000 | 1,457 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $504,000 | 325 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,199,000 | 1,279 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,175,000 | 2,088 |
| Mortgage-backed securities | $56,868,000 | 960 |
| Certificates of participation in pools of residential mortgages | $53,887,000 | 703 |
| Issued or guaranteed by U.S. | $53,887,000 | 701 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,981,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $2,981,000 | 2,130 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,442,000 | 2,472 |
| Available-for-sale securities (fair market value) | $150,008,000 | 740 |
| Total debt securities | $153,450,000 | 810 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $163,591,000 | 771 |
| U.S. Government securities | $153,489,000 | 620 |
| U.S. Treasury securities | $27,240,000 | 211 |
| U.S. Government agency obligations | $126,249,000 | 702 |
| Securities issued by states & political subdivisions | $5,415,000 | 2,793 |
| Other domestic debt securities | $4,687,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $500,000 | 345 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,187,000 | 1,293 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,311,000 | 2,254 |
| Mortgage-backed securities | $67,787,000 | 814 |
| Certificates of participation in pools of residential mortgages | $60,660,000 | 616 |
| Issued or guaranteed by U.S. | $60,660,000 | 611 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,127,000 | 1,528 |
| CMOs issued by government agencies or sponsored agencies | $7,127,000 | 1,426 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,341,000 | 1,950 |
| Available-for-sale securities (fair market value) | $157,250,000 | 682 |
| Total debt securities | $163,591,000 | 743 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $99,300,000 | 1,143 |
| U.S. Government securities | $96,751,000 | 848 |
| U.S. Treasury securities | $2,031,000 | 1,399 |
| U.S. Government agency obligations | $94,720,000 | 822 |
| Securities issued by states & political subdivisions | $2,549,000 | 3,979 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,030,000 | 5,926 |
| Mortgage-backed securities | $88,467,000 | 629 |
| Certificates of participation in pools of residential mortgages | $81,339,000 | 440 |
| Issued or guaranteed by U.S. | $81,339,000 | 435 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,128,000 | 1,552 |
| CMOs issued by government agencies or sponsored agencies | $7,128,000 | 1,446 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,326,000 | 1,632 |
| Available-for-sale securities (fair market value) | $89,974,000 | 1,058 |
| Total debt securities | $99,300,000 | 1,101 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $61,403,000 | 1,784 |
| U.S. Government securities | $58,432,000 | 1,365 |
| U.S. Treasury securities | $3,020,000 | 1,500 |
| U.S. Government agency obligations | $55,412,000 | 1,330 |
| Securities issued by states & political subdivisions | $2,521,000 | 4,005 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $450,000 | 4,056 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,019,000 | 5,667 |
| Mortgage-backed securities | $50,127,000 | 772 |
| Certificates of participation in pools of residential mortgages | $43,059,000 | 604 |
| Issued or guaranteed by U.S. | $43,059,000 | 598 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $7,068,000 | 1,251 |
| CMOs issued by government agencies or sponsored agencies | $7,068,000 | 1,137 |
| 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) | $14,263,000 | 1,495 |
| Available-for-sale securities (fair market value) | $47,140,000 | 1,840 |
| Total debt securities | $60,953,000 | 1,719 |
| 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 | $63,725,000 | 1,792 |
| U.S. Government securities | $60,909,000 | 1,399 |
| U.S. Treasury securities | $3,032,000 | 2,121 |
| U.S. Government agency obligations | $57,877,000 | 1,321 |
| Securities issued by states & political subdivisions | $2,377,000 | 4,328 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $439,000 | 4,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,118,000 | 4,210 |
| Mortgage-backed securities | $55,494,000 | 804 |
| Certificates of participation in pools of residential mortgages | $48,885,000 | 614 |
| Issued or guaranteed by U.S. | $48,885,000 | 605 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $6,609,000 | 1,397 |
| CMOs issued by government agencies or sponsored agencies | $6,609,000 | 1,260 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,200,000 | 1,365 |
| Available-for-sale securities (fair market value) | $45,525,000 | 1,907 |
| Total debt securities | $63,286,000 | 1,734 |
| 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 | $104,923,000 | 1,100 |
| U.S. Government securities | $101,938,000 | 889 |
| U.S. Treasury securities | $3,043,000 | 3,092 |
| U.S. Government agency obligations | $98,895,000 | 794 |
| Securities issued by states & political subdivisions | $2,546,000 | 4,312 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $439,000 | 3,842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,252,000 | 3,488 |
| Mortgage-backed securities | $92,777,000 | 566 |
| Certificates of participation in pools of residential mortgages | $83,849,000 | 430 |
| Issued or guaranteed by U.S. | $83,849,000 | 420 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $8,928,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $8,928,000 | 1,181 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,035,000 | 1,182 |
| Available-for-sale securities (fair market value) | $80,888,000 | 1,080 |
| Total debt securities | $104,484,000 | 1,069 |
| 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 | $87,795,000 | 1,307 |
| U.S. Government securities | $87,356,000 | 1,057 |
| U.S. Treasury securities | $5,058,000 | 3,137 |
| U.S. Government agency obligations | $82,298,000 | 921 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| 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 | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $439,000 | 3,896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,096,000 | 3,127 |
| Mortgage-backed securities | $73,703,000 | 663 |
| Certificates of participation in pools of residential mortgages | $59,044,000 | 573 |
| Issued or guaranteed by U.S. | $59,044,000 | 562 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $14,659,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $14,659,000 | 809 |
| 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) | $34,660,000 | 1,009 |
| Available-for-sale securities (fair market value) | $53,135,000 | 1,510 |
| Total debt securities | $87,356,000 | 1,272 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $96,339,000 | 1,237 |
| U.S. Government securities | $95,900,000 | 1,021 |
| U.S. Treasury securities | $3,064,000 | 4,960 |
| U.S. Government agency obligations | $92,836,000 | 831 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $439,000 | 3,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,064,000 | 5,799 |
| Mortgage-backed securities | $87,844,000 | 634 |
| Certificates of participation in pools of residential mortgages | $70,904,000 | 526 |
| Issued or guaranteed by U.S. | $70,904,000 | 521 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $16,940,000 | 821 |
| CMOs issued by government agencies or sponsored agencies | $16,940,000 | 767 |
| 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) | $41,432,000 | 992 |
| Available-for-sale securities (fair market value) | $54,907,000 | 1,481 |
| Total debt securities | $95,900,000 | 1,191 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $130,037,000 | 973 |
| U.S. Government securities | $129,606,000 | 821 |
| U.S. Treasury securities | $3,074,000 | 5,903 |
| U.S. Government agency obligations | $126,532,000 | 635 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $431,000 | 3,591 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,074,000 | 5,885 |
| Mortgage-backed securities | $120,808,000 | 540 |
| Certificates of participation in pools of residential mortgages | $83,387,000 | 474 |
| Issued or guaranteed by U.S. | $83,387,000 | 462 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $37,421,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $37,421,000 | 493 |
| 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) | $48,086,000 | 870 |
| Available-for-sale securities (fair market value) | $81,951,000 | 1,033 |
| Total debt securities | $129,606,000 | 946 |
| 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 | $167,737,000 | 799 |
| U.S. Government securities | $167,306,000 | 686 |
| U.S. Treasury securities | $17,618,000 | 2,003 |
| U.S. Government agency obligations | $149,688,000 | 544 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| 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 | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $431,000 | 3,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,435,000 | 3,360 |
| Mortgage-backed securities | $145,439,000 | 487 |
| Certificates of participation in pools of residential mortgages | $111,565,000 | 393 |
| Issued or guaranteed by U.S. | $111,565,000 | 379 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $33,874,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $33,874,000 | 591 |
| 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) | $120,303,000 | 627 |
| Available-for-sale securities (fair market value) | $47,434,000 | 1,209 |
| Total debt securities | $167,306,000 | 782 |
| 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 | $120,543,000 | 1,144 |
| U.S. Government securities | $120,220,000 | 939 |
| U.S. Treasury securities | $8,023,000 | 4,171 |
| U.S. Government agency obligations | $112,197,000 | 699 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $323,000 | 3,770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,095,000 | 5,909 |
| Mortgage-backed securities | $107,448,000 | 636 |
| Certificates of participation in pools of residential mortgages | $97,494,000 | 451 |
| Issued or guaranteed by U.S. | $97,494,000 | 429 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $9,954,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $9,954,000 | 1,611 |
| 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 | $120,220,000 | 1,124 |
| 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 | $71,981,000 | 1,872 |
| U.S. Government securities | $71,775,000 | 1,506 |
| U.S. Treasury securities | $20,992,000 | 1,771 |
| U.S. Government agency obligations | $50,783,000 | 1,367 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $206,000 | 3,917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,030,000 | 3,956 |
| Mortgage-backed securities | $50,783,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $39,652,000 | 897 |
| Issued or guaranteed by U.S. | $39,652,000 | 862 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $11,131,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $11,131,000 | 1,371 |
| 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 | $71,775,000 | 1,830 |
| 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 |