Home > First Interstate Bank > Securities
First Interstate Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $9,049,545,000 | 51 |
| U.S. Government securities | $6,749,040,000 | 52 |
| U.S. Treasury securities | $623,661,000 | 64 |
| U.S. Government agency obligations | $6,125,379,000 | 47 |
| Securities issued by states & political subdivisions | $397,514,000 | 91 |
| Other domestic debt securities | $1,903,836,000 | 38 |
| Privately issued residential mortgage-backed securities | $210,454,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,000 | 554 |
| Structured financial products - Total | $1,398,424,000 | 26 |
| Other domestic debt securities - All other | $294,949,000 | 42 |
| 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 | $6,810,852,000 | 42 |
| Mortgage-backed securities | $5,812,896,000 | 47 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,599,615,000 | 47 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,665,497,000 | 44 |
| Privately issued | $210,454,000 | 35 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $933,633,000 | 25 |
| Other commercial mortgage-backed securities | $403,697,000 | 66 |
| Held to maturity securities (book value) | $3,208,854,000 | 42 |
| Available-for-sale securities (fair market value) | $5,841,536,000 | 57 |
| Total debt securities | $9,050,388,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $34,292,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $121,123,000 | 36 |
| 2023-09-30 | Rank | |
| Total securities | $8,887,220,000 | 53 |
| U.S. Government securities | $6,623,314,000 | 53 |
| U.S. Treasury securities | $614,364,000 | 66 |
| U.S. Government agency obligations | $6,008,950,000 | 50 |
| Securities issued by states & political subdivisions | $380,130,000 | 96 |
| Other domestic debt securities | $1,884,619,000 | 38 |
| Privately issued residential mortgage-backed securities | $207,293,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,000 | 535 |
| Structured financial products - Total | $1,392,233,000 | 26 |
| Other domestic debt securities - All other | $285,078,000 | 42 |
| 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 | $6,565,036,000 | 40 |
| Mortgage-backed securities | $5,700,538,000 | 47 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,554,769,000 | 52 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,630,726,000 | 46 |
| Privately issued | $207,293,000 | 36 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $924,725,000 | 26 |
| Other commercial mortgage-backed securities | $383,025,000 | 68 |
| Held to maturity securities (book value) | $3,260,264,000 | 42 |
| Available-for-sale securities (fair market value) | $5,627,799,000 | 56 |
| Total debt securities | $8,888,063,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $57,403,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $184,050,000 | 40 |
| 2023-06-30 | Rank | |
| Total securities | $9,175,567,000 | 50 |
| U.S. Government securities | $6,875,169,000 | 51 |
| U.S. Treasury securities | $616,925,000 | 66 |
| U.S. Government agency obligations | $6,258,244,000 | 52 |
| Securities issued by states & political subdivisions | $393,987,000 | 98 |
| Other domestic debt securities | $1,907,118,000 | 35 |
| Privately issued residential mortgage-backed securities | $217,054,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,000 | 532 |
| Structured financial products - Total | $1,404,095,000 | 25 |
| Other domestic debt securities - All other | $285,952,000 | 40 |
| 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 | $6,794,695,000 | 40 |
| Mortgage-backed securities | $5,950,237,000 | 47 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,686,992,000 | 51 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,705,940,000 | 43 |
| Privately issued | $217,054,000 | 36 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $939,565,000 | 26 |
| Other commercial mortgage-backed securities | $400,686,000 | 66 |
| Held to maturity securities (book value) | $3,318,392,000 | 41 |
| Available-for-sale securities (fair market value) | $5,857,882,000 | 56 |
| Total debt securities | $9,176,272,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $40,193,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $148,309,000 | 37 |
| 2023-03-31 | Rank | |
| Total securities | $9,425,466,000 | 53 |
| U.S. Government securities | $7,106,893,000 | 53 |
| U.S. Treasury securities | $620,435,000 | 67 |
| U.S. Government agency obligations | $6,486,458,000 | 49 |
| Securities issued by states & political subdivisions | $400,509,000 | 105 |
| Other domestic debt securities | $1,918,064,000 | 36 |
| Privately issued residential mortgage-backed securities | $225,007,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,000 | 536 |
| Structured financial products - Total | $1,401,642,000 | 24 |
| Other domestic debt securities - All other | $291,394,000 | 41 |
| 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 | $3,484,163,000 | 65 |
| Mortgage-backed securities | $6,185,076,000 | 50 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,803,663,000 | 51 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,787,041,000 | 42 |
| Privately issued | $225,007,000 | 35 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $955,884,000 | 27 |
| Other commercial mortgage-backed securities | $413,481,000 | 67 |
| Held to maturity securities (book value) | $3,376,213,000 | 44 |
| Available-for-sale securities (fair market value) | $6,049,253,000 | 57 |
| Total debt securities | $9,425,465,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $31,093,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $122,620,000 | 38 |
| 2022-12-31 | Rank | |
| Total securities | $10,397,943,000 | 51 |
| U.S. Government securities | $7,853,567,000 | 53 |
| U.S. Treasury securities | $1,039,436,000 | 57 |
| U.S. Government agency obligations | $6,814,131,000 | 53 |
| Securities issued by states & political subdivisions | $443,364,000 | 95 |
| Other domestic debt securities | $2,101,012,000 | 35 |
| Privately issued residential mortgage-backed securities | $227,966,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,000 | 540 |
| Structured financial products - Total | $1,551,782,000 | 24 |
| Other domestic debt securities - All other | $321,243,000 | 43 |
| 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 | $4,719,235,000 | 43 |
| Mortgage-backed securities | $6,491,549,000 | 52 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,949,899,000 | 49 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,876,008,000 | 45 |
| Privately issued | $227,966,000 | 36 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $956,571,000 | 28 |
| Other commercial mortgage-backed securities | $481,105,000 | 63 |
| Held to maturity securities (book value) | $3,451,846,000 | 45 |
| Available-for-sale securities (fair market value) | $6,946,097,000 | 55 |
| Total debt securities | $10,397,942,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $41,604,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $153,933,000 | 38 |
| 2022-09-30 | Rank | |
| Total securities | $10,268,952,000 | 53 |
| U.S. Government securities | $7,725,299,000 | 54 |
| U.S. Treasury securities | $732,866,000 | 67 |
| U.S. Government agency obligations | $6,992,433,000 | 52 |
| Securities issued by states & political subdivisions | $442,945,000 | 97 |
| Other domestic debt securities | $2,100,708,000 | 36 |
| Privately issued residential mortgage-backed securities | $233,160,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,000 | 528 |
| Structured financial products - Total | $1,548,731,000 | 22 |
| Other domestic debt securities - All other | $318,793,000 | 43 |
| 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 | $4,562,283,000 | 42 |
| Mortgage-backed securities | $6,675,755,000 | 52 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,038,465,000 | 51 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,922,019,000 | 46 |
| Privately issued | $233,160,000 | 37 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $982,289,000 | 26 |
| Other commercial mortgage-backed securities | $499,822,000 | 69 |
| Held to maturity securities (book value) | $3,485,733,000 | 42 |
| Available-for-sale securities (fair market value) | $6,783,219,000 | 61 |
| Total debt securities | $10,268,952,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $42,199,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $163,728,000 | 41 |
| 2022-06-30 | Rank | |
| Total securities | $10,871,522,000 | 51 |
| U.S. Government securities | $8,711,885,000 | 50 |
| U.S. Treasury securities | $1,106,438,000 | 56 |
| U.S. Government agency obligations | $7,605,447,000 | 50 |
| Securities issued by states & political subdivisions | $467,708,000 | 95 |
| Other domestic debt securities | $1,691,929,000 | 40 |
| Privately issued residential mortgage-backed securities | $252,961,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,000 | 527 |
| Structured financial products - Total | $1,094,032,000 | 16 |
| Other domestic debt securities - All other | $344,911,000 | 43 |
| 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 | $4,711,527,000 | 42 |
| Mortgage-backed securities | $7,304,339,000 | 52 |
| Certificates of participation in pools of residential mortgages | $3,003,735,000 | 55 |
| Issued or guaranteed by U.S. | $3,003,735,000 | 55 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,324,256,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $2,071,295,000 | 44 |
| Privately issued | $252,961,000 | 36 |
| Commercial mortgage-backed securities | $1,976,348,000 | 41 |
| Commercial mortgage pass-through securities | $957,062,000 | 27 |
| Other commercial mortgage-backed securities | $1,019,286,000 | 51 |
| Held to maturity securities (book value) | $3,130,500,000 | 44 |
| Available-for-sale securities (fair market value) | $7,741,022,000 | 55 |
| Total debt securities | $10,871,522,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $12,234,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $99,176,000 | 42 |
| 2022-03-31 | Rank | |
| Total securities | $9,503,045,000 | 60 |
| U.S. Government securities | $7,374,985,000 | 62 |
| U.S. Treasury securities | $941,112,000 | 59 |
| U.S. Government agency obligations | $6,433,873,000 | 58 |
| Securities issued by states & political subdivisions | $481,159,000 | 93 |
| Other domestic debt securities | $1,646,901,000 | 41 |
| Privately issued residential mortgage-backed securities | $274,854,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,000 | 534 |
| Structured financial products - Total | $1,070,941,000 | 15 |
| Other domestic debt securities - All other | $301,077,000 | 48 |
| 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 | $3,987,469,000 | 45 |
| Mortgage-backed securities | $6,243,381,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,850,110,000 | 60 |
| Issued or guaranteed by U.S. | $2,850,110,000 | 60 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,145,927,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,871,073,000 | 46 |
| Privately issued | $274,854,000 | 35 |
| Commercial mortgage-backed securities | $1,247,344,000 | 61 |
| Commercial mortgage pass-through securities | $831,243,000 | 30 |
| Other commercial mortgage-backed securities | $416,101,000 | 81 |
| Held to maturity securities (book value) | $3,219,259,000 | 36 |
| Available-for-sale securities (fair market value) | $6,283,786,000 | 69 |
| Total debt securities | $9,503,045,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $23,288,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $62,253,000 | 44 |
| 2021-12-31 | Rank | |
| Total securities | $6,508,641,000 | 81 |
| U.S. Government securities | $4,658,665,000 | 80 |
| U.S. Treasury securities | $684,707,000 | 59 |
| U.S. Government agency obligations | $3,973,958,000 | 78 |
| Securities issued by states & political subdivisions | $495,161,000 | 94 |
| Other domestic debt securities | $1,354,815,000 | 43 |
| Privately issued residential mortgage-backed securities | $173,368,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,000 | 539 |
| Structured financial products - Total | $899,330,000 | 16 |
| Other domestic debt securities - All other | $282,085,000 | 50 |
| 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 | $2,564,778,000 | 60 |
| Mortgage-backed securities | $3,800,400,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,933,238,000 | 75 |
| Issued or guaranteed by U.S. | $1,933,238,000 | 75 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,357,346,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,183,978,000 | 67 |
| Privately issued | $173,368,000 | 42 |
| Commercial mortgage-backed securities | $509,816,000 | 101 |
| Commercial mortgage pass-through securities | $332,965,000 | 61 |
| Other commercial mortgage-backed securities | $176,851,000 | 124 |
| Held to maturity securities (book value) | $1,688,144,000 | 47 |
| Available-for-sale securities (fair market value) | $4,820,497,000 | 83 |
| Total debt securities | $6,508,638,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $22,222,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $18,510,000 | 65 |
| 2021-09-30 | Rank | |
| Total securities | $6,022,230,000 | 80 |
| U.S. Government securities | $4,669,948,000 | 79 |
| U.S. Treasury securities | $691,827,000 | 53 |
| U.S. Government agency obligations | $3,978,121,000 | 77 |
| Securities issued by states & political subdivisions | $509,591,000 | 86 |
| Other domestic debt securities | $842,691,000 | 51 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,000 | 546 |
| Structured financial products - Total | $452,926,000 | 24 |
| Other domestic debt securities - All other | $389,729,000 | 36 |
| 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 | $2,330,617,000 | 65 |
| Mortgage-backed securities | $3,652,094,000 | 78 |
| Certificates of participation in pools of residential mortgages | $2,052,338,000 | 74 |
| Issued or guaranteed by U.S. | $2,052,338,000 | 74 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,076,680,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $1,076,680,000 | 66 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $523,076,000 | 97 |
| Commercial mortgage pass-through securities | $339,030,000 | 59 |
| Other commercial mortgage-backed securities | $184,046,000 | 118 |
| Held to maturity securities (book value) | $1,618,652,000 | 48 |
| Available-for-sale securities (fair market value) | $4,403,578,000 | 86 |
| Total debt securities | $6,022,230,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $27,852,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,837,000 | 63 |
| 2021-06-30 | Rank | |
| Total securities | $5,643,309,000 | 80 |
| U.S. Government securities | $4,497,796,000 | 75 |
| U.S. Treasury securities | $496,915,000 | 53 |
| U.S. Government agency obligations | $4,000,881,000 | 72 |
| Securities issued by states & political subdivisions | $516,909,000 | 84 |
| Other domestic debt securities | $628,604,000 | 54 |
| Privately issued residential mortgage-backed securities | $16,983,000 | 155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,000 | 556 |
| Structured financial products - Total | $187,268,000 | 31 |
| Other domestic debt securities - All other | $424,307,000 | 31 |
| 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 | $1,478,334,000 | 85 |
| Mortgage-backed securities | $3,666,204,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,138,715,000 | 69 |
| Issued or guaranteed by U.S. | $2,138,715,000 | 69 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $985,514,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $968,531,000 | 69 |
| Privately issued | $16,983,000 | 105 |
| Commercial mortgage-backed securities | $541,975,000 | 94 |
| Commercial mortgage pass-through securities | $350,764,000 | 50 |
| Other commercial mortgage-backed securities | $191,211,000 | 112 |
| Held to maturity securities (book value) | $1,685,516,000 | 42 |
| Available-for-sale securities (fair market value) | $3,957,793,000 | 91 |
| Total debt securities | $5,643,310,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $33,868,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $18,963,000 | 68 |
| 2021-03-31 | Rank | |
| Total securities | $4,886,403,000 | 84 |
| U.S. Government securities | $3,874,035,000 | 76 |
| U.S. Treasury securities | $1,000,000 | 1,378 |
| U.S. Government agency obligations | $3,873,035,000 | 71 |
| Securities issued by states & political subdivisions | $519,189,000 | 75 |
| Other domestic debt securities | $493,179,000 | 62 |
| Privately issued residential mortgage-backed securities | $6,612,000 | 250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $51,000 | 557 |
| Structured financial products - Total | $140,265,000 | 30 |
| Other domestic debt securities - All other | $346,251,000 | 34 |
| 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 | $2,028,659,000 | 65 |
| Mortgage-backed securities | $3,556,026,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,954,928,000 | 68 |
| Issued or guaranteed by U.S. | $1,954,928,000 | 68 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,078,053,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $1,071,441,000 | 64 |
| Privately issued | $6,612,000 | 154 |
| Commercial mortgage-backed securities | $523,045,000 | 92 |
| Commercial mortgage pass-through securities | $328,777,000 | 46 |
| Other commercial mortgage-backed securities | $194,268,000 | 107 |
| Held to maturity securities (book value) | $866,339,000 | 63 |
| Available-for-sale securities (fair market value) | $4,020,064,000 | 84 |
| Total debt securities | $4,886,399,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $46,944,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $45,290,000 | 52 |
| 2020-12-31 | Rank | |
| Total securities | $4,060,581,000 | 90 |
| U.S. Government securities | $3,230,392,000 | 84 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,230,392,000 | 75 |
| Securities issued by states & political subdivisions | $512,499,000 | 73 |
| Other domestic debt securities | $317,690,000 | 86 |
| Privately issued residential mortgage-backed securities | $10,929,000 | 173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $57,000 | 528 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $306,704,000 | 41 |
| 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 | $2,293,877,000 | 59 |
| Mortgage-backed securities | $2,909,469,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,401,203,000 | 77 |
| Issued or guaranteed by U.S. | $1,401,203,000 | 77 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,034,131,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $1,023,202,000 | 64 |
| Privately issued | $10,929,000 | 117 |
| Commercial mortgage-backed securities | $474,135,000 | 92 |
| Commercial mortgage pass-through securities | $295,453,000 | 51 |
| Other commercial mortgage-backed securities | $178,682,000 | 110 |
| Held to maturity securities (book value) | $52,126,000 | 281 |
| Available-for-sale securities (fair market value) | $4,008,455,000 | 80 |
| Total debt securities | $4,060,580,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $52,179,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,755,000 | 79 |
| 2020-09-30 | Rank | |
| Total securities | $3,508,103,000 | 95 |
| U.S. Government securities | $2,899,564,000 | 85 |
| U.S. Treasury securities | $8,026,000 | 461 |
| U.S. Government agency obligations | $2,891,538,000 | 75 |
| Securities issued by states & political subdivisions | $286,023,000 | 128 |
| Other domestic debt securities | $322,516,000 | 83 |
| Privately issued residential mortgage-backed securities | $20,064,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $60,000 | 511 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $302,392,000 | 40 |
| 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 | $2,082,043,000 | 66 |
| Mortgage-backed securities | $2,632,823,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,360,519,000 | 75 |
| Issued or guaranteed by U.S. | $1,360,519,000 | 75 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,043,640,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,023,576,000 | 63 |
| Privately issued | $20,064,000 | 94 |
| Commercial mortgage-backed securities | $228,664,000 | 135 |
| Commercial mortgage pass-through securities | $143,028,000 | 78 |
| Other commercial mortgage-backed securities | $85,636,000 | 154 |
| Held to maturity securities (book value) | $55,439,000 | 254 |
| Available-for-sale securities (fair market value) | $3,452,664,000 | 86 |
| Total debt securities | $3,508,103,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $61,512,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,678,000 | 78 |
| 2020-06-30 | Rank | |
| Total securities | $3,384,714,000 | 97 |
| U.S. Government securities | $2,896,090,000 | 85 |
| U.S. Treasury securities | $10,066,000 | 427 |
| U.S. Government agency obligations | $2,886,024,000 | 72 |
| Securities issued by states & political subdivisions | $177,099,000 | 203 |
| Other domestic debt securities | $311,525,000 | 83 |
| Privately issued residential mortgage-backed securities | $31,109,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $67,000 | 463 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $280,349,000 | 41 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,979,595,000 | 69 |
| Mortgage-backed securities | $2,641,865,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,360,392,000 | 70 |
| Issued or guaranteed by U.S. | $1,360,392,000 | 70 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,087,260,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,056,151,000 | 61 |
| Privately issued | $31,109,000 | 78 |
| Commercial mortgage-backed securities | $194,213,000 | 141 |
| Commercial mortgage pass-through securities | $105,602,000 | 92 |
| Other commercial mortgage-backed securities | $88,611,000 | 150 |
| Held to maturity securities (book value) | $68,389,000 | 237 |
| Available-for-sale securities (fair market value) | $3,316,325,000 | 85 |
| Total debt securities | $3,384,712,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $62,693,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,598,000 | 75 |
| 2020-03-31 | Rank | |
| Total securities | $3,069,077,000 | 101 |
| U.S. Government securities | $2,646,852,000 | 90 |
| U.S. Treasury securities | $17,119,000 | 301 |
| U.S. Government agency obligations | $2,629,733,000 | 82 |
| Securities issued by states & political subdivisions | $167,428,000 | 186 |
| Other domestic debt securities | $254,797,000 | 83 |
| Privately issued residential mortgage-backed securities | $39,744,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $71,000 | 445 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $214,982,000 | 45 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,760,327,000 | 73 |
| Mortgage-backed securities | $2,448,846,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,289,214,000 | 71 |
| Issued or guaranteed by U.S. | $1,289,214,000 | 71 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $972,977,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $933,233,000 | 66 |
| Privately issued | $39,744,000 | 59 |
| Commercial mortgage-backed securities | $186,655,000 | 142 |
| Commercial mortgage pass-through securities | $96,880,000 | 99 |
| Other commercial mortgage-backed securities | $89,775,000 | 148 |
| Held to maturity securities (book value) | $70,730,000 | 237 |
| Available-for-sale securities (fair market value) | $2,998,347,000 | 89 |
| Total debt securities | $3,069,077,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $57,366,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $26,359,000 | 72 |
| 2019-12-31 | Rank | |
| Total securities | $3,049,584,000 | 97 |
| U.S. Government securities | $2,714,007,000 | 85 |
| U.S. Treasury securities | $8,967,000 | 503 |
| U.S. Government agency obligations | $2,705,040,000 | 74 |
| Securities issued by states & political subdivisions | $138,217,000 | 209 |
| Other domestic debt securities | $197,360,000 | 104 |
| Privately issued residential mortgage-backed securities | $47,116,000 | 70 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $75,000 | 422 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $150,169,000 | 53 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,787,736,000 | 60 |
| Mortgage-backed securities | $2,365,484,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,344,575,000 | 71 |
| Issued or guaranteed by U.S. | $1,344,575,000 | 71 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $907,769,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $860,653,000 | 67 |
| Privately issued | $47,116,000 | 53 |
| Commercial mortgage-backed securities | $113,140,000 | 183 |
| Commercial mortgage pass-through securities | $75,650,000 | 107 |
| Other commercial mortgage-backed securities | $37,490,000 | 224 |
| Held to maturity securities (book value) | $92,830,000 | 219 |
| Available-for-sale securities (fair market value) | $2,956,754,000 | 89 |
| Total debt securities | $3,049,584,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $21,898,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,285,000 | 72 |
| 2019-09-30 | Rank | |
| Total securities | $2,821,545,000 | 100 |
| U.S. Government securities | $2,518,053,000 | 93 |
| U.S. Treasury securities | $6,988,000 | 571 |
| U.S. Government agency obligations | $2,511,065,000 | 81 |
| Securities issued by states & political subdivisions | $138,126,000 | 200 |
| Other domestic debt securities | $160,363,000 | 119 |
| Privately issued residential mortgage-backed securities | $54,135,000 | 57 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $83,000 | 416 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $106,145,000 | 72 |
| Foreign debt securities | $5,003,000 | 80 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,631,307,000 | 67 |
| Mortgage-backed securities | $2,118,532,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,210,905,000 | 73 |
| Issued or guaranteed by U.S. | $1,210,905,000 | 73 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $785,373,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $731,238,000 | 81 |
| Privately issued | $54,135,000 | 42 |
| Commercial mortgage-backed securities | $122,254,000 | 170 |
| Commercial mortgage pass-through securities | $79,116,000 | 100 |
| Other commercial mortgage-backed securities | $43,138,000 | 216 |
| Held to maturity securities (book value) | $95,385,000 | 217 |
| Available-for-sale securities (fair market value) | $2,726,160,000 | 92 |
| Total debt securities | $2,821,546,000 | 99 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 491 |
| Fair value | $998,000 | 548 |
| Trading account assets | $30,821,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $15,003,000 | 69 |
| 2019-06-30 | Rank | |
| Total securities | $2,702,164,000 | 101 |
| U.S. Government securities | $2,387,149,000 | 90 |
| U.S. Treasury securities | $8,977,000 | 506 |
| U.S. Government agency obligations | $2,378,172,000 | 80 |
| Securities issued by states & political subdivisions | $144,615,000 | 197 |
| Other domestic debt securities | $162,387,000 | 114 |
| Privately issued residential mortgage-backed securities | $60,766,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $93,000 | 401 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $101,528,000 | 73 |
| Foreign debt securities | $8,013,000 | 68 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,710,098,000 | 66 |
| Mortgage-backed securities | $1,836,863,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,090,871,000 | 74 |
| Issued or guaranteed by U.S. | $1,090,871,000 | 74 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $622,720,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $561,954,000 | 95 |
| Privately issued | $60,766,000 | 41 |
| Commercial mortgage-backed securities | $123,272,000 | 164 |
| Commercial mortgage pass-through securities | $78,184,000 | 99 |
| Other commercial mortgage-backed securities | $45,088,000 | 206 |
| Held to maturity securities (book value) | $99,235,000 | 222 |
| Available-for-sale securities (fair market value) | $2,602,929,000 | 89 |
| Total debt securities | $2,702,166,000 | 99 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 545 |
| Fair value | $996,000 | 602 |
| Trading account assets | $22,033,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,071,000 | 72 |
| 2019-03-31 | Rank | |
| Total securities | $2,687,727,000 | 104 |
| U.S. Government securities | $2,355,697,000 | 92 |
| U.S. Treasury securities | $3,964,000 | 785 |
| U.S. Government agency obligations | $2,351,733,000 | 80 |
| Securities issued by states & political subdivisions | $146,032,000 | 208 |
| Other domestic debt securities | $177,977,000 | 103 |
| Privately issued residential mortgage-backed securities | $65,240,000 | 42 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $99,000 | 391 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $112,638,000 | 64 |
| Foreign debt securities | $8,021,000 | 72 |
| 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 | $649,442,000 | 125 |
| Mortgage-backed securities | $1,799,427,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,059,244,000 | 78 |
| Issued or guaranteed by U.S. | $1,059,244,000 | 78 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $612,241,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $547,001,000 | 98 |
| Privately issued | $65,240,000 | 40 |
| Commercial mortgage-backed securities | $127,942,000 | 151 |
| Commercial mortgage pass-through securities | $73,095,000 | 94 |
| Other commercial mortgage-backed securities | $54,847,000 | 170 |
| Held to maturity securities (book value) | $117,437,000 | 211 |
| Available-for-sale securities (fair market value) | $2,570,290,000 | 93 |
| Total debt securities | $2,687,726,000 | 103 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 404 |
| Fair value | $1,989,000 | 426 |
| Trading account assets | $12,698,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,586,000 | 77 |
| 2018-12-31 | Rank | |
| Total securities | $2,676,008,000 | 108 |
| U.S. Government securities | $2,316,168,000 | 93 |
| U.S. Treasury securities | $2,591,000 | 913 |
| U.S. Government agency obligations | $2,313,577,000 | 80 |
| Securities issued by states & political subdivisions | $150,887,000 | 204 |
| Other domestic debt securities | $199,947,000 | 96 |
| Privately issued residential mortgage-backed securities | $70,229,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $106,000 | 390 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $129,612,000 | 54 |
| Foreign debt securities | $9,006,000 | 71 |
| 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 | $1,705,861,000 | 66 |
| Mortgage-backed securities | $1,804,809,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,048,869,000 | 79 |
| Issued or guaranteed by U.S. | $1,048,869,000 | 79 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $630,169,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $559,940,000 | 95 |
| Privately issued | $70,229,000 | 41 |
| Commercial mortgage-backed securities | $125,771,000 | 148 |
| Commercial mortgage pass-through securities | $63,098,000 | 105 |
| Other commercial mortgage-backed securities | $62,673,000 | 155 |
| Held to maturity securities (book value) | $407,269,000 | 97 |
| Available-for-sale securities (fair market value) | $2,268,739,000 | 103 |
| Total debt securities | $2,676,008,000 | 107 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 420 |
| Fair value | $1,978,000 | 444 |
| Trading account assets | $8,818,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,313,000 | 77 |
| 2018-09-30 | Rank | |
| Total securities | $2,572,739,000 | 105 |
| U.S. Government securities | $2,207,149,000 | 93 |
| U.S. Treasury securities | $2,977,000 | 835 |
| U.S. Government agency obligations | $2,204,172,000 | 82 |
| Securities issued by states & political subdivisions | $153,708,000 | 197 |
| Other domestic debt securities | $202,842,000 | 97 |
| Privately issued residential mortgage-backed securities | $72,882,000 | 46 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $116,000 | 382 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $129,844,000 | 50 |
| Foreign debt securities | $9,040,000 | 69 |
| 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 | $1,612,109,000 | 67 |
| Mortgage-backed securities | $1,696,339,000 | 96 |
| Certificates of participation in pools of residential mortgages | $999,256,000 | 80 |
| Issued or guaranteed by U.S. | $999,256,000 | 80 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $559,292,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $486,410,000 | 95 |
| Privately issued | $72,882,000 | 43 |
| Commercial mortgage-backed securities | $137,791,000 | 138 |
| Commercial mortgage pass-through securities | $65,612,000 | 104 |
| Other commercial mortgage-backed securities | $72,179,000 | 143 |
| Held to maturity securities (book value) | $418,313,000 | 95 |
| Available-for-sale securities (fair market value) | $2,154,426,000 | 102 |
| Total debt securities | $2,572,738,000 | 104 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 417 |
| Fair value | $1,965,000 | 441 |
| Trading account assets | $11,286,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,934,000 | 73 |
| 2018-06-30 | Rank | |
| Total securities | $2,616,958,000 | 101 |
| U.S. Government securities | $2,232,349,000 | 90 |
| U.S. Treasury securities | $1,898,000 | 1,018 |
| U.S. Government agency obligations | $2,230,451,000 | 81 |
| Securities issued by states & political subdivisions | $162,103,000 | 192 |
| Other domestic debt securities | $213,461,000 | 92 |
| Privately issued residential mortgage-backed securities | $78,385,000 | 48 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $133,000 | 375 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $134,943,000 | 49 |
| Foreign debt securities | $9,045,000 | 65 |
| 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 | $1,546,287,000 | 69 |
| Mortgage-backed securities | $1,745,751,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,037,258,000 | 80 |
| Issued or guaranteed by U.S. | $1,037,258,000 | 80 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $559,083,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $480,698,000 | 95 |
| Privately issued | $78,385,000 | 43 |
| Commercial mortgage-backed securities | $149,410,000 | 129 |
| Commercial mortgage pass-through securities | $73,953,000 | 85 |
| Other commercial mortgage-backed securities | $75,457,000 | 132 |
| Held to maturity securities (book value) | $441,396,000 | 95 |
| Available-for-sale securities (fair market value) | $2,175,562,000 | 102 |
| Total debt securities | $2,616,956,000 | 100 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 425 |
| Fair value | $1,971,000 | 444 |
| Trading account assets | $10,096,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,271,000 | 73 |
| 2018-03-31 | Rank | |
| Total securities | $2,740,472,000 | 95 |
| U.S. Government securities | $2,339,604,000 | 87 |
| U.S. Treasury securities | $3,197,000 | 762 |
| U.S. Government agency obligations | $2,336,407,000 | 78 |
| Securities issued by states & political subdivisions | $168,289,000 | 187 |
| Other domestic debt securities | $223,539,000 | 89 |
| Privately issued residential mortgage-backed securities | $83,247,000 | 41 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $146,000 | 365 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $140,146,000 | 46 |
| Foreign debt securities | $9,040,000 | 68 |
| 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 | $1,490,414,000 | 73 |
| Mortgage-backed securities | $1,850,060,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,103,588,000 | 80 |
| Issued or guaranteed by U.S. | $1,103,588,000 | 79 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $581,931,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $498,684,000 | 93 |
| Privately issued | $83,247,000 | 39 |
| Commercial mortgage-backed securities | $164,541,000 | 116 |
| Commercial mortgage pass-through securities | $74,745,000 | 78 |
| Other commercial mortgage-backed securities | $89,796,000 | 114 |
| Held to maturity securities (book value) | $462,749,000 | 91 |
| Available-for-sale securities (fair market value) | $2,277,723,000 | 93 |
| Total debt securities | $2,740,472,000 | 94 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 418 |
| Fair value | $1,971,000 | 439 |
| Trading account assets | $8,345,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $8,345,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $7,693,000 | 75 |
| 2017-12-31 | Rank | |
| Total securities | $2,690,738,000 | 96 |
| U.S. Government securities | $2,277,427,000 | 87 |
| U.S. Treasury securities | $3,198,000 | 717 |
| U.S. Government agency obligations | $2,274,229,000 | 79 |
| Securities issued by states & political subdivisions | $172,452,000 | 185 |
| Other domestic debt securities | $231,806,000 | 81 |
| Privately issued residential mortgage-backed securities | $90,769,000 | 37 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $165,000 | 334 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $140,872,000 | 45 |
| Foreign debt securities | $9,053,000 | 68 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,489,757,000 | 73 |
| Mortgage-backed securities | $1,783,710,000 | 88 |
| Certificates of participation in pools of residential mortgages | $983,982,000 | 86 |
| Issued or guaranteed by U.S. | $983,982,000 | 85 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $621,937,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $531,168,000 | 85 |
| Privately issued | $90,769,000 | 34 |
| Commercial mortgage-backed securities | $177,791,000 | 108 |
| Commercial mortgage pass-through securities | $81,448,000 | 69 |
| Other commercial mortgage-backed securities | $96,343,000 | 105 |
| Held to maturity securities (book value) | $484,979,000 | 89 |
| Available-for-sale securities (fair market value) | $2,205,759,000 | 94 |
| Total debt securities | $2,690,738,000 | 95 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 411 |
| Fair value | $1,980,000 | 440 |
| Trading account assets | $7,550,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $7,550,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $7,809,000 | 69 |
| 2017-09-30 | Rank | |
| Total securities | $2,615,207,000 | 98 |
| U.S. Government securities | $2,207,139,000 | 86 |
| U.S. Treasury securities | $3,205,000 | 686 |
| U.S. Government agency obligations | $2,203,934,000 | 78 |
| Securities issued by states & political subdivisions | $180,981,000 | 172 |
| Other domestic debt securities | $218,034,000 | 82 |
| Privately issued residential mortgage-backed securities | $97,838,000 | 35 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $183,000 | 323 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $120,013,000 | 59 |
| Foreign debt securities | $9,053,000 | 70 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,467,682,000 | 71 |
| Mortgage-backed securities | $1,776,374,000 | 88 |
| Certificates of participation in pools of residential mortgages | $977,815,000 | 85 |
| Issued or guaranteed by U.S. | $977,815,000 | 84 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $617,928,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $520,090,000 | 87 |
| Privately issued | $97,838,000 | 32 |
| Commercial mortgage-backed securities | $180,631,000 | 96 |
| Commercial mortgage pass-through securities | $79,497,000 | 74 |
| Other commercial mortgage-backed securities | $101,134,000 | 99 |
| Held to maturity securities (book value) | $506,471,000 | 91 |
| Available-for-sale securities (fair market value) | $2,108,736,000 | 94 |
| Total debt securities | $2,615,207,000 | 97 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 431 |
| Fair value | $1,989,000 | 462 |
| Trading account assets | $8,765,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $8,765,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $9,099,000 | 63 |
| 2017-06-30 | Rank | |
| Total securities | $2,134,920,000 | 110 |
| U.S. Government securities | $1,932,536,000 | 92 |
| U.S. Treasury securities | $3,607,000 | 680 |
| U.S. Government agency obligations | $1,928,929,000 | 84 |
| Securities issued by states & political subdivisions | $148,800,000 | 218 |
| Other domestic debt securities | $53,584,000 | 201 |
| Privately issued residential mortgage-backed securities | $98,000 | 497 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $197,000 | 312 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $53,289,000 | 124 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,316,509,000 | 78 |
| Mortgage-backed securities | $1,462,351,000 | 98 |
| Certificates of participation in pools of residential mortgages | $956,792,000 | 85 |
| Issued or guaranteed by U.S. | $956,792,000 | 84 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $505,559,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $505,461,000 | 87 |
| Privately issued | $98,000 | 464 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $473,423,000 | 99 |
| Available-for-sale securities (fair market value) | $1,661,497,000 | 111 |
| Total debt securities | $2,134,920,000 | 109 |
| Structured notes | ||
| Amortized cost | $12,096,000 | 121 |
| Fair value | $12,069,000 | 119 |
| Trading account assets | $1,325,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $1,325,000 | 104 |
| Revaluation losses on off-balance sheet contracts | $1,348,000 | 106 |
| 2017-03-31 | Rank | |
| Total securities | $2,146,077,000 | 110 |
| U.S. Government securities | $1,938,681,000 | 93 |
| U.S. Treasury securities | $3,612,000 | 715 |
| U.S. Government agency obligations | $1,935,069,000 | 84 |
| Securities issued by states & political subdivisions | $153,680,000 | 208 |
| Other domestic debt securities | $53,716,000 | 199 |
| Privately issued residential mortgage-backed securities | $106,000 | 517 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $207,000 | 320 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $53,403,000 | 124 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,366,586,000 | 75 |
| Mortgage-backed securities | $1,508,112,000 | 92 |
| Certificates of participation in pools of residential mortgages | $975,360,000 | 81 |
| Issued or guaranteed by U.S. | $975,360,000 | 80 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $532,752,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $532,646,000 | 87 |
| Privately issued | $106,000 | 487 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $491,453,000 | 97 |
| Available-for-sale securities (fair market value) | $1,654,624,000 | 107 |
| Total debt securities | $2,146,077,000 | 109 |
| Structured notes | ||
| Amortized cost | $12,096,000 | 126 |
| Fair value | $12,018,000 | 125 |
| Trading account assets | $1,295,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $1,295,000 | 102 |
| Revaluation losses on off-balance sheet contracts | $1,283,000 | 100 |
| 2016-12-31 | Rank | |
| Total securities | $2,121,981,000 | 110 |
| U.S. Government securities | $1,907,925,000 | 91 |
| U.S. Treasury securities | $3,612,000 | 695 |
| U.S. Government agency obligations | $1,904,313,000 | 84 |
| Securities issued by states & political subdivisions | $160,192,000 | 195 |
| Other domestic debt securities | $53,864,000 | 192 |
| Privately issued residential mortgage-backed securities | $116,000 | 531 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $231,000 | 317 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $53,517,000 | 120 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,388,932,000 | 76 |
| Mortgage-backed securities | $1,493,311,000 | 92 |
| Certificates of participation in pools of residential mortgages | $934,268,000 | 84 |
| Issued or guaranteed by U.S. | $934,268,000 | 83 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $559,043,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $558,927,000 | 81 |
| Privately issued | $116,000 | 499 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $513,255,000 | 95 |
| Available-for-sale securities (fair market value) | $1,608,726,000 | 108 |
| Total debt securities | $2,121,981,000 | 108 |
| Structured notes | ||
| Amortized cost | $13,095,000 | 111 |
| Fair value | $12,961,000 | 108 |
| Trading account assets | $1,332,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $1,332,000 | 103 |
| Revaluation losses on off-balance sheet contracts | $1,281,000 | 104 |
| 2016-09-30 | Rank | |
| Total securities | $2,067,796,000 | 111 |
| U.S. Government securities | $1,847,890,000 | 91 |
| U.S. Treasury securities | $3,639,000 | 591 |
| U.S. Government agency obligations | $1,844,251,000 | 85 |
| Securities issued by states & political subdivisions | $165,891,000 | 182 |
| Other domestic debt securities | $54,015,000 | 201 |
| Privately issued residential mortgage-backed securities | $124,000 | 531 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $260,000 | 313 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $53,631,000 | 126 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,264,418,000 | 83 |
| Mortgage-backed securities | $1,383,428,000 | 99 |
| Certificates of participation in pools of residential mortgages | $770,731,000 | 88 |
| Issued or guaranteed by U.S. | $770,731,000 | 87 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $612,697,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $612,573,000 | 78 |
| Privately issued | $124,000 | 503 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $539,537,000 | 91 |
| Available-for-sale securities (fair market value) | $1,528,259,000 | 111 |
| Total debt securities | $2,067,796,000 | 109 |
| Structured notes | ||
| Amortized cost | $13,595,000 | 100 |
| Fair value | $13,602,000 | 100 |
| Trading account assets | $1,577,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $1,577,000 | 116 |
| Revaluation losses on off-balance sheet contracts | $1,701,000 | 110 |
| 2016-06-30 | Rank | |
| Total securities | $2,058,822,000 | 112 |
| U.S. Government securities | $1,842,312,000 | 89 |
| U.S. Treasury securities | $3,954,000 | 611 |
| U.S. Government agency obligations | $1,838,358,000 | 84 |
| Securities issued by states & political subdivisions | $164,334,000 | 188 |
| Other domestic debt securities | $52,176,000 | 210 |
| Privately issued residential mortgage-backed securities | $135,000 | 551 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $294,000 | 312 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $51,747,000 | 133 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,265,759,000 | 81 |
| Mortgage-backed securities | $1,365,269,000 | 95 |
| Certificates of participation in pools of residential mortgages | $724,093,000 | 90 |
| Issued or guaranteed by U.S. | $724,093,000 | 89 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $641,176,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $641,041,000 | 76 |
| Privately issued | $135,000 | 518 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $556,732,000 | 91 |
| Available-for-sale securities (fair market value) | $1,502,090,000 | 106 |
| Total debt securities | $2,058,822,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $1,719,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $1,719,000 | 115 |
| Revaluation losses on off-balance sheet contracts | $1,840,000 | 111 |
| 2016-03-31 | Rank | |
| Total securities | $2,141,748,000 | 105 |
| U.S. Government securities | $1,920,901,000 | 87 |
| U.S. Treasury securities | $3,935,000 | 624 |
| U.S. Government agency obligations | $1,916,966,000 | 81 |
| Securities issued by states & political subdivisions | $167,975,000 | 175 |
| Other domestic debt securities | $52,872,000 | 210 |
| Privately issued residential mortgage-backed securities | $143,000 | 549 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $326,000 | 304 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $52,403,000 | 129 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,253,798,000 | 81 |
| Mortgage-backed securities | $1,365,857,000 | 98 |
| Certificates of participation in pools of residential mortgages | $720,906,000 | 89 |
| Issued or guaranteed by U.S. | $720,906,000 | 88 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $644,951,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $644,808,000 | 75 |
| Privately issued | $143,000 | 520 |
| 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) | $581,876,000 | 91 |
| Available-for-sale securities (fair market value) | $1,559,872,000 | 108 |
| Total debt securities | $2,141,748,000 | 105 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 170 |
| Fair value | $10,000,000 | 175 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,054,444,000 | 108 |
| U.S. Government securities | $1,829,616,000 | 88 |
| U.S. Treasury securities | $3,911,000 | 664 |
| U.S. Government agency obligations | $1,825,705,000 | 80 |
| Securities issued by states & political subdivisions | $173,785,000 | 171 |
| Other domestic debt securities | $51,043,000 | 214 |
| Privately issued residential mortgage-backed securities | $157,000 | 544 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $355,000 | 315 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $50,531,000 | 134 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,315,126,000 | 85 |
| Mortgage-backed securities | $1,285,861,000 | 102 |
| Certificates of participation in pools of residential mortgages | $713,233,000 | 89 |
| Issued or guaranteed by U.S. | $713,233,000 | 88 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $572,628,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $572,471,000 | 80 |
| Privately issued | $157,000 | 517 |
| 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) | $601,150,000 | 87 |
| Available-for-sale securities (fair market value) | $1,453,294,000 | 111 |
| Total debt securities | $2,054,444,000 | 106 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 205 |
| Fair value | $10,007,000 | 207 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,064,326,000 | 107 |
| U.S. Government securities | $1,836,457,000 | 89 |
| U.S. Treasury securities | $3,941,000 | 632 |
| U.S. Government agency obligations | $1,832,516,000 | 83 |
| Securities issued by states & political subdivisions | $176,569,000 | 162 |
| Other domestic debt securities | $51,300,000 | 212 |
| Privately issued residential mortgage-backed securities | $259,000 | 506 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $378,000 | 326 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $50,663,000 | 136 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,217,340,000 | 83 |
| Mortgage-backed securities | $1,226,732,000 | 104 |
| Certificates of participation in pools of residential mortgages | $658,759,000 | 92 |
| Issued or guaranteed by U.S. | $658,759,000 | 91 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $567,973,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $567,714,000 | 80 |
| Privately issued | $259,000 | 479 |
| 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) | $523,028,000 | 93 |
| Available-for-sale securities (fair market value) | $1,541,298,000 | 107 |
| Total debt securities | $2,064,326,000 | 107 |
| Structured notes | ||
| Amortized cost | $32,750,000 | 75 |
| Fair value | $32,773,000 | 75 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,139,918,000 | 105 |
| U.S. Government securities | $1,906,781,000 | 86 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,906,781,000 | 82 |
| Securities issued by states & political subdivisions | $181,642,000 | 146 |
| Other domestic debt securities | $51,495,000 | 210 |
| Privately issued residential mortgage-backed securities | $288,000 | 511 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $412,000 | 324 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $50,795,000 | 135 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,295,601,000 | 79 |
| Mortgage-backed securities | $1,286,049,000 | 101 |
| Certificates of participation in pools of residential mortgages | $673,001,000 | 92 |
| Issued or guaranteed by U.S. | $673,001,000 | 91 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $613,048,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $612,760,000 | 77 |
| Privately issued | $288,000 | 485 |
| 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) | $547,175,000 | 87 |
| Available-for-sale securities (fair market value) | $1,592,743,000 | 102 |
| Total debt securities | $2,139,918,000 | 105 |
| Structured notes | ||
| Amortized cost | $27,746,000 | 110 |
| Fair value | $27,695,000 | 108 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,341,389,000 | 97 |
| U.S. Government securities | $2,112,228,000 | 81 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,112,228,000 | 78 |
| Securities issued by states & political subdivisions | $188,386,000 | 133 |
| Other domestic debt securities | $40,775,000 | 246 |
| Privately issued residential mortgage-backed securities | $303,000 | 542 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $456,000 | 326 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $40,016,000 | 158 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,270,107,000 | 84 |
| Mortgage-backed securities | $1,343,076,000 | 98 |
| Certificates of participation in pools of residential mortgages | $710,317,000 | 90 |
| Issued or guaranteed by U.S. | $710,317,000 | 89 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $632,759,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $632,456,000 | 72 |
| Privately issued | $303,000 | 512 |
| 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) | $564,332,000 | 85 |
| Available-for-sale securities (fair market value) | $1,777,057,000 | 91 |
| Total debt securities | $2,341,389,000 | 97 |
| Structured notes | ||
| Amortized cost | $96,989,000 | 27 |
| Fair value | $96,890,000 | 28 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,287,595,000 | 92 |
| U.S. Government securities | $2,064,775,000 | 79 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,064,775,000 | 75 |
| Securities issued by states & political subdivisions | $188,941,000 | 125 |
| Other domestic debt securities | $33,879,000 | 270 |
| Privately issued residential mortgage-backed securities | $325,000 | 534 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $504,000 | 318 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $33,050,000 | 178 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,340,017,000 | 79 |
| Mortgage-backed securities | $1,344,167,000 | 98 |
| Certificates of participation in pools of residential mortgages | $689,475,000 | 84 |
| Issued or guaranteed by U.S. | $689,475,000 | 83 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $654,692,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $654,367,000 | 73 |
| Privately issued | $325,000 | 504 |
| 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) | $575,671,000 | 82 |
| Available-for-sale securities (fair market value) | $1,711,924,000 | 89 |
| Total debt securities | $2,287,595,000 | 92 |
| Structured notes | ||
| Amortized cost | $101,990,000 | 26 |
| Fair value | $101,319,000 | 26 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,135,254,000 | 102 |
| U.S. Government securities | $1,932,801,000 | 81 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,932,801,000 | 76 |
| Securities issued by states & political subdivisions | $179,764,000 | 135 |
| Other domestic debt securities | $22,689,000 | 366 |
| Privately issued residential mortgage-backed securities | $344,000 | 560 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $22,345,000 | 239 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,255,425,000 | 86 |
| Mortgage-backed securities | $1,209,656,000 | 100 |
| Certificates of participation in pools of residential mortgages | $575,123,000 | 94 |
| Issued or guaranteed by U.S. | $575,123,000 | 93 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $634,533,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $634,189,000 | 76 |
| Privately issued | $344,000 | 534 |
| 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) | $573,043,000 | 82 |
| Available-for-sale securities (fair market value) | $1,562,211,000 | 99 |
| Total debt securities | $2,135,254,000 | 100 |
| Structured notes | ||
| Amortized cost | $176,955,000 | 14 |
| Fair value | $176,126,000 | 14 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,094,470,000 | 105 |
| U.S. Government securities | $1,896,581,000 | 85 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,896,581,000 | 80 |
| Securities issued by states & political subdivisions | $179,131,000 | 139 |
| Other domestic debt securities | $18,758,000 | 425 |
| Privately issued residential mortgage-backed securities | $365,000 | 561 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $18,393,000 | 288 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,258,903,000 | 87 |
| Mortgage-backed securities | $1,178,379,000 | 105 |
| Certificates of participation in pools of residential mortgages | $529,390,000 | 101 |
| Issued or guaranteed by U.S. | $529,390,000 | 100 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $648,989,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $648,624,000 | 77 |
| Privately issued | $365,000 | 536 |
| 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) | $587,474,000 | 81 |
| Available-for-sale securities (fair market value) | $1,506,996,000 | 104 |
| Total debt securities | $2,094,470,000 | 105 |
| Structured notes | ||
| Amortized cost | $206,452,000 | 13 |
| Fair value | $205,834,000 | 13 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,095,573,000 | 101 |
| U.S. Government securities | $1,893,263,000 | 85 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,893,263,000 | 81 |
| Securities issued by states & political subdivisions | $183,472,000 | 129 |
| Other domestic debt securities | $18,838,000 | 436 |
| Privately issued residential mortgage-backed securities | $389,000 | 576 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $18,449,000 | 297 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,252,112,000 | 85 |
| Mortgage-backed securities | $1,187,060,000 | 105 |
| Certificates of participation in pools of residential mortgages | $509,919,000 | 103 |
| Issued or guaranteed by U.S. | $509,919,000 | 102 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $677,141,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $676,752,000 | 75 |
| Privately issued | $389,000 | 551 |
| 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) | $201,921,000 | 153 |
| Available-for-sale securities (fair market value) | $1,893,652,000 | 86 |
| Total debt securities | $2,095,573,000 | 101 |
| Structured notes | ||
| Amortized cost | $186,961,000 | 16 |
| Fair value | $185,684,000 | 16 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,152,028,000 | 99 |
| U.S. Government securities | $1,947,291,000 | 78 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,947,291,000 | 74 |
| Securities issued by states & political subdivisions | $185,818,000 | 125 |
| Other domestic debt securities | $18,919,000 | 455 |
| Privately issued residential mortgage-backed securities | $415,000 | 602 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $18,504,000 | 304 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,275,370,000 | 82 |
| Mortgage-backed securities | $1,184,467,000 | 104 |
| Certificates of participation in pools of residential mortgages | $471,892,000 | 109 |
| Issued or guaranteed by U.S. | $471,892,000 | 108 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $712,575,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $712,160,000 | 70 |
| Privately issued | $415,000 | 574 |
| 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) | $204,322,000 | 151 |
| Available-for-sale securities (fair market value) | $1,947,706,000 | 84 |
| Total debt securities | $2,152,028,000 | 99 |
| Structured notes | ||
| Amortized cost | $201,937,000 | 16 |
| Fair value | $199,562,000 | 16 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,145,568,000 | 100 |
| U.S. Government securities | $1,939,369,000 | 83 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,939,369,000 | 79 |
| Securities issued by states & political subdivisions | $187,202,000 | 121 |
| Other domestic debt securities | $18,997,000 | 467 |
| Privately issued residential mortgage-backed securities | $437,000 | 631 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $18,560,000 | 311 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,212,077,000 | 80 |
| Mortgage-backed securities | $1,155,331,000 | 106 |
| Certificates of participation in pools of residential mortgages | $439,590,000 | 114 |
| Issued or guaranteed by U.S. | $439,590,000 | 112 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $715,741,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $715,304,000 | 71 |
| Privately issued | $437,000 | 605 |
| 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) | $205,762,000 | 137 |
| Available-for-sale securities (fair market value) | $1,939,806,000 | 85 |
| Total debt securities | $2,145,568,000 | 98 |
| Structured notes | ||
| Amortized cost | $202,817,000 | 16 |
| Fair value | $201,023,000 | 16 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,139,024,000 | 99 |
| U.S. Government securities | $1,922,753,000 | 80 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,922,753,000 | 78 |
| Securities issued by states & political subdivisions | $197,193,000 | 108 |
| Other domestic debt securities | $19,078,000 | 463 |
| Privately issued residential mortgage-backed securities | $463,000 | 644 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $18,615,000 | 314 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,252,523,000 | 77 |
| Mortgage-backed securities | $1,189,402,000 | 107 |
| Certificates of participation in pools of residential mortgages | $422,140,000 | 123 |
| Issued or guaranteed by U.S. | $422,140,000 | 121 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $767,262,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $766,799,000 | 69 |
| Privately issued | $463,000 | 617 |
| 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) | $215,808,000 | 123 |
| Available-for-sale securities (fair market value) | $1,923,216,000 | 90 |
| Total debt securities | $2,139,024,000 | 98 |
| Structured notes | ||
| Amortized cost | $152,021,000 | 21 |
| Fair value | $149,696,000 | 20 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,222,080,000 | 99 |
| U.S. Government securities | $2,010,660,000 | 82 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,010,660,000 | 80 |
| Securities issued by states & political subdivisions | $192,241,000 | 116 |
| Other domestic debt securities | $19,179,000 | 476 |
| Privately issued residential mortgage-backed securities | $509,000 | 655 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $18,670,000 | 315 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,303,564,000 | 74 |
| Mortgage-backed securities | $1,231,247,000 | 103 |
| Certificates of participation in pools of residential mortgages | $416,050,000 | 127 |
| Issued or guaranteed by U.S. | $416,050,000 | 126 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $815,197,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $814,688,000 | 68 |
| Privately issued | $509,000 | 633 |
| 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) | $210,911,000 | 116 |
| Available-for-sale securities (fair market value) | $2,011,169,000 | 86 |
| Total debt securities | $2,222,080,000 | 97 |
| Structured notes | ||
| Amortized cost | $145,375,000 | 15 |
| Fair value | $145,562,000 | 15 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,203,966,000 | 100 |
| U.S. Government securities | $1,994,707,000 | 81 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,994,707,000 | 78 |
| Securities issued by states & political subdivisions | $192,875,000 | 106 |
| Other domestic debt securities | $16,384,000 | 509 |
| Privately issued residential mortgage-backed securities | $551,000 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $15,833,000 | 336 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,305,153,000 | 77 |
| Mortgage-backed securities | $1,240,402,000 | 104 |
| Certificates of participation in pools of residential mortgages | $405,091,000 | 128 |
| Issued or guaranteed by U.S. | $405,091,000 | 127 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $835,311,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $834,760,000 | 70 |
| Privately issued | $551,000 | 651 |
| 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) | $208,708,000 | 119 |
| Available-for-sale securities (fair market value) | $1,995,258,000 | 85 |
| Total debt securities | $2,203,966,000 | 99 |
| Structured notes | ||
| Amortized cost | $148,428,000 | 18 |
| Fair value | $148,778,000 | 18 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,167,212,000 | 99 |
| U.S. Government securities | $1,978,546,000 | 85 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,978,546,000 | 82 |
| Securities issued by states & political subdivisions | $181,792,000 | 116 |
| Other domestic debt securities | $6,874,000 | 884 |
| Privately issued residential mortgage-backed securities | $608,000 | 703 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $6,266,000 | 650 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,260,483,000 | 77 |
| Mortgage-backed securities | $1,059,868,000 | 119 |
| Certificates of participation in pools of residential mortgages | $250,290,000 | 199 |
| Issued or guaranteed by U.S. | $250,290,000 | 198 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $809,578,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $808,970,000 | 69 |
| Privately issued | $608,000 | 677 |
| 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) | $188,058,000 | 125 |
| Available-for-sale securities (fair market value) | $1,979,154,000 | 86 |
| Total debt securities | $2,167,212,000 | 98 |
| Structured notes | ||
| Amortized cost | $198,618,000 | 10 |
| Fair value | $199,238,000 | 10 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,081,394,000 | 99 |
| U.S. Government securities | $1,913,333,000 | 83 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,913,333,000 | 82 |
| Securities issued by states & political subdivisions | $166,790,000 | 124 |
| Other domestic debt securities | $1,271,000 | 1,889 |
| Privately issued residential mortgage-backed securities | $650,000 | 750 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $621,000 | 1,739 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,246,846,000 | 80 |
| Mortgage-backed securities | $885,026,000 | 126 |
| Certificates of participation in pools of residential mortgages | $182,615,000 | 270 |
| Issued or guaranteed by U.S. | $182,615,000 | 268 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $702,411,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $701,761,000 | 73 |
| Privately issued | $650,000 | 726 |
| 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) | $167,411,000 | 138 |
| Available-for-sale securities (fair market value) | $1,913,983,000 | 85 |
| Total debt securities | $2,081,394,000 | 98 |
| Structured notes | ||
| Amortized cost | $193,609,000 | 11 |
| Fair value | $194,353,000 | 11 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,113,991,000 | 102 |
| U.S. Government securities | $1,954,726,000 | 86 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,954,726,000 | 82 |
| Securities issued by states & political subdivisions | $157,921,000 | 132 |
| Other domestic debt securities | $1,344,000 | 1,848 |
| Privately issued residential mortgage-backed securities | $710,000 | 769 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $634,000 | 1,725 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,268,901,000 | 79 |
| Mortgage-backed securities | $866,990,000 | 130 |
| Certificates of participation in pools of residential mortgages | $146,208,000 | 355 |
| Issued or guaranteed by U.S. | $146,208,000 | 354 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $720,782,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $720,072,000 | 73 |
| Privately issued | $710,000 | 746 |
| 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) | $158,555,000 | 145 |
| Available-for-sale securities (fair market value) | $1,955,436,000 | 86 |
| Total debt securities | $2,113,991,000 | 101 |
| Structured notes | ||
| Amortized cost | $195,257,000 | 11 |
| Fair value | $195,899,000 | 11 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,170,130,000 | 96 |
| U.S. Government securities | $2,016,114,000 | 80 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,016,114,000 | 79 |
| Securities issued by states & political subdivisions | $152,619,000 | 130 |
| Other domestic debt securities | $1,397,000 | 1,788 |
| Privately issued residential mortgage-backed securities | $750,000 | 838 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $647,000 | 1,639 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,271,796,000 | 70 |
| Mortgage-backed securities | $878,746,000 | 123 |
| Certificates of participation in pools of residential mortgages | $155,984,000 | 316 |
| Issued or guaranteed by U.S. | $155,984,000 | 315 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $722,762,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $722,012,000 | 67 |
| Privately issued | $750,000 | 798 |
| 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) | $153,266,000 | 146 |
| Available-for-sale securities (fair market value) | $2,016,864,000 | 86 |
| Total debt securities | $2,170,130,000 | 96 |
| Structured notes | ||
| Amortized cost | $179,961,000 | 12 |
| Fair value | $180,473,000 | 12 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,046,281,000 | 100 |
| U.S. Government securities | $1,895,602,000 | 83 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,895,602,000 | 82 |
| Securities issued by states & political subdivisions | $149,235,000 | 127 |
| Other domestic debt securities | $1,444,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $783,000 | 855 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $661,000 | 1,592 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,292,799,000 | 73 |
| Mortgage-backed securities | $883,293,000 | 122 |
| Certificates of participation in pools of residential mortgages | $165,698,000 | 286 |
| Issued or guaranteed by U.S. | $165,698,000 | 283 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $717,595,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $716,812,000 | 67 |
| Privately issued | $783,000 | 810 |
| 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) | $149,896,000 | 142 |
| Available-for-sale securities (fair market value) | $1,896,385,000 | 91 |
| Total debt securities | $2,046,281,000 | 101 |
| Structured notes | ||
| Amortized cost | $74,992,000 | 51 |
| Fair value | $75,487,000 | 51 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,023,214,000 | 101 |
| U.S. Government securities | $1,873,001,000 | 88 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,873,001,000 | 84 |
| Securities issued by states & political subdivisions | $148,675,000 | 118 |
| Other domestic debt securities | $1,538,000 | 1,684 |
| Privately issued residential mortgage-backed securities | $863,000 | 856 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $675,000 | 1,502 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,378,959,000 | 72 |
| Mortgage-backed securities | $861,236,000 | 121 |
| Certificates of participation in pools of residential mortgages | $177,345,000 | 263 |
| Issued or guaranteed by U.S. | $177,345,000 | 261 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $683,891,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $683,028,000 | 69 |
| Privately issued | $863,000 | 812 |
| 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) | $149,350,000 | 142 |
| Available-for-sale securities (fair market value) | $1,873,864,000 | 95 |
| Total debt securities | $2,023,214,000 | 101 |
| Structured notes | ||
| Amortized cost | $74,982,000 | 59 |
| Fair value | $75,157,000 | 59 |
| 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 | $1,987,863,000 | 100 |
| U.S. Government securities | $1,840,312,000 | 86 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,840,312,000 | 84 |
| Securities issued by states & political subdivisions | $145,894,000 | 120 |
| Other domestic debt securities | $1,657,000 | 1,690 |
| Privately issued residential mortgage-backed securities | $969,000 | 867 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $688,000 | 1,546 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,505,765,000 | 72 |
| Mortgage-backed securities | $837,454,000 | 121 |
| Certificates of participation in pools of residential mortgages | $188,679,000 | 247 |
| Issued or guaranteed by U.S. | $188,679,000 | 245 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $648,775,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $647,806,000 | 66 |
| Privately issued | $969,000 | 829 |
| 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) | $146,582,000 | 148 |
| Available-for-sale securities (fair market value) | $1,841,281,000 | 94 |
| Total debt securities | $1,987,863,000 | 100 |
| Structured notes | ||
| Amortized cost | $67,976,000 | 75 |
| Fair value | $66,797,000 | 76 |
| 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 | $1,933,888,000 | 101 |
| U.S. Government securities | $1,785,281,000 | 85 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,785,281,000 | 83 |
| Securities issued by states & political subdivisions | $146,850,000 | 116 |
| Other domestic debt securities | $1,757,000 | 1,765 |
| Privately issued residential mortgage-backed securities | $1,054,000 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $703,000 | 1,546 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,592,357,000 | 63 |
| Mortgage-backed securities | $832,914,000 | 118 |
| Certificates of participation in pools of residential mortgages | $203,468,000 | 214 |
| Issued or guaranteed by U.S. | $203,468,000 | 212 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $629,446,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $628,392,000 | 64 |
| Privately issued | $1,054,000 | 842 |
| 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) | $147,553,000 | 146 |
| Available-for-sale securities (fair market value) | $1,786,335,000 | 93 |
| Total debt securities | $1,933,888,000 | 100 |
| Structured notes | ||
| Amortized cost | $67,974,000 | 63 |
| Fair value | $66,698,000 | 62 |
| 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 | $1,829,908,000 | 101 |
| U.S. Government securities | $1,691,260,000 | 85 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,691,260,000 | 82 |
| Securities issued by states & political subdivisions | $136,710,000 | 116 |
| Other domestic debt securities | $1,938,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $1,165,000 | 927 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $773,000 | 1,526 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,293,601,000 | 74 |
| Mortgage-backed securities | $801,611,000 | 117 |
| Certificates of participation in pools of residential mortgages | $222,841,000 | 190 |
| Issued or guaranteed by U.S. | $222,841,000 | 188 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $578,770,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $577,605,000 | 65 |
| Privately issued | $1,165,000 | 883 |
| 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) | $137,483,000 | 146 |
| Available-for-sale securities (fair market value) | $1,692,425,000 | 91 |
| Total debt securities | $1,829,908,000 | 101 |
| 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 | $1,635,944,000 | 110 |
| U.S. Government securities | $1,499,440,000 | 88 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,499,440,000 | 87 |
| Securities issued by states & political subdivisions | $134,399,000 | 113 |
| Other domestic debt securities | $2,105,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $1,219,000 | 957 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $886,000 | 1,438 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,297,162,000 | 73 |
| Mortgage-backed securities | $781,068,000 | 117 |
| Certificates of participation in pools of residential mortgages | $254,741,000 | 165 |
| Issued or guaranteed by U.S. | $254,741,000 | 164 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $526,327,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $525,108,000 | 68 |
| Privately issued | $1,219,000 | 921 |
| 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) | $135,285,000 | 144 |
| Available-for-sale securities (fair market value) | $1,500,659,000 | 98 |
| Total debt securities | $1,635,944,000 | 110 |
| 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 | $1,523,939,000 | 113 |
| U.S. Government securities | $1,392,395,000 | 92 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,392,395,000 | 91 |
| Securities issued by states & political subdivisions | $129,354,000 | 118 |
| Other domestic debt securities | $2,190,000 | 1,699 |
| Privately issued residential mortgage-backed securities | $1,269,000 | 993 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $921,000 | 1,442 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,093,578,000 | 79 |
| Mortgage-backed securities | $752,549,000 | 124 |
| Certificates of participation in pools of residential mortgages | $290,906,000 | 156 |
| Issued or guaranteed by U.S. | $290,906,000 | 155 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $461,643,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $460,374,000 | 72 |
| Privately issued | $1,269,000 | 956 |
| 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) | $130,275,000 | 143 |
| Available-for-sale securities (fair market value) | $1,393,664,000 | 99 |
| Total debt securities | $1,523,939,000 | 112 |
| 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 | $1,446,765,000 | 119 |
| U.S. Government securities | $1,315,086,000 | 94 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,315,086,000 | 92 |
| Securities issued by states & political subdivisions | $129,381,000 | 115 |
| Other domestic debt securities | $2,298,000 | 1,726 |
| Privately issued residential mortgage-backed securities | $1,343,000 | 1,010 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $955,000 | 1,457 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,066,012,000 | 76 |
| Mortgage-backed securities | $744,983,000 | 128 |
| Certificates of participation in pools of residential mortgages | $301,048,000 | 154 |
| Issued or guaranteed by U.S. | $301,048,000 | 153 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $443,935,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $442,592,000 | 68 |
| Privately issued | $1,343,000 | 969 |
| 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) | $130,336,000 | 146 |
| Available-for-sale securities (fair market value) | $1,316,429,000 | 108 |
| Total debt securities | $1,446,765,000 | 117 |
| 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 | $1,298,328,000 | 129 |
| U.S. Government securities | $1,163,859,000 | 108 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,163,859,000 | 103 |
| Securities issued by states & political subdivisions | $132,024,000 | 121 |
| Other domestic debt securities | $2,445,000 | 1,787 |
| Privately issued residential mortgage-backed securities | $1,454,000 | 1,051 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $991,000 | 1,525 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $827,226,000 | 97 |
| Mortgage-backed securities | $715,560,000 | 135 |
| Certificates of participation in pools of residential mortgages | $304,161,000 | 163 |
| Issued or guaranteed by U.S. | $304,161,000 | 160 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $411,399,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $409,945,000 | 70 |
| Privately issued | $1,454,000 | 1,007 |
| 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) | $133,015,000 | 154 |
| Available-for-sale securities (fair market value) | $1,165,313,000 | 120 |
| Total debt securities | $1,298,328,000 | 130 |
| 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 | $936,598,000 | 161 |
| U.S. Government securities | $834,980,000 | 135 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $834,980,000 | 132 |
| Securities issued by states & political subdivisions | $101,068,000 | 163 |
| Other domestic debt securities | $550,000 | 2,735 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,606 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $543,000 | 1,792 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $731,844,000 | 111 |
| Mortgage-backed securities | $640,106,000 | 143 |
| Certificates of participation in pools of residential mortgages | $294,643,000 | 164 |
| Issued or guaranteed by U.S. | $294,643,000 | 161 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $345,463,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $345,456,000 | 82 |
| Privately issued | $7,000 | 1,523 |
| 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) | $101,611,000 | 203 |
| Available-for-sale securities (fair market value) | $834,987,000 | 151 |
| Total debt securities | $936,598,000 | 160 |
| 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 | $940,733,000 | 161 |
| U.S. Government securities | $830,584,000 | 131 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $830,584,000 | 125 |
| Securities issued by states & political subdivisions | $109,564,000 | 142 |
| Other domestic debt securities | $585,000 | 2,644 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,625 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $577,000 | 1,849 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $764,931,000 | 106 |
| Mortgage-backed securities | $621,841,000 | 152 |
| Certificates of participation in pools of residential mortgages | $315,867,000 | 167 |
| Issued or guaranteed by U.S. | $315,867,000 | 164 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $305,974,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $305,966,000 | 89 |
| Privately issued | $8,000 | 1,541 |
| 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) | $110,141,000 | 187 |
| Available-for-sale securities (fair market value) | $830,592,000 | 157 |
| Total debt securities | $940,733,000 | 160 |
| 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 | $998,306,000 | 154 |
| U.S. Government securities | $887,935,000 | 127 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $887,935,000 | 121 |
| Securities issued by states & political subdivisions | $109,744,000 | 138 |
| Other domestic debt securities | $627,000 | 2,557 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $618,000 | 1,783 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $843,833,000 | 98 |
| Mortgage-backed securities | $632,500,000 | 147 |
| Certificates of participation in pools of residential mortgages | $336,712,000 | 165 |
| Issued or guaranteed by U.S. | $336,712,000 | 159 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $295,788,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $295,779,000 | 88 |
| Privately issued | $9,000 | 1,495 |
| 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) | $110,362,000 | 179 |
| Available-for-sale securities (fair market value) | $887,944,000 | 141 |
| Total debt securities | $998,306,000 | 152 |
| 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 | $953,290,000 | 153 |
| U.S. Government securities | $841,497,000 | 123 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $841,497,000 | 120 |
| Securities issued by states & political subdivisions | $111,129,000 | 136 |
| Other domestic debt securities | $664,000 | 2,506 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,551 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $655,000 | 1,740 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $812,920,000 | 95 |
| Mortgage-backed securities | $600,780,000 | 142 |
| Certificates of participation in pools of residential mortgages | $319,883,000 | 151 |
| Issued or guaranteed by U.S. | $319,883,000 | 146 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $280,897,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $280,888,000 | 82 |
| Privately issued | $9,000 | 1,466 |
| 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) | $111,784,000 | 175 |
| Available-for-sale securities (fair market value) | $841,506,000 | 143 |
| Total debt securities | $953,290,000 | 150 |
| 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 | $950,602,000 | 159 |
| U.S. Government securities | $838,025,000 | 130 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $838,025,000 | 127 |
| Securities issued by states & political subdivisions | $111,877,000 | 140 |
| Other domestic debt securities | $700,000 | 2,478 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,524 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $690,000 | 1,764 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $798,185,000 | 94 |
| Mortgage-backed securities | $600,779,000 | 148 |
| Certificates of participation in pools of residential mortgages | $326,661,000 | 154 |
| Issued or guaranteed by U.S. | $326,661,000 | 147 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $274,118,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $274,108,000 | 90 |
| Privately issued | $10,000 | 1,434 |
| 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) | $112,567,000 | 166 |
| Available-for-sale securities (fair market value) | $838,035,000 | 152 |
| Total debt securities | $950,602,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,051,614,000 | 153 |
| U.S. Government securities | $936,072,000 | 121 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $936,072,000 | 117 |
| Securities issued by states & political subdivisions | $114,798,000 | 132 |
| Other domestic debt securities | $744,000 | 2,380 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,508 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $733,000 | 1,688 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $854,981,000 | 92 |
| Mortgage-backed securities | $614,715,000 | 149 |
| Certificates of participation in pools of residential mortgages | $331,424,000 | 154 |
| Issued or guaranteed by U.S. | $331,424,000 | 144 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $283,291,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $283,280,000 | 85 |
| Privately issued | $11,000 | 1,418 |
| 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) | $115,531,000 | 154 |
| Available-for-sale securities (fair market value) | $936,083,000 | 146 |
| Total debt securities | $1,051,614,000 | 147 |
| 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 | $1,028,669,000 | 156 |
| U.S. Government securities | $914,280,000 | 127 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $914,280,000 | 123 |
| Securities issued by states & political subdivisions | $113,610,000 | 131 |
| Other domestic debt securities | $779,000 | 2,178 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,411 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $767,000 | 1,543 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $910,895,000 | 89 |
| Mortgage-backed securities | $561,469,000 | 157 |
| Certificates of participation in pools of residential mortgages | $286,738,000 | 163 |
| Issued or guaranteed by U.S. | $286,738,000 | 156 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $274,731,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $274,719,000 | 89 |
| Privately issued | $12,000 | 1,330 |
| 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) | $114,377,000 | 164 |
| Available-for-sale securities (fair market value) | $914,292,000 | 147 |
| Total debt securities | $1,028,669,000 | 154 |
| 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 | $992,742,000 | 166 |
| U.S. Government securities | $880,321,000 | 130 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $880,321,000 | 125 |
| Securities issued by states & political subdivisions | $111,627,000 | 125 |
| Other domestic debt securities | $794,000 | 2,118 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $781,000 | 1,507 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $802,385,000 | 102 |
| Mortgage-backed securities | $534,748,000 | 153 |
| Certificates of participation in pools of residential mortgages | $281,275,000 | 161 |
| Issued or guaranteed by U.S. | $281,275,000 | 154 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $253,473,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $253,460,000 | 93 |
| Privately issued | $13,000 | 1,293 |
| 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) | $112,408,000 | 170 |
| Available-for-sale securities (fair market value) | $880,334,000 | 150 |
| Total debt securities | $992,742,000 | 160 |
| 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 | $971,918,000 | 168 |
| U.S. Government securities | $858,979,000 | 141 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $858,979,000 | 137 |
| Securities issued by states & political subdivisions | $112,130,000 | 123 |
| Other domestic debt securities | $809,000 | 2,052 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $795,000 | 1,468 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $892,448,000 | 103 |
| Mortgage-backed securities | $506,236,000 | 166 |
| Certificates of participation in pools of residential mortgages | $258,604,000 | 172 |
| Issued or guaranteed by U.S. | $258,604,000 | 165 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $247,632,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $247,618,000 | 102 |
| Privately issued | $14,000 | 1,246 |
| 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) | $112,925,000 | 177 |
| Available-for-sale securities (fair market value) | $858,993,000 | 152 |
| Total debt securities | $971,918,000 | 165 |
| 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 | $984,191,000 | 172 |
| U.S. Government securities | $870,214,000 | 143 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $870,214,000 | 138 |
| Securities issued by states & political subdivisions | $113,133,000 | 123 |
| Other domestic debt securities | $844,000 | 2,047 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $830,000 | 1,485 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $891,133,000 | 103 |
| Mortgage-backed securities | $466,900,000 | 174 |
| Certificates of participation in pools of residential mortgages | $251,728,000 | 182 |
| Issued or guaranteed by U.S. | $251,728,000 | 174 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $215,172,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $215,158,000 | 114 |
| Privately issued | $14,000 | 1,207 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $113,963,000 | 180 |
| Available-for-sale securities (fair market value) | $870,228,000 | 153 |
| Total debt securities | $984,191,000 | 171 |
| 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 | $1,124,544,000 | 160 |
| U.S. Government securities | $1,012,589,000 | 137 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,012,589,000 | 133 |
| Securities issued by states & political subdivisions | $111,022,000 | 125 |
| Other domestic debt securities | $933,000 | 2,010 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $918,000 | 1,477 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,040,906,000 | 89 |
| Mortgage-backed securities | $448,462,000 | 180 |
| Certificates of participation in pools of residential mortgages | $256,733,000 | 181 |
| Issued or guaranteed by U.S. | $256,733,000 | 173 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $191,729,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $191,714,000 | 126 |
| Privately issued | $15,000 | 1,205 |
| 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) | $111,940,000 | 181 |
| Available-for-sale securities (fair market value) | $1,012,604,000 | 145 |
| Total debt securities | $1,124,544,000 | 158 |
| 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 | $1,050,948,000 | 169 |
| U.S. Government securities | $945,949,000 | 142 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $945,949,000 | 137 |
| Securities issued by states & political subdivisions | $104,025,000 | 132 |
| Other domestic debt securities | $974,000 | 1,994 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $958,000 | 1,470 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $973,277,000 | 97 |
| Mortgage-backed securities | $393,788,000 | 195 |
| Certificates of participation in pools of residential mortgages | $246,288,000 | 192 |
| Issued or guaranteed by U.S. | $246,288,000 | 185 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $147,500,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $147,484,000 | 155 |
| Privately issued | $16,000 | 1,180 |
| 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) | $104,983,000 | 194 |
| Available-for-sale securities (fair market value) | $945,965,000 | 156 |
| Total debt securities | $1,050,948,000 | 167 |
| 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 | $1,000,756,000 | 181 |
| U.S. Government securities | $890,896,000 | 152 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $890,896,000 | 144 |
| Securities issued by states & political subdivisions | $108,844,000 | 128 |
| Other domestic debt securities | $1,016,000 | 1,929 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,268 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $998,000 | 1,456 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $934,927,000 | 102 |
| Mortgage-backed securities | $382,837,000 | 212 |
| Certificates of participation in pools of residential mortgages | $251,429,000 | 195 |
| Issued or guaranteed by U.S. | $251,429,000 | 187 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $131,408,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $131,390,000 | 170 |
| Privately issued | $18,000 | 1,171 |
| 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) | $109,842,000 | 189 |
| Available-for-sale securities (fair market value) | $890,914,000 | 165 |
| Total debt securities | $1,000,756,000 | 178 |
| 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 | $995,661,000 | 184 |
| U.S. Government securities | $888,872,000 | 163 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $888,872,000 | 153 |
| Securities issued by states & political subdivisions | $105,781,000 | 129 |
| Other domestic debt securities | $1,008,000 | 1,977 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $988,000 | 1,540 |
| 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 | $863,469,000 | 103 |
| Mortgage-backed securities | $408,271,000 | 202 |
| Certificates of participation in pools of residential mortgages | $265,998,000 | 190 |
| Issued or guaranteed by U.S. | $265,998,000 | 181 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $142,273,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $142,253,000 | 163 |
| Privately issued | $20,000 | 1,157 |
| 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) | $106,769,000 | 204 |
| Available-for-sale securities (fair market value) | $888,892,000 | 171 |
| Total debt securities | $995,662,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,019,699,000 | 185 |
| U.S. Government securities | $916,227,000 | 159 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $916,227,000 | 150 |
| Securities issued by states & political subdivisions | $102,425,000 | 136 |
| Other domestic debt securities | $1,047,000 | 2,024 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,026,000 | 1,554 |
| 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 | $915,094,000 | 102 |
| Mortgage-backed securities | $409,229,000 | 209 |
| Certificates of participation in pools of residential mortgages | $259,290,000 | 202 |
| Issued or guaranteed by U.S. | $259,290,000 | 194 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $149,939,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $149,918,000 | 158 |
| Privately issued | $21,000 | 1,135 |
| 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) | $103,451,000 | 216 |
| Available-for-sale securities (fair market value) | $916,248,000 | 171 |
| Total debt securities | $1,019,698,000 | 185 |
| 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 | $887,706,000 | 198 |
| U.S. Government securities | $777,814,000 | 180 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $777,814,000 | 171 |
| Securities issued by states & political subdivisions | $103,818,000 | 131 |
| Other domestic debt securities | $6,074,000 | 983 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,051,000 | 652 |
| 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 | $770,191,000 | 115 |
| Mortgage-backed securities | $401,950,000 | 213 |
| Certificates of participation in pools of residential mortgages | $236,681,000 | 216 |
| Issued or guaranteed by U.S. | $236,681,000 | 210 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $165,269,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $165,246,000 | 154 |
| Privately issued | $23,000 | 1,115 |
| 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) | $104,856,000 | 215 |
| Available-for-sale securities (fair market value) | $782,850,000 | 179 |
| Total debt securities | $887,706,000 | 196 |
| 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 | $895,258,000 | 197 |
| U.S. Government securities | $784,395,000 | 179 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $784,395,000 | 172 |
| Securities issued by states & political subdivisions | $104,714,000 | 124 |
| Other domestic debt securities | $6,149,000 | 987 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,124,000 | 667 |
| 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 | $786,867,000 | 114 |
| Mortgage-backed securities | $397,749,000 | 219 |
| Certificates of participation in pools of residential mortgages | $211,470,000 | 239 |
| Issued or guaranteed by U.S. | $211,470,000 | 233 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $186,279,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $186,254,000 | 142 |
| Privately issued | $25,000 | 1,072 |
| 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) | $105,784,000 | 219 |
| Available-for-sale securities (fair market value) | $789,474,000 | 179 |
| Total debt securities | $895,258,000 | 196 |
| 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 | $834,747,000 | 208 |
| U.S. Government securities | $718,605,000 | 190 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $718,605,000 | 181 |
| Securities issued by states & political subdivisions | $105,438,000 | 120 |
| Other domestic debt securities | $10,704,000 | 736 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,676,000 | 476 |
| 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 | $700,440,000 | 121 |
| Mortgage-backed securities | $392,396,000 | 231 |
| Certificates of participation in pools of residential mortgages | $197,668,000 | 253 |
| Issued or guaranteed by U.S. | $197,668,000 | 247 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $194,728,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $194,700,000 | 137 |
| Privately issued | $28,000 | 1,067 |
| 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) | $106,004,000 | 217 |
| Available-for-sale securities (fair market value) | $728,743,000 | 194 |
| Total debt securities | $834,747,000 | 208 |
| 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 | $866,919,000 | 209 |
| U.S. Government securities | $756,052,000 | 184 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $756,052,000 | 175 |
| Securities issued by states & political subdivisions | $100,056,000 | 128 |
| Other domestic debt securities | $10,811,000 | 766 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,158 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,780,000 | 512 |
| 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 | $720,178,000 | 122 |
| Mortgage-backed securities | $400,645,000 | 235 |
| Certificates of participation in pools of residential mortgages | $190,524,000 | 267 |
| Issued or guaranteed by U.S. | $190,524,000 | 261 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $210,121,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $210,090,000 | 134 |
| Privately issued | $31,000 | 1,060 |
| 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) | $100,646,000 | 227 |
| Available-for-sale securities (fair market value) | $766,273,000 | 192 |
| Total debt securities | $866,919,000 | 204 |
| 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 | $840,640,000 | 214 |
| U.S. Government securities | $733,112,000 | 190 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $733,112,000 | 180 |
| Securities issued by states & political subdivisions | $97,097,000 | 134 |
| Other domestic debt securities | $10,431,000 | 785 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,397,000 | 530 |
| 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 | $662,076,000 | 129 |
| Mortgage-backed securities | $399,883,000 | 229 |
| Certificates of participation in pools of residential mortgages | $165,754,000 | 302 |
| Issued or guaranteed by U.S. | $165,754,000 | 295 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $234,129,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $234,095,000 | 119 |
| Privately issued | $34,000 | 1,014 |
| 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) | $97,203,000 | 234 |
| Available-for-sale securities (fair market value) | $743,437,000 | 198 |
| Total debt securities | $840,640,000 | 212 |
| 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 | $788,709,000 | 220 |
| U.S. Government securities | $681,386,000 | 195 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $681,386,000 | 184 |
| Securities issued by states & political subdivisions | $96,836,000 | 131 |
| Other domestic debt securities | $10,487,000 | 793 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,098 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,450,000 | 547 |
| 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 | $687,217,000 | 123 |
| Mortgage-backed securities | $393,049,000 | 237 |
| Certificates of participation in pools of residential mortgages | $124,386,000 | 383 |
| Issued or guaranteed by U.S. | $124,386,000 | 381 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $268,663,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $268,626,000 | 103 |
| Privately issued | $37,000 | 1,005 |
| 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) | $96,948,000 | 238 |
| Available-for-sale securities (fair market value) | $691,761,000 | 214 |
| Total debt securities | $788,709,000 | 216 |
| 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 | $806,427,000 | 220 |
| U.S. Government securities | $699,995,000 | 191 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $699,995,000 | 182 |
| Securities issued by states & political subdivisions | $95,718,000 | 134 |
| Other domestic debt securities | $10,714,000 | 831 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,674,000 | 579 |
| 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 | $654,112,000 | 128 |
| Mortgage-backed securities | $458,765,000 | 221 |
| Certificates of participation in pools of residential mortgages | $126,099,000 | 381 |
| Issued or guaranteed by U.S. | $126,099,000 | 377 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $332,666,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $332,626,000 | 91 |
| Privately issued | $40,000 | 1,055 |
| 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) | $95,837,000 | 232 |
| Available-for-sale securities (fair market value) | $710,590,000 | 213 |
| Total debt securities | $806,427,000 | 219 |
| 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 | $799,010,000 | 223 |
| U.S. Government securities | $696,262,000 | 195 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $696,262,000 | 189 |
| Securities issued by states & political subdivisions | $92,018,000 | 143 |
| Other domestic debt securities | $10,730,000 | 810 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,005 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,684,000 | 616 |
| 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 | $638,756,000 | 120 |
| Mortgage-backed securities | $455,734,000 | 218 |
| Certificates of participation in pools of residential mortgages | $127,898,000 | 389 |
| Issued or guaranteed by U.S. | $127,898,000 | 386 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $327,836,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $327,790,000 | 105 |
| Privately issued | $46,000 | 872 |
| 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) | $92,143,000 | 237 |
| Available-for-sale securities (fair market value) | $706,867,000 | 216 |
| Total debt securities | $799,010,000 | 220 |
| 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 | $768,596,000 | 225 |
| U.S. Government securities | $665,931,000 | 205 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $665,931,000 | 198 |
| Securities issued by states & political subdivisions | $91,840,000 | 139 |
| Other domestic debt securities | $10,825,000 | 829 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,088 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,776,000 | 638 |
| 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 | $614,589,000 | 123 |
| Mortgage-backed securities | $448,810,000 | 215 |
| Certificates of participation in pools of residential mortgages | $106,761,000 | 454 |
| Issued or guaranteed by U.S. | $106,761,000 | 451 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $342,049,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $342,000,000 | 100 |
| Privately issued | $49,000 | 945 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $91,971,000 | 235 |
| Available-for-sale securities (fair market value) | $676,625,000 | 222 |
| Total debt securities | $768,596,000 | 221 |
| 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 | $810,017,000 | 214 |
| U.S. Government securities | $695,604,000 | 194 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $695,604,000 | 186 |
| Securities issued by states & political subdivisions | $88,495,000 | 141 |
| Other domestic debt securities | $25,918,000 | 492 |
| Privately issued residential mortgage-backed securities | $15,054,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,864,000 | 650 |
| 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 | $669,458,000 | 114 |
| Mortgage-backed securities | $520,638,000 | 199 |
| Certificates of participation in pools of residential mortgages | $43,010,000 | 859 |
| Issued or guaranteed by U.S. | $43,010,000 | 853 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $477,628,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $462,574,000 | 93 |
| Privately issued | $15,054,000 | 210 |
| 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) | $88,633,000 | 243 |
| Available-for-sale securities (fair market value) | $721,384,000 | 212 |
| Total debt securities | $810,017,000 | 209 |
| 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 | $782,577,000 | 211 |
| U.S. Government securities | $682,196,000 | 200 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $682,196,000 | 192 |
| Securities issued by states & political subdivisions | $87,979,000 | 138 |
| Other domestic debt securities | $12,402,000 | 812 |
| Privately issued residential mortgage-backed securities | $1,364,000 | 615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,038,000 | 643 |
| 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 | $501,122,000 | 134 |
| Mortgage-backed securities | $488,061,000 | 208 |
| Certificates of participation in pools of residential mortgages | $12,662,000 | 2,052 |
| Issued or guaranteed by U.S. | $12,662,000 | 2,044 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $475,399,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $474,035,000 | 95 |
| Privately issued | $1,364,000 | 548 |
| 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) | $88,374,000 | 251 |
| Available-for-sale securities (fair market value) | $694,203,000 | 213 |
| Total debt securities | $782,577,000 | 207 |
| 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 | $798,333,000 | 206 |
| U.S. Government securities | $663,859,000 | 196 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $663,859,000 | 186 |
| Securities issued by states & political subdivisions | $82,818,000 | 150 |
| Other domestic debt securities | $11,620,000 | 848 |
| Privately issued residential mortgage-backed securities | $5,851,000 | 372 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,769,000 | 1,045 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $40,036,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $599,641,000 | 113 |
| Mortgage-backed securities | $428,917,000 | 212 |
| Certificates of participation in pools of residential mortgages | $13,647,000 | 1,911 |
| Issued or guaranteed by U.S. | $13,647,000 | 1,901 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $415,270,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $409,419,000 | 95 |
| Privately issued | $5,851,000 | 331 |
| 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) | $83,025,000 | 261 |
| Available-for-sale securities (fair market value) | $715,308,000 | 196 |
| Total debt securities | $758,297,000 | 211 |
| 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 | $692,250,000 | 214 |
| U.S. Government securities | $513,380,000 | 205 |
| U.S. Treasury securities | $22,564,000 | 240 |
| U.S. Government agency obligations | $490,816,000 | 204 |
| Securities issued by states & political subdivisions | $83,327,000 | 140 |
| Other domestic debt securities | $50,340,000 | 316 |
| Privately issued residential mortgage-backed securities | $33,418,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,922,000 | 484 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $45,203,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $525,365,000 | 116 |
| Mortgage-backed securities | $354,310,000 | 233 |
| Certificates of participation in pools of residential mortgages | $17,271,000 | 1,459 |
| Issued or guaranteed by U.S. | $17,271,000 | 1,450 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $337,039,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $303,621,000 | 103 |
| Privately issued | $33,418,000 | 151 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $100,074,000 | 212 |
| Available-for-sale securities (fair market value) | $592,176,000 | 210 |
| Total debt securities | $647,047,000 | 220 |
| 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 | $374,490,000 | 336 |
| U.S. Government securities | $265,813,000 | 352 |
| U.S. Treasury securities | $50,162,000 | 167 |
| U.S. Government agency obligations | $215,651,000 | 396 |
| Securities issued by states & political subdivisions | $48,350,000 | 257 |
| Other domestic debt securities | $50,554,000 | 280 |
| Privately issued residential mortgage-backed securities | $26,255,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,299,000 | 363 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $9,773,000 | 513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $287,071,000 | 191 |
| Mortgage-backed securities | $106,227,000 | 467 |
| Certificates of participation in pools of residential mortgages | $12,260,000 | 1,523 |
| Issued or guaranteed by U.S. | $12,260,000 | 1,510 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $93,967,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $67,712,000 | 274 |
| Privately issued | $26,255,000 | 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) | $142,976,000 | 186 |
| Available-for-sale securities (fair market value) | $231,514,000 | 412 |
| Total debt securities | $364,717,000 | 327 |
| 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 | $357,768,000 | 384 |
| U.S. Government securities | $253,330,000 | 398 |
| U.S. Treasury securities | $84,033,000 | 131 |
| U.S. Government agency obligations | $169,297,000 | 499 |
| Securities issued by states & political subdivisions | $47,584,000 | 276 |
| Other domestic debt securities | $47,833,000 | 311 |
| Privately issued residential mortgage-backed securities | $28,685,000 | 179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,148,000 | 440 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $9,021,000 | 541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $270,445,000 | 221 |
| Mortgage-backed securities | $100,788,000 | 522 |
| Certificates of participation in pools of residential mortgages | $18,368,000 | 1,224 |
| Issued or guaranteed by U.S. | $18,368,000 | 1,214 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $82,420,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $53,735,000 | 354 |
| Privately issued | $28,685,000 | 152 |
| 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) | $149,560,000 | 191 |
| Available-for-sale securities (fair market value) | $208,208,000 | 478 |
| Total debt securities | $348,747,000 | 380 |
| 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 | $411,208,000 | 337 |
| U.S. Government securities | $281,464,000 | 387 |
| U.S. Treasury securities | $115,695,000 | 123 |
| U.S. Government agency obligations | $165,769,000 | 506 |
| Securities issued by states & political subdivisions | $42,463,000 | 298 |
| Other domestic debt securities | $79,048,000 | 188 |
| Privately issued residential mortgage-backed securities | $40,772,000 | 151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,276,000 | 209 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $8,233,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,935,000 | 193 |
| Mortgage-backed securities | $120,427,000 | 482 |
| Certificates of participation in pools of residential mortgages | $19,789,000 | 1,243 |
| Issued or guaranteed by U.S. | $19,590,000 | 1,245 |
| Privately issued | $199,000 | 251 |
| Collaterized mortgage obligations | $100,638,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $60,065,000 | 309 |
| Privately issued | $40,573,000 | 121 |
| 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) | $185,517,000 | 167 |
| Available-for-sale securities (fair market value) | $225,691,000 | 436 |
| Total debt securities | $402,975,000 | 330 |
| 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 | $264,235,000 | 490 |
| U.S. Government securities | $229,830,000 | 467 |
| U.S. Treasury securities | $155,043,000 | 138 |
| U.S. Government agency obligations | $74,787,000 | 986 |
| Securities issued by states & political subdivisions | $16,188,000 | 860 |
| Other domestic debt securities | $10,346,000 | 558 |
| Privately issued residential mortgage-backed securities | $4,243,000 | 332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,103,000 | 579 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $7,871,000 | 535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,735,000 | 206 |
| Mortgage-backed securities | $31,971,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $19,045,000 | 1,283 |
| Issued or guaranteed by U.S. | $18,572,000 | 1,289 |
| Privately issued | $473,000 | 250 |
| Collaterized mortgage obligations | $12,926,000 | 937 |
| CMOs issued by government agencies or sponsored agencies | $9,156,000 | 1,127 |
| Privately issued | $3,770,000 | 261 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $150,667,000 | 246 |
| Available-for-sale securities (fair market value) | $113,568,000 | 725 |
| Total debt securities | $256,364,000 | 491 |
| 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 | $187,094,000 | 681 |
| U.S. Government securities | $158,154,000 | 666 |
| U.S. Treasury securities | $84,660,000 | 281 |
| U.S. Government agency obligations | $73,494,000 | 1,027 |
| Securities issued by states & political subdivisions | $14,607,000 | 951 |
| Other domestic debt securities | $9,386,000 | 597 |
| Privately issued residential mortgage-backed securities | $3,709,000 | 410 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,677,000 | 571 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $4,947,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,827,000 | 327 |
| Mortgage-backed securities | $36,835,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $21,056,000 | 1,278 |
| Issued or guaranteed by U.S. | $18,822,000 | 1,371 |
| Privately issued | $2,234,000 | 198 |
| Collaterized mortgage obligations | $15,779,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $14,304,000 | 899 |
| Privately issued | $1,475,000 | 461 |
| 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) | $135,286,000 | 303 |
| Available-for-sale securities (fair market value) | $51,808,000 | 1,578 |
| Total debt securities | $182,147,000 | 678 |
| Structured notes | ||
| Amortized cost | $5,725,000 | 336 |
| Fair value | $5,738,000 | 328 |
| 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 | $186,352,000 | 716 |
| U.S. Government securities | $155,839,000 | 697 |
| U.S. Treasury securities | $82,327,000 | 321 |
| U.S. Government agency obligations | $73,512,000 | 1,027 |
| Securities issued by states & political subdivisions | $16,244,000 | 830 |
| Other domestic debt securities | $9,759,000 | 695 |
| Privately issued residential mortgage-backed securities | $1,908,000 | 641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,851,000 | 578 |
| Foreign debt securities | $251,000 | 290 |
| Equity securities | $4,259,000 | 814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,145,000 | 346 |
| Mortgage-backed securities | $41,247,000 | 1,112 |
| Certificates of participation in pools of residential mortgages | $18,191,000 | 1,423 |
| Issued or guaranteed by U.S. | $16,973,000 | 1,473 |
| Privately issued | $1,218,000 | 267 |
| Collaterized mortgage obligations | $23,056,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $22,366,000 | 700 |
| Privately issued | $690,000 | 808 |
| 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) | $132,745,000 | 326 |
| Available-for-sale securities (fair market value) | $53,607,000 | 1,568 |
| Total debt securities | $182,093,000 | 714 |
| Structured notes | ||
| Amortized cost | $4,498,000 | 813 |
| Fair value | $4,495,000 | 784 |
| 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 | $169,510,000 | 793 |
| U.S. Government securities | $151,055,000 | 740 |
| U.S. Treasury securities | $80,941,000 | 418 |
| U.S. Government agency obligations | $70,114,000 | 1,036 |
| Securities issued by states & political subdivisions | $6,464,000 | 2,360 |
| Other domestic debt securities | $7,340,000 | 915 |
| Privately issued residential mortgage-backed securities | $1,983,000 | 659 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,357,000 | 856 |
| Foreign debt securities | $1,015,000 | 172 |
| Equity securities | $3,636,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,423,000 | 410 |
| Mortgage-backed securities | $35,009,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $14,715,000 | 1,730 |
| Issued or guaranteed by U.S. | $12,979,000 | 1,878 |
| Privately issued | $1,736,000 | 225 |
| Collaterized mortgage obligations | $20,294,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $20,047,000 | 833 |
| Privately issued | $247,000 | 1,428 |
| 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) | $133,659,000 | 588 |
| Available-for-sale securities (fair market value) | $35,851,000 | 1,592 |
| Total debt securities | $165,874,000 | 790 |
| 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 | $164,192,000 | 847 |
| U.S. Government securities | $148,384,000 | 773 |
| U.S. Treasury securities | $78,672,000 | 481 |
| U.S. Government agency obligations | $69,712,000 | 1,071 |
| Securities issued by states & political subdivisions | $5,141,000 | 2,943 |
| Other domestic debt securities | $7,437,000 | 1,060 |
| Privately issued residential mortgage-backed securities | $397,000 | 1,900 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,040,000 | 805 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $3,230,000 | 1,029 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,152,000 | 432 |
| Mortgage-backed securities | $30,932,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $14,056,000 | 1,947 |
| Issued or guaranteed by U.S. | $14,056,000 | 1,911 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $16,876,000 | 1,163 |
| CMOs issued by government agencies or sponsored agencies | $16,479,000 | 1,106 |
| Privately issued | $397,000 | 1,549 |
| 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 | $160,962,000 | 842 |
| 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 | $148,819,000 | 911 |
| U.S. Government securities | $127,937,000 | 847 |
| U.S. Treasury securities | $64,388,000 | 581 |
| U.S. Government agency obligations | $63,549,000 | 1,122 |
| Securities issued by states & political subdivisions | $2,924,000 | 4,124 |
| Other domestic debt securities | $17,332,000 | 696 |
| Privately issued residential mortgage-backed securities | $1,746,000 | 1,311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,586,000 | 500 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $626,000 | 2,355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,341,000 | 626 |
| Mortgage-backed securities | $31,178,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | $15,272,000 | 1,861 |
| Issued or guaranteed by U.S. | $15,272,000 | 1,825 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $15,906,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $14,160,000 | 1,157 |
| Privately issued | $1,746,000 | 1,013 |
| 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 | $148,193,000 | 896 |
| 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 |