Home > First Midwest Bank > Securities
First Midwest Bank, Securities
| 2021-12-31 | Rank | |
| Total securities | $3,186,547,000 | 126 |
| U.S. Government securities | $2,751,346,000 | 107 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,751,346,000 | 96 |
| Securities issued by states & political subdivisions | $235,170,000 | 215 |
| Other domestic debt securities | $169,479,000 | 167 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $169,479,000 | 72 |
| Foreign debt securities | $100,000 | 274 |
| 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 | $1,714,896,000 | 79 |
| Mortgage-backed securities | $2,102,979,000 | 118 |
| Certificates of participation in pools of residential mortgages | $772,545,000 | 132 |
| Issued or guaranteed by U.S. | $772,545,000 | 131 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,089,638,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $1,089,638,000 | 70 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $240,796,000 | 149 |
| Commercial mortgage pass-through securities | $85,724,000 | 131 |
| Other commercial mortgage-backed securities | $155,072,000 | 130 |
| Held to maturity securities (book value) | $8,875,000 | 816 |
| Available-for-sale securities (fair market value) | $3,147,220,000 | 115 |
| Total debt securities | $3,156,093,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $3,251,349,000 | 125 |
| U.S. Government securities | $2,807,752,000 | 110 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,807,752,000 | 97 |
| Securities issued by states & political subdivisions | $235,591,000 | 200 |
| Other domestic debt securities | $180,538,000 | 144 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $180,538,000 | 62 |
| Foreign debt securities | $100,000 | 257 |
| 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 | $2,071,688,000 | 71 |
| Mortgage-backed securities | $2,151,640,000 | 114 |
| Certificates of participation in pools of residential mortgages | $781,122,000 | 126 |
| Issued or guaranteed by U.S. | $781,122,000 | 125 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,120,825,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $1,120,825,000 | 64 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $249,693,000 | 144 |
| Commercial mortgage pass-through securities | $74,974,000 | 135 |
| Other commercial mortgage-backed securities | $174,719,000 | 122 |
| Held to maturity securities (book value) | $11,073,000 | 712 |
| Available-for-sale securities (fair market value) | $3,212,908,000 | 109 |
| Total debt securities | $3,223,981,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $3,193,200,000 | 123 |
| U.S. Government securities | $2,753,787,000 | 112 |
| U.S. Treasury securities | $1,003,000 | 1,663 |
| U.S. Government agency obligations | $2,752,784,000 | 98 |
| Securities issued by states & political subdivisions | $233,514,000 | 197 |
| Other domestic debt securities | $180,506,000 | 138 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $180,506,000 | 64 |
| Foreign debt securities | $200,000 | 252 |
| 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 | $1,945,829,000 | 70 |
| Mortgage-backed securities | $2,153,987,000 | 109 |
| Certificates of participation in pools of residential mortgages | $747,022,000 | 121 |
| Issued or guaranteed by U.S. | $747,022,000 | 120 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,146,061,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $1,146,061,000 | 63 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $260,904,000 | 135 |
| Commercial mortgage pass-through securities | $67,339,000 | 148 |
| Other commercial mortgage-backed securities | $193,565,000 | 111 |
| Held to maturity securities (book value) | $11,813,000 | 669 |
| Available-for-sale securities (fair market value) | $3,156,194,000 | 107 |
| Total debt securities | $3,168,007,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $3,231,963,000 | 120 |
| U.S. Government securities | $2,795,148,000 | 102 |
| U.S. Treasury securities | $4,016,000 | 903 |
| U.S. Government agency obligations | $2,791,132,000 | 89 |
| Securities issued by states & political subdivisions | $241,002,000 | 177 |
| Other domestic debt securities | $170,986,000 | 133 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $170,986,000 | 63 |
| Foreign debt securities | $200,000 | 265 |
| 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 | $1,534,211,000 | 79 |
| Mortgage-backed securities | $2,195,552,000 | 103 |
| Certificates of participation in pools of residential mortgages | $729,013,000 | 118 |
| Issued or guaranteed by U.S. | $729,013,000 | 117 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,187,251,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,187,251,000 | 61 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $279,288,000 | 130 |
| Commercial mortgage pass-through securities | $65,767,000 | 144 |
| Other commercial mortgage-backed securities | $213,521,000 | 103 |
| Held to maturity securities (book value) | $11,931,000 | 637 |
| Available-for-sale securities (fair market value) | $3,195,405,000 | 101 |
| Total debt securities | $3,207,337,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $3,131,953,000 | 113 |
| U.S. Government securities | $2,683,883,000 | 98 |
| U.S. Treasury securities | $12,051,000 | 375 |
| U.S. Government agency obligations | $2,671,832,000 | 88 |
| Securities issued by states & political subdivisions | $248,106,000 | 168 |
| Other domestic debt securities | $176,510,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $176,510,000 | 61 |
| Foreign debt securities | $200,000 | 264 |
| 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 | $1,588,851,000 | 78 |
| Mortgage-backed securities | $2,019,358,000 | 103 |
| Certificates of participation in pools of residential mortgages | $493,848,000 | 143 |
| Issued or guaranteed by U.S. | $493,848,000 | 142 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,187,659,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,187,659,000 | 62 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $337,851,000 | 111 |
| Commercial mortgage pass-through securities | $86,992,000 | 115 |
| Other commercial mortgage-backed securities | $250,859,000 | 95 |
| Held to maturity securities (book value) | $12,291,000 | 599 |
| Available-for-sale securities (fair market value) | $3,096,408,000 | 102 |
| Total debt securities | $3,108,699,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $3,323,606,000 | 99 |
| U.S. Government securities | $2,878,602,000 | 87 |
| U.S. Treasury securities | $14,127,000 | 345 |
| U.S. Government agency obligations | $2,864,475,000 | 76 |
| Securities issued by states & political subdivisions | $259,013,000 | 145 |
| Other domestic debt securities | $164,482,000 | 128 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $164,482,000 | 65 |
| Foreign debt securities | $200,000 | 271 |
| 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 | $1,788,157,000 | 76 |
| Mortgage-backed securities | $2,205,184,000 | 95 |
| Certificates of participation in pools of residential mortgages | $550,134,000 | 119 |
| Issued or guaranteed by U.S. | $550,134,000 | 118 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,298,707,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,298,707,000 | 57 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $356,343,000 | 103 |
| Commercial mortgage pass-through securities | $90,067,000 | 105 |
| Other commercial mortgage-backed securities | $266,276,000 | 93 |
| Held to maturity securities (book value) | $22,413,000 | 445 |
| Available-for-sale securities (fair market value) | $3,279,884,000 | 89 |
| Total debt securities | $3,302,298,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $3,475,326,000 | 94 |
| U.S. Government securities | $3,051,514,000 | 81 |
| U.S. Treasury securities | $21,199,000 | 278 |
| U.S. Government agency obligations | $3,030,315,000 | 69 |
| Securities issued by states & political subdivisions | $259,452,000 | 134 |
| Other domestic debt securities | $144,544,000 | 139 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $144,544,000 | 60 |
| Foreign debt securities | $200,000 | 282 |
| 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 | $1,511,151,000 | 81 |
| Mortgage-backed securities | $2,387,268,000 | 87 |
| Certificates of participation in pools of residential mortgages | $574,003,000 | 110 |
| Issued or guaranteed by U.S. | $574,003,000 | 109 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,373,370,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,373,370,000 | 54 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $439,895,000 | 91 |
| Commercial mortgage pass-through securities | $141,137,000 | 77 |
| Other commercial mortgage-backed securities | $298,758,000 | 79 |
| Held to maturity securities (book value) | $19,848,000 | 469 |
| Available-for-sale securities (fair market value) | $3,435,862,000 | 80 |
| Total debt securities | $3,455,710,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $3,421,243,000 | 93 |
| U.S. Government securities | $3,038,584,000 | 80 |
| U.S. Treasury securities | $33,308,000 | 196 |
| U.S. Government agency obligations | $3,005,276,000 | 70 |
| Securities issued by states & political subdivisions | $254,304,000 | 123 |
| Other domestic debt securities | $109,722,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $109,722,000 | 75 |
| Foreign debt securities | $300,000 | 262 |
| 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 | $1,406,020,000 | 87 |
| Mortgage-backed securities | $2,387,284,000 | 85 |
| Certificates of participation in pools of residential mortgages | $516,446,000 | 120 |
| Issued or guaranteed by U.S. | $516,446,000 | 120 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,417,948,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,417,948,000 | 51 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $452,890,000 | 89 |
| Commercial mortgage pass-through securities | $170,825,000 | 68 |
| Other commercial mortgage-backed securities | $282,065,000 | 84 |
| Held to maturity securities (book value) | $20,045,000 | 473 |
| Available-for-sale securities (fair market value) | $3,382,865,000 | 81 |
| Total debt securities | $3,402,913,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $2,913,659,000 | 100 |
| U.S. Government securities | $2,524,855,000 | 94 |
| U.S. Treasury securities | $34,075,000 | 200 |
| U.S. Government agency obligations | $2,490,780,000 | 85 |
| Securities issued by states & political subdivisions | $256,427,000 | 109 |
| Other domestic debt securities | $114,101,000 | 156 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $114,101,000 | 70 |
| 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 | $1,336,700,000 | 78 |
| Mortgage-backed securities | $2,242,356,000 | 89 |
| Certificates of participation in pools of residential mortgages | $505,409,000 | 117 |
| Issued or guaranteed by U.S. | $505,409,000 | 117 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,320,172,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,320,172,000 | 52 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $416,775,000 | 87 |
| Commercial mortgage pass-through securities | $179,275,000 | 61 |
| Other commercial mortgage-backed securities | $237,500,000 | 89 |
| Held to maturity securities (book value) | $21,997,000 | 472 |
| Available-for-sale securities (fair market value) | $2,873,386,000 | 91 |
| Total debt securities | $2,895,383,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,946,337,000 | 96 |
| U.S. Government securities | $2,553,232,000 | 88 |
| U.S. Treasury securities | $41,085,000 | 172 |
| U.S. Government agency obligations | $2,512,147,000 | 80 |
| Securities issued by states & political subdivisions | $260,000,000 | 102 |
| Other domestic debt securities | $115,072,000 | 154 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $115,072,000 | 68 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,720,471,000 | 65 |
| Mortgage-backed securities | $2,268,060,000 | 81 |
| Certificates of participation in pools of residential mortgages | $516,002,000 | 115 |
| Issued or guaranteed by U.S. | $516,002,000 | 115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,358,195,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,358,195,000 | 50 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $393,863,000 | 86 |
| Commercial mortgage pass-through securities | $161,505,000 | 62 |
| Other commercial mortgage-backed securities | $232,358,000 | 86 |
| Held to maturity securities (book value) | $22,566,000 | 502 |
| Available-for-sale securities (fair market value) | $2,905,738,000 | 85 |
| Total debt securities | $2,928,303,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,834,406,000 | 95 |
| U.S. Government securities | $2,450,460,000 | 85 |
| U.S. Treasury securities | $43,088,000 | 168 |
| U.S. Government agency obligations | $2,407,372,000 | 78 |
| Securities issued by states & political subdivisions | $261,619,000 | 96 |
| Other domestic debt securities | $104,514,000 | 147 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $104,514,000 | 70 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,496,908,000 | 75 |
| Mortgage-backed securities | $2,220,134,000 | 82 |
| Certificates of participation in pools of residential mortgages | $511,114,000 | 116 |
| Issued or guaranteed by U.S. | $511,114,000 | 115 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,325,066,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,325,066,000 | 51 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $383,954,000 | 78 |
| Commercial mortgage pass-through securities | $159,293,000 | 60 |
| Other commercial mortgage-backed securities | $224,661,000 | 84 |
| Held to maturity securities (book value) | $23,277,000 | 516 |
| Available-for-sale securities (fair market value) | $2,793,316,000 | 82 |
| Total debt securities | $2,816,592,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $2,373,898,000 | 113 |
| U.S. Government securities | $2,013,269,000 | 102 |
| U.S. Treasury securities | $40,892,000 | 177 |
| U.S. Government agency obligations | $1,972,377,000 | 92 |
| Securities issued by states & political subdivisions | $246,318,000 | 111 |
| Other domestic debt securities | $103,450,000 | 138 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $103,450,000 | 68 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,316,395,000 | 79 |
| Mortgage-backed securities | $1,844,056,000 | 95 |
| Certificates of participation in pools of residential mortgages | $454,137,000 | 125 |
| Issued or guaranteed by U.S. | $454,137,000 | 125 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,244,729,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,244,729,000 | 57 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $145,190,000 | 142 |
| Commercial mortgage pass-through securities | $32,889,000 | 160 |
| Other commercial mortgage-backed securities | $112,301,000 | 114 |
| Held to maturity securities (book value) | $12,842,000 | 719 |
| Available-for-sale securities (fair market value) | $2,350,195,000 | 99 |
| Total debt securities | $2,363,036,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $2,292,762,000 | 117 |
| U.S. Government securities | $1,962,473,000 | 101 |
| U.S. Treasury securities | $37,767,000 | 183 |
| U.S. Government agency obligations | $1,924,706,000 | 91 |
| Securities issued by states & political subdivisions | $237,363,000 | 117 |
| Other domestic debt securities | $82,349,000 | 160 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $82,349,000 | 77 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,196,106,000 | 87 |
| Mortgage-backed securities | $1,782,143,000 | 96 |
| Certificates of participation in pools of residential mortgages | $438,275,000 | 128 |
| Issued or guaranteed by U.S. | $438,275,000 | 128 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,209,734,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,209,734,000 | 59 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $134,134,000 | 142 |
| Commercial mortgage pass-through securities | $28,659,000 | 178 |
| Other commercial mortgage-backed securities | $105,475,000 | 113 |
| Held to maturity securities (book value) | $10,176,000 | 834 |
| Available-for-sale securities (fair market value) | $2,272,009,000 | 102 |
| Total debt securities | $2,282,184,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $2,198,697,000 | 116 |
| U.S. Government securities | $1,893,955,000 | 103 |
| U.S. Treasury securities | $49,109,000 | 158 |
| U.S. Government agency obligations | $1,844,846,000 | 94 |
| Securities issued by states & political subdivisions | $235,708,000 | 119 |
| Other domestic debt securities | $62,420,000 | 184 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $62,420,000 | 102 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,438,946,000 | 74 |
| Mortgage-backed securities | $1,703,592,000 | 95 |
| Certificates of participation in pools of residential mortgages | $427,419,000 | 132 |
| Issued or guaranteed by U.S. | $427,419,000 | 132 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,147,176,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,147,176,000 | 57 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $128,997,000 | 146 |
| Commercial mortgage pass-through securities | $18,246,000 | 260 |
| Other commercial mortgage-backed securities | $110,751,000 | 110 |
| Held to maturity securities (book value) | $12,673,000 | 775 |
| Available-for-sale securities (fair market value) | $2,179,410,000 | 99 |
| Total debt securities | $2,192,081,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,162,651,000 | 119 |
| U.S. Government securities | $1,867,508,000 | 102 |
| U.S. Treasury securities | $49,158,000 | 155 |
| U.S. Government agency obligations | $1,818,350,000 | 93 |
| Securities issued by states & political subdivisions | $231,387,000 | 125 |
| Other domestic debt securities | $57,012,000 | 209 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $57,012,000 | 109 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,301,034,000 | 83 |
| Mortgage-backed securities | $1,670,066,000 | 96 |
| Certificates of participation in pools of residential mortgages | $419,175,000 | 140 |
| Issued or guaranteed by U.S. | $419,175,000 | 139 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,120,869,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,120,869,000 | 57 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $130,022,000 | 138 |
| Commercial mortgage pass-through securities | $18,461,000 | 249 |
| Other commercial mortgage-backed securities | $111,561,000 | 108 |
| Held to maturity securities (book value) | $13,042,000 | 767 |
| Available-for-sale securities (fair market value) | $2,142,865,000 | 104 |
| Total debt securities | $2,155,906,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,061,149,000 | 123 |
| U.S. Government securities | $1,814,827,000 | 102 |
| U.S. Treasury securities | $50,191,000 | 148 |
| U.S. Government agency obligations | $1,764,636,000 | 93 |
| Securities issued by states & political subdivisions | $227,383,000 | 131 |
| Other domestic debt securities | $12,140,000 | 517 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $12,140,000 | 364 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,152,000 | 98 |
| Mortgage-backed securities | $1,605,098,000 | 96 |
| Certificates of participation in pools of residential mortgages | $404,577,000 | 143 |
| Issued or guaranteed by U.S. | $404,577,000 | 141 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,071,304,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,071,304,000 | 56 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $129,217,000 | 131 |
| Commercial mortgage pass-through securities | $18,785,000 | 199 |
| Other commercial mortgage-backed securities | $110,432,000 | 105 |
| Held to maturity securities (book value) | $13,400,000 | 774 |
| Available-for-sale securities (fair market value) | $2,040,950,000 | 109 |
| Total debt securities | $2,054,349,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,897,578,000 | 122 |
| U.S. Government securities | $1,667,921,000 | 103 |
| U.S. Treasury securities | $46,345,000 | 150 |
| U.S. Government agency obligations | $1,621,576,000 | 97 |
| Securities issued by states & political subdivisions | $222,751,000 | 140 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,906,000 | 174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,057,082,000 | 92 |
| Mortgage-backed securities | $1,464,729,000 | 98 |
| Certificates of participation in pools of residential mortgages | $349,987,000 | 154 |
| Issued or guaranteed by U.S. | $349,987,000 | 152 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $998,282,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $998,282,000 | 58 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $116,460,000 | 127 |
| Commercial mortgage pass-through securities | $19,556,000 | 188 |
| Other commercial mortgage-backed securities | $96,904,000 | 103 |
| Held to maturity securities (book value) | $13,760,000 | 787 |
| Available-for-sale securities (fair market value) | $1,883,818,000 | 108 |
| Total debt securities | $1,890,672,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,718,348,000 | 128 |
| U.S. Government securities | $1,489,806,000 | 107 |
| U.S. Treasury securities | $42,504,000 | 151 |
| U.S. Government agency obligations | $1,447,302,000 | 101 |
| Securities issued by states & political subdivisions | $219,662,000 | 138 |
| Other domestic debt securities | $1,991,000 | 1,233 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $1,991,000 | 125 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $6,889,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,337,034,000 | 79 |
| Mortgage-backed securities | $1,292,695,000 | 104 |
| Certificates of participation in pools of residential mortgages | $335,651,000 | 156 |
| Issued or guaranteed by U.S. | $335,651,000 | 154 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $829,507,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $829,507,000 | 63 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $127,537,000 | 123 |
| Commercial mortgage pass-through securities | $19,822,000 | 193 |
| Other commercial mortgage-backed securities | $107,715,000 | 94 |
| Held to maturity securities (book value) | $14,638,000 | 800 |
| Available-for-sale securities (fair market value) | $1,703,710,000 | 111 |
| Total debt securities | $1,711,459,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,895,577,000 | 119 |
| U.S. Government securities | $1,603,364,000 | 105 |
| U.S. Treasury securities | $48,483,000 | 142 |
| U.S. Government agency obligations | $1,554,881,000 | 100 |
| Securities issued by states & political subdivisions | $281,756,000 | 106 |
| Other domestic debt securities | $3,856,000 | 971 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $3,856,000 | 95 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $6,601,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,135,214,000 | 87 |
| Mortgage-backed securities | $1,379,823,000 | 102 |
| Certificates of participation in pools of residential mortgages | $353,672,000 | 154 |
| Issued or guaranteed by U.S. | $353,672,000 | 152 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $882,817,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $882,817,000 | 57 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $143,334,000 | 113 |
| Commercial mortgage pass-through securities | $19,988,000 | 183 |
| Other commercial mortgage-backed securities | $123,346,000 | 88 |
| Held to maturity securities (book value) | $17,353,000 | 763 |
| Available-for-sale securities (fair market value) | $1,878,224,000 | 104 |
| Total debt securities | $1,888,976,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,924,811,000 | 117 |
| U.S. Government securities | $1,633,877,000 | 101 |
| U.S. Treasury securities | $48,517,000 | 149 |
| U.S. Government agency obligations | $1,585,360,000 | 93 |
| Securities issued by states & political subdivisions | $280,452,000 | 107 |
| Other domestic debt securities | $3,819,000 | 991 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $3,819,000 | 95 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $6,663,000 | 183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,128,089,000 | 88 |
| Mortgage-backed securities | $1,404,330,000 | 101 |
| Certificates of participation in pools of residential mortgages | $332,956,000 | 156 |
| Issued or guaranteed by U.S. | $332,956,000 | 154 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $920,813,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $920,813,000 | 57 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $150,561,000 | 104 |
| Commercial mortgage pass-through securities | $20,010,000 | 175 |
| Other commercial mortgage-backed securities | $130,551,000 | 85 |
| Held to maturity securities (book value) | $17,742,000 | 757 |
| Available-for-sale securities (fair market value) | $1,907,069,000 | 97 |
| Total debt securities | $1,918,148,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,911,847,000 | 114 |
| U.S. Government securities | $1,612,279,000 | 100 |
| U.S. Treasury securities | $48,541,000 | 148 |
| U.S. Government agency obligations | $1,563,738,000 | 95 |
| Securities issued by states & political subdivisions | $293,137,000 | 99 |
| Other domestic debt securities | $3,800,000 | 987 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $3,800,000 | 100 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,631,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,062,986,000 | 91 |
| Mortgage-backed securities | $1,380,101,000 | 99 |
| Certificates of participation in pools of residential mortgages | $330,601,000 | 158 |
| Issued or guaranteed by U.S. | $330,601,000 | 156 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $921,628,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $921,628,000 | 58 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $127,872,000 | 115 |
| Commercial mortgage pass-through securities | $2,054,000 | 589 |
| Other commercial mortgage-backed securities | $125,818,000 | 86 |
| Held to maturity securities (book value) | $22,291,000 | 676 |
| Available-for-sale securities (fair market value) | $1,889,556,000 | 97 |
| Total debt securities | $1,909,216,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,955,658,000 | 116 |
| U.S. Government securities | $1,642,471,000 | 97 |
| U.S. Treasury securities | $43,797,000 | 144 |
| U.S. Government agency obligations | $1,598,674,000 | 93 |
| Securities issued by states & political subdivisions | $307,050,000 | 93 |
| Other domestic debt securities | $3,597,000 | 1,023 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $3,597,000 | 101 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,540,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,306,144,000 | 78 |
| Mortgage-backed securities | $1,405,743,000 | 97 |
| Certificates of participation in pools of residential mortgages | $322,408,000 | 149 |
| Issued or guaranteed by U.S. | $322,408,000 | 148 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $930,458,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $930,458,000 | 58 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $152,877,000 | 100 |
| Commercial mortgage pass-through securities | $2,076,000 | 550 |
| Other commercial mortgage-backed securities | $150,801,000 | 75 |
| Held to maturity securities (book value) | $20,337,000 | 716 |
| Available-for-sale securities (fair market value) | $1,935,321,000 | 96 |
| Total debt securities | $1,953,118,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,766,895,000 | 121 |
| U.S. Government securities | $1,445,512,000 | 105 |
| U.S. Treasury securities | $38,889,000 | 149 |
| U.S. Government agency obligations | $1,406,623,000 | 105 |
| Securities issued by states & political subdivisions | $315,236,000 | 89 |
| Other domestic debt securities | $3,411,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $3,411,000 | 106 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,736,000 | 343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,129,208,000 | 85 |
| Mortgage-backed securities | $1,207,392,000 | 108 |
| Certificates of participation in pools of residential mortgages | $284,560,000 | 167 |
| Issued or guaranteed by U.S. | $284,560,000 | 165 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $791,261,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $791,261,000 | 65 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $131,571,000 | 102 |
| Commercial mortgage pass-through securities | $2,097,000 | 491 |
| Other commercial mortgage-backed securities | $129,474,000 | 81 |
| Held to maturity securities (book value) | $20,672,000 | 741 |
| Available-for-sale securities (fair market value) | $1,746,223,000 | 99 |
| Total debt securities | $1,764,159,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,618,865,000 | 123 |
| U.S. Government securities | $1,263,637,000 | 118 |
| U.S. Treasury securities | $32,771,000 | 175 |
| U.S. Government agency obligations | $1,230,866,000 | 112 |
| Securities issued by states & political subdivisions | $349,062,000 | 81 |
| Other domestic debt securities | $3,508,000 | 1,045 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $3,508,000 | 103 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,658,000 | 341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,121,211,000 | 90 |
| Mortgage-backed securities | $1,050,311,000 | 121 |
| Certificates of participation in pools of residential mortgages | $234,620,000 | 203 |
| Issued or guaranteed by U.S. | $234,620,000 | 201 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $715,970,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $715,970,000 | 70 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $99,721,000 | 110 |
| Commercial mortgage pass-through securities | $4,019,000 | 364 |
| Other commercial mortgage-backed securities | $95,702,000 | 86 |
| Held to maturity securities (book value) | $21,051,000 | 739 |
| Available-for-sale securities (fair market value) | $1,597,814,000 | 103 |
| Total debt securities | $1,616,207,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,301,270,000 | 146 |
| U.S. Government securities | $943,861,000 | 142 |
| U.S. Treasury securities | $16,980,000 | 294 |
| U.S. Government agency obligations | $926,881,000 | 139 |
| Securities issued by states & political subdivisions | $350,722,000 | 80 |
| Other domestic debt securities | $4,004,000 | 970 |
| Privately issued residential mortgage-backed securities | $477,000 | 433 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $3,527,000 | 99 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,683,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $856,856,000 | 108 |
| Mortgage-backed securities | $840,715,000 | 136 |
| Certificates of participation in pools of residential mortgages | $149,580,000 | 290 |
| Issued or guaranteed by U.S. | $149,580,000 | 289 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $619,825,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $619,348,000 | 75 |
| Privately issued | $477,000 | 415 |
| Commercial mortgage-backed securities | $71,310,000 | 121 |
| Commercial mortgage pass-through securities | $3,950,000 | 348 |
| Other commercial mortgage-backed securities | $67,360,000 | 88 |
| Held to maturity securities (book value) | $23,152,000 | 711 |
| Available-for-sale securities (fair market value) | $1,278,118,000 | 123 |
| Total debt securities | $1,298,587,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,146,087,000 | 155 |
| U.S. Government securities | $733,929,000 | 170 |
| U.S. Treasury securities | $1,999,000 | 829 |
| U.S. Government agency obligations | $731,930,000 | 164 |
| Securities issued by states & political subdivisions | $405,277,000 | 67 |
| Other domestic debt securities | $4,099,000 | 966 |
| Privately issued residential mortgage-backed securities | $550,000 | 422 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $3,549,000 | 96 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,782,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,004,323,000 | 98 |
| Mortgage-backed securities | $713,857,000 | 143 |
| Certificates of participation in pools of residential mortgages | $163,340,000 | 273 |
| Issued or guaranteed by U.S. | $163,340,000 | 272 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $518,242,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $517,692,000 | 88 |
| Privately issued | $550,000 | 402 |
| Commercial mortgage-backed securities | $32,275,000 | 183 |
| Commercial mortgage pass-through securities | $4,041,000 | 336 |
| Other commercial mortgage-backed securities | $28,234,000 | 130 |
| Held to maturity securities (book value) | $23,723,000 | 701 |
| Available-for-sale securities (fair market value) | $1,122,364,000 | 132 |
| Total debt securities | $1,143,305,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,137,546,000 | 155 |
| U.S. Government securities | $723,272,000 | 174 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $723,272,000 | 171 |
| Securities issued by states & political subdivisions | $407,280,000 | 64 |
| Other domestic debt securities | $4,301,000 | 949 |
| Privately issued residential mortgage-backed securities | $630,000 | 423 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $3,591,000 | 97 |
| Other domestic debt securities - All other | $80,000 | 1,794 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,693,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $959,825,000 | 102 |
| Mortgage-backed securities | $703,418,000 | 148 |
| Certificates of participation in pools of residential mortgages | $177,855,000 | 254 |
| Issued or guaranteed by U.S. | $177,855,000 | 253 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $492,575,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $491,945,000 | 91 |
| Privately issued | $630,000 | 401 |
| Commercial mortgage-backed securities | $32,988,000 | 166 |
| Commercial mortgage pass-through securities | $3,988,000 | 320 |
| Other commercial mortgage-backed securities | $29,000,000 | 116 |
| Held to maturity securities (book value) | $24,292,000 | 705 |
| Available-for-sale securities (fair market value) | $1,113,254,000 | 134 |
| Total debt securities | $1,134,853,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,146,527,000 | 149 |
| U.S. Government securities | $698,674,000 | 187 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $698,674,000 | 182 |
| Securities issued by states & political subdivisions | $438,979,000 | 57 |
| Other domestic debt securities | $6,270,000 | 768 |
| Privately issued residential mortgage-backed securities | $743,000 | 427 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $3,735,000 | 84 |
| Other domestic debt securities - All other | $1,792,000 | 1,099 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,604,000 | 362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $773,084,000 | 113 |
| Mortgage-backed securities | $674,710,000 | 157 |
| Certificates of participation in pools of residential mortgages | $146,591,000 | 303 |
| Issued or guaranteed by U.S. | $146,591,000 | 301 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $493,033,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $492,290,000 | 92 |
| Privately issued | $743,000 | 404 |
| Commercial mortgage-backed securities | $35,086,000 | 158 |
| Commercial mortgage pass-through securities | $4,055,000 | 303 |
| Other commercial mortgage-backed securities | $31,031,000 | 113 |
| Held to maturity securities (book value) | $25,861,000 | 672 |
| Available-for-sale securities (fair market value) | $1,120,666,000 | 132 |
| Total debt securities | $1,143,923,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,182,752,000 | 149 |
| U.S. Government securities | $721,923,000 | 171 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $721,923,000 | 167 |
| Securities issued by states & political subdivisions | $450,375,000 | 55 |
| Other domestic debt securities | $7,923,000 | 671 |
| Privately issued residential mortgage-backed securities | $2,429,000 | 281 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $3,692,000 | 85 |
| Other domestic debt securities - All other | $1,802,000 | 1,104 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,531,000 | 361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $779,357,000 | 112 |
| Mortgage-backed securities | $693,921,000 | 151 |
| Certificates of participation in pools of residential mortgages | $155,764,000 | 296 |
| Issued or guaranteed by U.S. | $155,584,000 | 294 |
| Privately issued | $180,000 | 56 |
| Collaterized mortgage obligations | $517,173,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $514,924,000 | 88 |
| Privately issued | $2,249,000 | 277 |
| Commercial mortgage-backed securities | $20,984,000 | 213 |
| Commercial mortgage pass-through securities | $4,001,000 | 304 |
| Other commercial mortgage-backed securities | $16,983,000 | 148 |
| Held to maturity securities (book value) | $26,555,000 | 662 |
| Available-for-sale securities (fair market value) | $1,156,197,000 | 128 |
| Total debt securities | $1,180,221,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,005,787,000 | 172 |
| U.S. Government securities | $534,923,000 | 217 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $534,923,000 | 214 |
| Securities issued by states & political subdivisions | $461,848,000 | 53 |
| Other domestic debt securities | $6,459,000 | 783 |
| Privately issued residential mortgage-backed securities | $2,613,000 | 287 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,846,000 | 771 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,557,000 | 362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $816,101,000 | 113 |
| Mortgage-backed securities | $537,036,000 | 182 |
| Certificates of participation in pools of residential mortgages | $120,489,000 | 368 |
| Issued or guaranteed by U.S. | $120,294,000 | 368 |
| Privately issued | $195,000 | 54 |
| Collaterized mortgage obligations | $416,547,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $414,129,000 | 102 |
| Privately issued | $2,418,000 | 285 |
| 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) | $26,776,000 | 666 |
| Available-for-sale securities (fair market value) | $979,011,000 | 148 |
| Total debt securities | $1,003,230,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,057,694,000 | 164 |
| U.S. Government securities | $566,693,000 | 206 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $566,693,000 | 203 |
| Securities issued by states & political subdivisions | $470,356,000 | 52 |
| Other domestic debt securities | $18,000,000 | 438 |
| Privately issued residential mortgage-backed securities | $2,765,000 | 275 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $15,235,000 | 326 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,645,000 | 376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $864,572,000 | 109 |
| Mortgage-backed securities | $568,957,000 | 176 |
| Certificates of participation in pools of residential mortgages | $127,492,000 | 349 |
| Issued or guaranteed by U.S. | $127,282,000 | 348 |
| Privately issued | $210,000 | 53 |
| Collaterized mortgage obligations | $441,465,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $438,910,000 | 100 |
| Privately issued | $2,555,000 | 275 |
| 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) | $26,471,000 | 666 |
| Available-for-sale securities (fair market value) | $1,031,223,000 | 142 |
| Total debt securities | $1,055,049,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,100,699,000 | 161 |
| U.S. Government securities | $587,888,000 | 199 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $587,888,000 | 195 |
| Securities issued by states & political subdivisions | $492,094,000 | 50 |
| Other domestic debt securities | $17,972,000 | 447 |
| Privately issued residential mortgage-backed securities | $2,978,000 | 279 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $14,994,000 | 341 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,745,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $675,528,000 | 127 |
| Mortgage-backed securities | $590,366,000 | 171 |
| Certificates of participation in pools of residential mortgages | $130,905,000 | 336 |
| Issued or guaranteed by U.S. | $130,682,000 | 336 |
| Privately issued | $223,000 | 52 |
| Collaterized mortgage obligations | $459,461,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $456,706,000 | 96 |
| Privately issued | $2,755,000 | 280 |
| 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) | $43,251,000 | 464 |
| Available-for-sale securities (fair market value) | $1,057,448,000 | 140 |
| Total debt securities | $1,097,954,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,135,559,000 | 153 |
| U.S. Government securities | $609,349,000 | 188 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $609,349,000 | 186 |
| Securities issued by states & political subdivisions | $505,715,000 | 46 |
| Other domestic debt securities | $18,012,000 | 465 |
| Privately issued residential mortgage-backed securities | $3,083,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $14,929,000 | 355 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,483,000 | 393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $755,324,000 | 117 |
| Mortgage-backed securities | $611,932,000 | 162 |
| Certificates of participation in pools of residential mortgages | $136,164,000 | 323 |
| Issued or guaranteed by U.S. | $135,927,000 | 322 |
| Privately issued | $237,000 | 55 |
| Collaterized mortgage obligations | $475,768,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $472,922,000 | 93 |
| Privately issued | $2,846,000 | 298 |
| 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) | $44,322,000 | 447 |
| Available-for-sale securities (fair market value) | $1,091,237,000 | 133 |
| Total debt securities | $1,133,076,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,166,460,000 | 152 |
| U.S. Government securities | $644,502,000 | 175 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $644,502,000 | 171 |
| Securities issued by states & political subdivisions | $501,106,000 | 46 |
| Other domestic debt securities | $18,330,000 | 479 |
| Privately issued residential mortgage-backed securities | $3,337,000 | 297 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $14,993,000 | 359 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,522,000 | 403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $989,441,000 | 97 |
| Mortgage-backed securities | $647,338,000 | 152 |
| Certificates of participation in pools of residential mortgages | $141,302,000 | 319 |
| Issued or guaranteed by U.S. | $141,046,000 | 318 |
| Privately issued | $256,000 | 55 |
| Collaterized mortgage obligations | $506,036,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $502,955,000 | 87 |
| Privately issued | $3,081,000 | 295 |
| 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) | $29,847,000 | 578 |
| Available-for-sale securities (fair market value) | $1,136,613,000 | 122 |
| Total debt securities | $1,163,938,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,217,256,000 | 146 |
| U.S. Government securities | $659,871,000 | 174 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $659,871,000 | 171 |
| Securities issued by states & political subdivisions | $521,132,000 | 44 |
| Other domestic debt securities | $33,851,000 | 322 |
| Privately issued residential mortgage-backed securities | $3,827,000 | 291 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $14,917,000 | 55 |
| Other domestic debt securities - All other | $15,107,000 | 354 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,402,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $917,523,000 | 97 |
| Mortgage-backed securities | $663,195,000 | 149 |
| Certificates of participation in pools of residential mortgages | $126,772,000 | 350 |
| Issued or guaranteed by U.S. | $126,483,000 | 349 |
| Privately issued | $289,000 | 55 |
| Collaterized mortgage obligations | $536,423,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $532,885,000 | 86 |
| Privately issued | $3,538,000 | 282 |
| 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) | $30,373,000 | 523 |
| Available-for-sale securities (fair market value) | $1,186,883,000 | 125 |
| Total debt securities | $1,199,937,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,269,240,000 | 142 |
| U.S. Government securities | $691,218,000 | 167 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $691,218,000 | 165 |
| Securities issued by states & political subdivisions | $542,749,000 | 44 |
| Other domestic debt securities | $32,746,000 | 332 |
| Privately issued residential mortgage-backed securities | $4,394,000 | 290 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $12,924,000 | 57 |
| Other domestic debt securities - All other | $15,428,000 | 351 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,527,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $692,096,000 | 117 |
| Mortgage-backed securities | $695,107,000 | 147 |
| Certificates of participation in pools of residential mortgages | $150,074,000 | 314 |
| Issued or guaranteed by U.S. | $149,743,000 | 312 |
| Privately issued | $331,000 | 55 |
| Collaterized mortgage obligations | $545,033,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $540,970,000 | 85 |
| Privately issued | $4,063,000 | 292 |
| 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) | $31,443,000 | 490 |
| Available-for-sale securities (fair market value) | $1,237,797,000 | 126 |
| Total debt securities | $1,253,789,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,108,121,000 | 155 |
| U.S. Government securities | $518,972,000 | 220 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $518,972,000 | 218 |
| Securities issued by states & political subdivisions | $554,338,000 | 37 |
| Other domestic debt securities | $32,287,000 | 328 |
| Privately issued residential mortgage-backed securities | $4,819,000 | 283 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $12,129,000 | 53 |
| Other domestic debt securities - All other | $15,339,000 | 344 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,524,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $675,282,000 | 118 |
| Mortgage-backed securities | $523,283,000 | 181 |
| Certificates of participation in pools of residential mortgages | $122,900,000 | 373 |
| Issued or guaranteed by U.S. | $122,522,000 | 370 |
| Privately issued | $378,000 | 58 |
| Collaterized mortgage obligations | $400,383,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $395,942,000 | 112 |
| Privately issued | $4,441,000 | 291 |
| 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) | $34,295,000 | 456 |
| Available-for-sale securities (fair market value) | $1,073,826,000 | 137 |
| Total debt securities | $1,093,468,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,225,169,000 | 144 |
| U.S. Government securities | $645,216,000 | 178 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $645,216,000 | 175 |
| Securities issued by states & political subdivisions | $545,259,000 | 37 |
| Other domestic debt securities | $32,211,000 | 339 |
| Privately issued residential mortgage-backed securities | $5,353,000 | 297 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $11,546,000 | 50 |
| Other domestic debt securities - All other | $15,312,000 | 357 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,483,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,066,000 | 123 |
| Mortgage-backed securities | $648,567,000 | 156 |
| Certificates of participation in pools of residential mortgages | $135,135,000 | 367 |
| Issued or guaranteed by U.S. | $134,704,000 | 367 |
| Privately issued | $431,000 | 56 |
| Collaterized mortgage obligations | $513,432,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $508,510,000 | 93 |
| Privately issued | $4,922,000 | 306 |
| 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) | $41,944,000 | 398 |
| Available-for-sale securities (fair market value) | $1,183,225,000 | 128 |
| Total debt securities | $1,211,140,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,227,883,000 | 144 |
| U.S. Government securities | $621,250,000 | 185 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $621,250,000 | 180 |
| Securities issued by states & political subdivisions | $565,626,000 | 34 |
| Other domestic debt securities | $38,513,000 | 300 |
| Privately issued residential mortgage-backed securities | $5,730,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $11,082,000 | 48 |
| Other domestic debt securities - All other | $21,701,000 | 277 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,494,000 | 395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $592,042,000 | 131 |
| Mortgage-backed securities | $624,974,000 | 159 |
| Certificates of participation in pools of residential mortgages | $135,927,000 | 364 |
| Issued or guaranteed by U.S. | $135,212,000 | 364 |
| Privately issued | $715,000 | 46 |
| Collaterized mortgage obligations | $489,047,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $484,032,000 | 93 |
| Privately issued | $5,015,000 | 323 |
| 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) | $60,933,000 | 298 |
| Available-for-sale securities (fair market value) | $1,166,950,000 | 126 |
| Total debt securities | $1,214,307,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,238,358,000 | 147 |
| U.S. Government securities | $642,224,000 | 188 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $642,224,000 | 185 |
| Securities issued by states & political subdivisions | $544,322,000 | 32 |
| Other domestic debt securities | $50,752,000 | 237 |
| Privately issued residential mortgage-backed securities | $6,334,000 | 322 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $13,685,000 | 42 |
| Other domestic debt securities - All other | $30,733,000 | 208 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,060,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $491,430,000 | 156 |
| Mortgage-backed securities | $643,547,000 | 158 |
| Certificates of participation in pools of residential mortgages | $136,001,000 | 376 |
| Issued or guaranteed by U.S. | $135,233,000 | 375 |
| Privately issued | $768,000 | 46 |
| Collaterized mortgage obligations | $507,546,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $501,980,000 | 93 |
| Privately issued | $5,566,000 | 325 |
| 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) | $56,319,000 | 327 |
| Available-for-sale securities (fair market value) | $1,182,039,000 | 129 |
| Total debt securities | $1,223,613,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,071,848,000 | 159 |
| U.S. Government securities | $470,098,000 | 242 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $470,098,000 | 239 |
| Securities issued by states & political subdivisions | $550,529,000 | 32 |
| Other domestic debt securities | $50,140,000 | 249 |
| Privately issued residential mortgage-backed securities | $6,732,000 | 369 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $13,394,000 | 42 |
| Other domestic debt securities - All other | $30,014,000 | 195 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,081,000 | 533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $592,740,000 | 127 |
| Mortgage-backed securities | $471,795,000 | 191 |
| Certificates of participation in pools of residential mortgages | $87,691,000 | 521 |
| Issued or guaranteed by U.S. | $86,859,000 | 527 |
| Privately issued | $832,000 | 67 |
| Collaterized mortgage obligations | $384,104,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $378,204,000 | 109 |
| Privately issued | $5,900,000 | 375 |
| 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) | $60,458,000 | 305 |
| Available-for-sale securities (fair market value) | $1,011,390,000 | 139 |
| Total debt securities | $1,057,373,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,043,185,000 | 161 |
| U.S. Government securities | $433,626,000 | 253 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $433,626,000 | 249 |
| Securities issued by states & political subdivisions | $559,325,000 | 31 |
| Other domestic debt securities | $49,195,000 | 252 |
| Privately issued residential mortgage-backed securities | $7,312,000 | 373 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $14,217,000 | 41 |
| Other domestic debt securities - All other | $27,666,000 | 194 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,039,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $692,331,000 | 110 |
| Mortgage-backed securities | $435,835,000 | 208 |
| Certificates of participation in pools of residential mortgages | $98,387,000 | 452 |
| Issued or guaranteed by U.S. | $97,496,000 | 455 |
| Privately issued | $891,000 | 77 |
| Collaterized mortgage obligations | $337,448,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $331,027,000 | 123 |
| Privately issued | $6,421,000 | 384 |
| 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) | $74,375,000 | 245 |
| Available-for-sale securities (fair market value) | $968,810,000 | 141 |
| Total debt securities | $1,027,929,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,084,133,000 | 156 |
| U.S. Government securities | $474,609,000 | 237 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $474,609,000 | 230 |
| Securities issued by states & political subdivisions | $556,061,000 | 31 |
| Other domestic debt securities | $52,420,000 | 237 |
| Privately issued residential mortgage-backed securities | $8,011,000 | 382 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $16,487,000 | 37 |
| Other domestic debt securities - All other | $27,922,000 | 184 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,043,000 | 558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $768,773,000 | 101 |
| Mortgage-backed securities | $474,507,000 | 193 |
| Certificates of participation in pools of residential mortgages | $97,805,000 | 452 |
| Issued or guaranteed by U.S. | $96,873,000 | 452 |
| Privately issued | $932,000 | 78 |
| Collaterized mortgage obligations | $376,702,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $369,623,000 | 105 |
| Privately issued | $7,079,000 | 382 |
| 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) | $76,142,000 | 236 |
| Available-for-sale securities (fair market value) | $1,007,991,000 | 139 |
| Total debt securities | $1,066,603,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,137,023,000 | 149 |
| U.S. Government securities | $509,239,000 | 224 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $509,239,000 | 219 |
| Securities issued by states & political subdivisions | $569,168,000 | 30 |
| Other domestic debt securities | $57,619,000 | 227 |
| Privately issued residential mortgage-backed securities | $8,616,000 | 384 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $16,193,000 | 38 |
| Other domestic debt securities - All other | $32,810,000 | 157 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $997,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $692,457,000 | 114 |
| Mortgage-backed securities | $505,059,000 | 180 |
| Certificates of participation in pools of residential mortgages | $101,907,000 | 429 |
| Issued or guaranteed by U.S. | $100,953,000 | 428 |
| Privately issued | $954,000 | 79 |
| Collaterized mortgage obligations | $403,152,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $395,490,000 | 98 |
| Privately issued | $7,662,000 | 392 |
| 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) | $81,218,000 | 230 |
| Available-for-sale securities (fair market value) | $1,055,805,000 | 133 |
| Total debt securities | $1,119,833,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,137,439,000 | 146 |
| U.S. Government securities | $495,070,000 | 221 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $495,070,000 | 217 |
| Securities issued by states & political subdivisions | $585,311,000 | 29 |
| Other domestic debt securities | $56,059,000 | 246 |
| Privately issued residential mortgage-backed securities | $8,856,000 | 401 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $14,858,000 | 40 |
| Other domestic debt securities - All other | $32,345,000 | 161 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $999,000 | 590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $808,276,000 | 102 |
| Mortgage-backed securities | $486,040,000 | 183 |
| Certificates of participation in pools of residential mortgages | $106,451,000 | 385 |
| Issued or guaranteed by U.S. | $105,438,000 | 385 |
| Privately issued | $1,013,000 | 80 |
| Collaterized mortgage obligations | $379,589,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $371,746,000 | 99 |
| Privately issued | $7,843,000 | 404 |
| 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) | $81,320,000 | 226 |
| Available-for-sale securities (fair market value) | $1,056,119,000 | 127 |
| Total debt securities | $1,121,582,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,139,903,000 | 136 |
| U.S. Government securities | $422,362,000 | 238 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $422,362,000 | 230 |
| Securities issued by states & political subdivisions | $654,221,000 | 24 |
| Other domestic debt securities | $61,885,000 | 229 |
| Privately issued residential mortgage-backed securities | $16,779,000 | 300 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $13,424,000 | 44 |
| Other domestic debt securities - All other | $31,682,000 | 164 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,435,000 | 542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $888,935,000 | 94 |
| Mortgage-backed securities | $415,006,000 | 195 |
| Certificates of participation in pools of residential mortgages | $114,008,000 | 349 |
| Issued or guaranteed by U.S. | $113,138,000 | 351 |
| Privately issued | $870,000 | 89 |
| Collaterized mortgage obligations | $300,998,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $285,089,000 | 111 |
| Privately issued | $15,909,000 | 304 |
| 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) | $85,687,000 | 220 |
| Available-for-sale securities (fair market value) | $1,054,216,000 | 126 |
| Total debt securities | $1,088,773,000 | 139 |
| 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 | $1,173,243,000 | 133 |
| U.S. Government securities | $391,189,000 | 251 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $391,189,000 | 242 |
| Securities issued by states & political subdivisions | $720,445,000 | 21 |
| Other domestic debt securities | $60,565,000 | 232 |
| Privately issued residential mortgage-backed securities | $16,147,000 | 327 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $13,664,000 | 45 |
| Other domestic debt securities - All other | $30,754,000 | 163 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,044,000 | 638 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $861,399,000 | 95 |
| Mortgage-backed securities | $397,406,000 | 194 |
| Certificates of participation in pools of residential mortgages | $127,693,000 | 315 |
| Issued or guaranteed by U.S. | $127,463,000 | 312 |
| Privately issued | $230,000 | 114 |
| Collaterized mortgage obligations | $269,713,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $253,796,000 | 116 |
| Privately issued | $15,917,000 | 317 |
| 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) | $87,843,000 | 222 |
| Available-for-sale securities (fair market value) | $1,085,400,000 | 124 |
| Total debt securities | $1,121,653,000 | 136 |
| 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 | $1,238,025,000 | 126 |
| U.S. Government securities | $451,553,000 | 220 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $451,553,000 | 212 |
| Securities issued by states & political subdivisions | $726,865,000 | 21 |
| Other domestic debt securities | $58,605,000 | 246 |
| Privately issued residential mortgage-backed securities | $16,163,000 | 340 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $12,177,000 | 52 |
| Other domestic debt securities - All other | $30,265,000 | 162 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,002,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $821,098,000 | 96 |
| Mortgage-backed securities | $466,960,000 | 177 |
| Certificates of participation in pools of residential mortgages | $190,457,000 | 227 |
| Issued or guaranteed by U.S. | $190,230,000 | 225 |
| Privately issued | $227,000 | 115 |
| Collaterized mortgage obligations | $276,503,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $260,567,000 | 114 |
| Privately issued | $15,936,000 | 329 |
| 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) | $90,449,000 | 205 |
| Available-for-sale securities (fair market value) | $1,147,576,000 | 118 |
| Total debt securities | $1,185,427,000 | 132 |
| 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 | $1,346,649,000 | 123 |
| U.S. Government securities | $539,922,000 | 187 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $539,922,000 | 178 |
| Securities issued by states & political subdivisions | $735,862,000 | 23 |
| Other domestic debt securities | $67,316,000 | 229 |
| Privately issued residential mortgage-backed securities | $18,037,000 | 338 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $11,728,000 | 58 |
| Other domestic debt securities - All other | $37,551,000 | 137 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,549,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,009,103,000 | 86 |
| Mortgage-backed securities | $557,203,000 | 155 |
| Certificates of participation in pools of residential mortgages | $249,282,000 | 178 |
| Issued or guaranteed by U.S. | $248,613,000 | 178 |
| Privately issued | $669,000 | 100 |
| Collaterized mortgage obligations | $307,921,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $290,553,000 | 104 |
| Privately issued | $17,368,000 | 333 |
| 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) | $84,182,000 | 222 |
| Available-for-sale securities (fair market value) | $1,262,467,000 | 113 |
| Total debt securities | $1,288,727,000 | 124 |
| 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 | $1,429,191,000 | 123 |
| U.S. Government securities | $556,563,000 | 186 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $556,563,000 | 180 |
| Securities issued by states & political subdivisions | $792,174,000 | 22 |
| Other domestic debt securities | $69,511,000 | 241 |
| Privately issued residential mortgage-backed securities | $19,576,000 | 351 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $15,543,000 | 53 |
| Other domestic debt securities - All other | $34,392,000 | 151 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $10,943,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,536,000 | 81 |
| Mortgage-backed securities | $575,382,000 | 157 |
| Certificates of participation in pools of residential mortgages | $244,175,000 | 193 |
| Issued or guaranteed by U.S. | $243,506,000 | 191 |
| Privately issued | $669,000 | 114 |
| Collaterized mortgage obligations | $331,207,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $312,300,000 | 94 |
| Privately issued | $18,907,000 | 345 |
| 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) | $83,860,000 | 242 |
| Available-for-sale securities (fair market value) | $1,345,331,000 | 105 |
| Total debt securities | $1,418,248,000 | 123 |
| 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 | $1,532,224,000 | 118 |
| U.S. Government securities | $597,303,000 | 170 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $597,303,000 | 165 |
| Securities issued by states & political subdivisions | $844,230,000 | 18 |
| Other domestic debt securities | $70,990,000 | 255 |
| Privately issued residential mortgage-backed securities | $18,368,000 | 371 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $20,315,000 | 44 |
| Other domestic debt securities - All other | $32,307,000 | 169 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $19,701,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,257,820,000 | 74 |
| Mortgage-backed securities | $615,671,000 | 150 |
| Certificates of participation in pools of residential mortgages | $228,252,000 | 213 |
| Issued or guaranteed by U.S. | $227,583,000 | 210 |
| Privately issued | $669,000 | 120 |
| Collaterized mortgage obligations | $387,419,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $369,720,000 | 76 |
| Privately issued | $17,699,000 | 365 |
| 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) | $86,245,000 | 230 |
| Available-for-sale securities (fair market value) | $1,445,979,000 | 105 |
| Total debt securities | $1,512,523,000 | 116 |
| 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 | $1,979,555,000 | 100 |
| U.S. Government securities | $943,848,000 | 123 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $943,848,000 | 117 |
| Securities issued by states & political subdivisions | $936,115,000 | 15 |
| Other domestic debt securities | $82,929,000 | 223 |
| Privately issued residential mortgage-backed securities | $21,547,000 | 343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,382,000 | 105 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $16,663,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,444,015,000 | 69 |
| Mortgage-backed securities | $965,395,000 | 113 |
| Certificates of participation in pools of residential mortgages | $356,054,000 | 154 |
| Issued or guaranteed by U.S. | $354,917,000 | 151 |
| Privately issued | $1,137,000 | 114 |
| Collaterized mortgage obligations | $609,341,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $588,931,000 | 54 |
| Privately issued | $20,410,000 | 346 |
| 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) | $81,566,000 | 238 |
| Available-for-sale securities (fair market value) | $1,897,989,000 | 88 |
| Total debt securities | $1,962,891,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $2,295,639,000 | 82 |
| U.S. Government securities | $1,193,931,000 | 101 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,193,931,000 | 99 |
| Securities issued by states & political subdivisions | $991,053,000 | 12 |
| Other domestic debt securities | $98,584,000 | 194 |
| Privately issued residential mortgage-backed securities | $23,173,000 | 312 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,411,000 | 83 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $12,071,000 | 174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,673,896,000 | 66 |
| Mortgage-backed securities | $1,217,104,000 | 95 |
| Certificates of participation in pools of residential mortgages | $518,265,000 | 113 |
| Issued or guaranteed by U.S. | $517,134,000 | 111 |
| Privately issued | $1,131,000 | 110 |
| Collaterized mortgage obligations | $698,839,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $676,797,000 | 48 |
| Privately issued | $22,042,000 | 308 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $84,306,000 | 228 |
| Available-for-sale securities (fair market value) | $2,211,333,000 | 73 |
| Total debt securities | $2,283,568,000 | 80 |
| 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 | $2,106,007,000 | 86 |
| U.S. Government securities | $1,000,314,000 | 110 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,000,314,000 | 108 |
| Securities issued by states & political subdivisions | $968,634,000 | 16 |
| Other domestic debt securities | $130,032,000 | 166 |
| Privately issued residential mortgage-backed securities | $28,076,000 | 296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,956,000 | 62 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $7,027,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,759,562,000 | 59 |
| Mortgage-backed securities | $1,026,388,000 | 99 |
| Certificates of participation in pools of residential mortgages | $516,041,000 | 103 |
| Issued or guaranteed by U.S. | $514,759,000 | 98 |
| Privately issued | $1,282,000 | 109 |
| Collaterized mortgage obligations | $510,347,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $483,553,000 | 57 |
| Privately issued | $26,794,000 | 289 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $85,982,000 | 222 |
| Available-for-sale securities (fair market value) | $2,020,025,000 | 75 |
| Total debt securities | $2,098,980,000 | 86 |
| 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 | $2,196,158,000 | 87 |
| U.S. Government securities | $1,028,728,000 | 110 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,028,728,000 | 109 |
| Securities issued by states & political subdivisions | $1,023,591,000 | 15 |
| Other domestic debt securities | $139,236,000 | 168 |
| Privately issued residential mortgage-backed securities | $41,710,000 | 242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $97,526,000 | 79 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $4,603,000 | 499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,911,073,000 | 55 |
| Mortgage-backed securities | $1,063,862,000 | 96 |
| Certificates of participation in pools of residential mortgages | $523,055,000 | 103 |
| Issued or guaranteed by U.S. | $521,759,000 | 101 |
| Privately issued | $1,296,000 | 116 |
| Collaterized mortgage obligations | $540,807,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $500,393,000 | 57 |
| Privately issued | $40,414,000 | 233 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $94,580,000 | 197 |
| Available-for-sale securities (fair market value) | $2,101,578,000 | 77 |
| Total debt securities | $2,191,555,000 | 87 |
| 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 | $2,191,282,000 | 92 |
| U.S. Government securities | $970,624,000 | 117 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $970,624,000 | 113 |
| Securities issued by states & political subdivisions | $1,054,390,000 | 16 |
| Other domestic debt securities | $142,537,000 | 160 |
| Privately issued residential mortgage-backed securities | $52,595,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $89,942,000 | 85 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $23,731,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,563,277,000 | 65 |
| Mortgage-backed securities | $1,012,600,000 | 108 |
| Certificates of participation in pools of residential mortgages | $539,145,000 | 104 |
| Issued or guaranteed by U.S. | $537,835,000 | 100 |
| Privately issued | $1,310,000 | 116 |
| Collaterized mortgage obligations | $473,455,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $422,170,000 | 63 |
| Privately issued | $51,285,000 | 193 |
| 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) | $95,651,000 | 187 |
| Available-for-sale securities (fair market value) | $2,095,631,000 | 83 |
| Total debt securities | $2,167,551,000 | 93 |
| 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 | $2,172,742,000 | 91 |
| U.S. Government securities | $941,325,000 | 123 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $941,325,000 | 120 |
| Securities issued by states & political subdivisions | $1,064,506,000 | 15 |
| Other domestic debt securities | $145,605,000 | 155 |
| Privately issued residential mortgage-backed securities | $56,287,000 | 184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $89,318,000 | 85 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $21,306,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,792,409,000 | 56 |
| Mortgage-backed securities | $955,120,000 | 108 |
| Certificates of participation in pools of residential mortgages | $420,320,000 | 114 |
| Issued or guaranteed by U.S. | $419,017,000 | 112 |
| Privately issued | $1,303,000 | 107 |
| Collaterized mortgage obligations | $534,800,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $479,816,000 | 60 |
| Privately issued | $54,984,000 | 176 |
| 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) | $97,671,000 | 193 |
| Available-for-sale securities (fair market value) | $2,075,071,000 | 81 |
| Total debt securities | $2,151,436,000 | 93 |
| 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 | $1,957,605,000 | 105 |
| U.S. Government securities | $844,615,000 | 137 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $844,615,000 | 133 |
| Securities issued by states & political subdivisions | $954,487,000 | 16 |
| Other domestic debt securities | $138,313,000 | 161 |
| Privately issued residential mortgage-backed securities | $20,294,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $118,019,000 | 68 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $20,190,000 | 170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,607,339,000 | 64 |
| Mortgage-backed securities | $816,671,000 | 117 |
| Certificates of participation in pools of residential mortgages | $342,791,000 | 137 |
| Issued or guaranteed by U.S. | $342,791,000 | 128 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $473,880,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $453,586,000 | 63 |
| Privately issued | $20,294,000 | 281 |
| 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) | $92,913,000 | 200 |
| Available-for-sale securities (fair market value) | $1,864,692,000 | 93 |
| Total debt securities | $1,937,415,000 | 105 |
| 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 | $2,227,764,000 | 97 |
| U.S. Government securities | $1,078,312,000 | 123 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,078,312,000 | 121 |
| Securities issued by states & political subdivisions | $962,979,000 | 14 |
| Other domestic debt securities | $168,450,000 | 146 |
| Privately issued residential mortgage-backed securities | $20,478,000 | 292 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $147,972,000 | 54 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $18,023,000 | 170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,748,372,000 | 61 |
| Mortgage-backed securities | $1,044,070,000 | 110 |
| Certificates of participation in pools of residential mortgages | $394,743,000 | 125 |
| Issued or guaranteed by U.S. | $394,743,000 | 120 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $649,327,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $628,849,000 | 54 |
| Privately issued | $20,478,000 | 276 |
| 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) | $104,152,000 | 185 |
| Available-for-sale securities (fair market value) | $2,123,612,000 | 86 |
| Total debt securities | $2,209,741,000 | 95 |
| 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 | $2,342,402,000 | 93 |
| U.S. Government securities | $1,161,388,000 | 120 |
| U.S. Treasury securities | $1,998,000 | 691 |
| U.S. Government agency obligations | $1,159,390,000 | 118 |
| Securities issued by states & political subdivisions | $1,026,756,000 | 12 |
| Other domestic debt securities | $139,092,000 | 164 |
| Privately issued residential mortgage-backed securities | $75,000 | 1,229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $139,017,000 | 54 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $15,166,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,559,324,000 | 67 |
| Mortgage-backed securities | $1,097,280,000 | 105 |
| Certificates of participation in pools of residential mortgages | $402,068,000 | 127 |
| Issued or guaranteed by U.S. | $402,068,000 | 120 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $695,212,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $695,137,000 | 49 |
| Privately issued | $75,000 | 1,139 |
| 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) | $103,697,000 | 196 |
| Available-for-sale securities (fair market value) | $2,238,705,000 | 82 |
| Total debt securities | $2,327,236,000 | 92 |
| 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 | $2,476,267,000 | 93 |
| U.S. Government securities | $1,217,969,000 | 122 |
| U.S. Treasury securities | $1,995,000 | 744 |
| U.S. Government agency obligations | $1,215,974,000 | 119 |
| Securities issued by states & political subdivisions | $1,103,496,000 | 12 |
| Other domestic debt securities | $142,261,000 | 157 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $142,177,000 | 56 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $12,541,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,737,164,000 | 67 |
| Mortgage-backed securities | $1,149,099,000 | 102 |
| Certificates of participation in pools of residential mortgages | $403,772,000 | 127 |
| Issued or guaranteed by U.S. | $403,772,000 | 122 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $745,327,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $745,243,000 | 47 |
| Privately issued | $84,000 | 1,124 |
| 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) | $91,380,000 | 231 |
| Available-for-sale securities (fair market value) | $2,384,887,000 | 80 |
| Total debt securities | $2,463,726,000 | 92 |
| 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 | $2,594,960,000 | 92 |
| U.S. Government securities | $1,291,800,000 | 119 |
| U.S. Treasury securities | $1,992,000 | 783 |
| U.S. Government agency obligations | $1,289,808,000 | 114 |
| Securities issued by states & political subdivisions | $1,151,547,000 | 10 |
| Other domestic debt securities | $142,984,000 | 168 |
| Privately issued residential mortgage-backed securities | $94,000 | 1,187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $142,890,000 | 64 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $8,629,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,925,436,000 | 62 |
| Mortgage-backed securities | $1,177,589,000 | 106 |
| Certificates of participation in pools of residential mortgages | $407,828,000 | 129 |
| Issued or guaranteed by U.S. | $407,828,000 | 125 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $769,761,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $769,667,000 | 54 |
| Privately issued | $94,000 | 1,093 |
| 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) | $98,745,000 | 211 |
| Available-for-sale securities (fair market value) | $2,496,215,000 | 82 |
| Total debt securities | $2,586,331,000 | 91 |
| 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 | $2,650,103,000 | 89 |
| U.S. Government securities | $1,312,463,000 | 116 |
| U.S. Treasury securities | $1,985,000 | 818 |
| U.S. Government agency obligations | $1,310,478,000 | 114 |
| Securities issued by states & political subdivisions | $1,138,961,000 | 10 |
| Other domestic debt securities | $163,167,000 | 158 |
| Privately issued residential mortgage-backed securities | $106,000 | 1,162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $163,061,000 | 50 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $35,512,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,806,381,000 | 64 |
| Mortgage-backed securities | $1,184,299,000 | 107 |
| Certificates of participation in pools of residential mortgages | $415,547,000 | 138 |
| Issued or guaranteed by U.S. | $415,547,000 | 132 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $768,752,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $768,646,000 | 55 |
| Privately issued | $106,000 | 1,077 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $116,707,000 | 179 |
| Available-for-sale securities (fair market value) | $2,533,396,000 | 78 |
| Total debt securities | $2,614,591,000 | 88 |
| 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 | $2,374,195,000 | 101 |
| U.S. Government securities | $1,121,891,000 | 126 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,121,891,000 | 122 |
| Securities issued by states & political subdivisions | $1,053,553,000 | 10 |
| Other domestic debt securities | $162,923,000 | 159 |
| Privately issued residential mortgage-backed securities | $119,000 | 1,137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $162,804,000 | 56 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $35,828,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,554,976,000 | 75 |
| Mortgage-backed securities | $1,112,237,000 | 111 |
| Certificates of participation in pools of residential mortgages | $328,582,000 | 166 |
| Issued or guaranteed by U.S. | $328,582,000 | 159 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $783,655,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $783,536,000 | 54 |
| Privately issued | $119,000 | 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) | $86,235,000 | 264 |
| Available-for-sale securities (fair market value) | $2,287,960,000 | 89 |
| Total debt securities | $2,338,367,000 | 100 |
| 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 | $2,289,047,000 | 109 |
| U.S. Government securities | $1,224,876,000 | 122 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,224,876,000 | 120 |
| Securities issued by states & political subdivisions | $880,333,000 | 12 |
| Other domestic debt securities | $157,461,000 | 163 |
| Privately issued residential mortgage-backed securities | $128,000 | 1,107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $157,333,000 | 50 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $26,377,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,594,408,000 | 70 |
| Mortgage-backed securities | $1,183,655,000 | 107 |
| Certificates of participation in pools of residential mortgages | $330,296,000 | 170 |
| Issued or guaranteed by U.S. | $330,296,000 | 165 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $853,359,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $853,231,000 | 52 |
| Privately issued | $128,000 | 1,017 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,772,000 | 412 |
| Available-for-sale securities (fair market value) | $2,232,275,000 | 94 |
| Total debt securities | $2,262,670,000 | 109 |
| Structured notes | ||
| Amortized cost | $4,927,000 | 912 |
| Fair value | $4,883,000 | 895 |
| 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 | $2,294,000,000 | 105 |
| U.S. Government securities | $1,347,286,000 | 115 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,347,286,000 | 113 |
| Securities issued by states & political subdivisions | $762,933,000 | 15 |
| Other domestic debt securities | $157,807,000 | 163 |
| Privately issued residential mortgage-backed securities | $143,000 | 1,089 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $157,664,000 | 49 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $25,974,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,652,816,000 | 66 |
| Mortgage-backed securities | $1,291,098,000 | 103 |
| Certificates of participation in pools of residential mortgages | $340,800,000 | 168 |
| Issued or guaranteed by U.S. | $340,800,000 | 163 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $950,298,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $950,155,000 | 49 |
| Privately issued | $143,000 | 1,001 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $48,768,000 | 474 |
| Available-for-sale securities (fair market value) | $2,245,232,000 | 92 |
| Total debt securities | $2,268,026,000 | 106 |
| Structured notes | ||
| Amortized cost | $4,920,000 | 900 |
| Fair value | $4,899,000 | 891 |
| 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 | $2,278,028,000 | 109 |
| U.S. Government securities | $1,379,052,000 | 117 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,379,052,000 | 113 |
| Securities issued by states & political subdivisions | $718,812,000 | 16 |
| Other domestic debt securities | $153,637,000 | 167 |
| Privately issued residential mortgage-backed securities | $154,000 | 1,049 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $153,483,000 | 51 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $26,527,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,736,360,000 | 67 |
| Mortgage-backed securities | $1,322,793,000 | 105 |
| Certificates of participation in pools of residential mortgages | $366,043,000 | 162 |
| Issued or guaranteed by U.S. | $366,043,000 | 159 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $956,750,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $956,596,000 | 48 |
| Privately issued | $154,000 | 958 |
| 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) | $67,028,000 | 352 |
| Available-for-sale securities (fair market value) | $2,211,000,000 | 94 |
| Total debt securities | $2,251,501,000 | 108 |
| Structured notes | ||
| Amortized cost | $4,913,000 | 884 |
| Fair value | $4,946,000 | 862 |
| 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 | $2,190,815,000 | 109 |
| U.S. Government securities | $1,358,512,000 | 124 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,358,512,000 | 119 |
| Securities issued by states & political subdivisions | $678,729,000 | 17 |
| Other domestic debt securities | $126,737,000 | 181 |
| Privately issued residential mortgage-backed securities | $166,000 | 1,020 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $126,571,000 | 68 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $26,837,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,336,549,000 | 79 |
| Mortgage-backed securities | $1,297,347,000 | 114 |
| Certificates of participation in pools of residential mortgages | $376,071,000 | 166 |
| Issued or guaranteed by U.S. | $376,071,000 | 163 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $921,276,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $921,110,000 | 51 |
| Privately issued | $166,000 | 937 |
| 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) | $73,250,000 | 325 |
| Available-for-sale securities (fair market value) | $2,117,565,000 | 97 |
| Total debt securities | $2,163,979,000 | 109 |
| Structured notes | ||
| Amortized cost | $4,905,000 | 894 |
| Fair value | $4,895,000 | 867 |
| 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 | $2,190,885,000 | 110 |
| U.S. Government securities | $1,429,556,000 | 121 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,429,556,000 | 116 |
| Securities issued by states & political subdivisions | $648,102,000 | 17 |
| Other domestic debt securities | $86,345,000 | 220 |
| Privately issued residential mortgage-backed securities | $1,949,000 | 629 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,396,000 | 91 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $26,882,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,422,670,000 | 82 |
| Mortgage-backed securities | $1,289,483,000 | 114 |
| Certificates of participation in pools of residential mortgages | $396,717,000 | 165 |
| Issued or guaranteed by U.S. | $396,717,000 | 160 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $892,766,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $890,817,000 | 51 |
| Privately issued | $1,949,000 | 588 |
| 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) | $63,102,000 | 375 |
| Available-for-sale securities (fair market value) | $2,127,783,000 | 100 |
| Total debt securities | $2,164,003,000 | 111 |
| Structured notes | ||
| Amortized cost | $4,898,000 | 865 |
| Fair value | $4,967,000 | 833 |
| 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 | $2,117,455,000 | 114 |
| U.S. Government securities | $1,390,023,000 | 124 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,390,023,000 | 119 |
| Securities issued by states & political subdivisions | $661,420,000 | 17 |
| Other domestic debt securities | $39,127,000 | 345 |
| Privately issued residential mortgage-backed securities | $2,194,000 | 560 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,933,000 | 184 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $26,885,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,821,286,000 | 65 |
| Mortgage-backed securities | $1,126,116,000 | 120 |
| Certificates of participation in pools of residential mortgages | $332,563,000 | 184 |
| Issued or guaranteed by U.S. | $332,563,000 | 179 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $793,553,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $791,359,000 | 55 |
| Privately issued | $2,194,000 | 520 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,194,000 | 433 |
| Available-for-sale securities (fair market value) | $2,064,261,000 | 102 |
| Total debt securities | $2,090,569,000 | 115 |
| Structured notes | ||
| Amortized cost | $4,891,000 | 873 |
| Fair value | $4,981,000 | 851 |
| 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 | $2,064,414,000 | 121 |
| U.S. Government securities | $1,247,701,000 | 134 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,247,701,000 | 126 |
| Securities issued by states & political subdivisions | $750,792,000 | 14 |
| Other domestic debt securities | $39,361,000 | 345 |
| Privately issued residential mortgage-backed securities | $2,473,000 | 544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,888,000 | 195 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $26,560,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,766,967,000 | 68 |
| Mortgage-backed securities | $1,125,649,000 | 123 |
| Certificates of participation in pools of residential mortgages | $310,612,000 | 198 |
| Issued or guaranteed by U.S. | $310,612,000 | 194 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $815,037,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $812,564,000 | 54 |
| Privately issued | $2,473,000 | 507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,130,000 | 391 |
| Available-for-sale securities (fair market value) | $2,004,284,000 | 110 |
| Total debt securities | $2,037,854,000 | 121 |
| Structured notes | ||
| Amortized cost | $4,884,000 | 865 |
| Fair value | $4,897,000 | 826 |
| 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 | $2,145,649,000 | 114 |
| U.S. Government securities | $1,297,601,000 | 127 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,297,601,000 | 123 |
| Securities issued by states & political subdivisions | $796,411,000 | 13 |
| Other domestic debt securities | $24,962,000 | 495 |
| Privately issued residential mortgage-backed securities | $2,750,000 | 553 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,212,000 | 329 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $26,675,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,936,767,000 | 63 |
| Mortgage-backed securities | $1,205,166,000 | 120 |
| Certificates of participation in pools of residential mortgages | $299,281,000 | 203 |
| Issued or guaranteed by U.S. | $299,281,000 | 196 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $905,885,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $903,135,000 | 51 |
| Privately issued | $2,750,000 | 517 |
| 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) | $64,659,000 | 337 |
| Available-for-sale securities (fair market value) | $2,080,990,000 | 100 |
| Total debt securities | $2,118,974,000 | 116 |
| 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 | $2,211,614,000 | 116 |
| U.S. Government securities | $1,360,465,000 | 124 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,360,465,000 | 118 |
| Securities issued by states & political subdivisions | $823,039,000 | 12 |
| Other domestic debt securities | $3,079,000 | 1,670 |
| Privately issued residential mortgage-backed securities | $3,079,000 | 450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $25,031,000 | 173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,058,463,000 | 60 |
| Mortgage-backed securities | $1,163,683,000 | 119 |
| Certificates of participation in pools of residential mortgages | $261,462,000 | 227 |
| Issued or guaranteed by U.S. | $261,462,000 | 221 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $902,221,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $899,142,000 | 57 |
| Privately issued | $3,079,000 | 393 |
| 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) | $65,894,000 | 331 |
| Available-for-sale securities (fair market value) | $2,145,720,000 | 100 |
| Total debt securities | $2,186,583,000 | 116 |
| 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 | $2,210,701,000 | 114 |
| U.S. Government securities | $1,365,267,000 | 124 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,365,267,000 | 116 |
| Securities issued by states & political subdivisions | $815,555,000 | 11 |
| Other domestic debt securities | $3,938,000 | 1,547 |
| Privately issued residential mortgage-backed securities | $3,938,000 | 429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $25,941,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,915,790,000 | 64 |
| Mortgage-backed securities | $1,269,705,000 | 112 |
| Certificates of participation in pools of residential mortgages | $189,705,000 | 280 |
| Issued or guaranteed by U.S. | $189,705,000 | 272 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,080,000,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,076,062,000 | 47 |
| Privately issued | $3,938,000 | 379 |
| 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) | $61,016,000 | 346 |
| Available-for-sale securities (fair market value) | $2,149,685,000 | 100 |
| Total debt securities | $2,184,760,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,415,041,000 | 102 |
| U.S. Government securities | $1,512,199,000 | 114 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,512,199,000 | 108 |
| Securities issued by states & political subdivisions | $857,787,000 | 10 |
| Other domestic debt securities | $20,182,000 | 586 |
| Privately issued residential mortgage-backed securities | $20,182,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $24,873,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,287,094,000 | 53 |
| Mortgage-backed securities | $1,432,381,000 | 101 |
| Certificates of participation in pools of residential mortgages | $210,791,000 | 249 |
| Issued or guaranteed by U.S. | $210,791,000 | 243 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,221,590,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,201,408,000 | 45 |
| Privately issued | $20,182,000 | 178 |
| 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) | $88,520,000 | 244 |
| Available-for-sale securities (fair market value) | $2,326,521,000 | 95 |
| Total debt securities | $2,390,168,000 | 103 |
| 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 | $2,127,102,000 | 116 |
| U.S. Government securities | $1,293,400,000 | 127 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,293,400,000 | 119 |
| Securities issued by states & political subdivisions | $751,825,000 | 12 |
| Other domestic debt securities | $55,145,000 | 291 |
| Privately issued residential mortgage-backed securities | $26,180,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,965,000 | 320 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $26,732,000 | 168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,673,822,000 | 66 |
| Mortgage-backed securities | $1,151,735,000 | 119 |
| Certificates of participation in pools of residential mortgages | $251,909,000 | 213 |
| Issued or guaranteed by U.S. | $251,909,000 | 207 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $899,826,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $873,646,000 | 61 |
| Privately issued | $26,180,000 | 155 |
| 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) | $76,041,000 | 281 |
| Available-for-sale securities (fair market value) | $2,051,061,000 | 107 |
| Total debt securities | $2,100,370,000 | 115 |
| 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 | $2,047,793,000 | 117 |
| U.S. Government securities | $1,313,959,000 | 122 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,313,959,000 | 118 |
| Securities issued by states & political subdivisions | $641,529,000 | 16 |
| Other domestic debt securities | $65,032,000 | 259 |
| Privately issued residential mortgage-backed securities | $37,537,000 | 148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,495,000 | 329 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $27,273,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,691,700,000 | 68 |
| Mortgage-backed securities | $1,149,739,000 | 113 |
| Certificates of participation in pools of residential mortgages | $282,660,000 | 180 |
| Issued or guaranteed by U.S. | $282,660,000 | 175 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $867,079,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $829,542,000 | 61 |
| Privately issued | $37,537,000 | 131 |
| 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) | $68,001,000 | 308 |
| Available-for-sale securities (fair market value) | $1,979,792,000 | 106 |
| Total debt securities | $2,020,520,000 | 118 |
| 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 | $1,829,266,000 | 114 |
| U.S. Government securities | $1,172,199,000 | 128 |
| U.S. Treasury securities | $205,000 | 2,937 |
| U.S. Government agency obligations | $1,171,994,000 | 122 |
| Securities issued by states & political subdivisions | $542,626,000 | 17 |
| Other domestic debt securities | $85,469,000 | 211 |
| Privately issued residential mortgage-backed securities | $60,141,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,328,000 | 356 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $28,972,000 | 153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,557,003,000 | 55 |
| Mortgage-backed securities | $1,161,740,000 | 111 |
| Certificates of participation in pools of residential mortgages | $355,325,000 | 149 |
| Issued or guaranteed by U.S. | $355,325,000 | 145 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $806,415,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $746,274,000 | 59 |
| Privately issued | $60,141,000 | 110 |
| 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) | $63,452,000 | 322 |
| Available-for-sale securities (fair market value) | $1,765,814,000 | 105 |
| Total debt securities | $1,800,294,000 | 113 |
| Structured notes | ||
| Amortized cost | $4,242,000 | 84 |
| Fair value | $4,242,000 | 84 |
| 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 | $2,205,402,000 | 88 |
| U.S. Government securities | $1,500,639,000 | 94 |
| U.S. Treasury securities | $604,000 | 3,140 |
| U.S. Government agency obligations | $1,500,035,000 | 86 |
| Securities issued by states & political subdivisions | $538,910,000 | 18 |
| Other domestic debt securities | $113,255,000 | 159 |
| Privately issued residential mortgage-backed securities | $89,178,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,077,000 | 366 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $52,598,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,842,233,000 | 49 |
| Mortgage-backed securities | $1,166,524,000 | 94 |
| Certificates of participation in pools of residential mortgages | $520,368,000 | 100 |
| Issued or guaranteed by U.S. | $520,368,000 | 98 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $646,156,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $556,978,000 | 62 |
| Privately issued | $89,178,000 | 79 |
| 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) | $60,392,000 | 423 |
| Available-for-sale securities (fair market value) | $2,145,010,000 | 77 |
| Total debt securities | $2,152,804,000 | 89 |
| Structured notes | ||
| Amortized cost | $51,408,000 | 9 |
| Fair value | $51,099,000 | 9 |
| 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 | $2,067,801,000 | 103 |
| U.S. Government securities | $1,451,645,000 | 98 |
| U.S. Treasury securities | $1,999,000 | 2,741 |
| U.S. Government agency obligations | $1,449,646,000 | 92 |
| Securities issued by states & political subdivisions | $478,886,000 | 19 |
| Other domestic debt securities | $115,909,000 | 170 |
| Privately issued residential mortgage-backed securities | $91,794,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,115,000 | 372 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $21,361,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,758,761,000 | 54 |
| Mortgage-backed securities | $904,522,000 | 120 |
| Certificates of participation in pools of residential mortgages | $317,774,000 | 148 |
| Issued or guaranteed by U.S. | $317,774,000 | 146 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $586,748,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $494,954,000 | 70 |
| Privately issued | $91,794,000 | 91 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,619,000 | 1,222 |
| Available-for-sale securities (fair market value) | $2,047,182,000 | 85 |
| Total debt securities | $2,046,440,000 | 100 |
| Structured notes | ||
| Amortized cost | $60,000,000 | 10 |
| Fair value | $58,084,000 | 10 |
| 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 | $2,016,751,000 | 92 |
| U.S. Government securities | $1,499,331,000 | 92 |
| U.S. Treasury securities | $18,498,000 | 725 |
| U.S. Government agency obligations | $1,480,833,000 | 85 |
| Securities issued by states & political subdivisions | $434,942,000 | 21 |
| Other domestic debt securities | $61,363,000 | 229 |
| Privately issued residential mortgage-backed securities | $61,363,000 | 120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $21,115,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,643,128,000 | 55 |
| Mortgage-backed securities | $1,258,336,000 | 96 |
| Certificates of participation in pools of residential mortgages | $413,544,000 | 134 |
| Issued or guaranteed by U.S. | $413,544,000 | 130 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $844,792,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $783,429,000 | 45 |
| Privately issued | $61,363,000 | 94 |
| 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) | $26,386,000 | 1,092 |
| Available-for-sale securities (fair market value) | $1,990,365,000 | 78 |
| Total debt securities | $1,995,636,000 | 89 |
| Structured notes | ||
| Amortized cost | $60,000,000 | 9 |
| Fair value | $60,220,000 | 10 |
| 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 | $843,655,000 | 180 |
| U.S. Government securities | $659,647,000 | 185 |
| U.S. Treasury securities | $65,593,000 | 298 |
| U.S. Government agency obligations | $594,054,000 | 167 |
| Securities issued by states & political subdivisions | $97,865,000 | 96 |
| Other domestic debt securities | $74,085,000 | 159 |
| Privately issued residential mortgage-backed securities | $74,085,000 | 93 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $12,058,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $692,662,000 | 91 |
| Mortgage-backed securities | $605,879,000 | 150 |
| Certificates of participation in pools of residential mortgages | $31,697,000 | 898 |
| Issued or guaranteed by U.S. | $31,697,000 | 881 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $574,182,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $500,097,000 | 57 |
| Privately issued | $74,085,000 | 64 |
| 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) | $5,912,000 | 3,825 |
| Available-for-sale securities (fair market value) | $837,743,000 | 143 |
| Total debt securities | $831,597,000 | 181 |
| 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 | $786,814,000 | 206 |
| U.S. Government securities | $712,455,000 | 196 |
| U.S. Treasury securities | $65,903,000 | 344 |
| U.S. Government agency obligations | $646,552,000 | 163 |
| Securities issued by states & political subdivisions | $7,535,000 | 1,965 |
| Other domestic debt securities | $56,018,000 | 195 |
| Privately issued residential mortgage-backed securities | $56,018,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $10,806,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $733,843,000 | 98 |
| Mortgage-backed securities | $347,009,000 | 240 |
| Certificates of participation in pools of residential mortgages | $63,865,000 | 564 |
| Issued or guaranteed by U.S. | $63,865,000 | 552 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $283,144,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $227,126,000 | 120 |
| Privately issued | $56,018,000 | 77 |
| 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) | $7,535,000 | 3,812 |
| Available-for-sale securities (fair market value) | $779,279,000 | 144 |
| Total debt securities | $776,008,000 | 206 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $544,791,000 | 297 |
| U.S. Government securities | $513,841,000 | 266 |
| U.S. Treasury securities | $189,658,000 | 152 |
| U.S. Government agency obligations | $324,183,000 | 311 |
| Securities issued by states & political subdivisions | $13,819,000 | 995 |
| Other domestic debt securities | $5,335,000 | 1,016 |
| Privately issued residential mortgage-backed securities | $5,335,000 | 389 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $20,000 | 477 |
| Equity securities | $11,776,000 | 344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $533,246,000 | 128 |
| Mortgage-backed securities | $67,640,000 | 788 |
| Certificates of participation in pools of residential mortgages | $26,795,000 | 1,092 |
| Issued or guaranteed by U.S. | $26,795,000 | 1,073 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $40,845,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $35,510,000 | 508 |
| Privately issued | $5,335,000 | 262 |
| 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) | $13,819,000 | 2,662 |
| Available-for-sale securities (fair market value) | $530,972,000 | 236 |
| Total debt securities | $533,015,000 | 299 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $74,977,000 | 1,747 |
| U.S. Government securities | $63,727,000 | 1,672 |
| U.S. Treasury securities | $11,479,000 | 3,004 |
| U.S. Government agency obligations | $52,248,000 | 1,350 |
| Securities issued by states & political subdivisions | $3,478,000 | 3,816 |
| Other domestic debt securities | $6,310,000 | 1,004 |
| Privately issued residential mortgage-backed securities | $6,310,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,462,000 | 1,614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,293,000 | 652 |
| Mortgage-backed securities | $53,555,000 | 966 |
| Certificates of participation in pools of residential mortgages | $35,937,000 | 881 |
| Issued or guaranteed by U.S. | $35,937,000 | 861 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $17,618,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $11,308,000 | 1,294 |
| Privately issued | $6,310,000 | 257 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,481,000 | 6,272 |
| Available-for-sale securities (fair market value) | $66,496,000 | 859 |
| Total debt securities | $73,515,000 | 1,732 |
| 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 | $77,098,000 | 1,810 |
| U.S. Government securities | $62,982,000 | 1,744 |
| U.S. Treasury securities | $16,548,000 | 2,220 |
| U.S. Government agency obligations | $46,434,000 | 1,513 |
| Securities issued by states & political subdivisions | $7,200,000 | 2,179 |
| Other domestic debt securities | $6,501,000 | 1,180 |
| Privately issued residential mortgage-backed securities | $6,501,000 | 443 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $415,000 | 3,359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,175,000 | 1,109 |
| Mortgage-backed securities | $52,935,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $20,273,000 | 1,467 |
| Issued or guaranteed by U.S. | $13,772,000 | 1,943 |
| Privately issued | $6,501,000 | 197 |
| Collaterized mortgage obligations | $32,662,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $32,662,000 | 672 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $76,683,000 | 1,760 |
| 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 | $90,371,000 | 1,500 |
| U.S. Government securities | $81,689,000 | 1,338 |
| U.S. Treasury securities | $16,272,000 | 2,288 |
| U.S. Government agency obligations | $65,417,000 | 1,091 |
| Securities issued by states & political subdivisions | $6,097,000 | 2,290 |
| Other domestic debt securities | $2,170,000 | 2,788 |
| Privately issued residential mortgage-backed securities | $2,170,000 | 1,144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $415,000 | 2,871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,473,000 | 741 |
| Mortgage-backed securities | $61,887,000 | 958 |
| Certificates of participation in pools of residential mortgages | $24,317,000 | 1,295 |
| Issued or guaranteed by U.S. | $22,147,000 | 1,360 |
| Privately issued | $2,170,000 | 336 |
| Collaterized mortgage obligations | $37,570,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $37,570,000 | 555 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $89,956,000 | 1,472 |
| 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 |