Home > Zions Bancorporation, N.A. > Securities
Zions Bancorporation, N.A., Securities
| 2023-12-31 | Rank | |
| Total securities | $21,160,696,000 | 29 |
| U.S. Government securities | $18,681,347,000 | 28 |
| U.S. Treasury securities | $491,653,000 | 77 |
| U.S. Government agency obligations | $18,189,694,000 | 26 |
| Securities issued by states & political subdivisions | $1,652,511,000 | 21 |
| Other domestic debt securities | $348,380,000 | 113 |
| Privately issued residential mortgage-backed securities | $9,836,000 | 280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,000 | 545 |
| Structured financial products - Total | $307,751,000 | 62 |
| Other domestic debt securities - All other | $23,207,000 | 367 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,448,180,000 | 19 |
| Mortgage-backed securities | $16,936,865,000 | 25 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,182,892,000 | 21 |
| Privately issued | $9,833,000 | 63 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,646,541,000 | 23 |
| Privately issued | $3,000 | 516 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $370,083,000 | 52 |
| Other commercial mortgage-backed securities | $2,727,513,000 | 14 |
| Held to maturity securities (book value) | $10,381,858,000 | 20 |
| Available-for-sale securities (fair market value) | $10,300,380,000 | 35 |
| Total debt securities | $20,682,238,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $48,262,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $20,936,105,000 | 30 |
| U.S. Government securities | $18,734,739,000 | 29 |
| U.S. Treasury securities | $459,855,000 | 81 |
| U.S. Government agency obligations | $18,274,884,000 | 25 |
| Securities issued by states & political subdivisions | $1,636,377,000 | 22 |
| Other domestic debt securities | $335,473,000 | 117 |
| Privately issued residential mortgage-backed securities | $9,852,000 | 265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,000 | 530 |
| Structured financial products - Total | $294,401,000 | 66 |
| Other domestic debt securities - All other | $23,589,000 | 358 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,315,322,000 | 19 |
| Mortgage-backed securities | $16,974,491,000 | 26 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,304,081,000 | 21 |
| Privately issued | $9,849,000 | 61 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,720,920,000 | 23 |
| Privately issued | $3,000 | 515 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $344,381,000 | 53 |
| Other commercial mortgage-backed securities | $2,595,257,000 | 15 |
| Held to maturity securities (book value) | $10,559,152,000 | 20 |
| Available-for-sale securities (fair market value) | $10,147,437,000 | 35 |
| Total debt securities | $20,706,590,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $31,340,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $21,687,883,000 | 30 |
| U.S. Government securities | $19,476,362,000 | 29 |
| U.S. Treasury securities | $474,512,000 | 78 |
| U.S. Government agency obligations | $19,001,850,000 | 28 |
| Securities issued by states & political subdivisions | $1,737,043,000 | 21 |
| Other domestic debt securities | $371,917,000 | 114 |
| Privately issued residential mortgage-backed securities | $12,360,000 | 239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,000 | 527 |
| Structured financial products - Total | $328,257,000 | 61 |
| Other domestic debt securities - All other | $23,470,000 | 360 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,134,655,000 | 20 |
| Mortgage-backed securities | $17,630,424,000 | 26 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,649,469,000 | 21 |
| Privately issued | $12,357,000 | 56 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,827,085,000 | 23 |
| Privately issued | $3,000 | 514 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $368,950,000 | 50 |
| Other commercial mortgage-backed securities | $2,772,560,000 | 14 |
| Held to maturity securities (book value) | $10,753,478,000 | 20 |
| Available-for-sale securities (fair market value) | $10,831,844,000 | 36 |
| Total debt securities | $21,585,320,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $31,782,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $22,930,731,000 | 30 |
| U.S. Government securities | $20,351,307,000 | 29 |
| U.S. Treasury securities | $511,249,000 | 73 |
| U.S. Government agency obligations | $19,840,058,000 | 26 |
| Securities issued by states & political subdivisions | $1,814,680,000 | 23 |
| Other domestic debt securities | $389,243,000 | 115 |
| Privately issued residential mortgage-backed securities | $12,536,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,000 | 533 |
| Structured financial products - Total | $342,151,000 | 60 |
| Other domestic debt securities - All other | $23,898,000 | 376 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,822,146,000 | 39 |
| Mortgage-backed securities | $18,373,435,000 | 26 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,152,889,000 | 22 |
| Privately issued | $12,533,000 | 64 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,931,194,000 | 24 |
| Privately issued | $3,000 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $385,640,000 | 53 |
| Other commercial mortgage-backed securities | $2,891,176,000 | 15 |
| Held to maturity securities (book value) | $10,961,092,000 | 20 |
| Available-for-sale securities (fair market value) | $11,594,138,000 | 35 |
| Total debt securities | $22,555,229,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $12,488,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $23,434,858,000 | 32 |
| U.S. Government securities | $20,595,173,000 | 31 |
| U.S. Treasury securities | $392,772,000 | 99 |
| U.S. Government agency obligations | $20,202,401,000 | 26 |
| Securities issued by states & political subdivisions | $2,010,168,000 | 21 |
| Other domestic debt securities | $384,862,000 | 116 |
| Privately issued residential mortgage-backed securities | $14,531,000 | 238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,000 | 536 |
| Structured financial products - Total | $336,518,000 | 60 |
| Other domestic debt securities - All other | $22,962,000 | 389 |
| Foreign debt securities | $50,233,000 | 35 |
| 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 | $7,125,070,000 | 31 |
| Mortgage-backed securities | $18,679,349,000 | 28 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,375,254,000 | 22 |
| Privately issued | $14,527,000 | 63 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,002,125,000 | 26 |
| Privately issued | $4,000 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $368,559,000 | 56 |
| Other commercial mortgage-backed securities | $2,918,880,000 | 17 |
| Held to maturity securities (book value) | $11,125,459,000 | 21 |
| Available-for-sale securities (fair market value) | $11,914,977,000 | 39 |
| Total debt securities | $23,040,437,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $70,521,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $23,656,143,000 | 33 |
| U.S. Government securities | $21,535,568,000 | 29 |
| U.S. Treasury securities | $394,574,000 | 103 |
| U.S. Government agency obligations | $21,140,994,000 | 26 |
| Securities issued by states & political subdivisions | $2,018,968,000 | 24 |
| Other domestic debt securities | $51,620,000 | 399 |
| Privately issued residential mortgage-backed securities | $14,775,000 | 216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,000 | 525 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $23,216,000 | 393 |
| Foreign debt securities | $50,262,000 | 37 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,641,689,000 | 41 |
| Mortgage-backed securities | $19,596,674,000 | 28 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,712,898,000 | 22 |
| Privately issued | $14,771,000 | 46 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,144,079,000 | 25 |
| Privately issued | $4,000 | 533 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $375,409,000 | 57 |
| Other commercial mortgage-backed securities | $3,349,513,000 | 18 |
| Held to maturity securities (book value) | $423,282,000 | 171 |
| Available-for-sale securities (fair market value) | $23,233,136,000 | 27 |
| Total debt securities | $23,656,416,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $736,635,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $488,985,000 | 26 |
| 2022-06-30 | Rank | |
| Total securities | $25,910,753,000 | 31 |
| U.S. Government securities | $23,487,549,000 | 27 |
| U.S. Treasury securities | $441,950,000 | 92 |
| U.S. Government agency obligations | $23,045,599,000 | 23 |
| Securities issued by states & political subdivisions | $2,317,129,000 | 20 |
| Other domestic debt securities | $56,022,000 | 356 |
| Privately issued residential mortgage-backed securities | $18,174,000 | 202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $56,000 | 524 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $24,006,000 | 394 |
| Foreign debt securities | $50,397,000 | 35 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,182,466,000 | 55 |
| Mortgage-backed securities | $21,345,250,000 | 26 |
| Certificates of participation in pools of residential mortgages | $12,891,691,000 | 22 |
| Issued or guaranteed by U.S. | $12,873,521,000 | 22 |
| Privately issued | $18,170,000 | 45 |
| Collaterized mortgage obligations | $4,504,994,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,504,990,000 | 24 |
| Privately issued | $4,000 | 537 |
| Commercial mortgage-backed securities | $3,948,565,000 | 26 |
| Commercial mortgage pass-through securities | $410,178,000 | 56 |
| Other commercial mortgage-backed securities | $3,538,387,000 | 20 |
| Held to maturity securities (book value) | $613,929,000 | 123 |
| Available-for-sale securities (fair market value) | $25,297,168,000 | 24 |
| Total debt securities | $25,911,097,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $397,504,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $293,449,000 | 26 |
| 2022-03-31 | Rank | |
| Total securities | $26,583,672,000 | 30 |
| U.S. Government securities | $24,303,892,000 | 30 |
| U.S. Treasury securities | $503,288,000 | 78 |
| U.S. Government agency obligations | $23,800,604,000 | 25 |
| Securities issued by states & political subdivisions | $2,172,207,000 | 21 |
| Other domestic debt securities | $57,500,000 | 342 |
| Privately issued residential mortgage-backed securities | $18,674,000 | 176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $57,000 | 532 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $24,872,000 | 373 |
| Foreign debt securities | $50,403,000 | 36 |
| 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 | $2,994,684,000 | 54 |
| Mortgage-backed securities | $22,116,056,000 | 27 |
| Certificates of participation in pools of residential mortgages | $13,761,232,000 | 22 |
| Issued or guaranteed by U.S. | $13,742,563,000 | 22 |
| Privately issued | $18,669,000 | 39 |
| Collaterized mortgage obligations | $4,394,163,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,394,158,000 | 25 |
| Privately issued | $5,000 | 519 |
| Commercial mortgage-backed securities | $3,960,661,000 | 27 |
| Commercial mortgage pass-through securities | $326,300,000 | 62 |
| Other commercial mortgage-backed securities | $3,634,361,000 | 24 |
| Held to maturity securities (book value) | $438,552,000 | 142 |
| Available-for-sale securities (fair market value) | $26,145,450,000 | 22 |
| Total debt securities | $26,584,000,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $465,651,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $178,113,000 | 28 |
| 2021-12-31 | Rank | |
| Total securities | $24,489,090,000 | 32 |
| U.S. Government securities | $22,280,168,000 | 33 |
| U.S. Treasury securities | $133,602,000 | 145 |
| U.S. Government agency obligations | $22,146,566,000 | 28 |
| Securities issued by states & political subdivisions | $2,094,086,000 | 24 |
| Other domestic debt securities | $64,631,000 | 314 |
| Privately issued residential mortgage-backed securities | $24,136,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $79,000 | 532 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $25,039,000 | 344 |
| Foreign debt securities | $50,537,000 | 35 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,095,599,000 | 50 |
| Mortgage-backed securities | $20,428,660,000 | 28 |
| Certificates of participation in pools of residential mortgages | $13,186,884,000 | 22 |
| Issued or guaranteed by U.S. | $13,162,753,000 | 22 |
| Privately issued | $24,131,000 | 39 |
| Collaterized mortgage obligations | $3,837,796,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $3,837,791,000 | 30 |
| Privately issued | $5,000 | 478 |
| Commercial mortgage-backed securities | $3,403,980,000 | 32 |
| Commercial mortgage pass-through securities | $280,211,000 | 67 |
| Other commercial mortgage-backed securities | $3,123,769,000 | 23 |
| Held to maturity securities (book value) | $441,300,000 | 113 |
| Available-for-sale securities (fair market value) | $24,048,122,000 | 27 |
| Total debt securities | $24,489,421,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $575,388,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $50,634,000 | 38 |
| 2021-09-30 | Rank | |
| Total securities | $20,919,720,000 | 34 |
| U.S. Government securities | $18,832,125,000 | 33 |
| U.S. Treasury securities | $127,711,000 | 113 |
| U.S. Government agency obligations | $18,704,414,000 | 29 |
| Securities issued by states & political subdivisions | $1,968,667,000 | 24 |
| Other domestic debt securities | $68,952,000 | 286 |
| Privately issued residential mortgage-backed securities | $24,311,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $81,000 | 538 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $25,047,000 | 322 |
| Foreign debt securities | $50,252,000 | 32 |
| 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 | $2,430,488,000 | 63 |
| Mortgage-backed securities | $16,864,405,000 | 29 |
| Certificates of participation in pools of residential mortgages | $11,195,525,000 | 24 |
| Issued or guaranteed by U.S. | $11,171,219,000 | 24 |
| Privately issued | $24,306,000 | 40 |
| Collaterized mortgage obligations | $2,766,932,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,766,927,000 | 36 |
| Privately issued | $5,000 | 470 |
| Commercial mortgage-backed securities | $2,901,948,000 | 36 |
| Commercial mortgage pass-through securities | $189,853,000 | 90 |
| Other commercial mortgage-backed securities | $2,712,095,000 | 27 |
| Held to maturity securities (book value) | $458,878,000 | 104 |
| Available-for-sale securities (fair market value) | $20,461,118,000 | 31 |
| Total debt securities | $20,919,996,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $547,255,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $44,254,000 | 42 |
| 2021-06-30 | Rank | |
| Total securities | $18,790,311,000 | 33 |
| U.S. Government securities | $16,522,625,000 | 35 |
| U.S. Treasury securities | $127,972,000 | 103 |
| U.S. Government agency obligations | $16,394,653,000 | 31 |
| Securities issued by states & political subdivisions | $2,146,916,000 | 21 |
| Other domestic debt securities | $70,763,000 | 271 |
| Privately issued residential mortgage-backed securities | $25,880,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $100,000 | 548 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $25,034,000 | 321 |
| Foreign debt securities | $50,263,000 | 31 |
| 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 | $1,926,650,000 | 71 |
| Mortgage-backed securities | $14,370,672,000 | 31 |
| Certificates of participation in pools of residential mortgages | $9,433,443,000 | 24 |
| Issued or guaranteed by U.S. | $9,407,568,000 | 24 |
| Privately issued | $25,875,000 | 39 |
| Collaterized mortgage obligations | $2,321,903,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $2,321,898,000 | 38 |
| Privately issued | $5,000 | 457 |
| Commercial mortgage-backed securities | $2,615,326,000 | 37 |
| Commercial mortgage pass-through securities | $194,637,000 | 85 |
| Other commercial mortgage-backed securities | $2,420,689,000 | 28 |
| Held to maturity securities (book value) | $620,163,000 | 81 |
| Available-for-sale securities (fair market value) | $18,170,404,000 | 31 |
| Total debt securities | $18,790,566,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $448,480,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $43,164,000 | 49 |
| 2021-03-31 | Rank | |
| Total securities | $17,226,535,000 | 35 |
| U.S. Government securities | $15,000,962,000 | 37 |
| U.S. Treasury securities | $167,830,000 | 77 |
| U.S. Government agency obligations | $14,833,132,000 | 31 |
| Securities issued by states & political subdivisions | $2,104,527,000 | 19 |
| Other domestic debt securities | $71,052,000 | 253 |
| Privately issued residential mortgage-backed securities | $25,928,000 | 120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $101,000 | 548 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $25,039,000 | 305 |
| Foreign debt securities | $50,274,000 | 31 |
| 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 | $2,084,396,000 | 64 |
| Mortgage-backed securities | $12,701,123,000 | 32 |
| Certificates of participation in pools of residential mortgages | $8,350,340,000 | 25 |
| Issued or guaranteed by U.S. | $8,324,417,000 | 25 |
| Privately issued | $25,923,000 | 40 |
| Collaterized mortgage obligations | $2,059,257,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $2,059,252,000 | 44 |
| Privately issued | $5,000 | 455 |
| Commercial mortgage-backed securities | $2,291,526,000 | 37 |
| Commercial mortgage pass-through securities | $188,223,000 | 79 |
| Other commercial mortgage-backed securities | $2,103,303,000 | 32 |
| Held to maturity securities (book value) | $583,200,000 | 80 |
| Available-for-sale securities (fair market value) | $16,643,615,000 | 32 |
| Total debt securities | $17,226,814,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $426,776,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $69,782,000 | 40 |
| 2020-12-31 | Rank | |
| Total securities | $16,367,026,000 | 35 |
| U.S. Government securities | $14,136,535,000 | 37 |
| U.S. Treasury securities | $192,081,000 | 67 |
| U.S. Government agency obligations | $13,944,454,000 | 31 |
| Securities issued by states & political subdivisions | $2,054,381,000 | 19 |
| Other domestic debt securities | $26,174,000 | 461 |
| Privately issued residential mortgage-backed securities | $1,022,000 | 401 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $112,000 | 520 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $25,040,000 | 286 |
| Foreign debt securities | $150,025,000 | 24 |
| 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 | $2,264,321,000 | 60 |
| Mortgage-backed securities | $11,694,167,000 | 33 |
| Certificates of participation in pools of residential mortgages | $7,849,607,000 | 24 |
| Issued or guaranteed by U.S. | $7,848,592,000 | 24 |
| Privately issued | $1,015,000 | 157 |
| Collaterized mortgage obligations | $1,760,187,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,760,180,000 | 45 |
| Privately issued | $7,000 | 449 |
| Commercial mortgage-backed securities | $2,084,373,000 | 38 |
| Commercial mortgage pass-through securities | $157,844,000 | 78 |
| Other commercial mortgage-backed securities | $1,926,529,000 | 30 |
| Held to maturity securities (book value) | $635,700,000 | 66 |
| Available-for-sale securities (fair market value) | $15,731,415,000 | 32 |
| Total debt securities | $16,367,114,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $660,177,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,766,000 | 64 |
| 2020-09-30 | Rank | |
| Total securities | $15,254,235,000 | 36 |
| U.S. Government securities | $13,266,818,000 | 39 |
| U.S. Treasury securities | $198,883,000 | 67 |
| U.S. Government agency obligations | $13,067,935,000 | 31 |
| Securities issued by states & political subdivisions | $1,911,496,000 | 21 |
| Other domestic debt securities | $26,216,000 | 443 |
| Privately issued residential mortgage-backed securities | $1,073,000 | 399 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $112,000 | 504 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $25,031,000 | 270 |
| Foreign debt securities | $49,898,000 | 32 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,187,935,000 | 64 |
| Mortgage-backed securities | $10,737,014,000 | 35 |
| Certificates of participation in pools of residential mortgages | $7,650,162,000 | 25 |
| Issued or guaranteed by U.S. | $7,649,096,000 | 25 |
| Privately issued | $1,066,000 | 165 |
| Collaterized mortgage obligations | $1,406,676,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,406,669,000 | 52 |
| Privately issued | $7,000 | 441 |
| Commercial mortgage-backed securities | $1,680,176,000 | 39 |
| Commercial mortgage pass-through securities | $29,441,000 | 204 |
| Other commercial mortgage-backed securities | $1,650,735,000 | 31 |
| Held to maturity securities (book value) | $592,055,000 | 65 |
| Available-for-sale securities (fair market value) | $14,662,373,000 | 34 |
| Total debt securities | $15,254,426,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $639,963,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $32,257,000 | 64 |
| 2020-06-30 | Rank | |
| Total securities | $14,888,778,000 | 36 |
| U.S. Government securities | $12,875,209,000 | 38 |
| U.S. Treasury securities | $99,988,000 | 102 |
| U.S. Government agency obligations | $12,775,221,000 | 31 |
| Securities issued by states & political subdivisions | $1,987,917,000 | 19 |
| Other domestic debt securities | $25,873,000 | 437 |
| Privately issued residential mortgage-backed securities | $1,132,000 | 372 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $123,000 | 455 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $24,618,000 | 265 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,208,792,000 | 61 |
| Mortgage-backed securities | $10,214,202,000 | 34 |
| Certificates of participation in pools of residential mortgages | $7,925,668,000 | 22 |
| Issued or guaranteed by U.S. | $7,924,543,000 | 22 |
| Privately issued | $1,125,000 | 156 |
| Collaterized mortgage obligations | $997,032,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $997,025,000 | 66 |
| Privately issued | $7,000 | 431 |
| Commercial mortgage-backed securities | $1,291,502,000 | 43 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,291,502,000 | 36 |
| Held to maturity securities (book value) | $687,572,000 | 60 |
| Available-for-sale securities (fair market value) | $14,201,427,000 | 33 |
| Total debt securities | $14,888,999,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $623,260,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,391,000 | 66 |
| 2020-03-31 | Rank | |
| Total securities | $14,815,705,000 | 33 |
| U.S. Government securities | $12,909,197,000 | 36 |
| U.S. Treasury securities | $24,995,000 | 239 |
| U.S. Government agency obligations | $12,884,202,000 | 32 |
| Securities issued by states & political subdivisions | $1,882,446,000 | 20 |
| Other domestic debt securities | $24,291,000 | 435 |
| Privately issued residential mortgage-backed securities | $1,163,000 | 383 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $122,000 | 437 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $23,006,000 | 268 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,043,397,000 | 67 |
| Mortgage-backed securities | $10,137,432,000 | 34 |
| Certificates of participation in pools of residential mortgages | $8,195,639,000 | 22 |
| Issued or guaranteed by U.S. | $8,194,483,000 | 22 |
| Privately issued | $1,156,000 | 167 |
| Collaterized mortgage obligations | $984,734,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $984,727,000 | 63 |
| Privately issued | $7,000 | 437 |
| Commercial mortgage-backed securities | $957,059,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $957,059,000 | 39 |
| Held to maturity securities (book value) | $584,474,000 | 69 |
| Available-for-sale securities (fair market value) | $14,231,460,000 | 30 |
| Total debt securities | $14,815,936,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $614,785,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $36,255,000 | 69 |
| 2019-12-31 | Rank | |
| Total securities | $14,316,458,000 | 33 |
| U.S. Government securities | $12,380,129,000 | 35 |
| U.S. Treasury securities | $24,927,000 | 247 |
| U.S. Government agency obligations | $12,355,202,000 | 31 |
| Securities issued by states & political subdivisions | $1,909,699,000 | 16 |
| Other domestic debt securities | $26,630,000 | 397 |
| Privately issued residential mortgage-backed securities | $1,202,000 | 364 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $137,000 | 414 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $25,291,000 | 222 |
| 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 | $2,037,300,000 | 56 |
| Mortgage-backed securities | $9,560,286,000 | 34 |
| Certificates of participation in pools of residential mortgages | $7,819,055,000 | 22 |
| Issued or guaranteed by U.S. | $7,817,861,000 | 22 |
| Privately issued | $1,194,000 | 157 |
| Collaterized mortgage obligations | $983,792,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $983,784,000 | 64 |
| Privately issued | $8,000 | 429 |
| Commercial mortgage-backed securities | $757,439,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $757,439,000 | 43 |
| Held to maturity securities (book value) | $591,791,000 | 72 |
| Available-for-sale securities (fair market value) | $13,724,667,000 | 30 |
| Total debt securities | $14,316,457,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $332,634,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $18,353,000 | 61 |
| 2019-09-30 | Rank | |
| Total securities | $14,691,354,000 | 33 |
| U.S. Government securities | $12,664,432,000 | 34 |
| U.S. Treasury securities | $24,911,000 | 245 |
| U.S. Government agency obligations | $12,639,521,000 | 30 |
| Securities issued by states & political subdivisions | $2,001,014,000 | 15 |
| Other domestic debt securities | $25,908,000 | 379 |
| Privately issued residential mortgage-backed securities | $1,257,000 | 374 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $139,000 | 409 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $24,512,000 | 227 |
| 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 | $2,088,761,000 | 55 |
| Mortgage-backed securities | $9,743,850,000 | 34 |
| Certificates of participation in pools of residential mortgages | $7,996,965,000 | 23 |
| Issued or guaranteed by U.S. | $7,995,717,000 | 23 |
| Privately issued | $1,248,000 | 172 |
| Collaterized mortgage obligations | $1,032,865,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $1,032,856,000 | 65 |
| Privately issued | $9,000 | 431 |
| Commercial mortgage-backed securities | $714,020,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $714,020,000 | 43 |
| Held to maturity securities (book value) | $657,995,000 | 76 |
| Available-for-sale securities (fair market value) | $14,033,359,000 | 28 |
| Total debt securities | $14,691,355,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $485,158,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $15,290,000 | 68 |
| 2019-06-30 | Rank | |
| Total securities | $15,366,240,000 | 31 |
| U.S. Government securities | $13,297,191,000 | 32 |
| U.S. Treasury securities | $39,833,000 | 175 |
| U.S. Government agency obligations | $13,257,358,000 | 28 |
| Securities issued by states & political subdivisions | $2,042,851,000 | 14 |
| Other domestic debt securities | $26,198,000 | 350 |
| Privately issued residential mortgage-backed securities | $1,500,000 | 325 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $158,000 | 392 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $24,540,000 | 219 |
| 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 | $2,081,500,000 | 59 |
| Mortgage-backed securities | $10,134,596,000 | 34 |
| Certificates of participation in pools of residential mortgages | $8,399,465,000 | 24 |
| Issued or guaranteed by U.S. | $8,398,165,000 | 24 |
| Privately issued | $1,300,000 | 133 |
| Collaterized mortgage obligations | $1,069,182,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,068,982,000 | 64 |
| Privately issued | $200,000 | 338 |
| Commercial mortgage-backed securities | $665,949,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $665,949,000 | 43 |
| Held to maturity securities (book value) | $694,646,000 | 72 |
| Available-for-sale securities (fair market value) | $14,671,594,000 | 27 |
| Total debt securities | $15,366,240,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $290,244,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,724,000 | 66 |
| 2019-03-31 | Rank | |
| Total securities | $15,667,503,000 | 30 |
| U.S. Government securities | $13,598,322,000 | 31 |
| U.S. Treasury securities | $39,790,000 | 180 |
| U.S. Government agency obligations | $13,558,532,000 | 28 |
| Securities issued by states & political subdivisions | $2,044,809,000 | 15 |
| Other domestic debt securities | $24,372,000 | 361 |
| Privately issued residential mortgage-backed securities | $2,151,000 | 302 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $155,000 | 383 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $22,066,000 | 239 |
| 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 | $3,073,674,000 | 41 |
| Mortgage-backed securities | $10,286,334,000 | 31 |
| Certificates of participation in pools of residential mortgages | $8,595,182,000 | 24 |
| Issued or guaranteed by U.S. | $8,593,254,000 | 24 |
| Privately issued | $1,928,000 | 124 |
| Collaterized mortgage obligations | $1,062,895,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,062,672,000 | 61 |
| Privately issued | $223,000 | 349 |
| Commercial mortgage-backed securities | $628,257,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $628,257,000 | 43 |
| Held to maturity securities (book value) | $763,877,000 | 69 |
| Available-for-sale securities (fair market value) | $14,903,626,000 | 25 |
| Total debt securities | $15,667,504,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $388,345,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,657,000 | 53 |
| 2018-12-31 | Rank | |
| Total securities | $15,511,046,000 | 29 |
| U.S. Government securities | $13,425,033,000 | 28 |
| U.S. Treasury securities | $39,541,000 | 179 |
| U.S. Government agency obligations | $13,385,492,000 | 27 |
| Securities issued by states & political subdivisions | $2,062,747,000 | 15 |
| Other domestic debt securities | $23,266,000 | 365 |
| Privately issued residential mortgage-backed securities | $2,205,000 | 272 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $175,000 | 379 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $20,886,000 | 246 |
| 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 | $2,587,685,000 | 43 |
| Mortgage-backed securities | $10,016,188,000 | 34 |
| Certificates of participation in pools of residential mortgages | $8,415,828,000 | 24 |
| Issued or guaranteed by U.S. | $8,413,859,000 | 24 |
| Privately issued | $1,969,000 | 93 |
| Collaterized mortgage obligations | $1,034,462,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $1,034,226,000 | 63 |
| Privately issued | $236,000 | 344 |
| Commercial mortgage-backed securities | $565,898,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $565,898,000 | 45 |
| Held to maturity securities (book value) | $773,690,000 | 68 |
| Available-for-sale securities (fair market value) | $14,737,356,000 | 23 |
| Total debt securities | $15,511,045,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $150,120,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $38,173,000 | 39 |
| 2018-09-30 | Rank | |
| Total securities | $15,376,561,000 | 29 |
| U.S. Government securities | $13,316,479,000 | 28 |
| U.S. Treasury securities | $24,882,000 | 237 |
| U.S. Government agency obligations | $13,291,597,000 | 28 |
| Securities issued by states & political subdivisions | $2,034,422,000 | 16 |
| Other domestic debt securities | $25,660,000 | 330 |
| Privately issued residential mortgage-backed securities | $1,639,000 | 251 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $173,000 | 373 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $23,848,000 | 215 |
| 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 | $2,133,988,000 | 52 |
| Mortgage-backed securities | $9,825,108,000 | 32 |
| Certificates of participation in pools of residential mortgages | $8,356,561,000 | 24 |
| Issued or guaranteed by U.S. | $8,355,175,000 | 24 |
| Privately issued | $1,386,000 | 55 |
| Collaterized mortgage obligations | $961,654,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $961,401,000 | 64 |
| Privately issued | $253,000 | 343 |
| Commercial mortgage-backed securities | $506,893,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $506,893,000 | 45 |
| Held to maturity securities (book value) | $751,271,000 | 67 |
| Available-for-sale securities (fair market value) | $14,625,290,000 | 23 |
| Total debt securities | $15,376,561,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $198,073,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $76,156,000 | 35 |
| 2018-06-30 | Rank | |
| Total securities | $15,476,976,000 | 29 |
| U.S. Government securities | $13,263,034,000 | 30 |
| U.S. Treasury securities | $24,896,000 | 237 |
| U.S. Government agency obligations | $13,238,138,000 | 30 |
| Securities issued by states & political subdivisions | $2,188,421,000 | 16 |
| Other domestic debt securities | $25,521,000 | 367 |
| Privately issued residential mortgage-backed securities | $1,716,000 | 421 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $210,000 | 364 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $23,595,000 | 218 |
| 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 | $2,085,940,000 | 54 |
| Mortgage-backed securities | $9,539,054,000 | 33 |
| Certificates of participation in pools of residential mortgages | $8,140,656,000 | 26 |
| Issued or guaranteed by U.S. | $8,139,222,000 | 26 |
| Privately issued | $1,434,000 | 233 |
| Collaterized mortgage obligations | $925,243,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $924,961,000 | 65 |
| Privately issued | $282,000 | 349 |
| Commercial mortgage-backed securities | $473,155,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $473,155,000 | 42 |
| Held to maturity securities (book value) | $877,898,000 | 65 |
| Available-for-sale securities (fair market value) | $14,599,078,000 | 23 |
| Total debt securities | $15,476,975,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $234,192,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $69,611,000 | 35 |
| 2018-03-31 | Rank | |
| Total securities | $15,635,615,000 | 29 |
| U.S. Government securities | $13,538,364,000 | 30 |
| U.S. Treasury securities | $24,906,000 | 240 |
| U.S. Government agency obligations | $13,513,458,000 | 29 |
| Securities issued by states & political subdivisions | $2,071,594,000 | 16 |
| Other domestic debt securities | $25,657,000 | 327 |
| Privately issued residential mortgage-backed securities | $1,785,000 | 230 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $211,000 | 358 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $23,661,000 | 221 |
| 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 | $1,984,670,000 | 58 |
| Mortgage-backed securities | $9,581,042,000 | 33 |
| Certificates of participation in pools of residential mortgages | $8,316,058,000 | 25 |
| Issued or guaranteed by U.S. | $8,314,577,000 | 25 |
| Privately issued | $1,481,000 | 26 |
| Collaterized mortgage obligations | $850,134,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $849,830,000 | 65 |
| Privately issued | $304,000 | 358 |
| Commercial mortgage-backed securities | $414,850,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $414,850,000 | 49 |
| Held to maturity securities (book value) | $767,830,000 | 67 |
| Available-for-sale securities (fair market value) | $14,867,785,000 | 23 |
| Total debt securities | $15,635,616,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $169,302,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $26,133,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $55,883,000 | 35 |
| 2017-12-31 | Rank | |
| Total securities | $15,902,187,000 | 29 |
| U.S. Government securities | $13,700,739,000 | 31 |
| U.S. Treasury securities | $24,926,000 | 223 |
| U.S. Government agency obligations | $13,675,813,000 | 28 |
| Securities issued by states & political subdivisions | $2,103,175,000 | 16 |
| Other domestic debt securities | $25,983,000 | 314 |
| Privately issued residential mortgage-backed securities | $1,845,000 | 228 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $252,000 | 321 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $23,886,000 | 216 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $72,290,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,068,362,000 | 52 |
| Mortgage-backed securities | $9,667,087,000 | 33 |
| Certificates of participation in pools of residential mortgages | $8,611,329,000 | 25 |
| Issued or guaranteed by U.S. | $8,609,804,000 | 25 |
| Privately issued | $1,525,000 | 26 |
| Collaterized mortgage obligations | $760,100,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $759,780,000 | 66 |
| Privately issued | $320,000 | 362 |
| Commercial mortgage-backed securities | $295,658,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $295,658,000 | 55 |
| Held to maturity securities (book value) | $770,314,000 | 68 |
| Available-for-sale securities (fair market value) | $15,131,873,000 | 23 |
| Total debt securities | $15,829,898,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $184,487,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $36,908,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $40,258,000 | 34 |
| 2017-09-30 | Rank | |
| Total securities | $15,951,437,000 | 30 |
| U.S. Government securities | $13,801,919,000 | 31 |
| U.S. Treasury securities | $24,948,000 | 221 |
| U.S. Government agency obligations | $13,776,971,000 | 28 |
| Securities issued by states & political subdivisions | $2,036,339,000 | 15 |
| Other domestic debt securities | $26,361,000 | 317 |
| Privately issued residential mortgage-backed securities | $1,910,000 | 235 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $253,000 | 310 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $24,198,000 | 226 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $86,818,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,333,340,000 | 51 |
| Mortgage-backed securities | $9,684,975,000 | 32 |
| Certificates of participation in pools of residential mortgages | $8,903,554,000 | 24 |
| Issued or guaranteed by U.S. | $8,901,984,000 | 24 |
| Privately issued | $1,570,000 | 27 |
| Collaterized mortgage obligations | $781,421,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $781,081,000 | 64 |
| Privately issued | $340,000 | 365 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $746,375,000 | 69 |
| Available-for-sale securities (fair market value) | $15,205,062,000 | 24 |
| Total debt securities | $15,864,619,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $98,573,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $42,241,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $34,998,000 | 34 |
| 2017-06-30 | Rank | |
| Total securities | $16,078,939,000 | 30 |
| U.S. Government securities | $13,906,428,000 | 30 |
| U.S. Treasury securities | $24,949,000 | 223 |
| U.S. Government agency obligations | $13,881,479,000 | 27 |
| Securities issued by states & political subdivisions | $2,090,742,000 | 15 |
| Other domestic debt securities | $26,668,000 | 329 |
| Privately issued residential mortgage-backed securities | $1,979,000 | 239 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $296,000 | 298 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $24,393,000 | 233 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $55,101,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,160,811,000 | 49 |
| Mortgage-backed securities | $9,723,107,000 | 32 |
| Certificates of participation in pools of residential mortgages | $9,283,389,000 | 22 |
| Issued or guaranteed by U.S. | $9,281,775,000 | 22 |
| Privately issued | $1,614,000 | 26 |
| Collaterized mortgage obligations | $439,718,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $439,353,000 | 92 |
| Privately issued | $365,000 | 370 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $775,270,000 | 70 |
| Available-for-sale securities (fair market value) | $15,303,669,000 | 24 |
| Total debt securities | $16,023,840,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $104,995,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $44,557,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $37,511,000 | 35 |
| 2017-03-31 | Rank | |
| Total securities | $16,381,868,000 | 28 |
| U.S. Government securities | $14,124,074,000 | 30 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,124,074,000 | 25 |
| Securities issued by states & political subdivisions | $2,098,378,000 | 15 |
| Other domestic debt securities | $25,469,000 | 356 |
| Privately issued residential mortgage-backed securities | $2,061,000 | 243 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $294,000 | 306 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $23,114,000 | 252 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $133,947,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,080,668,000 | 51 |
| Mortgage-backed securities | $9,962,291,000 | 31 |
| Certificates of participation in pools of residential mortgages | $9,612,442,000 | 20 |
| Issued or guaranteed by U.S. | $9,610,784,000 | 20 |
| Privately issued | $1,658,000 | 26 |
| Collaterized mortgage obligations | $349,849,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $349,446,000 | 113 |
| Privately issued | $403,000 | 391 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $814,822,000 | 71 |
| Available-for-sale securities (fair market value) | $15,567,046,000 | 23 |
| Total debt securities | $16,247,921,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $93,559,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $54,049,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $52,589,000 | 29 |
| 2016-12-31 | Rank | |
| Total securities | $14,199,840,000 | 32 |
| U.S. Government securities | $11,969,079,000 | 32 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,969,079,000 | 29 |
| Securities issued by states & political subdivisions | $2,020,371,000 | 16 |
| Other domestic debt securities | $25,974,000 | 335 |
| Privately issued residential mortgage-backed securities | $2,184,000 | 245 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $339,000 | 301 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $23,451,000 | 242 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $184,416,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,413,632,000 | 75 |
| Mortgage-backed securities | $7,884,678,000 | 38 |
| Certificates of participation in pools of residential mortgages | $7,635,197,000 | 23 |
| Issued or guaranteed by U.S. | $7,633,454,000 | 23 |
| Privately issued | $1,743,000 | 28 |
| Collaterized mortgage obligations | $249,481,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $249,040,000 | 128 |
| Privately issued | $441,000 | 399 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $867,904,000 | 69 |
| Available-for-sale securities (fair market value) | $13,331,936,000 | 25 |
| Total debt securities | $14,015,425,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $174,833,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $60,030,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $57,722,000 | 32 |
| 2016-09-30 | Rank | |
| Total securities | $11,028,044,000 | 38 |
| U.S. Government securities | $9,476,048,000 | 35 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,476,048,000 | 33 |
| Securities issued by states & political subdivisions | $1,487,080,000 | 20 |
| Other domestic debt securities | $25,100,000 | 344 |
| Privately issued residential mortgage-backed securities | $2,250,000 | 247 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $349,000 | 299 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $22,501,000 | 251 |
| Foreign debt securities | $100,000 | 322 |
| Equity securities | $39,716,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,459,312,000 | 70 |
| Mortgage-backed securities | $5,476,190,000 | 40 |
| Certificates of participation in pools of residential mortgages | $5,375,501,000 | 28 |
| Issued or guaranteed by U.S. | $5,373,719,000 | 27 |
| Privately issued | $1,782,000 | 23 |
| Collaterized mortgage obligations | $100,689,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $100,221,000 | 255 |
| Privately issued | $468,000 | 403 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $710,717,000 | 71 |
| Available-for-sale securities (fair market value) | $10,317,327,000 | 35 |
| Total debt securities | $10,988,329,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $214,599,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $106,595,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $111,699,000 | 30 |
| 2016-06-30 | Rank | |
| Total securities | $10,143,614,000 | 40 |
| U.S. Government securities | $8,654,260,000 | 36 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,654,260,000 | 35 |
| Securities issued by states & political subdivisions | $1,379,201,000 | 20 |
| Other domestic debt securities | $23,780,000 | 368 |
| Privately issued residential mortgage-backed securities | $2,305,000 | 252 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $400,000 | 299 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $21,075,000 | 265 |
| Foreign debt securities | $100,000 | 323 |
| Equity securities | $86,273,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,614,209,000 | 67 |
| Mortgage-backed securities | $4,912,348,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,911,643,000 | 28 |
| Issued or guaranteed by U.S. | $4,909,819,000 | 27 |
| Privately issued | $1,824,000 | 29 |
| Collaterized mortgage obligations | $705,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 2,863 |
| Privately issued | $481,000 | 412 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $707,858,000 | 74 |
| Available-for-sale securities (fair market value) | $9,435,756,000 | 35 |
| Total debt securities | $10,057,341,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $241,490,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $122,715,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $127,351,000 | 28 |
| 2016-03-31 | Rank | |
| Total securities | $9,283,412,000 | 42 |
| U.S. Government securities | $7,982,685,000 | 37 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,982,685,000 | 36 |
| Securities issued by states & political subdivisions | $1,180,220,000 | 21 |
| Other domestic debt securities | $24,170,000 | 354 |
| Privately issued residential mortgage-backed securities | $2,384,000 | 251 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $397,000 | 293 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $21,389,000 | 256 |
| Foreign debt securities | $100,000 | 323 |
| Equity securities | $96,237,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,913,286,000 | 56 |
| Mortgage-backed securities | $4,497,976,000 | 46 |
| Certificates of participation in pools of residential mortgages | $4,497,195,000 | 29 |
| Issued or guaranteed by U.S. | $4,495,330,000 | 28 |
| Privately issued | $1,865,000 | 25 |
| Collaterized mortgage obligations | $781,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $262,000 | 2,870 |
| Privately issued | $519,000 | 402 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $626,112,000 | 87 |
| Available-for-sale securities (fair market value) | $8,657,300,000 | 37 |
| Total debt securities | $9,187,175,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $168,243,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $102,405,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $104,219,000 | 30 |
| 2015-12-31 | Rank | |
| Total securities | $8,138,062,000 | 44 |
| U.S. Government securities | $7,055,238,000 | 38 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,055,238,000 | 37 |
| Securities issued by states & political subdivisions | $956,804,000 | 30 |
| Other domestic debt securities | $25,284,000 | 332 |
| Privately issued residential mortgage-backed securities | $2,453,000 | 240 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $438,000 | 302 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $22,393,000 | 242 |
| Foreign debt securities | $100,000 | 308 |
| Equity securities | $100,636,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,232,798,000 | 51 |
| Mortgage-backed securities | $3,938,490,000 | 50 |
| Certificates of participation in pools of residential mortgages | $3,937,635,000 | 28 |
| Issued or guaranteed by U.S. | $3,935,730,000 | 27 |
| Privately issued | $1,905,000 | 23 |
| Collaterized mortgage obligations | $855,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 2,879 |
| Privately issued | $548,000 | 399 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $540,114,000 | 93 |
| Available-for-sale securities (fair market value) | $7,597,948,000 | 37 |
| Total debt securities | $8,037,426,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $120,206,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $72,039,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $71,469,000 | 30 |
| 2015-09-30 | Rank | |
| Total securities | $3,751,325,000 | 64 |
| U.S. Government securities | $3,144,070,000 | 66 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,144,070,000 | 60 |
| Securities issued by states & political subdivisions | $594,413,000 | 41 |
| Other domestic debt securities | $12,097,000 | 535 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $12,097,000 | 378 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $745,000 | 617 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $819,474,000 | 111 |
| Mortgage-backed securities | $1,478,971,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,478,971,000 | 57 |
| Issued or guaranteed by U.S. | $1,478,971,000 | 55 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $423,294,000 | 105 |
| Available-for-sale securities (fair market value) | $3,328,031,000 | 57 |
| Total debt securities | $3,750,580,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $141,942,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $68,371,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $69,764,000 | 32 |
| 2015-06-30 | Rank | |
| Total securities | $2,666,841,000 | 84 |
| U.S. Government securities | $2,035,791,000 | 83 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,035,791,000 | 79 |
| Securities issued by states & political subdivisions | $594,633,000 | 41 |
| Other domestic debt securities | $13,080,000 | 509 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $13,080,000 | 354 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $23,337,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $720,336,000 | 118 |
| Mortgage-backed securities | $1,035,506,000 | 111 |
| Certificates of participation in pools of residential mortgages | $1,035,506,000 | 73 |
| Issued or guaranteed by U.S. | $1,035,506,000 | 72 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $437,340,000 | 97 |
| Available-for-sale securities (fair market value) | $2,229,501,000 | 84 |
| Total debt securities | $2,643,504,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $119,632,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $45,091,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $45,272,000 | 35 |
| 2015-03-31 | Rank | |
| Total securities | $2,598,494,000 | 85 |
| U.S. Government securities | $1,712,976,000 | 94 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,712,976,000 | 88 |
| Securities issued by states & political subdivisions | $576,687,000 | 43 |
| Other domestic debt securities | $282,439,000 | 74 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $269,359,000 | 17 |
| Other domestic debt securities - All other | $13,080,000 | 357 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $26,392,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $377,228,000 | 197 |
| Mortgage-backed securities | $771,739,000 | 139 |
| Certificates of participation in pools of residential mortgages | $771,739,000 | 83 |
| Issued or guaranteed by U.S. | $771,739,000 | 82 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $454,178,000 | 95 |
| Available-for-sale securities (fair market value) | $2,144,316,000 | 85 |
| Total debt securities | $2,572,102,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $132,091,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $60,449,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $62,161,000 | 33 |
| 2014-12-31 | Rank | |
| Total securities | $2,260,260,000 | 94 |
| U.S. Government securities | $1,366,163,000 | 105 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,366,163,000 | 100 |
| Securities issued by states & political subdivisions | $579,526,000 | 42 |
| Other domestic debt securities | $284,832,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $272,232,000 | 16 |
| Other domestic debt securities - All other | $12,600,000 | 360 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $29,739,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $422,853,000 | 170 |
| Mortgage-backed securities | $463,194,000 | 207 |
| Certificates of participation in pools of residential mortgages | $463,194,000 | 122 |
| Issued or guaranteed by U.S. | $463,194,000 | 121 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $459,471,000 | 96 |
| Available-for-sale securities (fair market value) | $1,800,789,000 | 86 |
| Total debt securities | $2,230,468,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $120,041,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $49,420,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $50,326,000 | 33 |
| 2014-09-30 | Rank | |
| Total securities | $1,892,526,000 | 110 |
| U.S. Government securities | $968,479,000 | 128 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $968,479,000 | 125 |
| Securities issued by states & political subdivisions | $542,418,000 | 44 |
| Other domestic debt securities | $377,206,000 | 60 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $364,606,000 | 15 |
| Other domestic debt securities - All other | $12,600,000 | 369 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $4,423,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $331,755,000 | 217 |
| Mortgage-backed securities | $102,688,000 | 664 |
| Certificates of participation in pools of residential mortgages | $102,688,000 | 428 |
| Issued or guaranteed by U.S. | $102,688,000 | 428 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| 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) | $427,212,000 | 98 |
| Available-for-sale securities (fair market value) | $1,465,314,000 | 107 |
| Total debt securities | $1,888,051,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $101,534,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $46,039,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $46,151,000 | 31 |
| 2014-06-30 | Rank | |
| Total securities | $1,729,749,000 | 116 |
| U.S. Government securities | $768,782,000 | 157 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $768,782,000 | 153 |
| Securities issued by states & political subdivisions | $546,351,000 | 43 |
| Other domestic debt securities | $402,540,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $390,348,000 | 15 |
| Other domestic debt securities - All other | $12,192,000 | 378 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $12,076,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $302,016,000 | 239 |
| Mortgage-backed securities | $5,601,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $5,601,000 | 3,305 |
| Issued or guaranteed by U.S. | $5,601,000 | 3,304 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| 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) | $434,854,000 | 94 |
| Available-for-sale securities (fair market value) | $1,294,895,000 | 117 |
| Total debt securities | $1,717,620,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $106,631,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $49,946,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $49,932,000 | 31 |
| 2014-03-31 | Rank | |
| Total securities | $1,671,587,000 | 118 |
| U.S. Government securities | $698,276,000 | 171 |
| U.S. Treasury securities | $1,000 | 1,196 |
| U.S. Government agency obligations | $698,275,000 | 169 |
| Securities issued by states & political subdivisions | $535,965,000 | 42 |
| Other domestic debt securities | $417,343,000 | 58 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $405,155,000 | 14 |
| Other domestic debt securities - All other | $12,188,000 | 384 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $20,003,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $347,822,000 | 210 |
| Mortgage-backed securities | $5,936,000 | 3,769 |
| Certificates of participation in pools of residential mortgages | $5,936,000 | 3,274 |
| Issued or guaranteed by U.S. | $5,936,000 | 3,272 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| 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) | $439,822,000 | 90 |
| Available-for-sale securities (fair market value) | $1,231,765,000 | 122 |
| Total debt securities | $1,651,534,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $107,825,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $51,387,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $50,500,000 | 31 |
| 2013-12-31 | Rank | |
| Total securities | $1,485,738,000 | 130 |
| U.S. Government securities | $557,007,000 | 207 |
| U.S. Treasury securities | $2,000 | 1,127 |
| U.S. Government agency obligations | $557,005,000 | 201 |
| Securities issued by states & political subdivisions | $437,731,000 | 51 |
| Other domestic debt securities | $470,033,000 | 53 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $457,845,000 | 13 |
| Other domestic debt securities - All other | $12,188,000 | 400 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $20,967,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,496,000 | 207 |
| Mortgage-backed securities | $6,078,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $6,078,000 | 3,251 |
| Issued or guaranteed by U.S. | $6,078,000 | 3,247 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $430,215,000 | 90 |
| Available-for-sale securities (fair market value) | $1,055,523,000 | 136 |
| Total debt securities | $1,464,721,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $90,616,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $56,040,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $54,182,000 | 28 |
| 2013-09-30 | Rank | |
| Total securities | $1,398,389,000 | 134 |
| U.S. Government securities | $448,448,000 | 252 |
| U.S. Treasury securities | $3,000 | 1,127 |
| U.S. Government agency obligations | $448,445,000 | 246 |
| Securities issued by states & political subdivisions | $431,944,000 | 52 |
| Other domestic debt securities | $516,983,000 | 53 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $504,143,000 | 14 |
| Other domestic debt securities - All other | $12,840,000 | 395 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,014,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,760,000 | 209 |
| Mortgage-backed securities | $6,360,000 | 3,738 |
| Certificates of participation in pools of residential mortgages | $6,360,000 | 3,219 |
| Issued or guaranteed by U.S. | $6,360,000 | 3,214 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $465,674,000 | 76 |
| Available-for-sale securities (fair market value) | $932,715,000 | 146 |
| Total debt securities | $1,397,323,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $93,763,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $55,468,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $54,537,000 | 30 |
| 2013-06-30 | Rank | |
| Total securities | $1,250,350,000 | 145 |
| U.S. Government securities | $281,515,000 | 389 |
| U.S. Treasury securities | $3,000 | 1,148 |
| U.S. Government agency obligations | $281,512,000 | 374 |
| Securities issued by states & political subdivisions | $435,944,000 | 49 |
| Other domestic debt securities | $532,848,000 | 48 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $520,653,000 | 11 |
| Other domestic debt securities - All other | $12,195,000 | 406 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $43,000 | 1,039 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $286,691,000 | 235 |
| Mortgage-backed securities | $6,808,000 | 3,678 |
| Certificates of participation in pools of residential mortgages | $6,808,000 | 3,124 |
| Issued or guaranteed by U.S. | $6,808,000 | 3,122 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $472,013,000 | 67 |
| Available-for-sale securities (fair market value) | $778,337,000 | 178 |
| Total debt securities | $1,250,259,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $85,974,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $59,555,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $58,745,000 | 31 |
| 2013-03-31 | Rank | |
| Total securities | $1,289,973,000 | 138 |
| U.S. Government securities | $288,950,000 | 385 |
| U.S. Treasury securities | $4,000 | 1,157 |
| U.S. Government agency obligations | $288,946,000 | 372 |
| Securities issued by states & political subdivisions | $436,364,000 | 49 |
| Other domestic debt securities | $558,786,000 | 49 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $547,431,000 | 11 |
| Other domestic debt securities - All other | $11,355,000 | 429 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,873,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $291,306,000 | 237 |
| Mortgage-backed securities | $7,161,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $7,161,000 | 3,104 |
| Issued or guaranteed by U.S. | $7,161,000 | 3,103 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $471,873,000 | 63 |
| Available-for-sale securities (fair market value) | $818,100,000 | 171 |
| Total debt securities | $1,284,042,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $100,591,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $72,289,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $73,442,000 | 33 |
| 2012-12-31 | Rank | |
| Total securities | $1,244,329,000 | 141 |
| U.S. Government securities | $216,472,000 | 500 |
| U.S. Treasury securities | $5,000 | 1,131 |
| U.S. Government agency obligations | $216,467,000 | 483 |
| Securities issued by states & political subdivisions | $451,781,000 | 47 |
| Other domestic debt securities | $539,395,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $528,430,000 | 9 |
| Other domestic debt securities - All other | $10,965,000 | 425 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $36,681,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $316,025,000 | 228 |
| Mortgage-backed securities | $7,288,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $7,288,000 | 3,074 |
| Issued or guaranteed by U.S. | $7,288,000 | 3,073 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $485,980,000 | 60 |
| Available-for-sale securities (fair market value) | $758,349,000 | 179 |
| Total debt securities | $1,207,590,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $108,838,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $80,547,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $82,350,000 | 33 |
| 2012-09-30 | Rank | |
| Total securities | $1,357,881,000 | 136 |
| U.S. Government securities | $224,216,000 | 497 |
| U.S. Treasury securities | $5,000 | 1,082 |
| U.S. Government agency obligations | $224,211,000 | 481 |
| Securities issued by states & political subdivisions | $458,724,000 | 43 |
| Other domestic debt securities | $647,649,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $637,528,000 | 8 |
| Other domestic debt securities - All other | $10,121,000 | 478 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $27,292,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $354,467,000 | 201 |
| Mortgage-backed securities | $7,581,000 | 3,767 |
| Certificates of participation in pools of residential mortgages | $7,581,000 | 3,163 |
| Issued or guaranteed by U.S. | $7,581,000 | 3,162 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $456,439,000 | 65 |
| Available-for-sale securities (fair market value) | $901,442,000 | 161 |
| Total debt securities | $1,330,541,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $100,268,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $86,305,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $89,533,000 | 34 |
| 2012-06-30 | Rank | |
| Total securities | $1,350,932,000 | 135 |
| U.S. Government securities | $232,797,000 | 480 |
| U.S. Treasury securities | $6,000 | 1,065 |
| U.S. Government agency obligations | $232,791,000 | 465 |
| Securities issued by states & political subdivisions | $489,514,000 | 40 |
| Other domestic debt securities | $605,609,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $595,737,000 | 8 |
| Other domestic debt securities - All other | $9,872,000 | 485 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $23,012,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,681,000 | 191 |
| Mortgage-backed securities | $7,793,000 | 3,766 |
| Certificates of participation in pools of residential mortgages | $7,793,000 | 3,156 |
| Issued or guaranteed by U.S. | $7,793,000 | 3,156 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| 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) | $487,617,000 | 61 |
| Available-for-sale securities (fair market value) | $863,315,000 | 159 |
| Total debt securities | $1,327,874,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $104,678,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $84,077,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $87,652,000 | 34 |
| 2012-03-31 | Rank | |
| Total securities | $1,379,973,000 | 135 |
| U.S. Government securities | $231,524,000 | 491 |
| U.S. Treasury securities | $6,000 | 1,154 |
| U.S. Government agency obligations | $231,518,000 | 475 |
| Securities issued by states & political subdivisions | $492,323,000 | 38 |
| Other domestic debt securities | $633,284,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $622,805,000 | 6 |
| Other domestic debt securities - All other | $10,479,000 | 461 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $22,842,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $376,512,000 | 193 |
| Mortgage-backed securities | $8,150,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $8,150,000 | 3,096 |
| Issued or guaranteed by U.S. | $8,150,000 | 3,094 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| 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) | $500,277,000 | 60 |
| Available-for-sale securities (fair market value) | $879,696,000 | 165 |
| Total debt securities | $1,357,022,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $94,010,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $74,954,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $77,332,000 | 33 |
| 2011-12-31 | Rank | |
| Total securities | $1,419,936,000 | 129 |
| U.S. Government securities | $238,030,000 | 461 |
| U.S. Treasury securities | $6,000 | 1,072 |
| U.S. Government agency obligations | $238,024,000 | 444 |
| Securities issued by states & political subdivisions | $505,644,000 | 35 |
| Other domestic debt securities | $632,014,000 | 53 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $621,876,000 | 5 |
| Other domestic debt securities - All other | $10,138,000 | 447 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $44,248,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $549,867,000 | 135 |
| Mortgage-backed securities | $8,246,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $8,246,000 | 2,976 |
| Issued or guaranteed by U.S. | $8,246,000 | 2,976 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| 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) | $513,721,000 | 52 |
| Available-for-sale securities (fair market value) | $906,215,000 | 150 |
| Total debt securities | $1,375,577,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $122,467,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $82,136,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $86,559,000 | 34 |
| 2011-09-30 | Rank | |
| Total securities | $1,391,839,000 | 137 |
| U.S. Government securities | $224,644,000 | 471 |
| U.S. Treasury securities | $6,000 | 1,123 |
| U.S. Government agency obligations | $224,638,000 | 455 |
| Securities issued by states & political subdivisions | $481,531,000 | 36 |
| Other domestic debt securities | $631,957,000 | 51 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $621,172,000 | 5 |
| Other domestic debt securities - All other | $10,785,000 | 398 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $53,707,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $394,594,000 | 165 |
| Mortgage-backed securities | $8,575,000 | 3,576 |
| Certificates of participation in pools of residential mortgages | $8,575,000 | 2,877 |
| Issued or guaranteed by U.S. | $8,575,000 | 2,873 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| 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) | $491,979,000 | 60 |
| Available-for-sale securities (fair market value) | $899,860,000 | 153 |
| Total debt securities | $1,338,021,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $133,585,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $83,214,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $87,985,000 | 35 |
| 2011-06-30 | Rank | |
| Total securities | $1,461,402,000 | 127 |
| U.S. Government securities | $231,160,000 | 463 |
| U.S. Treasury securities | $6,000 | 1,223 |
| U.S. Government agency obligations | $231,154,000 | 448 |
| Securities issued by states & political subdivisions | $496,843,000 | 33 |
| Other domestic debt securities | $698,281,000 | 48 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $685,822,000 | 5 |
| Other domestic debt securities - All other | $12,459,000 | 339 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $35,118,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $463,496,000 | 139 |
| Mortgage-backed securities | $8,742,000 | 3,513 |
| Certificates of participation in pools of residential mortgages | $8,742,000 | 2,813 |
| Issued or guaranteed by U.S. | $8,742,000 | 2,805 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| 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) | $515,685,000 | 56 |
| Available-for-sale securities (fair market value) | $945,717,000 | 146 |
| Total debt securities | $1,426,176,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $112,015,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $60,683,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $62,406,000 | 38 |
| 2011-03-31 | Rank | |
| Total securities | $1,520,117,000 | 126 |
| U.S. Government securities | $236,304,000 | 454 |
| U.S. Treasury securities | $6,000 | 1,271 |
| U.S. Government agency obligations | $236,298,000 | 435 |
| Securities issued by states & political subdivisions | $484,085,000 | 35 |
| Other domestic debt securities | $753,668,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $740,467,000 | 6 |
| Other domestic debt securities - All other | $13,201,000 | 326 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $46,060,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $519,861,000 | 141 |
| Mortgage-backed securities | $9,155,000 | 3,390 |
| Certificates of participation in pools of residential mortgages | $9,155,000 | 2,694 |
| Issued or guaranteed by U.S. | $9,155,000 | 2,689 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| 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) | $503,677,000 | 56 |
| Available-for-sale securities (fair market value) | $1,016,440,000 | 138 |
| Total debt securities | $1,473,949,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $110,582,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $53,857,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $55,044,000 | 36 |
| 2010-12-31 | Rank | |
| Total securities | $1,645,877,000 | 115 |
| U.S. Government securities | $246,744,000 | 416 |
| U.S. Treasury securities | $6,000 | 1,274 |
| U.S. Government agency obligations | $246,738,000 | 395 |
| Securities issued by states & political subdivisions | $493,908,000 | 34 |
| Other domestic debt securities | $843,571,000 | 48 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $127,000 | 199 |
| Structured financial products - Total | $830,955,000 | 6 |
| Other domestic debt securities - All other | $12,489,000 | 321 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $61,654,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $584,760,000 | 126 |
| Mortgage-backed securities | $9,773,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $9,773,000 | 2,478 |
| Issued or guaranteed by U.S. | $9,773,000 | 2,473 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| 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) | $512,941,000 | 53 |
| Available-for-sale securities (fair market value) | $1,132,936,000 | 123 |
| Total debt securities | $1,584,113,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $114,162,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $64,969,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $66,782,000 | 34 |
| 2010-09-30 | Rank | |
| Total securities | $1,685,047,000 | 109 |
| U.S. Government securities | $254,360,000 | 381 |
| U.S. Treasury securities | $6,000 | 1,179 |
| U.S. Government agency obligations | $254,354,000 | 366 |
| Securities issued by states & political subdivisions | $503,555,000 | 32 |
| Other domestic debt securities | $874,183,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $21,200,000 | 47 |
| Structured financial products - Total | $841,369,000 | 6 |
| Other domestic debt securities - All other | $11,614,000 | 326 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $52,949,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,116,000 | 131 |
| Mortgage-backed securities | $10,106,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $10,106,000 | 2,393 |
| Issued or guaranteed by U.S. | $10,106,000 | 2,389 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| 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) | $507,811,000 | 49 |
| Available-for-sale securities (fair market value) | $1,177,236,000 | 113 |
| Total debt securities | $1,631,339,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $141,093,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $98,110,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $103,015,000 | 35 |
| 2010-06-30 | Rank | |
| Total securities | $1,746,440,000 | 105 |
| U.S. Government securities | $265,338,000 | 363 |
| U.S. Treasury securities | $7,000 | 1,120 |
| U.S. Government agency obligations | $265,331,000 | 348 |
| Securities issued by states & political subdivisions | $521,786,000 | 31 |
| Other domestic debt securities | $914,218,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $37,681,000 | 41 |
| Structured financial products - Total | $864,822,000 | 6 |
| Other domestic debt securities - All other | $11,715,000 | 307 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $45,098,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $579,412,000 | 123 |
| Mortgage-backed securities | $10,444,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $10,444,000 | 2,366 |
| Issued or guaranteed by U.S. | $10,444,000 | 2,360 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| 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) | $508,862,000 | 50 |
| Available-for-sale securities (fair market value) | $1,237,578,000 | 109 |
| Total debt securities | $1,700,827,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $169,503,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $83,754,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $87,547,000 | 35 |
| 2010-03-31 | Rank | |
| Total securities | $1,801,774,000 | 99 |
| U.S. Government securities | $275,591,000 | 355 |
| U.S. Treasury securities | $7,000 | 1,129 |
| U.S. Government agency obligations | $275,584,000 | 343 |
| Securities issued by states & political subdivisions | $570,996,000 | 29 |
| Other domestic debt securities | $902,940,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $37,664,000 | 43 |
| Structured financial products - Total | $851,886,000 | 6 |
| Other domestic debt securities - All other | $13,390,000 | 285 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $52,247,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $533,989,000 | 129 |
| Mortgage-backed securities | $10,920,000 | 3,094 |
| Certificates of participation in pools of residential mortgages | $10,920,000 | 2,401 |
| Issued or guaranteed by U.S. | $10,920,000 | 2,397 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| 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) | $555,874,000 | 46 |
| Available-for-sale securities (fair market value) | $1,245,900,000 | 111 |
| Total debt securities | $1,749,194,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $119,953,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $69,110,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $70,345,000 | 35 |
| 2009-12-31 | Rank | |
| Total securities | $1,939,604,000 | 99 |
| U.S. Government securities | $288,205,000 | 321 |
| U.S. Treasury securities | $7,000 | 1,076 |
| U.S. Government agency obligations | $288,198,000 | 310 |
| Securities issued by states & political subdivisions | $570,231,000 | 29 |
| Other domestic debt securities | $1,022,317,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $40,131,000 | 50 |
| Structured financial products - Total | $969,205,000 | 8 |
| Other domestic debt securities - All other | $12,981,000 | 286 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $58,851,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $642,793,000 | 118 |
| Mortgage-backed securities | $11,306,000 | 3,098 |
| Certificates of participation in pools of residential mortgages | $11,306,000 | 2,423 |
| Issued or guaranteed by U.S. | $11,306,000 | 2,416 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| 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) | $555,361,000 | 48 |
| Available-for-sale securities (fair market value) | $1,384,243,000 | 104 |
| Total debt securities | $1,879,861,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $90,832,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $67,143,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $68,011,000 | 35 |
| 2009-09-30 | Rank | |
| Total securities | $2,081,232,000 | 102 |
| U.S. Government securities | $429,700,000 | 223 |
| U.S. Treasury securities | $9,005,000 | 271 |
| U.S. Government agency obligations | $420,695,000 | 220 |
| Securities issued by states & political subdivisions | $569,598,000 | 32 |
| Other domestic debt securities | $1,063,346,000 | 50 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $41,978,000 | 52 |
| Structured financial products - Total | $1,008,657,000 | 7 |
| Other domestic debt securities - All other | $12,711,000 | 316 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $18,588,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $601,818,000 | 128 |
| Mortgage-backed securities | $12,579,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $12,579,000 | 2,335 |
| Issued or guaranteed by U.S. | $12,579,000 | 2,327 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| 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) | $557,195,000 | 54 |
| Available-for-sale securities (fair market value) | $1,524,037,000 | 99 |
| Total debt securities | $2,061,867,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $155,630,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $78,593,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $81,635,000 | 37 |
| 2009-06-30 | Rank | |
| Total securities | $2,275,575,000 | 93 |
| U.S. Government securities | $453,450,000 | 204 |
| U.S. Treasury securities | $6,004,000 | 308 |
| U.S. Government agency obligations | $447,446,000 | 203 |
| Securities issued by states & political subdivisions | $603,832,000 | 28 |
| Other domestic debt securities | $1,109,325,000 | 49 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $41,921,000 | 54 |
| Structured financial products - Total | $1,055,188,000 | 7 |
| Other domestic debt securities - All other | $12,216,000 | 337 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $108,968,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $598,965,000 | 126 |
| Mortgage-backed securities | $12,983,000 | 2,979 |
| Certificates of participation in pools of residential mortgages | $12,983,000 | 2,349 |
| Issued or guaranteed by U.S. | $12,983,000 | 2,341 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $591,461,000 | 47 |
| Available-for-sale securities (fair market value) | $1,684,114,000 | 97 |
| Total debt securities | $2,153,698,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $79,021,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,812,862,000 | 107 |
| U.S. Government securities | $352,350,000 | 275 |
| U.S. Treasury securities | $5,989,000 | 279 |
| U.S. Government agency obligations | $346,361,000 | 273 |
| Securities issued by states & political subdivisions | $351,571,000 | 43 |
| Other domestic debt securities | $1,063,240,000 | 44 |
| Privately issued residential mortgage-backed securities | $1,076,000 | 1,202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,062,164,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $45,701,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $532,082,000 | 141 |
| Mortgage-backed securities | $14,572,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $13,496,000 | 2,331 |
| Issued or guaranteed by U.S. | $13,496,000 | 2,321 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,076,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,076,000 | 1,147 |
| 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) | $507,259,000 | 48 |
| Available-for-sale securities (fair market value) | $1,305,603,000 | 116 |
| Total debt securities | $1,753,897,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $65,393,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,756,018,000 | 102 |
| U.S. Government securities | $369,376,000 | 257 |
| U.S. Treasury securities | $5,999,000 | 245 |
| U.S. Government agency obligations | $363,377,000 | 255 |
| Securities issued by states & political subdivisions | $339,322,000 | 44 |
| Other domestic debt securities | $968,819,000 | 45 |
| Privately issued residential mortgage-backed securities | $1,208,000 | 1,124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $967,611,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $78,501,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $722,311,000 | 109 |
| Mortgage-backed securities | $14,967,000 | 2,782 |
| Certificates of participation in pools of residential mortgages | $13,759,000 | 2,267 |
| Issued or guaranteed by U.S. | $13,759,000 | 2,258 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,208,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,208,000 | 1,073 |
| 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) | $523,108,000 | 44 |
| Available-for-sale securities (fair market value) | $1,232,910,000 | 111 |
| Total debt securities | $1,665,229,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $41,636,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,673,195,000 | 101 |
| U.S. Government securities | $356,408,000 | 256 |
| U.S. Treasury securities | $6,009,000 | 249 |
| U.S. Government agency obligations | $350,399,000 | 255 |
| Securities issued by states & political subdivisions | $333,564,000 | 44 |
| Other domestic debt securities | $935,924,000 | 45 |
| Privately issued residential mortgage-backed securities | $2,210,000 | 929 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $933,714,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $47,299,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,342,000 | 103 |
| Mortgage-backed securities | $16,742,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $14,532,000 | 2,121 |
| Issued or guaranteed by U.S. | $14,532,000 | 2,111 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,210,000 | 2,287 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $2,210,000 | 892 |
| 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) | $617,170,000 | 42 |
| Available-for-sale securities (fair market value) | $1,056,025,000 | 118 |
| Total debt securities | $1,617,746,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $43,540,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,558,056,000 | 103 |
| U.S. Government securities | $211,259,000 | 399 |
| U.S. Treasury securities | $6,021,000 | 242 |
| U.S. Government agency obligations | $205,238,000 | 409 |
| Securities issued by states & political subdivisions | $329,894,000 | 45 |
| Other domestic debt securities | $997,303,000 | 51 |
| Privately issued residential mortgage-backed securities | $3,632,000 | 794 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $993,671,000 | 12 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $19,600,000 | 162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $778,390,000 | 97 |
| Mortgage-backed securities | $19,009,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $15,377,000 | 2,023 |
| Issued or guaranteed by U.S. | $15,377,000 | 2,013 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,632,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $3,632,000 | 757 |
| 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) | $614,392,000 | 44 |
| Available-for-sale securities (fair market value) | $943,664,000 | 135 |
| Total debt securities | $1,538,456,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $45,946,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,933,747,000 | 105 |
| U.S. Government securities | $229,595,000 | 385 |
| U.S. Treasury securities | $6,057,000 | 253 |
| U.S. Government agency obligations | $223,538,000 | 382 |
| Securities issued by states & political subdivisions | $331,741,000 | 47 |
| Other domestic debt securities | $1,371,759,000 | 43 |
| Privately issued residential mortgage-backed securities | $4,239,000 | 712 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $284,217,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,083,303,000 | 10 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $652,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $522,496,000 | 135 |
| Mortgage-backed securities | $32,663,000 | 1,499 |
| Certificates of participation in pools of residential mortgages | $28,424,000 | 1,217 |
| Issued or guaranteed by U.S. | $28,424,000 | 1,207 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,239,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $4,239,000 | 677 |
| 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) | $330,290,000 | 55 |
| Available-for-sale securities (fair market value) | $1,603,457,000 | 97 |
| Total debt securities | $1,933,095,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $35,040,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,080,751,000 | 98 |
| U.S. Government securities | $503,177,000 | 196 |
| U.S. Treasury securities | $6,093,000 | 273 |
| U.S. Government agency obligations | $497,084,000 | 192 |
| Securities issued by states & political subdivisions | $328,157,000 | 47 |
| Other domestic debt securities | $1,219,956,000 | 43 |
| Privately issued residential mortgage-backed securities | $5,004,000 | 618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $63,589,000 | 50 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,151,363,000 | 10 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $29,461,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $609,784,000 | 113 |
| Mortgage-backed securities | $300,992,000 | 244 |
| Certificates of participation in pools of residential mortgages | $295,988,000 | 160 |
| Issued or guaranteed by U.S. | $295,988,000 | 153 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,004,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $5,004,000 | 581 |
| 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) | $326,632,000 | 67 |
| Available-for-sale securities (fair market value) | $1,754,119,000 | 93 |
| Total debt securities | $2,051,290,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $21,849,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,416,966,000 | 130 |
| U.S. Government securities | $526,250,000 | 195 |
| U.S. Treasury securities | $2,049,000 | 566 |
| U.S. Government agency obligations | $524,201,000 | 192 |
| Securities issued by states & political subdivisions | $326,337,000 | 51 |
| Other domestic debt securities | $520,320,000 | 73 |
| Privately issued residential mortgage-backed securities | $5,534,000 | 564 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $199,936,000 | 35 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $314,850,000 | 29 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $44,059,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $634,493,000 | 113 |
| Mortgage-backed securities | $320,112,000 | 227 |
| Certificates of participation in pools of residential mortgages | $314,578,000 | 144 |
| Issued or guaranteed by U.S. | $314,578,000 | 136 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,534,000 | 1,515 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $5,534,000 | 534 |
| 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) | $324,814,000 | 71 |
| Available-for-sale securities (fair market value) | $1,092,152,000 | 130 |
| Total debt securities | $1,372,907,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $15,494,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,139,827,000 | 152 |
| U.S. Government securities | $490,755,000 | 210 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $490,755,000 | 206 |
| Securities issued by states & political subdivisions | $352,249,000 | 47 |
| Other domestic debt securities | $282,211,000 | 114 |
| Privately issued residential mortgage-backed securities | $6,172,000 | 510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $276,039,000 | 27 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $14,612,000 | 207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $613,129,000 | 125 |
| Mortgage-backed securities | $301,124,000 | 235 |
| Certificates of participation in pools of residential mortgages | $294,952,000 | 157 |
| Issued or guaranteed by U.S. | $294,952,000 | 148 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,172,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $6,172,000 | 479 |
| 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) | $350,739,000 | 64 |
| Available-for-sale securities (fair market value) | $789,088,000 | 163 |
| Total debt securities | $1,125,215,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $22,808,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,227,977,000 | 150 |
| U.S. Government securities | $520,570,000 | 205 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $520,570,000 | 196 |
| Securities issued by states & political subdivisions | $373,939,000 | 43 |
| Other domestic debt securities | $327,391,000 | 103 |
| Privately issued residential mortgage-backed securities | $6,712,000 | 484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $320,679,000 | 22 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $6,077,000 | 402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $602,173,000 | 124 |
| Mortgage-backed securities | $319,578,000 | 225 |
| Certificates of participation in pools of residential mortgages | $312,866,000 | 149 |
| Issued or guaranteed by U.S. | $312,866,000 | 142 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,712,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $6,712,000 | 455 |
| 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) | $372,414,000 | 66 |
| Available-for-sale securities (fair market value) | $855,563,000 | 154 |
| Total debt securities | $1,221,900,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $32,438,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,297,036,000 | 146 |
| U.S. Government securities | $533,965,000 | 206 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $533,965,000 | 197 |
| Securities issued by states & political subdivisions | $384,750,000 | 43 |
| Other domestic debt securities | $318,199,000 | 98 |
| Privately issued residential mortgage-backed securities | $7,146,000 | 461 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $311,053,000 | 22 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $60,122,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $628,992,000 | 123 |
| Mortgage-backed securities | $323,854,000 | 223 |
| Certificates of participation in pools of residential mortgages | $316,708,000 | 154 |
| Issued or guaranteed by U.S. | $316,708,000 | 146 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,146,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $7,146,000 | 438 |
| 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) | $383,155,000 | 61 |
| Available-for-sale securities (fair market value) | $913,881,000 | 154 |
| Total debt securities | $1,236,914,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $63,436,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,217,572,000 | 151 |
| U.S. Government securities | $493,643,000 | 213 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $493,643,000 | 208 |
| Securities issued by states & political subdivisions | $400,312,000 | 36 |
| Other domestic debt securities | $295,562,000 | 107 |
| Privately issued residential mortgage-backed securities | $7,570,000 | 447 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $287,992,000 | 29 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $28,055,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,366,000 | 123 |
| Mortgage-backed securities | $283,144,000 | 256 |
| Certificates of participation in pools of residential mortgages | $275,574,000 | 179 |
| Issued or guaranteed by U.S. | $275,574,000 | 171 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $7,570,000 | 1,190 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $7,570,000 | 420 |
| 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) | $398,616,000 | 58 |
| Available-for-sale securities (fair market value) | $818,956,000 | 170 |
| Total debt securities | $1,189,517,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $92,615,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,168,987,000 | 159 |
| U.S. Government securities | $465,434,000 | 229 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $465,434,000 | 224 |
| Securities issued by states & political subdivisions | $395,422,000 | 37 |
| Other domestic debt securities | $299,091,000 | 106 |
| Privately issued residential mortgage-backed securities | $7,973,000 | 432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $291,118,000 | 26 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $9,040,000 | 309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,320,000 | 126 |
| Mortgage-backed securities | $255,907,000 | 281 |
| Certificates of participation in pools of residential mortgages | $247,934,000 | 199 |
| Issued or guaranteed by U.S. | $247,934,000 | 191 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,973,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $7,973,000 | 410 |
| 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) | $393,692,000 | 63 |
| Available-for-sale securities (fair market value) | $775,295,000 | 177 |
| Total debt securities | $1,159,947,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $70,646,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,329,977,000 | 146 |
| U.S. Government securities | $481,018,000 | 233 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $481,018,000 | 224 |
| Securities issued by states & political subdivisions | $400,007,000 | 36 |
| Other domestic debt securities | $308,105,000 | 106 |
| Privately issued residential mortgage-backed securities | $8,424,000 | 424 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $299,681,000 | 26 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $140,847,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $598,939,000 | 129 |
| Mortgage-backed securities | $272,997,000 | 275 |
| Certificates of participation in pools of residential mortgages | $264,573,000 | 191 |
| Issued or guaranteed by U.S. | $264,573,000 | 182 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,424,000 | 1,125 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $8,424,000 | 403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $398,261,000 | 65 |
| Available-for-sale securities (fair market value) | $931,716,000 | 166 |
| Total debt securities | $1,189,130,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $151,924,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,339,788,000 | 146 |
| U.S. Government securities | $489,249,000 | 236 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $489,249,000 | 226 |
| Securities issued by states & political subdivisions | $389,514,000 | 40 |
| Other domestic debt securities | $303,149,000 | 104 |
| Privately issued residential mortgage-backed securities | $8,912,000 | 404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $294,237,000 | 24 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $157,876,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $647,293,000 | 126 |
| Mortgage-backed securities | $276,015,000 | 274 |
| Certificates of participation in pools of residential mortgages | $267,103,000 | 197 |
| Issued or guaranteed by U.S. | $267,103,000 | 189 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,912,000 | 1,083 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $8,912,000 | 385 |
| 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) | $386,692,000 | 70 |
| Available-for-sale securities (fair market value) | $953,096,000 | 165 |
| Total debt securities | $1,181,912,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $101,562,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,213,722,000 | 162 |
| U.S. Government securities | $424,485,000 | 259 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $424,485,000 | 250 |
| Securities issued by states & political subdivisions | $372,589,000 | 38 |
| Other domestic debt securities | $273,429,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $273,429,000 | 29 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $143,219,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $547,588,000 | 141 |
| Mortgage-backed securities | $188,531,000 | 364 |
| Certificates of participation in pools of residential mortgages | $188,531,000 | 252 |
| Issued or guaranteed by U.S. | $188,531,000 | 247 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $370,602,000 | 73 |
| Available-for-sale securities (fair market value) | $843,120,000 | 173 |
| Total debt securities | $1,070,503,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $352,059,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,302,379,000 | 158 |
| U.S. Government securities | $459,078,000 | 242 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $459,078,000 | 236 |
| Securities issued by states & political subdivisions | $368,043,000 | 36 |
| Other domestic debt securities | $277,281,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $277,281,000 | 26 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $197,977,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $547,717,000 | 141 |
| Mortgage-backed securities | $210,965,000 | 346 |
| Certificates of participation in pools of residential mortgages | $210,965,000 | 240 |
| Issued or guaranteed by U.S. | $210,965,000 | 234 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $366,053,000 | 72 |
| Available-for-sale securities (fair market value) | $936,326,000 | 170 |
| Total debt securities | $1,104,402,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $282,082,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,289,416,000 | 159 |
| U.S. Government securities | $479,670,000 | 245 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $479,670,000 | 236 |
| Securities issued by states & political subdivisions | $368,824,000 | 30 |
| Other domestic debt securities | $266,805,000 | 115 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $266,805,000 | 29 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $174,117,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $524,959,000 | 142 |
| Mortgage-backed securities | $227,782,000 | 330 |
| Certificates of participation in pools of residential mortgages | $227,782,000 | 235 |
| Issued or guaranteed by U.S. | $227,782,000 | 229 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $366,458,000 | 73 |
| Available-for-sale securities (fair market value) | $922,958,000 | 169 |
| Total debt securities | $1,115,299,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $303,469,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,464,898,000 | 152 |
| U.S. Government securities | $392,244,000 | 292 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $392,244,000 | 276 |
| Securities issued by states & political subdivisions | $378,463,000 | 30 |
| Other domestic debt securities | $496,014,000 | 77 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $496,014,000 | 14 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $198,177,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $535,041,000 | 146 |
| Mortgage-backed securities | $162,208,000 | 436 |
| Certificates of participation in pools of residential mortgages | $162,208,000 | 307 |
| Issued or guaranteed by U.S. | $162,208,000 | 300 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $375,998,000 | 70 |
| Available-for-sale securities (fair market value) | $1,088,900,000 | 156 |
| Total debt securities | $1,266,721,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $290,070,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $16,000 | 49 |
| 2004-09-30 | Rank | |
| Total securities | $1,445,568,000 | 150 |
| U.S. Government securities | $412,082,000 | 285 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $412,082,000 | 270 |
| Securities issued by states & political subdivisions | $382,568,000 | 33 |
| Other domestic debt securities | $495,930,000 | 75 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $495,930,000 | 14 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $154,988,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,091,000 | 158 |
| Mortgage-backed securities | $171,092,000 | 422 |
| Certificates of participation in pools of residential mortgages | $171,092,000 | 292 |
| Issued or guaranteed by U.S. | $171,092,000 | 284 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $379,894,000 | 66 |
| Available-for-sale securities (fair market value) | $1,065,674,000 | 160 |
| Total debt securities | $1,290,580,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $433,273,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $5,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,346,952,000 | 156 |
| U.S. Government securities | $327,164,000 | 345 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $327,164,000 | 328 |
| Securities issued by states & political subdivisions | $404,300,000 | 27 |
| Other domestic debt securities | $412,525,000 | 87 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $412,525,000 | 16 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $202,963,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $548,253,000 | 142 |
| Mortgage-backed securities | $73,964,000 | 779 |
| Certificates of participation in pools of residential mortgages | $73,964,000 | 578 |
| Issued or guaranteed by U.S. | $73,964,000 | 574 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $401,652,000 | 64 |
| Available-for-sale securities (fair market value) | $945,300,000 | 173 |
| Total debt securities | $1,143,989,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $601,583,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $115,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,502,494,000 | 150 |
| U.S. Government securities | $337,269,000 | 332 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $337,269,000 | 313 |
| Securities issued by states & political subdivisions | $411,460,000 | 28 |
| Other domestic debt securities | $576,367,000 | 77 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $576,367,000 | 14 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $177,398,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,357,000 | 142 |
| Mortgage-backed securities | $105,480,000 | 624 |
| Certificates of participation in pools of residential mortgages | $105,480,000 | 449 |
| Issued or guaranteed by U.S. | $105,480,000 | 445 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $408,197,000 | 63 |
| Available-for-sale securities (fair market value) | $1,094,297,000 | 160 |
| Total debt securities | $1,325,096,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $383,850,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $74,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,249,538,000 | 165 |
| U.S. Government securities | $357,669,000 | 338 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $357,669,000 | 321 |
| Securities issued by states & political subdivisions | $470,383,000 | 26 |
| Other domestic debt securities | $204,747,000 | 115 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $204,747,000 | 47 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $216,739,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $599,395,000 | 127 |
| Mortgage-backed securities | $108,907,000 | 613 |
| Certificates of participation in pools of residential mortgages | $108,907,000 | 447 |
| Issued or guaranteed by U.S. | $108,907,000 | 443 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,249,538,000 | 145 |
| Total debt securities | $1,032,799,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $380,223,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $142,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,404,343,000 | 147 |
| U.S. Government securities | $262,431,000 | 436 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $262,431,000 | 416 |
| Securities issued by states & political subdivisions | $482,266,000 | 25 |
| Other domestic debt securities | $444,607,000 | 70 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $444,607,000 | 19 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $215,039,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $672,973,000 | 116 |
| Mortgage-backed securities | $42,014,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $42,014,000 | 898 |
| Issued or guaranteed by U.S. | $42,014,000 | 893 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,404,343,000 | 130 |
| Total debt securities | $1,189,304,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $393,695,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,289,752,000 | 151 |
| U.S. Government securities | $272,380,000 | 420 |
| U.S. Treasury securities | $2,998,000 | 939 |
| U.S. Government agency obligations | $269,382,000 | 409 |
| Securities issued by states & political subdivisions | $439,250,000 | 28 |
| Other domestic debt securities | $465,525,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $465,525,000 | 21 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $112,597,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $448,811,000 | 143 |
| Mortgage-backed securities | $38,112,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $38,112,000 | 938 |
| Issued or guaranteed by U.S. | $38,112,000 | 934 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,289,752,000 | 136 |
| Total debt securities | $1,177,155,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $384,728,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $162,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $947,388,000 | 181 |
| U.S. Government securities | $260,275,000 | 434 |
| U.S. Treasury securities | $3,987,000 | 813 |
| U.S. Government agency obligations | $256,288,000 | 424 |
| Securities issued by states & political subdivisions | $437,960,000 | 28 |
| Other domestic debt securities | $119,016,000 | 158 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $119,016,000 | 81 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $130,137,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,159,000 | 262 |
| Mortgage-backed securities | $12,231,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $12,231,000 | 2,103 |
| Issued or guaranteed by U.S. | $12,231,000 | 2,095 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $947,388,000 | 160 |
| Total debt securities | $817,251,000 | 202 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $336,005,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,242,427,000 | 156 |
| U.S. Government securities | $269,021,000 | 392 |
| U.S. Treasury securities | $6,990,000 | 558 |
| U.S. Government agency obligations | $262,031,000 | 382 |
| Securities issued by states & political subdivisions | $440,944,000 | 25 |
| Other domestic debt securities | $309,086,000 | 77 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $215,976,000 | 28 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $93,110,000 | 107 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $223,376,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,580,000 | 154 |
| Mortgage-backed securities | $15,595,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $15,595,000 | 1,735 |
| Issued or guaranteed by U.S. | $15,595,000 | 1,725 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,242,427,000 | 141 |
| Total debt securities | $1,019,051,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $331,610,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $998,594,000 | 173 |
| U.S. Government securities | $352,771,000 | 289 |
| U.S. Treasury securities | $7,215,000 | 587 |
| U.S. Government agency obligations | $345,556,000 | 273 |
| Securities issued by states & political subdivisions | $285,703,000 | 35 |
| Other domestic debt securities | $190,810,000 | 115 |
| Privately issued residential mortgage-backed securities | $76,214,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,596,000 | 79 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $169,310,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $356,498,000 | 164 |
| Mortgage-backed securities | $101,866,000 | 559 |
| Certificates of participation in pools of residential mortgages | $24,185,000 | 1,121 |
| Issued or guaranteed by U.S. | $24,185,000 | 1,115 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $77,681,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $1,467,000 | 2,841 |
| Privately issued | $76,214,000 | 98 |
| 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) | $76,214,000 | 275 |
| Available-for-sale securities (fair market value) | $922,380,000 | 156 |
| Total debt securities | $829,185,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $102,896,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $68,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,440,447,000 | 131 |
| U.S. Government securities | $861,775,000 | 145 |
| U.S. Treasury securities | $1,199,000 | 2,459 |
| U.S. Government agency obligations | $860,576,000 | 137 |
| Securities issued by states & political subdivisions | $201,752,000 | 52 |
| Other domestic debt securities | $91,461,000 | 177 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,461,000 | 109 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $285,459,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,523,000 | 192 |
| Mortgage-backed securities | $415,164,000 | 179 |
| Certificates of participation in pools of residential mortgages | $412,084,000 | 117 |
| Issued or guaranteed by U.S. | $412,084,000 | 117 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,080,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $3,080,000 | 1,780 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $881,052,000 | 46 |
| Available-for-sale securities (fair market value) | $559,395,000 | 203 |
| Total debt securities | $1,154,923,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $280,410,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,302,279,000 | 146 |
| U.S. Government securities | $809,740,000 | 157 |
| U.S. Treasury securities | $45,000 | 5,402 |
| U.S. Government agency obligations | $809,695,000 | 146 |
| Securities issued by states & political subdivisions | $171,210,000 | 55 |
| Other domestic debt securities | $33,656,000 | 395 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,656,000 | 293 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $287,673,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,165,000 | 181 |
| Mortgage-backed securities | $439,058,000 | 192 |
| Certificates of participation in pools of residential mortgages | $439,058,000 | 128 |
| Issued or guaranteed by U.S. | $439,058,000 | 125 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $945,551,000 | 42 |
| Available-for-sale securities (fair market value) | $356,728,000 | 307 |
| Total debt securities | $1,014,579,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $327,845,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,103,505,000 | 151 |
| U.S. Government securities | $683,308,000 | 177 |
| U.S. Treasury securities | $89,000 | 6,804 |
| U.S. Government agency obligations | $683,219,000 | 158 |
| Securities issued by states & political subdivisions | $155,160,000 | 59 |
| Other domestic debt securities | $35,509,000 | 327 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,509,000 | 218 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $229,528,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,130,000 | 253 |
| Mortgage-backed securities | $400,782,000 | 206 |
| Certificates of participation in pools of residential mortgages | $400,782,000 | 136 |
| Issued or guaranteed by U.S. | $400,782,000 | 133 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $747,995,000 | 52 |
| Available-for-sale securities (fair market value) | $355,510,000 | 307 |
| Total debt securities | $873,928,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $191,855,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,623,680,000 | 108 |
| U.S. Government securities | $1,214,376,000 | 118 |
| U.S. Treasury securities | $14,989,000 | 1,253 |
| U.S. Government agency obligations | $1,199,387,000 | 95 |
| Securities issued by states & political subdivisions | $176,578,000 | 46 |
| Other domestic debt securities | $23,280,000 | 327 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,280,000 | 208 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $209,446,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,003,000 | 118 |
| Mortgage-backed securities | $50,513,000 | 864 |
| Certificates of participation in pools of residential mortgages | $50,513,000 | 638 |
| Issued or guaranteed by U.S. | $50,513,000 | 625 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,204,130,000 | 32 |
| Available-for-sale securities (fair market value) | $419,550,000 | 258 |
| Total debt securities | $1,414,226,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $161,083,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $1,342,945,000 | 130 |
| U.S. Government securities | $939,265,000 | 147 |
| U.S. Treasury securities | $5,163,000 | 3,672 |
| U.S. Government agency obligations | $934,102,000 | 119 |
| Securities issued by states & political subdivisions | $195,515,000 | 39 |
| Other domestic debt securities | $21,654,000 | 345 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,654,000 | 199 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $186,511,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $493,781,000 | 124 |
| Mortgage-backed securities | $107,210,000 | 558 |
| Certificates of participation in pools of residential mortgages | $56,621,000 | 621 |
| Issued or guaranteed by U.S. | $56,621,000 | 608 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $50,589,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $50,589,000 | 365 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $922,328,000 | 58 |
| Available-for-sale securities (fair market value) | $420,617,000 | 265 |
| Total debt securities | $1,156,433,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $34,076,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,040,969,000 | 178 |
| U.S. Government securities | $682,346,000 | 216 |
| U.S. Treasury securities | $2,699,000 | 6,328 |
| U.S. Government agency obligations | $679,647,000 | 166 |
| Securities issued by states & political subdivisions | $166,309,000 | 47 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $192,314,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $223,170,000 | 248 |
| Mortgage-backed securities | $107,661,000 | 588 |
| Certificates of participation in pools of residential mortgages | $53,176,000 | 653 |
| Issued or guaranteed by U.S. | $53,176,000 | 632 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $54,485,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $54,485,000 | 387 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $679,165,000 | 80 |
| Available-for-sale securities (fair market value) | $361,804,000 | 314 |
| Total debt securities | $848,525,000 | 215 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $63,706,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $882,632,000 | 223 |
| U.S. Government securities | $558,470,000 | 268 |
| U.S. Treasury securities | $5,224,000 | 5,386 |
| U.S. Government agency obligations | $553,246,000 | 189 |
| Securities issued by states & political subdivisions | $145,220,000 | 57 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $178,942,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,213,000 | 239 |
| Mortgage-backed securities | $84,354,000 | 716 |
| Certificates of participation in pools of residential mortgages | $57,775,000 | 629 |
| Issued or guaranteed by U.S. | $57,775,000 | 607 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $26,579,000 | 735 |
| CMOs issued by government agencies or sponsored agencies | $26,579,000 | 692 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $626,620,000 | 189 |
| Available-for-sale securities (fair market value) | $256,012,000 | 253 |
| Total debt securities | $703,690,000 | 262 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $316,948,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $111,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $797,677,000 | 240 |
| U.S. Government securities | $526,784,000 | 283 |
| U.S. Treasury securities | $257,000 | 11,257 |
| U.S. Government agency obligations | $526,527,000 | 191 |
| Securities issued by states & political subdivisions | $105,465,000 | 89 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $165,428,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,947,000 | 319 |
| Mortgage-backed securities | $97,731,000 | 690 |
| Certificates of participation in pools of residential mortgages | $54,920,000 | 676 |
| Issued or guaranteed by U.S. | $54,920,000 | 644 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $42,811,000 | 587 |
| CMOs issued by government agencies or sponsored agencies | $42,811,000 | 538 |
| 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 | $632,249,000 | 296 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $98,333,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $726,873,000 | 250 |
| U.S. Government securities | $508,894,000 | 264 |
| U.S. Treasury securities | $554,000 | 11,143 |
| U.S. Government agency obligations | $508,340,000 | 185 |
| Securities issued by states & political subdivisions | $62,293,000 | 149 |
| Other domestic debt securities | $10,000,000 | 1,046 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000,000 | 710 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $145,686,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,621,000 | 387 |
| Mortgage-backed securities | $151,163,000 | 477 |
| Certificates of participation in pools of residential mortgages | $71,530,000 | 563 |
| Issued or guaranteed by U.S. | $71,530,000 | 529 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $79,633,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $79,633,000 | 322 |
| 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 | $581,187,000 | 285 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $38,700,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |