Home > First National Bank of Omaha > Securities
First National Bank of Omaha, Securities
| 2023-12-31 | Rank | |
| Total securities | $5,298,563,000 | 76 |
| U.S. Government securities | $4,300,922,000 | 71 |
| U.S. Treasury securities | $597,933,000 | 65 |
| U.S. Government agency obligations | $3,702,989,000 | 68 |
| Securities issued by states & political subdivisions | $155,481,000 | 271 |
| Other domestic debt securities | $827,445,000 | 69 |
| Privately issued residential mortgage-backed securities | $419,939,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $122,675,000 | 51 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $11,369,000 | 602 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,257,803,000 | 55 |
| Mortgage-backed securities | $4,362,863,000 | 61 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $123,405,000 | 423 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,275,844,000 | 52 |
| Privately issued | $419,939,000 | 21 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $741,797,000 | 30 |
| Other commercial mortgage-backed securities | $1,801,878,000 | 25 |
| Held to maturity securities (book value) | $153,073,000 | 290 |
| Available-for-sale securities (fair market value) | $5,130,775,000 | 59 |
| Total debt securities | $5,283,848,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $5,119,201,000 | 78 |
| U.S. Government securities | $4,153,339,000 | 73 |
| U.S. Treasury securities | $571,859,000 | 69 |
| U.S. Government agency obligations | $3,581,480,000 | 71 |
| Securities issued by states & political subdivisions | $146,793,000 | 271 |
| Other domestic debt securities | $806,909,000 | 65 |
| Privately issued residential mortgage-backed securities | $405,610,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $127,814,000 | 56 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $11,804,000 | 579 |
| 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 | $4,306,447,000 | 55 |
| Mortgage-backed securities | $4,215,341,000 | 64 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $121,570,000 | 418 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,240,636,000 | 53 |
| Privately issued | $405,610,000 | 20 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $707,051,000 | 33 |
| Other commercial mortgage-backed securities | $1,740,474,000 | 25 |
| Held to maturity securities (book value) | $152,714,000 | 295 |
| Available-for-sale securities (fair market value) | $4,954,327,000 | 61 |
| Total debt securities | $5,107,041,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $5,166,499,000 | 74 |
| U.S. Government securities | $4,192,085,000 | 70 |
| U.S. Treasury securities | $588,602,000 | 67 |
| U.S. Government agency obligations | $3,603,483,000 | 73 |
| Securities issued by states & political subdivisions | $152,804,000 | 275 |
| Other domestic debt securities | $811,658,000 | 63 |
| Privately issued residential mortgage-backed securities | $421,820,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $131,837,000 | 55 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $11,804,000 | 583 |
| 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 | $4,590,942,000 | 51 |
| Mortgage-backed securities | $4,237,113,000 | 64 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $124,856,000 | 424 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,276,106,000 | 52 |
| Privately issued | $421,820,000 | 19 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $680,738,000 | 34 |
| Other commercial mortgage-backed securities | $1,733,593,000 | 25 |
| Held to maturity securities (book value) | $156,895,000 | 286 |
| Available-for-sale securities (fair market value) | $4,999,652,000 | 60 |
| Total debt securities | $5,156,547,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $5,230,239,000 | 80 |
| U.S. Government securities | $4,225,292,000 | 73 |
| U.S. Treasury securities | $597,622,000 | 68 |
| U.S. Government agency obligations | $3,627,670,000 | 73 |
| Securities issued by states & political subdivisions | $153,100,000 | 292 |
| Other domestic debt securities | $832,379,000 | 66 |
| Privately issued residential mortgage-backed securities | $438,101,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $136,810,000 | 55 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $11,804,000 | 608 |
| 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 | $4,008,479,000 | 57 |
| Mortgage-backed securities | $4,275,781,000 | 66 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $128,805,000 | 428 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,329,926,000 | 51 |
| Privately issued | $438,101,000 | 19 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $564,280,000 | 41 |
| Other commercial mortgage-backed securities | $1,814,669,000 | 27 |
| Held to maturity securities (book value) | $161,973,000 | 290 |
| Available-for-sale securities (fair market value) | $5,048,798,000 | 66 |
| Total debt securities | $5,210,771,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $5,163,349,000 | 92 |
| U.S. Government securities | $4,160,011,000 | 81 |
| U.S. Treasury securities | $588,449,000 | 76 |
| U.S. Government agency obligations | $3,571,562,000 | 77 |
| Securities issued by states & political subdivisions | $149,008,000 | 312 |
| Other domestic debt securities | $836,966,000 | 65 |
| Privately issued residential mortgage-backed securities | $438,772,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $143,859,000 | 54 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $11,804,000 | 623 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,893,679,000 | 50 |
| Mortgage-backed securities | $4,215,245,000 | 70 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $131,283,000 | 430 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,289,091,000 | 55 |
| Privately issued | $438,772,000 | 21 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $539,716,000 | 41 |
| Other commercial mortgage-backed securities | $1,816,383,000 | 28 |
| Held to maturity securities (book value) | $164,829,000 | 300 |
| Available-for-sale securities (fair market value) | $4,981,156,000 | 73 |
| Total debt securities | $5,145,985,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $4,969,329,000 | 96 |
| U.S. Government securities | $4,002,881,000 | 84 |
| U.S. Treasury securities | $603,088,000 | 79 |
| U.S. Government agency obligations | $3,399,793,000 | 80 |
| Securities issued by states & political subdivisions | $143,460,000 | 328 |
| Other domestic debt securities | $808,143,000 | 61 |
| Privately issued residential mortgage-backed securities | $413,147,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $155,503,000 | 52 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $12,490,000 | 592 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,843,025,000 | 48 |
| Mortgage-backed securities | $4,000,901,000 | 72 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $126,853,000 | 449 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,221,947,000 | 60 |
| Privately issued | $413,147,000 | 22 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $477,898,000 | 47 |
| Other commercial mortgage-backed securities | $1,761,056,000 | 30 |
| Held to maturity securities (book value) | $161,724,000 | 298 |
| Available-for-sale securities (fair market value) | $4,792,760,000 | 78 |
| Total debt securities | $4,954,484,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $4,870,768,000 | 96 |
| U.S. Government securities | $3,920,151,000 | 84 |
| U.S. Treasury securities | $617,708,000 | 76 |
| U.S. Government agency obligations | $3,302,443,000 | 84 |
| Securities issued by states & political subdivisions | $146,685,000 | 340 |
| Other domestic debt securities | $790,922,000 | 57 |
| Privately issued residential mortgage-backed securities | $401,698,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $161,842,000 | 52 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $12,490,000 | 602 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,569,644,000 | 53 |
| Mortgage-backed securities | $3,877,901,000 | 76 |
| Certificates of participation in pools of residential mortgages | $131,609,000 | 447 |
| Issued or guaranteed by U.S. | $131,609,000 | 442 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,615,731,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,214,033,000 | 61 |
| Privately issued | $401,698,000 | 21 |
| Commercial mortgage-backed securities | $2,130,561,000 | 39 |
| Commercial mortgage pass-through securities | $419,091,000 | 54 |
| Other commercial mortgage-backed securities | $1,711,470,000 | 31 |
| Held to maturity securities (book value) | $165,772,000 | 280 |
| Available-for-sale securities (fair market value) | $4,691,986,000 | 79 |
| Total debt securities | $4,857,758,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $791,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $4,803,031,000 | 94 |
| U.S. Government securities | $3,886,924,000 | 84 |
| U.S. Treasury securities | $573,165,000 | 74 |
| U.S. Government agency obligations | $3,313,759,000 | 84 |
| Securities issued by states & political subdivisions | $151,539,000 | 333 |
| Other domestic debt securities | $742,006,000 | 58 |
| Privately issued residential mortgage-backed securities | $368,528,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $171,690,000 | 49 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $12,773,000 | 580 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,646,752,000 | 49 |
| Mortgage-backed securities | $3,827,763,000 | 77 |
| Certificates of participation in pools of residential mortgages | $121,483,000 | 504 |
| Issued or guaranteed by U.S. | $121,483,000 | 500 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,628,108,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,259,580,000 | 60 |
| Privately issued | $368,528,000 | 23 |
| Commercial mortgage-backed securities | $2,078,172,000 | 40 |
| Commercial mortgage pass-through securities | $376,337,000 | 57 |
| Other commercial mortgage-backed securities | $1,701,835,000 | 35 |
| Held to maturity securities (book value) | $158,615,000 | 259 |
| Available-for-sale securities (fair market value) | $4,621,854,000 | 82 |
| Total debt securities | $4,780,469,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $2,727,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $4,751,214,000 | 96 |
| U.S. Government securities | $3,928,661,000 | 85 |
| U.S. Treasury securities | $468,276,000 | 66 |
| U.S. Government agency obligations | $3,460,385,000 | 83 |
| Securities issued by states & political subdivisions | $113,034,000 | 499 |
| Other domestic debt securities | $689,554,000 | 63 |
| Privately issued residential mortgage-backed securities | $335,107,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $180,126,000 | 52 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $12,490,000 | 557 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,450,248,000 | 48 |
| Mortgage-backed securities | $3,910,304,000 | 78 |
| Certificates of participation in pools of residential mortgages | $111,793,000 | 537 |
| Issued or guaranteed by U.S. | $111,793,000 | 531 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,667,807,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,332,700,000 | 58 |
| Privately issued | $335,107,000 | 23 |
| Commercial mortgage-backed securities | $2,130,704,000 | 41 |
| Commercial mortgage pass-through securities | $375,417,000 | 55 |
| Other commercial mortgage-backed securities | $1,755,287,000 | 36 |
| Held to maturity securities (book value) | $147,429,000 | 211 |
| Available-for-sale securities (fair market value) | $4,583,820,000 | 85 |
| Total debt securities | $4,731,249,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $3,783,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $4,678,939,000 | 94 |
| U.S. Government securities | $4,033,115,000 | 83 |
| U.S. Treasury securities | $476,414,000 | 58 |
| U.S. Government agency obligations | $3,556,701,000 | 79 |
| Securities issued by states & political subdivisions | $115,577,000 | 462 |
| Other domestic debt securities | $513,604,000 | 70 |
| Privately issued residential mortgage-backed securities | $184,836,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $185,729,000 | 49 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $12,490,000 | 536 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,780,362,000 | 42 |
| Mortgage-backed securities | $3,802,607,000 | 77 |
| Certificates of participation in pools of residential mortgages | $103,292,000 | 541 |
| Issued or guaranteed by U.S. | $103,292,000 | 534 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,605,167,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,420,331,000 | 56 |
| Privately issued | $184,836,000 | 38 |
| Commercial mortgage-backed securities | $2,094,148,000 | 39 |
| Commercial mortgage pass-through securities | $386,300,000 | 52 |
| Other commercial mortgage-backed securities | $1,707,848,000 | 35 |
| Held to maturity securities (book value) | $150,663,000 | 192 |
| Available-for-sale securities (fair market value) | $4,511,633,000 | 84 |
| Total debt securities | $4,662,296,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $7,911,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $4,536,006,000 | 94 |
| U.S. Government securities | $3,935,733,000 | 78 |
| U.S. Treasury securities | $459,376,000 | 56 |
| U.S. Government agency obligations | $3,476,357,000 | 79 |
| Securities issued by states & political subdivisions | $110,844,000 | 456 |
| Other domestic debt securities | $475,516,000 | 70 |
| Privately issued residential mortgage-backed securities | $138,914,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $190,681,000 | 49 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $12,491,000 | 498 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,692,451,000 | 44 |
| Mortgage-backed securities | $3,686,650,000 | 71 |
| Certificates of participation in pools of residential mortgages | $112,581,000 | 488 |
| Issued or guaranteed by U.S. | $112,581,000 | 481 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,524,460,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,385,546,000 | 57 |
| Privately issued | $138,914,000 | 32 |
| Commercial mortgage-backed securities | $2,049,609,000 | 39 |
| Commercial mortgage pass-through securities | $388,626,000 | 44 |
| Other commercial mortgage-backed securities | $1,660,983,000 | 35 |
| Held to maturity securities (book value) | $158,840,000 | 170 |
| Available-for-sale securities (fair market value) | $4,363,253,000 | 83 |
| Total debt securities | $4,522,093,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $6,245,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $4,433,099,000 | 91 |
| U.S. Government securities | $3,932,461,000 | 75 |
| U.S. Treasury securities | $433,949,000 | 53 |
| U.S. Government agency obligations | $3,498,512,000 | 76 |
| Securities issued by states & political subdivisions | $98,756,000 | 493 |
| Other domestic debt securities | $390,962,000 | 75 |
| Privately issued residential mortgage-backed securities | $81,441,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $195,290,000 | 45 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $12,490,000 | 481 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,626,467,000 | 44 |
| Mortgage-backed securities | $3,608,445,000 | 71 |
| Certificates of participation in pools of residential mortgages | $106,519,000 | 476 |
| Issued or guaranteed by U.S. | $106,519,000 | 467 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,511,524,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,430,083,000 | 56 |
| Privately issued | $81,441,000 | 43 |
| Commercial mortgage-backed securities | $1,990,402,000 | 40 |
| Commercial mortgage pass-through securities | $392,160,000 | 42 |
| Other commercial mortgage-backed securities | $1,598,242,000 | 34 |
| Held to maturity securities (book value) | $151,954,000 | 168 |
| Available-for-sale securities (fair market value) | $4,270,225,000 | 80 |
| Total debt securities | $4,422,179,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $4,375,900,000 | 86 |
| U.S. Government securities | $3,894,702,000 | 74 |
| U.S. Treasury securities | $378,217,000 | 55 |
| U.S. Government agency obligations | $3,516,485,000 | 73 |
| Securities issued by states & political subdivisions | $91,968,000 | 503 |
| Other domestic debt securities | $372,145,000 | 70 |
| Privately issued residential mortgage-backed securities | $70,829,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $197,211,000 | 43 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $12,490,000 | 451 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,330,033,000 | 47 |
| Mortgage-backed securities | $3,601,633,000 | 66 |
| Certificates of participation in pools of residential mortgages | $102,446,000 | 441 |
| Issued or guaranteed by U.S. | $102,446,000 | 435 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,484,467,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,413,638,000 | 56 |
| Privately issued | $70,829,000 | 51 |
| Commercial mortgage-backed securities | $2,014,720,000 | 39 |
| Commercial mortgage pass-through securities | $400,420,000 | 41 |
| Other commercial mortgage-backed securities | $1,614,300,000 | 34 |
| Held to maturity securities (book value) | $163,643,000 | 149 |
| Available-for-sale securities (fair market value) | $4,195,172,000 | 78 |
| Total debt securities | $4,358,815,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $4,322,075,000 | 83 |
| U.S. Government securities | $3,848,023,000 | 71 |
| U.S. Treasury securities | $379,901,000 | 56 |
| U.S. Government agency obligations | $3,468,122,000 | 68 |
| Securities issued by states & political subdivisions | $79,322,000 | 529 |
| Other domestic debt securities | $379,638,000 | 71 |
| Privately issued residential mortgage-backed securities | $89,754,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $199,408,000 | 44 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $12,490,000 | 436 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,579,545,000 | 45 |
| Mortgage-backed securities | $3,561,241,000 | 65 |
| Certificates of participation in pools of residential mortgages | $103,465,000 | 421 |
| Issued or guaranteed by U.S. | $103,465,000 | 413 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,432,250,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,342,496,000 | 54 |
| Privately issued | $89,754,000 | 39 |
| Commercial mortgage-backed securities | $2,025,526,000 | 35 |
| Commercial mortgage pass-through securities | $421,731,000 | 39 |
| Other commercial mortgage-backed securities | $1,603,795,000 | 32 |
| Held to maturity securities (book value) | $167,092,000 | 139 |
| Available-for-sale securities (fair market value) | $4,139,891,000 | 74 |
| Total debt securities | $4,306,983,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $4,296,764,000 | 80 |
| U.S. Government securities | $3,892,956,000 | 69 |
| U.S. Treasury securities | $380,919,000 | 59 |
| U.S. Government agency obligations | $3,512,037,000 | 64 |
| Securities issued by states & political subdivisions | $79,434,000 | 488 |
| Other domestic debt securities | $311,995,000 | 82 |
| Privately issued residential mortgage-backed securities | $107,139,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $146,486,000 | 47 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $12,490,000 | 412 |
| 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 | $3,478,549,000 | 44 |
| Mortgage-backed securities | $3,603,661,000 | 63 |
| Certificates of participation in pools of residential mortgages | $118,114,000 | 380 |
| Issued or guaranteed by U.S. | $118,114,000 | 373 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,502,968,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,395,829,000 | 53 |
| Privately issued | $107,139,000 | 31 |
| Commercial mortgage-backed securities | $1,982,579,000 | 32 |
| Commercial mortgage pass-through securities | $436,108,000 | 36 |
| Other commercial mortgage-backed securities | $1,546,471,000 | 31 |
| Held to maturity securities (book value) | $182,348,000 | 129 |
| Available-for-sale securities (fair market value) | $4,102,037,000 | 68 |
| Total debt securities | $4,284,385,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $4,004,549,000 | 82 |
| U.S. Government securities | $3,784,287,000 | 69 |
| U.S. Treasury securities | $279,568,000 | 55 |
| U.S. Government agency obligations | $3,504,719,000 | 64 |
| Securities issued by states & political subdivisions | $65,239,000 | 542 |
| Other domestic debt securities | $145,058,000 | 137 |
| Privately issued residential mortgage-backed securities | $82,306,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,974,000 | 265 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $12,490,000 | 382 |
| 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 | $3,167,731,000 | 45 |
| Mortgage-backed securities | $3,555,785,000 | 62 |
| Certificates of participation in pools of residential mortgages | $126,845,000 | 361 |
| Issued or guaranteed by U.S. | $126,845,000 | 349 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,462,241,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,379,935,000 | 53 |
| Privately issued | $82,306,000 | 38 |
| Commercial mortgage-backed securities | $1,966,699,000 | 33 |
| Commercial mortgage pass-through securities | $452,999,000 | 38 |
| Other commercial mortgage-backed securities | $1,513,700,000 | 32 |
| Held to maturity securities (book value) | $180,130,000 | 134 |
| Available-for-sale securities (fair market value) | $3,814,454,000 | 71 |
| Total debt securities | $3,994,584,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $3,929,888,000 | 77 |
| U.S. Government securities | $3,744,818,000 | 71 |
| U.S. Treasury securities | $389,043,000 | 55 |
| U.S. Government agency obligations | $3,355,775,000 | 64 |
| Securities issued by states & political subdivisions | $67,818,000 | 481 |
| Other domestic debt securities | $100,502,000 | 164 |
| Privately issued residential mortgage-backed securities | $29,021,000 | 101 |
| Commercial mortgage-backed securities - Total | $53,601,000 | 39 |
| Asset backed securities | $5,392,000 | 236 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $12,488,000 | 365 |
| 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 | $2,969,217,000 | 37 |
| Mortgage-backed securities | $3,351,319,000 | 63 |
| Certificates of participation in pools of residential mortgages | $133,957,000 | 325 |
| Issued or guaranteed by U.S. | $133,957,000 | 318 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,356,502,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,327,481,000 | 51 |
| Privately issued | $29,021,000 | 76 |
| Commercial mortgage-backed securities | $1,860,860,000 | 31 |
| Commercial mortgage pass-through securities | $438,507,000 | 36 |
| Other commercial mortgage-backed securities | $1,422,353,000 | 32 |
| Held to maturity securities (book value) | $190,220,000 | 135 |
| Available-for-sale securities (fair market value) | $3,722,918,000 | 72 |
| Total debt securities | $3,913,138,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $3,880,021,000 | 77 |
| U.S. Government securities | $3,679,233,000 | 70 |
| U.S. Treasury securities | $405,832,000 | 56 |
| U.S. Government agency obligations | $3,273,401,000 | 64 |
| Securities issued by states & political subdivisions | $71,666,000 | 442 |
| Other domestic debt securities | $114,452,000 | 155 |
| Privately issued residential mortgage-backed securities | $32,726,000 | 88 |
| Commercial mortgage-backed securities - Total | $63,706,000 | 41 |
| Asset backed securities | $5,667,000 | 227 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $12,353,000 | 363 |
| 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 | $3,179,067,000 | 36 |
| Mortgage-backed securities | $3,211,691,000 | 65 |
| Certificates of participation in pools of residential mortgages | $137,400,000 | 307 |
| Issued or guaranteed by U.S. | $137,400,000 | 299 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,324,175,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,291,449,000 | 53 |
| Privately issued | $32,726,000 | 64 |
| Commercial mortgage-backed securities | $1,750,116,000 | 34 |
| Commercial mortgage pass-through securities | $424,542,000 | 36 |
| Other commercial mortgage-backed securities | $1,325,574,000 | 32 |
| Held to maturity securities (book value) | $195,642,000 | 139 |
| Available-for-sale securities (fair market value) | $3,669,709,000 | 64 |
| Total debt securities | $3,865,351,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $3,680,528,000 | 80 |
| U.S. Government securities | $3,478,321,000 | 70 |
| U.S. Treasury securities | $368,287,000 | 53 |
| U.S. Government agency obligations | $3,110,034,000 | 62 |
| Securities issued by states & political subdivisions | $73,273,000 | 421 |
| Other domestic debt securities | $117,494,000 | 140 |
| Privately issued residential mortgage-backed securities | $34,907,000 | 69 |
| Commercial mortgage-backed securities - Total | $62,396,000 | 42 |
| Asset backed securities | $5,926,000 | 205 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $14,265,000 | 331 |
| 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 | $3,032,542,000 | 39 |
| Mortgage-backed securities | $3,044,645,000 | 62 |
| Certificates of participation in pools of residential mortgages | $148,081,000 | 297 |
| Issued or guaranteed by U.S. | $148,081,000 | 297 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,279,801,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,244,894,000 | 55 |
| Privately issued | $34,907,000 | 61 |
| Commercial mortgage-backed securities | $1,616,763,000 | 34 |
| Commercial mortgage pass-through securities | $378,376,000 | 35 |
| Other commercial mortgage-backed securities | $1,238,387,000 | 33 |
| Held to maturity securities (book value) | $204,066,000 | 145 |
| Available-for-sale securities (fair market value) | $3,465,022,000 | 64 |
| Total debt securities | $3,669,088,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $3,614,154,000 | 79 |
| U.S. Government securities | $3,415,102,000 | 69 |
| U.S. Treasury securities | $363,476,000 | 56 |
| U.S. Government agency obligations | $3,051,626,000 | 64 |
| Securities issued by states & political subdivisions | $77,735,000 | 421 |
| Other domestic debt securities | $112,779,000 | 131 |
| Privately issued residential mortgage-backed securities | $36,147,000 | 64 |
| Commercial mortgage-backed securities - Total | $56,179,000 | 39 |
| Asset backed securities | $6,188,000 | 187 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $14,265,000 | 340 |
| 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 | $2,763,169,000 | 44 |
| Mortgage-backed securities | $2,971,336,000 | 63 |
| Certificates of participation in pools of residential mortgages | $141,366,000 | 311 |
| Issued or guaranteed by U.S. | $141,366,000 | 311 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,285,286,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,249,139,000 | 56 |
| Privately issued | $36,147,000 | 56 |
| Commercial mortgage-backed securities | $1,544,684,000 | 35 |
| Commercial mortgage pass-through securities | $364,188,000 | 35 |
| Other commercial mortgage-backed securities | $1,180,496,000 | 32 |
| Held to maturity securities (book value) | $202,919,000 | 146 |
| Available-for-sale securities (fair market value) | $3,402,697,000 | 69 |
| Total debt securities | $3,605,616,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $3,475,321,000 | 82 |
| U.S. Government securities | $3,264,771,000 | 70 |
| U.S. Treasury securities | $359,183,000 | 56 |
| U.S. Government agency obligations | $2,905,588,000 | 66 |
| Securities issued by states & political subdivisions | $77,628,000 | 433 |
| Other domestic debt securities | $118,502,000 | 124 |
| Privately issued residential mortgage-backed securities | $36,931,000 | 63 |
| Commercial mortgage-backed securities - Total | $60,878,000 | 36 |
| Asset backed securities | $6,428,000 | 178 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $14,265,000 | 329 |
| 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 | $2,743,412,000 | 42 |
| Mortgage-backed securities | $2,828,713,000 | 66 |
| Certificates of participation in pools of residential mortgages | $150,979,000 | 290 |
| Issued or guaranteed by U.S. | $150,979,000 | 289 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,252,736,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,215,805,000 | 58 |
| Privately issued | $36,931,000 | 57 |
| Commercial mortgage-backed securities | $1,424,998,000 | 35 |
| Commercial mortgage pass-through securities | $336,101,000 | 37 |
| Other commercial mortgage-backed securities | $1,088,897,000 | 33 |
| Held to maturity securities (book value) | $209,253,000 | 151 |
| Available-for-sale securities (fair market value) | $3,251,648,000 | 69 |
| Total debt securities | $3,460,901,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $3,297,158,000 | 82 |
| U.S. Government securities | $3,088,037,000 | 69 |
| U.S. Treasury securities | $354,282,000 | 60 |
| U.S. Government agency obligations | $2,733,755,000 | 66 |
| Securities issued by states & political subdivisions | $78,126,000 | 425 |
| Other domestic debt securities | $118,549,000 | 124 |
| Privately issued residential mortgage-backed securities | $38,084,000 | 63 |
| Commercial mortgage-backed securities - Total | $59,401,000 | 35 |
| Asset backed securities | $6,799,000 | 167 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $14,265,000 | 322 |
| 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 | $2,688,654,000 | 41 |
| Mortgage-backed securities | $2,648,547,000 | 67 |
| Certificates of participation in pools of residential mortgages | $156,877,000 | 281 |
| Issued or guaranteed by U.S. | $156,877,000 | 280 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,236,321,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,198,237,000 | 55 |
| Privately issued | $38,084,000 | 58 |
| Commercial mortgage-backed securities | $1,255,349,000 | 37 |
| Commercial mortgage pass-through securities | $307,633,000 | 35 |
| Other commercial mortgage-backed securities | $947,716,000 | 33 |
| Held to maturity securities (book value) | $216,915,000 | 149 |
| Available-for-sale securities (fair market value) | $3,067,797,000 | 73 |
| Total debt securities | $3,284,712,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $3,184,259,000 | 80 |
| U.S. Government securities | $2,972,295,000 | 68 |
| U.S. Treasury securities | $306,730,000 | 64 |
| U.S. Government agency obligations | $2,665,565,000 | 68 |
| Securities issued by states & political subdivisions | $75,205,000 | 466 |
| Other domestic debt securities | $126,782,000 | 116 |
| Privately issued residential mortgage-backed securities | $39,839,000 | 75 |
| Commercial mortgage-backed securities - Total | $65,630,000 | 34 |
| Asset backed securities | $7,048,000 | 159 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $14,265,000 | 316 |
| 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 | $2,706,552,000 | 42 |
| Mortgage-backed securities | $2,514,906,000 | 70 |
| Certificates of participation in pools of residential mortgages | $165,227,000 | 280 |
| Issued or guaranteed by U.S. | $165,227,000 | 279 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,189,970,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,150,131,000 | 55 |
| Privately issued | $39,839,000 | 57 |
| Commercial mortgage-backed securities | $1,159,709,000 | 37 |
| Commercial mortgage pass-through securities | $284,606,000 | 36 |
| Other commercial mortgage-backed securities | $875,103,000 | 34 |
| Held to maturity securities (book value) | $222,080,000 | 147 |
| Available-for-sale securities (fair market value) | $2,952,202,000 | 72 |
| Total debt securities | $3,174,282,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $3,120,807,000 | 82 |
| U.S. Government securities | $2,904,827,000 | 69 |
| U.S. Treasury securities | $307,867,000 | 61 |
| U.S. Government agency obligations | $2,596,960,000 | 72 |
| Securities issued by states & political subdivisions | $81,123,000 | 424 |
| Other domestic debt securities | $118,344,000 | 121 |
| Privately issued residential mortgage-backed securities | $28,150,000 | 72 |
| Commercial mortgage-backed securities - Total | $68,574,000 | 33 |
| Asset backed securities | $7,356,000 | 150 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $14,264,000 | 325 |
| 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 | $2,329,098,000 | 49 |
| Mortgage-backed securities | $2,435,225,000 | 72 |
| Certificates of participation in pools of residential mortgages | $175,526,000 | 271 |
| Issued or guaranteed by U.S. | $175,526,000 | 270 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,206,126,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,177,976,000 | 54 |
| Privately issued | $28,150,000 | 69 |
| Commercial mortgage-backed securities | $1,053,573,000 | 37 |
| Commercial mortgage pass-through securities | $240,019,000 | 38 |
| Other commercial mortgage-backed securities | $813,554,000 | 34 |
| Held to maturity securities (book value) | $231,993,000 | 141 |
| Available-for-sale securities (fair market value) | $2,872,301,000 | 75 |
| Total debt securities | $3,104,294,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $3,003,101,000 | 86 |
| U.S. Government securities | $2,784,382,000 | 70 |
| U.S. Treasury securities | $300,587,000 | 59 |
| U.S. Government agency obligations | $2,483,795,000 | 73 |
| Securities issued by states & political subdivisions | $82,747,000 | 428 |
| Other domestic debt securities | $113,771,000 | 124 |
| Privately issued residential mortgage-backed securities | $21,369,000 | 84 |
| Commercial mortgage-backed securities - Total | $69,626,000 | 31 |
| Asset backed securities | $7,633,000 | 145 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $15,143,000 | 314 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $22,201,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,222,914,000 | 49 |
| Mortgage-backed securities | $2,299,516,000 | 74 |
| Certificates of participation in pools of residential mortgages | $185,463,000 | 253 |
| Issued or guaranteed by U.S. | $185,463,000 | 252 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,182,486,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,161,117,000 | 53 |
| Privately issued | $21,369,000 | 82 |
| Commercial mortgage-backed securities | $931,567,000 | 39 |
| Commercial mortgage pass-through securities | $206,633,000 | 41 |
| Other commercial mortgage-backed securities | $724,934,000 | 35 |
| Held to maturity securities (book value) | $239,571,000 | 139 |
| Available-for-sale securities (fair market value) | $2,763,530,000 | 77 |
| Total debt securities | $2,980,900,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,937,617,000 | 83 |
| U.S. Government securities | $2,734,929,000 | 68 |
| U.S. Treasury securities | $313,357,000 | 56 |
| U.S. Government agency obligations | $2,421,572,000 | 72 |
| Securities issued by states & political subdivisions | $73,346,000 | 513 |
| Other domestic debt securities | $109,417,000 | 127 |
| Privately issued residential mortgage-backed securities | $15,932,000 | 95 |
| Commercial mortgage-backed securities - Total | $70,643,000 | 33 |
| Asset backed securities | $7,868,000 | 135 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $14,974,000 | 328 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $19,925,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,378,403,000 | 50 |
| Mortgage-backed securities | $2,189,822,000 | 75 |
| Certificates of participation in pools of residential mortgages | $184,398,000 | 257 |
| Issued or guaranteed by U.S. | $184,398,000 | 256 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,224,733,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,208,801,000 | 52 |
| Privately issued | $15,932,000 | 90 |
| Commercial mortgage-backed securities | $780,691,000 | 41 |
| Commercial mortgage pass-through securities | $182,929,000 | 40 |
| Other commercial mortgage-backed securities | $597,762,000 | 38 |
| Held to maturity securities (book value) | $234,986,000 | 139 |
| Available-for-sale securities (fair market value) | $2,702,631,000 | 79 |
| Total debt securities | $2,917,692,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,887,824,000 | 88 |
| U.S. Government securities | $2,686,057,000 | 71 |
| U.S. Treasury securities | $343,395,000 | 55 |
| U.S. Government agency obligations | $2,342,662,000 | 73 |
| Securities issued by states & political subdivisions | $78,450,000 | 474 |
| Other domestic debt securities | $105,736,000 | 125 |
| Privately issued residential mortgage-backed securities | $9,323,000 | 127 |
| Commercial mortgage-backed securities - Total | $73,176,000 | 31 |
| Asset backed securities | $8,280,000 | 126 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $14,957,000 | 336 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $17,581,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,256,427,000 | 48 |
| Mortgage-backed securities | $2,063,147,000 | 75 |
| Certificates of participation in pools of residential mortgages | $176,480,000 | 268 |
| Issued or guaranteed by U.S. | $176,480,000 | 267 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,234,058,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,224,735,000 | 52 |
| Privately issued | $9,323,000 | 120 |
| Commercial mortgage-backed securities | $652,609,000 | 42 |
| Commercial mortgage pass-through securities | $160,553,000 | 45 |
| Other commercial mortgage-backed securities | $492,056,000 | 41 |
| Held to maturity securities (book value) | $225,048,000 | 148 |
| Available-for-sale securities (fair market value) | $2,662,776,000 | 79 |
| Total debt securities | $2,870,243,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $3,020,901,000 | 84 |
| U.S. Government securities | $2,728,934,000 | 72 |
| U.S. Treasury securities | $276,047,000 | 58 |
| U.S. Government agency obligations | $2,452,887,000 | 71 |
| Securities issued by states & political subdivisions | $74,441,000 | 498 |
| Other domestic debt securities | $202,220,000 | 90 |
| Privately issued residential mortgage-backed securities | $9,881,000 | 126 |
| Commercial mortgage-backed securities - Total | $80,012,000 | 32 |
| Asset backed securities | $97,357,000 | 48 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $14,970,000 | 336 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $15,306,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,007,202,000 | 52 |
| Mortgage-backed securities | $2,071,883,000 | 77 |
| Certificates of participation in pools of residential mortgages | $185,611,000 | 261 |
| Issued or guaranteed by U.S. | $185,611,000 | 259 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,245,514,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,235,633,000 | 52 |
| Privately issued | $9,881,000 | 121 |
| Commercial mortgage-backed securities | $640,758,000 | 41 |
| Commercial mortgage pass-through securities | $180,218,000 | 40 |
| Other commercial mortgage-backed securities | $460,540,000 | 44 |
| Held to maturity securities (book value) | $236,032,000 | 145 |
| Available-for-sale securities (fair market value) | $2,784,869,000 | 71 |
| Total debt securities | $3,005,595,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $3,035,958,000 | 84 |
| U.S. Government securities | $2,733,681,000 | 73 |
| U.S. Treasury securities | $276,010,000 | 57 |
| U.S. Government agency obligations | $2,457,671,000 | 71 |
| Securities issued by states & political subdivisions | $77,229,000 | 468 |
| Other domestic debt securities | $208,315,000 | 89 |
| Privately issued residential mortgage-backed securities | $11,249,000 | 126 |
| Commercial mortgage-backed securities - Total | $81,704,000 | 33 |
| Asset backed securities | $100,390,000 | 51 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $14,972,000 | 326 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $16,733,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,168,466,000 | 48 |
| Mortgage-backed securities | $2,075,990,000 | 77 |
| Certificates of participation in pools of residential mortgages | $193,278,000 | 248 |
| Issued or guaranteed by U.S. | $193,278,000 | 247 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,263,782,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,252,533,000 | 50 |
| Privately issued | $11,249,000 | 121 |
| Commercial mortgage-backed securities | $618,930,000 | 40 |
| Commercial mortgage pass-through securities | $179,302,000 | 37 |
| Other commercial mortgage-backed securities | $439,628,000 | 44 |
| Held to maturity securities (book value) | $247,886,000 | 139 |
| Available-for-sale securities (fair market value) | $2,788,072,000 | 71 |
| Total debt securities | $3,019,225,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $3,053,529,000 | 80 |
| U.S. Government securities | $2,737,875,000 | 69 |
| U.S. Treasury securities | $276,382,000 | 54 |
| U.S. Government agency obligations | $2,461,493,000 | 70 |
| Securities issued by states & political subdivisions | $83,697,000 | 438 |
| Other domestic debt securities | $216,073,000 | 88 |
| Privately issued residential mortgage-backed securities | $12,734,000 | 120 |
| Commercial mortgage-backed securities - Total | $86,330,000 | 31 |
| Asset backed securities | $102,165,000 | 48 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $14,844,000 | 338 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $15,884,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,358,816,000 | 47 |
| Mortgage-backed securities | $2,076,866,000 | 74 |
| Certificates of participation in pools of residential mortgages | $214,604,000 | 220 |
| Issued or guaranteed by U.S. | $214,604,000 | 219 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,271,917,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,259,183,000 | 49 |
| Privately issued | $12,734,000 | 115 |
| Commercial mortgage-backed securities | $590,345,000 | 41 |
| Commercial mortgage pass-through securities | $163,719,000 | 34 |
| Other commercial mortgage-backed securities | $426,626,000 | 44 |
| Held to maturity securities (book value) | $267,784,000 | 132 |
| Available-for-sale securities (fair market value) | $2,785,745,000 | 70 |
| Total debt securities | $3,037,645,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $3,010,172,000 | 78 |
| U.S. Government securities | $2,708,425,000 | 70 |
| U.S. Treasury securities | $277,166,000 | 52 |
| U.S. Government agency obligations | $2,431,259,000 | 72 |
| Securities issued by states & political subdivisions | $84,327,000 | 426 |
| Other domestic debt securities | $202,646,000 | 91 |
| Privately issued residential mortgage-backed securities | $13,585,000 | 122 |
| Commercial mortgage-backed securities - Total | $91,651,000 | 32 |
| Asset backed securities | $82,607,000 | 52 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $14,803,000 | 340 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $14,774,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,268,703,000 | 48 |
| Mortgage-backed securities | $2,045,975,000 | 75 |
| Certificates of participation in pools of residential mortgages | $178,449,000 | 260 |
| Issued or guaranteed by U.S. | $178,449,000 | 259 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,309,377,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,295,792,000 | 45 |
| Privately issued | $13,585,000 | 113 |
| Commercial mortgage-backed securities | $558,149,000 | 41 |
| Commercial mortgage pass-through securities | $147,042,000 | 36 |
| Other commercial mortgage-backed securities | $411,107,000 | 44 |
| Held to maturity securities (book value) | $239,683,000 | 137 |
| Available-for-sale securities (fair market value) | $2,770,489,000 | 70 |
| Total debt securities | $2,995,398,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,944,401,000 | 81 |
| U.S. Government securities | $2,645,924,000 | 72 |
| U.S. Treasury securities | $275,859,000 | 55 |
| U.S. Government agency obligations | $2,370,065,000 | 72 |
| Securities issued by states & political subdivisions | $85,869,000 | 404 |
| Other domestic debt securities | $199,313,000 | 93 |
| Privately issued residential mortgage-backed securities | $14,691,000 | 116 |
| Commercial mortgage-backed securities - Total | $87,673,000 | 32 |
| Asset backed securities | $82,182,000 | 51 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $14,767,000 | 340 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $13,295,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,080,168,000 | 55 |
| Mortgage-backed securities | $1,985,540,000 | 75 |
| Certificates of participation in pools of residential mortgages | $169,148,000 | 273 |
| Issued or guaranteed by U.S. | $169,148,000 | 271 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,301,150,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,286,459,000 | 48 |
| Privately issued | $14,691,000 | 110 |
| Commercial mortgage-backed securities | $515,242,000 | 41 |
| Commercial mortgage pass-through securities | $124,866,000 | 43 |
| Other commercial mortgage-backed securities | $390,376,000 | 47 |
| Held to maturity securities (book value) | $237,218,000 | 141 |
| Available-for-sale securities (fair market value) | $2,707,183,000 | 69 |
| Total debt securities | $2,931,106,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,907,910,000 | 81 |
| U.S. Government securities | $2,626,306,000 | 74 |
| U.S. Treasury securities | $301,916,000 | 52 |
| U.S. Government agency obligations | $2,324,390,000 | 71 |
| Securities issued by states & political subdivisions | $86,175,000 | 404 |
| Other domestic debt securities | $178,567,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $82,332,000 | 31 |
| Asset backed securities | $81,434,000 | 53 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $14,801,000 | 334 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $16,862,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,070,158,000 | 56 |
| Mortgage-backed securities | $1,922,137,000 | 75 |
| Certificates of participation in pools of residential mortgages | $174,736,000 | 261 |
| Issued or guaranteed by U.S. | $174,736,000 | 259 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,269,870,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,269,870,000 | 46 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $477,531,000 | 40 |
| Commercial mortgage pass-through securities | $124,410,000 | 39 |
| Other commercial mortgage-backed securities | $353,121,000 | 48 |
| Held to maturity securities (book value) | $245,232,000 | 139 |
| Available-for-sale securities (fair market value) | $2,662,678,000 | 72 |
| Total debt securities | $2,891,048,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,908,263,000 | 81 |
| U.S. Government securities | $2,630,698,000 | 72 |
| U.S. Treasury securities | $305,085,000 | 48 |
| U.S. Government agency obligations | $2,325,613,000 | 70 |
| Securities issued by states & political subdivisions | $90,422,000 | 380 |
| Other domestic debt securities | $171,352,000 | 98 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $84,337,000 | 30 |
| Asset backed securities | $71,036,000 | 54 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $15,979,000 | 310 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $15,791,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,116,577,000 | 55 |
| Mortgage-backed securities | $1,934,637,000 | 74 |
| Certificates of participation in pools of residential mortgages | $180,145,000 | 254 |
| Issued or guaranteed by U.S. | $180,145,000 | 253 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,305,179,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,305,179,000 | 45 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $449,313,000 | 43 |
| Commercial mortgage pass-through securities | $106,204,000 | 36 |
| Other commercial mortgage-backed securities | $343,109,000 | 43 |
| Held to maturity securities (book value) | $252,791,000 | 137 |
| Available-for-sale securities (fair market value) | $2,655,472,000 | 69 |
| Total debt securities | $2,892,472,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,875,246,000 | 79 |
| U.S. Government securities | $2,618,963,000 | 69 |
| U.S. Treasury securities | $303,365,000 | 44 |
| U.S. Government agency obligations | $2,315,598,000 | 69 |
| Securities issued by states & political subdivisions | $92,167,000 | 357 |
| Other domestic debt securities | $149,377,000 | 103 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $75,690,000 | 33 |
| Asset backed securities | $57,725,000 | 60 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $15,962,000 | 313 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $14,739,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,177,870,000 | 55 |
| Mortgage-backed securities | $1,930,114,000 | 75 |
| Certificates of participation in pools of residential mortgages | $169,545,000 | 268 |
| Issued or guaranteed by U.S. | $169,545,000 | 267 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,333,241,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,333,241,000 | 44 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $427,328,000 | 42 |
| Commercial mortgage pass-through securities | $114,171,000 | 34 |
| Other commercial mortgage-backed securities | $313,157,000 | 43 |
| Held to maturity securities (book value) | $246,208,000 | 138 |
| Available-for-sale securities (fair market value) | $2,629,038,000 | 68 |
| Total debt securities | $2,860,507,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,875,913,000 | 76 |
| U.S. Government securities | $2,637,222,000 | 70 |
| U.S. Treasury securities | $303,659,000 | 46 |
| U.S. Government agency obligations | $2,333,563,000 | 68 |
| Securities issued by states & political subdivisions | $95,393,000 | 327 |
| Other domestic debt securities | $123,443,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $67,173,000 | 33 |
| Asset backed securities | $40,301,000 | 64 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $15,969,000 | 312 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $19,855,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,956,371,000 | 59 |
| Mortgage-backed securities | $1,947,399,000 | 74 |
| Certificates of participation in pools of residential mortgages | $175,134,000 | 259 |
| Issued or guaranteed by U.S. | $175,134,000 | 257 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,364,333,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,364,333,000 | 43 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $407,932,000 | 41 |
| Commercial mortgage pass-through securities | $100,002,000 | 36 |
| Other commercial mortgage-backed securities | $307,930,000 | 41 |
| Held to maturity securities (book value) | $252,453,000 | 137 |
| Available-for-sale securities (fair market value) | $2,623,460,000 | 67 |
| Total debt securities | $2,856,058,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $2,077,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,837,899,000 | 75 |
| U.S. Government securities | $2,606,706,000 | 69 |
| U.S. Treasury securities | $299,507,000 | 46 |
| U.S. Government agency obligations | $2,307,199,000 | 70 |
| Securities issued by states & political subdivisions | $95,782,000 | 323 |
| Other domestic debt securities | $116,077,000 | 122 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $66,871,000 | 33 |
| Asset backed securities | $33,153,000 | 65 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $16,053,000 | 309 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $19,334,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,945,831,000 | 59 |
| Mortgage-backed securities | $1,932,672,000 | 71 |
| Certificates of participation in pools of residential mortgages | $178,739,000 | 252 |
| Issued or guaranteed by U.S. | $178,739,000 | 251 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,371,764,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,371,764,000 | 43 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $382,169,000 | 40 |
| Commercial mortgage pass-through securities | $89,789,000 | 42 |
| Other commercial mortgage-backed securities | $292,380,000 | 40 |
| Held to maturity securities (book value) | $260,960,000 | 134 |
| Available-for-sale securities (fair market value) | $2,576,939,000 | 68 |
| Total debt securities | $2,818,565,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $1,952,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,647,580,000 | 77 |
| U.S. Government securities | $2,442,694,000 | 70 |
| U.S. Treasury securities | $219,131,000 | 50 |
| U.S. Government agency obligations | $2,223,563,000 | 70 |
| Securities issued by states & political subdivisions | $96,674,000 | 314 |
| Other domestic debt securities | $90,004,000 | 142 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $45,666,000 | 39 |
| Asset backed securities | $28,170,000 | 70 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $16,168,000 | 307 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $18,208,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,008,760,000 | 58 |
| Mortgage-backed securities | $1,850,273,000 | 70 |
| Certificates of participation in pools of residential mortgages | $167,087,000 | 271 |
| Issued or guaranteed by U.S. | $167,087,000 | 270 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,329,129,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,329,129,000 | 45 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $354,057,000 | 40 |
| Commercial mortgage pass-through securities | $89,544,000 | 40 |
| Other commercial mortgage-backed securities | $264,513,000 | 38 |
| Held to maturity securities (book value) | $225,598,000 | 147 |
| Available-for-sale securities (fair market value) | $2,421,982,000 | 69 |
| Total debt securities | $2,629,372,000 | 77 |
| Structured notes | ||
| Amortized cost | $115,000 | 2,243 |
| Fair value | $116,000 | 2,239 |
| Trading account assets | $1,999,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,452,102,000 | 87 |
| U.S. Government securities | $2,267,173,000 | 74 |
| U.S. Treasury securities | $219,649,000 | 40 |
| U.S. Government agency obligations | $2,047,524,000 | 75 |
| Securities issued by states & political subdivisions | $95,022,000 | 320 |
| Other domestic debt securities | $72,741,000 | 166 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $42,961,000 | 40 |
| Asset backed securities | $13,513,000 | 122 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $16,267,000 | 314 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $17,166,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,983,246,000 | 59 |
| Mortgage-backed securities | $1,687,561,000 | 79 |
| Certificates of participation in pools of residential mortgages | $142,345,000 | 312 |
| Issued or guaranteed by U.S. | $142,345,000 | 310 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,210,624,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,210,624,000 | 52 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $334,592,000 | 40 |
| Commercial mortgage pass-through securities | $78,995,000 | 46 |
| Other commercial mortgage-backed securities | $255,597,000 | 37 |
| Held to maturity securities (book value) | $3,391,000 | 1,604 |
| Available-for-sale securities (fair market value) | $2,448,711,000 | 74 |
| Total debt securities | $2,434,936,000 | 86 |
| Structured notes | ||
| Amortized cost | $124,000 | 2,306 |
| Fair value | $126,000 | 2,305 |
| Trading account assets | $2,118,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,561,342,000 | 82 |
| U.S. Government securities | $2,303,763,000 | 72 |
| U.S. Treasury securities | $274,713,000 | 34 |
| U.S. Government agency obligations | $2,029,050,000 | 72 |
| Securities issued by states & political subdivisions | $96,425,000 | 312 |
| Other domestic debt securities | $144,739,000 | 108 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $42,846,000 | 40 |
| Asset backed securities | $10,521,000 | 143 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $91,372,000 | 90 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $16,415,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,685,300,000 | 63 |
| Mortgage-backed securities | $1,654,874,000 | 82 |
| Certificates of participation in pools of residential mortgages | $144,652,000 | 309 |
| Issued or guaranteed by U.S. | $144,652,000 | 307 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,215,069,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,215,069,000 | 53 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $295,153,000 | 45 |
| Commercial mortgage pass-through securities | $62,747,000 | 47 |
| Other commercial mortgage-backed securities | $232,406,000 | 39 |
| Held to maturity securities (book value) | $3,395,000 | 1,609 |
| Available-for-sale securities (fair market value) | $2,557,947,000 | 69 |
| Total debt securities | $2,544,927,000 | 81 |
| Structured notes | ||
| Amortized cost | $132,000 | 2,356 |
| Fair value | $135,000 | 2,356 |
| Trading account assets | $2,068,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,000,549,000 | 105 |
| U.S. Government securities | $1,750,242,000 | 91 |
| U.S. Treasury securities | $148,237,000 | 43 |
| U.S. Government agency obligations | $1,602,005,000 | 89 |
| Securities issued by states & political subdivisions | $84,114,000 | 367 |
| Other domestic debt securities | $149,659,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $42,699,000 | 38 |
| Asset backed securities | $10,387,000 | 141 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $96,573,000 | 88 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $16,534,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,395,551,000 | 75 |
| Mortgage-backed securities | $1,335,245,000 | 98 |
| Certificates of participation in pools of residential mortgages | $99,186,000 | 448 |
| Issued or guaranteed by U.S. | $99,186,000 | 447 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,003,675,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,003,675,000 | 56 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $232,384,000 | 51 |
| Commercial mortgage pass-through securities | $44,004,000 | 57 |
| Other commercial mortgage-backed securities | $188,380,000 | 42 |
| Held to maturity securities (book value) | $3,048,000 | 1,629 |
| Available-for-sale securities (fair market value) | $1,997,501,000 | 81 |
| Total debt securities | $1,984,015,000 | 105 |
| Structured notes | ||
| Amortized cost | $142,000 | 2,343 |
| Fair value | $146,000 | 2,340 |
| Trading account assets | $2,049,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,033,627,000 | 104 |
| U.S. Government securities | $1,786,652,000 | 90 |
| U.S. Treasury securities | $224,926,000 | 33 |
| U.S. Government agency obligations | $1,561,726,000 | 90 |
| Securities issued by states & political subdivisions | $85,147,000 | 361 |
| Other domestic debt securities | $146,091,000 | 116 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $39,072,000 | 39 |
| Asset backed securities | $10,391,000 | 145 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $96,628,000 | 86 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $15,737,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,355,492,000 | 74 |
| Mortgage-backed securities | $1,276,018,000 | 103 |
| Certificates of participation in pools of residential mortgages | $40,086,000 | 1,035 |
| Issued or guaranteed by U.S. | $40,086,000 | 1,034 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,034,402,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,034,402,000 | 54 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $201,530,000 | 52 |
| Commercial mortgage pass-through securities | $21,505,000 | 89 |
| Other commercial mortgage-backed securities | $180,025,000 | 39 |
| Held to maturity securities (book value) | $3,051,000 | 1,595 |
| Available-for-sale securities (fair market value) | $2,030,576,000 | 80 |
| Total debt securities | $2,017,890,000 | 104 |
| Structured notes | ||
| Amortized cost | $154,000 | 2,334 |
| Fair value | $161,000 | 2,329 |
| Trading account assets | $2,043,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,966,065,000 | 107 |
| U.S. Government securities | $1,706,086,000 | 94 |
| U.S. Treasury securities | $219,742,000 | 36 |
| U.S. Government agency obligations | $1,486,344,000 | 98 |
| Securities issued by states & political subdivisions | $85,958,000 | 353 |
| Other domestic debt securities | $159,235,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $38,822,000 | 40 |
| Asset backed securities | $10,458,000 | 140 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $109,955,000 | 78 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $14,786,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,371,982,000 | 70 |
| Mortgage-backed securities | $1,228,378,000 | 104 |
| Certificates of participation in pools of residential mortgages | $27,089,000 | 1,425 |
| Issued or guaranteed by U.S. | $27,089,000 | 1,423 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,045,879,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,045,879,000 | 57 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $155,410,000 | 59 |
| Commercial mortgage pass-through securities | $17,904,000 | 101 |
| Other commercial mortgage-backed securities | $137,506,000 | 48 |
| Held to maturity securities (book value) | $3,055,000 | 1,532 |
| Available-for-sale securities (fair market value) | $1,963,010,000 | 86 |
| Total debt securities | $1,951,279,000 | 109 |
| Structured notes | ||
| Amortized cost | $169,000 | 2,309 |
| Fair value | $177,000 | 2,306 |
| Trading account assets | $2,039,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,250,765,000 | 98 |
| U.S. Government securities | $1,980,308,000 | 83 |
| U.S. Treasury securities | $456,243,000 | 25 |
| U.S. Government agency obligations | $1,524,065,000 | 97 |
| Securities issued by states & political subdivisions | $99,014,000 | 282 |
| Other domestic debt securities | $153,402,000 | 107 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $32,890,000 | 43 |
| Asset backed securities | $10,463,000 | 130 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $110,049,000 | 83 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $18,041,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,745,765,000 | 63 |
| Mortgage-backed securities | $1,217,460,000 | 105 |
| Certificates of participation in pools of residential mortgages | $40,314,000 | 1,046 |
| Issued or guaranteed by U.S. | $40,314,000 | 1,046 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,100,305,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $1,100,305,000 | 59 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $76,841,000 | 77 |
| Commercial mortgage pass-through securities | $13,327,000 | 113 |
| Other commercial mortgage-backed securities | $63,514,000 | 59 |
| Held to maturity securities (book value) | $3,058,000 | 1,506 |
| Available-for-sale securities (fair market value) | $2,247,707,000 | 78 |
| Total debt securities | $2,232,724,000 | 96 |
| Structured notes | ||
| Amortized cost | $191,000 | 2,346 |
| Fair value | $202,000 | 2,329 |
| Trading account assets | $2,059,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,261,798,000 | 96 |
| U.S. Government securities | $1,948,087,000 | 85 |
| U.S. Treasury securities | $412,246,000 | 28 |
| U.S. Government agency obligations | $1,535,841,000 | 98 |
| Securities issued by states & political subdivisions | $141,188,000 | 172 |
| Other domestic debt securities | $153,825,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $33,194,000 | 41 |
| Asset backed securities | $10,466,000 | 121 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $110,165,000 | 75 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $18,698,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,434,850,000 | 71 |
| Mortgage-backed securities | $1,250,752,000 | 101 |
| Certificates of participation in pools of residential mortgages | $45,100,000 | 926 |
| Issued or guaranteed by U.S. | $45,100,000 | 925 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,167,029,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,167,029,000 | 59 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $38,623,000 | 99 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $38,623,000 | 71 |
| Held to maturity securities (book value) | $3,062,000 | 1,513 |
| Available-for-sale securities (fair market value) | $2,258,736,000 | 78 |
| Total debt securities | $2,243,100,000 | 98 |
| Structured notes | ||
| Amortized cost | $214,000 | 2,362 |
| Fair value | $226,000 | 2,358 |
| Trading account assets | $2,066,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,310,121,000 | 89 |
| U.S. Government securities | $1,994,116,000 | 83 |
| U.S. Treasury securities | $423,554,000 | 24 |
| U.S. Government agency obligations | $1,570,562,000 | 93 |
| Securities issued by states & political subdivisions | $144,816,000 | 160 |
| Other domestic debt securities | $153,614,000 | 114 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $19,888,000 | 45 |
| Asset backed securities | $10,262,000 | 119 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $123,464,000 | 73 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $17,575,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,187,306,000 | 82 |
| Mortgage-backed securities | $1,311,472,000 | 102 |
| Certificates of participation in pools of residential mortgages | $50,037,000 | 894 |
| Issued or guaranteed by U.S. | $50,037,000 | 892 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,235,945,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,235,945,000 | 55 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $25,490,000 | 113 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $25,490,000 | 80 |
| Held to maturity securities (book value) | $3,065,000 | 1,531 |
| Available-for-sale securities (fair market value) | $2,307,056,000 | 73 |
| Total debt securities | $2,292,546,000 | 90 |
| Structured notes | ||
| Amortized cost | $235,000 | 2,539 |
| Fair value | $251,000 | 2,509 |
| Trading account assets | $2,316,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,159,682,000 | 95 |
| U.S. Government securities | $1,755,125,000 | 89 |
| U.S. Treasury securities | $379,335,000 | 29 |
| U.S. Government agency obligations | $1,375,790,000 | 104 |
| Securities issued by states & political subdivisions | $141,342,000 | 157 |
| Other domestic debt securities | $246,324,000 | 89 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $20,193,000 | 48 |
| Asset backed securities | $10,256,000 | 109 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $215,875,000 | 48 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $16,891,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,256,013,000 | 79 |
| Mortgage-backed securities | $1,116,272,000 | 111 |
| Certificates of participation in pools of residential mortgages | $53,302,000 | 870 |
| Issued or guaranteed by U.S. | $53,302,000 | 868 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,037,150,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,037,150,000 | 58 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $25,820,000 | 106 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $25,820,000 | 69 |
| Held to maturity securities (book value) | $3,068,000 | 1,527 |
| Available-for-sale securities (fair market value) | $2,156,614,000 | 78 |
| Total debt securities | $2,142,791,000 | 96 |
| Structured notes | ||
| Amortized cost | $259,000 | 2,732 |
| Fair value | $277,000 | 2,724 |
| Trading account assets | $2,310,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,187,968,000 | 98 |
| U.S. Government securities | $1,777,007,000 | 94 |
| U.S. Treasury securities | $530,319,000 | 25 |
| U.S. Government agency obligations | $1,246,688,000 | 114 |
| Securities issued by states & political subdivisions | $141,054,000 | 154 |
| Other domestic debt securities | $254,250,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $10,832,000 | 60 |
| Asset backed securities | $10,253,000 | 94 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $233,165,000 | 48 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $15,657,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,339,306,000 | 75 |
| Mortgage-backed securities | $975,180,000 | 118 |
| Certificates of participation in pools of residential mortgages | $51,732,000 | 888 |
| Issued or guaranteed by U.S. | $51,732,000 | 887 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $906,554,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $906,554,000 | 62 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $16,894,000 | 125 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $16,894,000 | 73 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $2,187,968,000 | 79 |
| Total debt securities | $2,172,311,000 | 98 |
| Structured notes | ||
| Amortized cost | $860,000 | 2,487 |
| Fair value | $886,000 | 2,473 |
| Trading account assets | $2,300,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,735,971,000 | 112 |
| U.S. Government securities | $1,403,707,000 | 107 |
| U.S. Treasury securities | $482,605,000 | 24 |
| U.S. Government agency obligations | $921,102,000 | 135 |
| Securities issued by states & political subdivisions | $153,699,000 | 129 |
| Other domestic debt securities | $162,143,000 | 120 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $1,140,000 | 84 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $161,003,000 | 64 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $16,422,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,169,175,000 | 76 |
| Mortgage-backed securities | $576,385,000 | 167 |
| Certificates of participation in pools of residential mortgages | $9,061,000 | 2,848 |
| Issued or guaranteed by U.S. | $9,061,000 | 2,848 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $560,081,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $560,081,000 | 83 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $7,243,000 | 142 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $7,243,000 | 84 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,735,971,000 | 100 |
| Total debt securities | $1,719,549,000 | 115 |
| Structured notes | ||
| Amortized cost | $914,000 | 2,380 |
| Fair value | $948,000 | 2,366 |
| Trading account assets | $2,291,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,021,875,000 | 102 |
| U.S. Government securities | $1,686,313,000 | 93 |
| U.S. Treasury securities | $483,593,000 | 22 |
| U.S. Government agency obligations | $1,202,720,000 | 114 |
| Securities issued by states & political subdivisions | $153,369,000 | 123 |
| Other domestic debt securities | $167,095,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $4,150,000 | 59 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $162,945,000 | 65 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $15,098,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,063,756,000 | 81 |
| Mortgage-backed securities | $859,477,000 | 123 |
| Certificates of participation in pools of residential mortgages | $9,705,000 | 2,699 |
| Issued or guaranteed by U.S. | $9,705,000 | 2,695 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $839,511,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $839,511,000 | 64 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $10,261,000 | 105 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $10,261,000 | 64 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $2,021,875,000 | 87 |
| Total debt securities | $2,006,777,000 | 104 |
| Structured notes | ||
| Amortized cost | $971,000 | 2,439 |
| Fair value | $1,018,000 | 2,233 |
| Trading account assets | $2,297,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,640,998,000 | 121 |
| U.S. Government securities | $1,300,172,000 | 112 |
| U.S. Treasury securities | $204,749,000 | 44 |
| U.S. Government agency obligations | $1,095,423,000 | 120 |
| Securities issued by states & political subdivisions | $156,005,000 | 113 |
| Other domestic debt securities | $171,130,000 | 114 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $7,116,000 | 45 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $164,014,000 | 61 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $13,691,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,051,476,000 | 81 |
| Mortgage-backed securities | $905,697,000 | 116 |
| Certificates of participation in pools of residential mortgages | $10,322,000 | 2,573 |
| Issued or guaranteed by U.S. | $10,322,000 | 2,565 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $881,810,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $881,810,000 | 57 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $13,565,000 | 84 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $13,565,000 | 51 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,640,998,000 | 105 |
| Total debt securities | $1,627,307,000 | 121 |
| Structured notes | ||
| Amortized cost | $1,019,000 | 2,426 |
| Fair value | $1,068,000 | 2,410 |
| Trading account assets | $2,279,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,913,031,000 | 106 |
| U.S. Government securities | $1,567,672,000 | 100 |
| U.S. Treasury securities | $103,527,000 | 67 |
| U.S. Government agency obligations | $1,464,145,000 | 100 |
| Securities issued by states & political subdivisions | $151,720,000 | 111 |
| Other domestic debt securities | $182,305,000 | 115 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $8,158,000 | 40 |
| Asset backed securities | $2,020,000 | 110 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $172,127,000 | 60 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $11,334,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,112,465,000 | 81 |
| Mortgage-backed securities | $940,657,000 | 113 |
| Certificates of participation in pools of residential mortgages | $11,487,000 | 2,366 |
| Issued or guaranteed by U.S. | $11,487,000 | 2,361 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $914,654,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $914,654,000 | 56 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $14,516,000 | 70 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $14,516,000 | 43 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,913,031,000 | 91 |
| Total debt securities | $1,901,697,000 | 105 |
| Structured notes | ||
| Amortized cost | $1,072,000 | 2,453 |
| Fair value | $1,110,000 | 2,439 |
| Trading account assets | $2,241,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,943,821,000 | 99 |
| U.S. Government securities | $1,577,796,000 | 93 |
| U.S. Treasury securities | $102,995,000 | 66 |
| U.S. Government agency obligations | $1,474,801,000 | 96 |
| Securities issued by states & political subdivisions | $155,831,000 | 106 |
| Other domestic debt securities | $195,333,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $15,057,000 | 60 |
| Asset backed securities | $2,044,000 | 100 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $178,232,000 | 57 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $14,861,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $997,397,000 | 88 |
| Mortgage-backed securities | $958,580,000 | 110 |
| Certificates of participation in pools of residential mortgages | $12,522,000 | 2,161 |
| Issued or guaranteed by U.S. | $12,522,000 | 2,155 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $931,001,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $931,001,000 | 55 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $15,057,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $15,057,000 | 34 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $1,943,821,000 | 85 |
| Total debt securities | $1,928,960,000 | 102 |
| Structured notes | ||
| Amortized cost | $1,145,000 | 2,286 |
| Fair value | $1,184,000 | 2,276 |
| Trading account assets | $2,228,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,829,793,000 | 102 |
| U.S. Government securities | $1,481,677,000 | 93 |
| U.S. Treasury securities | $102,597,000 | 65 |
| U.S. Government agency obligations | $1,379,080,000 | 95 |
| Securities issued by states & political subdivisions | $146,029,000 | 112 |
| Other domestic debt securities | $187,163,000 | 106 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $16,116,000 | 53 |
| Asset backed securities | $2,058,000 | 98 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $168,989,000 | 56 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $14,924,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $937,570,000 | 90 |
| Mortgage-backed securities | $845,528,000 | 114 |
| Certificates of participation in pools of residential mortgages | $13,794,000 | 1,980 |
| Issued or guaranteed by U.S. | $13,794,000 | 1,973 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $815,618,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $815,618,000 | 52 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $16,116,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $16,116,000 | 36 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,829,793,000 | 88 |
| Total debt securities | $1,814,869,000 | 103 |
| Structured notes | ||
| Amortized cost | $9,663,000 | 641 |
| Fair value | $9,731,000 | 644 |
| Trading account assets | $2,277,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,059,138,000 | 146 |
| U.S. Government securities | $772,736,000 | 149 |
| U.S. Treasury securities | $199,519,000 | 39 |
| U.S. Government agency obligations | $573,217,000 | 177 |
| Securities issued by states & political subdivisions | $107,093,000 | 154 |
| Other domestic debt securities | $168,994,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $168,994,000 | 50 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $10,315,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $699,425,000 | 111 |
| Mortgage-backed securities | $319,893,000 | 232 |
| Certificates of participation in pools of residential mortgages | $2,001,000 | 4,295 |
| Issued or guaranteed by U.S. | $2,001,000 | 4,286 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $317,892,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $317,892,000 | 96 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $1,059,138,000 | 128 |
| Total debt securities | $1,048,823,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $2,253,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,301,541,000 | 123 |
| U.S. Government securities | $1,023,726,000 | 116 |
| U.S. Treasury securities | $249,481,000 | 38 |
| U.S. Government agency obligations | $774,245,000 | 140 |
| Securities issued by states & political subdivisions | $94,788,000 | 178 |
| Other domestic debt securities | $171,986,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $171,986,000 | 50 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $11,041,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $718,618,000 | 104 |
| Mortgage-backed securities | $319,266,000 | 243 |
| Certificates of participation in pools of residential mortgages | $16,415,000 | 1,868 |
| Issued or guaranteed by U.S. | $16,415,000 | 1,865 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $302,851,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $302,851,000 | 102 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $1,301,541,000 | 108 |
| Total debt securities | $1,290,500,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $2,251,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,028,727,000 | 95 |
| U.S. Government securities | $1,157,046,000 | 105 |
| U.S. Treasury securities | $374,141,000 | 25 |
| U.S. Government agency obligations | $782,905,000 | 140 |
| Securities issued by states & political subdivisions | $81,764,000 | 208 |
| Other domestic debt securities | $778,672,000 | 52 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $620,675,000 | 22 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $157,997,000 | 53 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $11,245,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $778,850,000 | 98 |
| Mortgage-backed securities | $501,338,000 | 171 |
| Certificates of participation in pools of residential mortgages | $31,964,000 | 1,159 |
| Issued or guaranteed by U.S. | $31,964,000 | 1,151 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $469,374,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $469,374,000 | 66 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,028,727,000 | 81 |
| Total debt securities | $2,012,074,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $2,263,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,165,410,000 | 97 |
| U.S. Government securities | $1,317,642,000 | 101 |
| U.S. Treasury securities | $500,328,000 | 19 |
| U.S. Government agency obligations | $817,314,000 | 137 |
| Securities issued by states & political subdivisions | $73,077,000 | 247 |
| Other domestic debt securities | $762,452,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $604,193,000 | 23 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $158,259,000 | 52 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $12,239,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $685,983,000 | 111 |
| Mortgage-backed securities | $523,968,000 | 168 |
| Certificates of participation in pools of residential mortgages | $38,580,000 | 1,025 |
| Issued or guaranteed by U.S. | $38,580,000 | 1,018 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $485,388,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $485,388,000 | 65 |
| 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) | $469,738,000 | 60 |
| Available-for-sale securities (fair market value) | $1,695,672,000 | 92 |
| Total debt securities | $2,137,010,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $2,264,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,332,659,000 | 91 |
| U.S. Government securities | $1,661,176,000 | 90 |
| U.S. Treasury securities | $801,584,000 | 11 |
| U.S. Government agency obligations | $859,592,000 | 125 |
| Securities issued by states & political subdivisions | $67,650,000 | 269 |
| Other domestic debt securities | $589,429,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $26,659,000 | 48 |
| Asset backed securities | $501,016,000 | 27 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $61,754,000 | 103 |
| Foreign debt securities | $50,000 | 156 |
| Equity securities | $14,354,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $731,938,000 | 110 |
| Mortgage-backed securities | $570,517,000 | 157 |
| Certificates of participation in pools of residential mortgages | $42,489,000 | 961 |
| Issued or guaranteed by U.S. | $42,489,000 | 952 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $501,369,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $501,369,000 | 61 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $26,659,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $26,659,000 | 35 |
| Held to maturity securities (book value) | $487,884,000 | 55 |
| Available-for-sale securities (fair market value) | $1,844,775,000 | 89 |
| Total debt securities | $2,307,394,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $194,166,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,116,995,000 | 95 |
| U.S. Government securities | $1,653,276,000 | 85 |
| U.S. Treasury securities | $1,052,885,000 | 7 |
| U.S. Government agency obligations | $600,391,000 | 176 |
| Securities issued by states & political subdivisions | $65,091,000 | 270 |
| Other domestic debt securities | $375,978,000 | 90 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $375,978,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $50,000 | 151 |
| Equity securities | $22,600,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $785,687,000 | 102 |
| Mortgage-backed securities | $283,144,000 | 285 |
| Certificates of participation in pools of residential mortgages | $48,347,000 | 883 |
| Issued or guaranteed by U.S. | $48,347,000 | 872 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $234,797,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $234,797,000 | 112 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $483,603,000 | 50 |
| Available-for-sale securities (fair market value) | $1,633,392,000 | 95 |
| Total debt securities | $2,094,395,000 | 94 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,677 |
| Fair value | $100,000 | 1,679 |
| Trading account assets | $206,096,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,895,122,000 | 96 |
| U.S. Government securities | $1,254,164,000 | 96 |
| U.S. Treasury securities | $51,348,000 | 57 |
| U.S. Government agency obligations | $1,202,816,000 | 98 |
| Securities issued by states & political subdivisions | $70,155,000 | 238 |
| Other domestic debt securities | $371,232,000 | 81 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $371,232,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $50,000 | 147 |
| Equity securities | $199,521,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,078,973,000 | 85 |
| Mortgage-backed securities | $675,981,000 | 140 |
| Certificates of participation in pools of residential mortgages | $262,803,000 | 192 |
| Issued or guaranteed by U.S. | $262,803,000 | 187 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $413,178,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $413,178,000 | 72 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $502,875,000 | 45 |
| Available-for-sale securities (fair market value) | $1,392,247,000 | 100 |
| Total debt securities | $1,695,601,000 | 102 |
| Structured notes | ||
| Amortized cost | $102,000 | 1,712 |
| Fair value | $102,000 | 1,711 |
| Trading account assets | $244,515,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,833,297,000 | 97 |
| U.S. Government securities | $1,249,496,000 | 92 |
| U.S. Treasury securities | $47,700,000 | 57 |
| U.S. Government agency obligations | $1,201,796,000 | 92 |
| Securities issued by states & political subdivisions | $63,424,000 | 254 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $50,000 | 158 |
| Equity securities | $520,327,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $952,281,000 | 86 |
| Mortgage-backed securities | $693,074,000 | 131 |
| Certificates of participation in pools of residential mortgages | $266,418,000 | 178 |
| Issued or guaranteed by U.S. | $266,418,000 | 172 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $426,656,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $426,656,000 | 63 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $421,918,000 | 51 |
| Available-for-sale securities (fair market value) | $1,411,379,000 | 93 |
| Total debt securities | $1,312,970,000 | 116 |
| Structured notes | ||
| Amortized cost | $101,000 | 1,713 |
| Fair value | $101,000 | 1,715 |
| Trading account assets | $389,693,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,171,758,000 | 131 |
| U.S. Government securities | $1,111,553,000 | 100 |
| U.S. Treasury securities | $21,951,000 | 105 |
| U.S. Government agency obligations | $1,089,602,000 | 101 |
| Securities issued by states & political subdivisions | $44,610,000 | 414 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $50,000 | 163 |
| Equity securities | $15,545,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $768,136,000 | 98 |
| Mortgage-backed securities | $562,511,000 | 158 |
| Certificates of participation in pools of residential mortgages | $158,767,000 | 288 |
| Issued or guaranteed by U.S. | $158,767,000 | 283 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $403,744,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $403,744,000 | 68 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $410,530,000 | 52 |
| Available-for-sale securities (fair market value) | $761,228,000 | 164 |
| Total debt securities | $1,156,213,000 | 132 |
| Structured notes | ||
| Amortized cost | $102,000 | 1,753 |
| Fair value | $102,000 | 1,756 |
| Trading account assets | $396,561,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $978,957,000 | 160 |
| U.S. Government securities | $923,011,000 | 123 |
| U.S. Treasury securities | $21,918,000 | 107 |
| U.S. Government agency obligations | $901,093,000 | 122 |
| Securities issued by states & political subdivisions | $43,273,000 | 441 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $50,000 | 175 |
| Equity securities | $12,623,000 | 259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,592,000 | 114 |
| Mortgage-backed securities | $414,531,000 | 199 |
| Certificates of participation in pools of residential mortgages | $62,987,000 | 611 |
| Issued or guaranteed by U.S. | $62,987,000 | 604 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $351,544,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $351,544,000 | 74 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $329,522,000 | 56 |
| Available-for-sale securities (fair market value) | $649,435,000 | 188 |
| Total debt securities | $966,334,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $362,098,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,054,280,000 | 153 |
| U.S. Government securities | $661,036,000 | 162 |
| U.S. Treasury securities | $21,886,000 | 115 |
| U.S. Government agency obligations | $639,150,000 | 160 |
| Securities issued by states & political subdivisions | $46,283,000 | 393 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $450,000 | 110 |
| Equity securities | $346,511,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $469,702,000 | 148 |
| Mortgage-backed securities | $441,559,000 | 184 |
| Certificates of participation in pools of residential mortgages | $65,162,000 | 534 |
| Issued or guaranteed by U.S. | $65,162,000 | 528 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $376,397,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $376,397,000 | 71 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $362,816,000 | 57 |
| Available-for-sale securities (fair market value) | $691,464,000 | 175 |
| Total debt securities | $707,770,000 | 197 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $377,135,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,088,345,000 | 152 |
| U.S. Government securities | $702,742,000 | 157 |
| U.S. Treasury securities | $21,854,000 | 121 |
| U.S. Government agency obligations | $680,888,000 | 160 |
| Securities issued by states & political subdivisions | $42,902,000 | 419 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $450,000 | 112 |
| Equity securities | $342,251,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $618,925,000 | 116 |
| Mortgage-backed securities | $434,031,000 | 174 |
| Certificates of participation in pools of residential mortgages | $43,072,000 | 739 |
| Issued or guaranteed by U.S. | $43,072,000 | 731 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $390,959,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $390,959,000 | 69 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $425,597,000 | 51 |
| Available-for-sale securities (fair market value) | $662,748,000 | 177 |
| Total debt securities | $746,091,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $306,530,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $937,120,000 | 171 |
| U.S. Government securities | $715,815,000 | 160 |
| U.S. Treasury securities | $121,120,000 | 34 |
| U.S. Government agency obligations | $594,695,000 | 177 |
| Securities issued by states & political subdivisions | $32,297,000 | 591 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $450,000 | 111 |
| Equity securities | $188,558,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $504,390,000 | 146 |
| Mortgage-backed securities | $270,467,000 | 254 |
| Certificates of participation in pools of residential mortgages | $45,506,000 | 711 |
| Issued or guaranteed by U.S. | $45,506,000 | 703 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $224,961,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $224,961,000 | 115 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,547,000 | 49 |
| Available-for-sale securities (fair market value) | $436,573,000 | 263 |
| Total debt securities | $748,562,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $302,736,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $845,423,000 | 188 |
| U.S. Government securities | $629,133,000 | 178 |
| U.S. Treasury securities | $136,489,000 | 33 |
| U.S. Government agency obligations | $492,644,000 | 203 |
| Securities issued by states & political subdivisions | $29,320,000 | 660 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $450,000 | 116 |
| Equity securities | $186,520,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $549,419,000 | 133 |
| Mortgage-backed securities | $164,437,000 | 383 |
| Certificates of participation in pools of residential mortgages | $38,290,000 | 798 |
| Issued or guaranteed by U.S. | $38,290,000 | 788 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $126,147,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $126,147,000 | 159 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $633,214,000 | 45 |
| Available-for-sale securities (fair market value) | $212,209,000 | 494 |
| Total debt securities | $658,903,000 | 214 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $247,893,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $921,010,000 | 178 |
| U.S. Government securities | $682,605,000 | 175 |
| U.S. Treasury securities | $135,922,000 | 37 |
| U.S. Government agency obligations | $546,683,000 | 188 |
| Securities issued by states & political subdivisions | $27,604,000 | 705 |
| Other domestic debt securities | $45,341,000 | 299 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,341,000 | 139 |
| Foreign debt securities | $450,000 | 116 |
| Equity securities | $165,010,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $615,792,000 | 126 |
| Mortgage-backed securities | $164,614,000 | 376 |
| Certificates of participation in pools of residential mortgages | $39,553,000 | 792 |
| Issued or guaranteed by U.S. | $39,553,000 | 782 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $125,061,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $125,061,000 | 171 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $661,725,000 | 42 |
| Available-for-sale securities (fair market value) | $259,285,000 | 418 |
| Total debt securities | $756,000,000 | 202 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 105 |
| Fair value | $24,977,000 | 105 |
| Trading account assets | $252,422,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $980,090,000 | 178 |
| U.S. Government securities | $896,857,000 | 149 |
| U.S. Treasury securities | $296,781,000 | 21 |
| U.S. Government agency obligations | $600,076,000 | 185 |
| Securities issued by states & political subdivisions | $30,593,000 | 625 |
| Other domestic debt securities | $39,127,000 | 325 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,127,000 | 161 |
| Foreign debt securities | $450,000 | 117 |
| Equity securities | $13,063,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $513,197,000 | 146 |
| Mortgage-backed securities | $173,547,000 | 364 |
| Certificates of participation in pools of residential mortgages | $40,900,000 | 788 |
| Issued or guaranteed by U.S. | $40,900,000 | 778 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $132,647,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $132,647,000 | 166 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $876,219,000 | 36 |
| Available-for-sale securities (fair market value) | $103,871,000 | 1,037 |
| Total debt securities | $967,025,000 | 177 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 116 |
| Fair value | $24,922,000 | 117 |
| Trading account assets | $167,147,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,030,042,000 | 178 |
| U.S. Government securities | $968,459,000 | 140 |
| U.S. Treasury securities | $306,809,000 | 22 |
| U.S. Government agency obligations | $661,650,000 | 180 |
| Securities issued by states & political subdivisions | $29,593,000 | 618 |
| Other domestic debt securities | $19,444,000 | 496 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,444,000 | 263 |
| Foreign debt securities | $450,000 | 125 |
| Equity securities | $12,096,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $524,827,000 | 148 |
| Mortgage-backed securities | $186,192,000 | 350 |
| Certificates of participation in pools of residential mortgages | $42,569,000 | 769 |
| Issued or guaranteed by U.S. | $42,569,000 | 761 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $143,623,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $143,623,000 | 154 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $947,955,000 | 33 |
| Available-for-sale securities (fair market value) | $82,087,000 | 1,277 |
| Total debt securities | $1,017,946,000 | 175 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 129 |
| Fair value | $24,970,000 | 129 |
| Trading account assets | $109,322,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,035,951,000 | 179 |
| U.S. Government securities | $973,152,000 | 144 |
| U.S. Treasury securities | $308,388,000 | 26 |
| U.S. Government agency obligations | $664,764,000 | 183 |
| Securities issued by states & political subdivisions | $22,749,000 | 841 |
| Other domestic debt securities | $28,148,000 | 401 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,148,000 | 197 |
| Foreign debt securities | $450,000 | 126 |
| Equity securities | $11,452,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $527,065,000 | 143 |
| Mortgage-backed securities | $136,328,000 | 449 |
| Certificates of participation in pools of residential mortgages | $9,985,000 | 2,154 |
| Issued or guaranteed by U.S. | $9,985,000 | 2,142 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $126,343,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $126,343,000 | 176 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $927,818,000 | 35 |
| Available-for-sale securities (fair market value) | $108,133,000 | 987 |
| Total debt securities | $1,024,501,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $66,846,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $875,232,000 | 204 |
| U.S. Government securities | $814,647,000 | 176 |
| U.S. Treasury securities | $359,906,000 | 26 |
| U.S. Government agency obligations | $454,741,000 | 243 |
| Securities issued by states & political subdivisions | $16,836,000 | 1,184 |
| Other domestic debt securities | $28,927,000 | 409 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,927,000 | 201 |
| Foreign debt securities | $450,000 | 122 |
| Equity securities | $14,372,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $488,048,000 | 154 |
| Mortgage-backed securities | $145,647,000 | 441 |
| Certificates of participation in pools of residential mortgages | $9,980,000 | 2,162 |
| Issued or guaranteed by U.S. | $9,980,000 | 2,150 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $135,667,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $135,667,000 | 174 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $719,458,000 | 44 |
| Available-for-sale securities (fair market value) | $155,774,000 | 680 |
| Total debt securities | $860,860,000 | 201 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $90,047,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $977,699,000 | 188 |
| U.S. Government securities | $930,981,000 | 153 |
| U.S. Treasury securities | $312,007,000 | 23 |
| U.S. Government agency obligations | $618,974,000 | 196 |
| Securities issued by states & political subdivisions | $9,918,000 | 1,943 |
| Other domestic debt securities | $24,381,000 | 454 |
| 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 | $24,381,000 | 240 |
| Foreign debt securities | $450,000 | 126 |
| Equity securities | $11,969,000 | 259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $712,263,000 | 120 |
| Mortgage-backed securities | $159,683,000 | 415 |
| Certificates of participation in pools of residential mortgages | $9,975,000 | 2,194 |
| Issued or guaranteed by U.S. | $9,975,000 | 2,183 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $149,708,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $149,708,000 | 168 |
| 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) | $836,094,000 | 41 |
| Available-for-sale securities (fair market value) | $141,605,000 | 740 |
| Total debt securities | $965,730,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $79,292,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,064,541,000 | 181 |
| U.S. Government securities | $1,004,912,000 | 147 |
| U.S. Treasury securities | $335,628,000 | 25 |
| U.S. Government agency obligations | $669,284,000 | 188 |
| Securities issued by states & political subdivisions | $7,246,000 | 2,438 |
| Other domestic debt securities | $20,922,000 | 506 |
| 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 | $20,922,000 | 277 |
| Foreign debt securities | $450,000 | 129 |
| Equity securities | $31,011,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $470,157,000 | 155 |
| Mortgage-backed securities | $185,721,000 | 378 |
| Certificates of participation in pools of residential mortgages | $9,970,000 | 2,273 |
| Issued or guaranteed by U.S. | $9,970,000 | 2,262 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $175,751,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $175,751,000 | 151 |
| 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) | $910,135,000 | 37 |
| Available-for-sale securities (fair market value) | $154,406,000 | 685 |
| Total debt securities | $1,033,530,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $70,876,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,216,817,000 | 168 |
| U.S. Government securities | $1,124,857,000 | 138 |
| U.S. Treasury securities | $423,537,000 | 20 |
| U.S. Government agency obligations | $701,320,000 | 186 |
| Securities issued by states & political subdivisions | $7,454,000 | 2,391 |
| Other domestic debt securities | $18,135,000 | 564 |
| 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 | $18,135,000 | 322 |
| Foreign debt securities | $450,000 | 135 |
| Equity securities | $65,921,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $463,704,000 | 160 |
| Mortgage-backed securities | $192,420,000 | 373 |
| Certificates of participation in pools of residential mortgages | $9,966,000 | 2,324 |
| Issued or guaranteed by U.S. | $9,966,000 | 2,313 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $182,454,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $182,454,000 | 145 |
| 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) | $858,246,000 | 39 |
| Available-for-sale securities (fair market value) | $358,571,000 | 331 |
| Total debt securities | $1,150,896,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $63,099,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,017,128,000 | 186 |
| U.S. Government securities | $866,931,000 | 169 |
| U.S. Treasury securities | $508,582,000 | 16 |
| U.S. Government agency obligations | $358,349,000 | 293 |
| Securities issued by states & political subdivisions | $7,487,000 | 2,409 |
| Other domestic debt securities | $17,376,000 | 583 |
| 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 | $17,376,000 | 346 |
| Foreign debt securities | $450,000 | 137 |
| Equity securities | $124,884,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $464,465,000 | 163 |
| Mortgage-backed securities | $173,711,000 | 413 |
| Certificates of participation in pools of residential mortgages | $9,961,000 | 2,369 |
| Issued or guaranteed by U.S. | $9,961,000 | 2,363 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $163,750,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $163,750,000 | 170 |
| 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) | $722,854,000 | 44 |
| Available-for-sale securities (fair market value) | $294,274,000 | 408 |
| Total debt securities | $892,244,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $168,899,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,444,784,000 | 151 |
| U.S. Government securities | $1,234,095,000 | 135 |
| U.S. Treasury securities | $558,728,000 | 15 |
| U.S. Government agency obligations | $675,367,000 | 189 |
| Securities issued by states & political subdivisions | $7,430,000 | 2,434 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| Foreign debt securities | $450,000 | 138 |
| Equity securities | $202,809,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $726,974,000 | 121 |
| Mortgage-backed securities | $150,180,000 | 456 |
| Certificates of participation in pools of residential mortgages | $9,956,000 | 2,386 |
| Issued or guaranteed by U.S. | $9,956,000 | 2,377 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $140,224,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $140,224,000 | 182 |
| 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) | $776,620,000 | 43 |
| Available-for-sale securities (fair market value) | $668,164,000 | 215 |
| Total debt securities | $1,241,975,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,667,978,000 | 136 |
| U.S. Government securities | $1,458,489,000 | 122 |
| U.S. Treasury securities | $570,471,000 | 17 |
| U.S. Government agency obligations | $888,018,000 | 158 |
| Securities issued by states & political subdivisions | $7,342,000 | 2,444 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| Foreign debt securities | $450,000 | 139 |
| Equity securities | $201,697,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $718,744,000 | 120 |
| Mortgage-backed securities | $138,995,000 | 497 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $138,995,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $138,995,000 | 187 |
| 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) | $952,529,000 | 32 |
| Available-for-sale securities (fair market value) | $715,449,000 | 208 |
| Total debt securities | $1,466,281,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $30,307,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,642,687,000 | 138 |
| U.S. Government securities | $1,387,829,000 | 121 |
| U.S. Treasury securities | $523,376,000 | 18 |
| U.S. Government agency obligations | $864,453,000 | 166 |
| Securities issued by states & political subdivisions | $7,746,000 | 2,373 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| Foreign debt securities | $450,000 | 147 |
| Equity securities | $246,662,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $714,870,000 | 120 |
| Mortgage-backed securities | $130,666,000 | 520 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $130,666,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $130,666,000 | 204 |
| 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) | $942,562,000 | 36 |
| Available-for-sale securities (fair market value) | $700,125,000 | 217 |
| Total debt securities | $1,396,025,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $30,998,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,461,377,000 | 149 |
| U.S. Government securities | $1,204,496,000 | 137 |
| U.S. Treasury securities | $598,057,000 | 15 |
| U.S. Government agency obligations | $606,439,000 | 213 |
| Securities issued by states & political subdivisions | $7,734,000 | 2,383 |
| Other domestic debt securities | $3,985,000 | 1,448 |
| 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 | $3,985,000 | 1,198 |
| Foreign debt securities | $450,000 | 155 |
| Equity securities | $244,712,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $461,310,000 | 153 |
| Mortgage-backed securities | $104,851,000 | 633 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,038 |
| Issued or guaranteed by U.S. | $2,000 | 7,013 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $104,849,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $104,849,000 | 248 |
| 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) | $974,087,000 | 31 |
| Available-for-sale securities (fair market value) | $487,290,000 | 282 |
| Total debt securities | $1,216,665,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $118,531,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $936,322,000 | 191 |
| U.S. Government securities | $626,920,000 | 212 |
| U.S. Treasury securities | $142,722,000 | 54 |
| U.S. Government agency obligations | $484,198,000 | 242 |
| Securities issued by states & political subdivisions | $7,706,000 | 2,378 |
| Other domestic debt securities | $6,325,000 | 1,171 |
| 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 | $6,325,000 | 947 |
| Foreign debt securities | $450,000 | 162 |
| Equity securities | $294,921,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,358,000 | 271 |
| Mortgage-backed securities | $57,234,000 | 958 |
| Certificates of participation in pools of residential mortgages | $9,280,000 | 2,513 |
| Issued or guaranteed by U.S. | $9,280,000 | 2,503 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $47,954,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $47,954,000 | 406 |
| 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) | $484,359,000 | 51 |
| Available-for-sale securities (fair market value) | $451,963,000 | 299 |
| Total debt securities | $641,401,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $27,426,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $872,469,000 | 198 |
| U.S. Government securities | $566,311,000 | 225 |
| U.S. Treasury securities | $118,231,000 | 58 |
| U.S. Government agency obligations | $448,080,000 | 264 |
| Securities issued by states & political subdivisions | $7,833,000 | 2,318 |
| Other domestic debt securities | $3,390,000 | 1,750 |
| 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 | $3,390,000 | 1,467 |
| Foreign debt securities | $450,000 | 161 |
| Equity securities | $294,485,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,331,000 | 275 |
| Mortgage-backed securities | $43,169,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $257,000 | 6,165 |
| Issued or guaranteed by U.S. | $257,000 | 6,145 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $42,912,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $42,912,000 | 462 |
| 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) | $430,591,000 | 53 |
| Available-for-sale securities (fair market value) | $441,878,000 | 296 |
| Total debt securities | $577,984,000 | 271 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $25,802,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $767,054,000 | 216 |
| U.S. Government securities | $755,942,000 | 179 |
| U.S. Treasury securities | $343,717,000 | 24 |
| U.S. Government agency obligations | $412,225,000 | 273 |
| Securities issued by states & political subdivisions | $6,877,000 | 2,448 |
| Other domestic debt securities | $3,785,000 | 1,646 |
| 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 | $3,785,000 | 1,376 |
| Foreign debt securities | $450,000 | 159 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,621,000 | 232 |
| Mortgage-backed securities | $42,894,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $922,000 | 5,455 |
| Issued or guaranteed by U.S. | $922,000 | 5,436 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $41,972,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $41,972,000 | 483 |
| 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) | $629,422,000 | 45 |
| Available-for-sale securities (fair market value) | $137,632,000 | 809 |
| Total debt securities | $767,054,000 | 211 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $23,101,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $574,615,000 | 274 |
| U.S. Government securities | $561,494,000 | 222 |
| U.S. Treasury securities | $111,364,000 | 65 |
| U.S. Government agency obligations | $450,130,000 | 254 |
| Securities issued by states & political subdivisions | $6,551,000 | 2,505 |
| Other domestic debt securities | $6,520,000 | 1,193 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,520,000 | 963 |
| Foreign debt securities | $50,000 | 251 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,025,000 | 199 |
| Mortgage-backed securities | $45,073,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | $2,239,000 | 4,522 |
| Issued or guaranteed by U.S. | $2,239,000 | 4,507 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $42,834,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $42,834,000 | 472 |
| 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) | $518,643,000 | 51 |
| Available-for-sale securities (fair market value) | $55,972,000 | 1,782 |
| Total debt securities | $574,615,000 | 264 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $35,058,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $954,876,000 | 176 |
| U.S. Government securities | $935,455,000 | 143 |
| U.S. Treasury securities | $438,591,000 | 19 |
| U.S. Government agency obligations | $496,864,000 | 201 |
| Securities issued by states & political subdivisions | $6,621,000 | 2,387 |
| Other domestic debt securities | $12,350,000 | 829 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,350,000 | 621 |
| Foreign debt securities | $450,000 | 169 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $331,610,000 | 171 |
| Mortgage-backed securities | $92,426,000 | 605 |
| Certificates of participation in pools of residential mortgages | $7,929,000 | 2,439 |
| Issued or guaranteed by U.S. | $7,929,000 | 2,423 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $84,497,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $84,497,000 | 290 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $702,967,000 | 34 |
| Available-for-sale securities (fair market value) | $251,909,000 | 418 |
| Total debt securities | $954,876,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $23,187,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $497,339,000 | 268 |
| U.S. Government securities | $472,319,000 | 211 |
| U.S. Treasury securities | $196,493,000 | 42 |
| U.S. Government agency obligations | $275,826,000 | 314 |
| Securities issued by states & political subdivisions | $7,021,000 | 2,203 |
| Other domestic debt securities | $12,050,000 | 731 |
| 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 | $12,050,000 | 591 |
| Foreign debt securities | $450,000 | 160 |
| Equity securities | $5,499,000 | 804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,817,000 | 187 |
| Mortgage-backed securities | $54,711,000 | 736 |
| Certificates of participation in pools of residential mortgages | $19,278,000 | 1,094 |
| Issued or guaranteed by U.S. | $19,278,000 | 1,084 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $35,433,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $35,433,000 | 408 |
| 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) | $57,860,000 | 437 |
| Available-for-sale securities (fair market value) | $439,479,000 | 236 |
| Total debt securities | $491,840,000 | 260 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $17,911,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $600,371,000 | 243 |
| U.S. Government securities | $569,848,000 | 198 |
| U.S. Treasury securities | $215,794,000 | 55 |
| U.S. Government agency obligations | $354,054,000 | 281 |
| Securities issued by states & political subdivisions | $6,940,000 | 2,321 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $450,000 | 169 |
| Equity securities | $23,133,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,391,000 | 188 |
| Mortgage-backed securities | $63,113,000 | 731 |
| Certificates of participation in pools of residential mortgages | $23,031,000 | 1,031 |
| Issued or guaranteed by U.S. | $23,031,000 | 1,023 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $40,082,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $40,082,000 | 416 |
| 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) | $92,863,000 | 299 |
| Available-for-sale securities (fair market value) | $507,508,000 | 225 |
| Total debt securities | $577,238,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $710,124,000 | 212 |
| U.S. Government securities | $700,737,000 | 171 |
| U.S. Treasury securities | $259,803,000 | 59 |
| U.S. Government agency obligations | $440,934,000 | 220 |
| Securities issued by states & political subdivisions | $3,440,000 | 3,710 |
| Other domestic debt securities | $5,000,000 | 1,111 |
| 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 | $5,000,000 | 886 |
| Foreign debt securities | $450,000 | 167 |
| Equity securities | $497,000 | 3,587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $393,458,000 | 140 |
| Mortgage-backed securities | $51,181,000 | 884 |
| Certificates of participation in pools of residential mortgages | $23,829,000 | 1,083 |
| Issued or guaranteed by U.S. | $23,829,000 | 1,071 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $27,352,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $27,352,000 | 553 |
| 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) | $269,061,000 | 118 |
| Available-for-sale securities (fair market value) | $441,063,000 | 263 |
| Total debt securities | $709,627,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $710,863,000 | 209 |
| U.S. Government securities | $709,081,000 | 173 |
| U.S. Treasury securities | $374,302,000 | 63 |
| U.S. Government agency obligations | $334,779,000 | 293 |
| Securities issued by states & political subdivisions | $355,000 | 7,051 |
| Other domestic debt securities | $480,000 | 2,421 |
| 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 | $480,000 | 1,945 |
| Foreign debt securities | $450,000 | 176 |
| Equity securities | $497,000 | 3,639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,959,000 | 210 |
| Mortgage-backed securities | $44,797,000 | 955 |
| Certificates of participation in pools of residential mortgages | $32,788,000 | 870 |
| Issued or guaranteed by U.S. | $32,788,000 | 854 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $12,009,000 | 978 |
| CMOs issued by government agencies or sponsored agencies | $12,009,000 | 934 |
| 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) | $532,839,000 | 77 |
| Available-for-sale securities (fair market value) | $178,024,000 | 500 |
| Total debt securities | $710,366,000 | 205 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $412,054,000 | 358 |
| U.S. Government securities | $410,752,000 | 302 |
| U.S. Treasury securities | $410,752,000 | 63 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $355,000 | 7,428 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $450,000 | 210 |
| Equity securities | $497,000 | 3,542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,104,000 | 298 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $310,157,000 | 145 |
| Available-for-sale securities (fair market value) | $101,897,000 | 819 |
| Total debt securities | $411,557,000 | 350 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $402,422,000 | 389 |
| U.S. Government securities | $400,665,000 | 330 |
| U.S. Treasury securities | $400,665,000 | 78 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $810,000 | 6,694 |
| 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 | $450,000 | 237 |
| Equity securities | $497,000 | 3,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,286,000 | 360 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $401,925,000 | 127 |
| Available-for-sale securities (fair market value) | $497,000 | 10,284 |
| Total debt securities | $401,925,000 | 375 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $417,941,000 | 376 |
| U.S. Government securities | $415,729,000 | 336 |
| U.S. Treasury securities | $415,729,000 | 93 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $1,265,000 | 6,202 |
| 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 | $450,000 | 270 |
| Equity securities | $497,000 | 3,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,727,000 | 335 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $417,444,000 | 245 |
| Available-for-sale securities (fair market value) | $497,000 | 10,134 |
| Total debt securities | $417,444,000 | 373 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $263,995,000 | 577 |
| U.S. Government securities | $260,595,000 | 488 |
| U.S. Treasury securities | $260,595,000 | 169 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $2,503,000 | 4,736 |
| 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 | $400,000 | 294 |
| Equity securities | $497,000 | 3,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,706,000 | 460 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $263,498,000 | 568 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,416,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $297,659,000 | 506 |
| U.S. Government securities | $291,266,000 | 429 |
| U.S. Treasury securities | $291,266,000 | 145 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $5,496,000 | 2,537 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $400,000 | 291 |
| Equity securities | $497,000 | 2,648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,183,000 | 378 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $297,162,000 | 498 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,613,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |