Home > First Security Bank > Securities
First Security Bank, Securities
| 2024-12-31 | Rank | |
| Total securities | $2,984,691,000 | 115 |
| U.S. Government securities | $930,085,000 | 199 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $930,085,000 | 175 |
| Securities issued by states & political subdivisions | $2,022,587,000 | 14 |
| Other domestic debt securities | $32,019,000 | 522 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $32,019,000 | 300 |
| Foreign debt securities | $0 | 269 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,916,681,000 | 93 |
| Mortgage-backed securities | $930,085,000 | 169 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $404,081,000 | 169 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $277,341,000 | 149 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $248,663,000 | 66 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $2,984,691,000 | 92 |
| Total debt securities | $2,984,691,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-09-30 | Rank | |
| Total securities | $2,935,836,000 | 119 |
| U.S. Government securities | $804,419,000 | 223 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $804,419,000 | 202 |
| Securities issued by states & political subdivisions | $2,098,746,000 | 15 |
| Other domestic debt securities | $32,671,000 | 521 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $32,671,000 | 297 |
| 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 | $2,228,395,000 | 88 |
| Mortgage-backed securities | $804,419,000 | 187 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $383,252,000 | 186 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $244,796,000 | 153 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $176,371,000 | 87 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $2,935,836,000 | 94 |
| Total debt securities | $2,935,836,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank | |
| Total securities | $2,810,028,000 | 118 |
| U.S. Government securities | $211,769,000 | 609 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $211,769,000 | 519 |
| Securities issued by states & political subdivisions | $2,570,165,000 | 12 |
| Other domestic debt securities | $28,094,000 | 567 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $28,094,000 | 339 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,064,454,000 | 89 |
| Mortgage-backed securities | $211,769,000 | 434 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $183,764,000 | 310 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 2,591 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $27,887,000 | 244 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $2,810,028,000 | 95 |
| Total debt securities | $2,810,028,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $2,852,159,000 | 116 |
| U.S. Government securities | $187,836,000 | 678 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $187,836,000 | 607 |
| Securities issued by states & political subdivisions | $2,635,617,000 | 12 |
| Other domestic debt securities | $28,706,000 | 569 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $28,706,000 | 297 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,068,848,000 | 90 |
| Mortgage-backed securities | $187,836,000 | 469 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $186,106,000 | 313 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 2,554 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,611,000 | 1,106 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $2,852,159,000 | 92 |
| Total debt securities | $2,852,158,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $2,924,075,000 | 115 |
| U.S. Government securities | $195,888,000 | 666 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $195,888,000 | 588 |
| Securities issued by states & political subdivisions | $2,698,988,000 | 12 |
| Other domestic debt securities | $29,199,000 | 580 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $29,199,000 | 302 |
| 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 | $2,346,309,000 | 79 |
| Mortgage-backed securities | $195,888,000 | 461 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $194,124,000 | 307 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 2,548 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,642,000 | 1,068 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $2,924,075,000 | 91 |
| Total debt securities | $2,924,076,000 | 112 |
| 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 | $2,795,286,000 | 116 |
| U.S. Government securities | $189,363,000 | 688 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $189,363,000 | 606 |
| Securities issued by states & political subdivisions | $2,577,769,000 | 12 |
| Other domestic debt securities | $28,154,000 | 588 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $28,154,000 | 313 |
| 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 | $2,160,856,000 | 83 |
| Mortgage-backed securities | $189,363,000 | 471 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $187,662,000 | 306 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 2,544 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,582,000 | 1,053 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $2,795,286,000 | 93 |
| Total debt securities | $2,795,287,000 | 114 |
| 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 | $2,938,908,000 | 114 |
| U.S. Government securities | $203,300,000 | 656 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $203,300,000 | 585 |
| Securities issued by states & political subdivisions | $2,706,248,000 | 11 |
| Other domestic debt securities | $29,360,000 | 577 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $29,360,000 | 301 |
| 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 | $2,254,727,000 | 82 |
| Mortgage-backed securities | $203,300,000 | 455 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $201,526,000 | 297 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 2,546 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,650,000 | 1,042 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $2,938,908,000 | 92 |
| Total debt securities | $2,938,908,000 | 112 |
| 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 | $3,063,888,000 | 118 |
| U.S. Government securities | $211,384,000 | 664 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $211,384,000 | 559 |
| Securities issued by states & political subdivisions | $2,822,971,000 | 12 |
| Other domestic debt securities | $29,533,000 | 601 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $29,533,000 | 320 |
| 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 | $2,164,724,000 | 82 |
| Mortgage-backed securities | $211,384,000 | 469 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $209,548,000 | 301 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,577 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,708,000 | 1,060 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $3,063,888,000 | 95 |
| Total debt securities | $3,063,887,000 | 116 |
| 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 | $3,094,201,000 | 121 |
| U.S. Government securities | $212,083,000 | 669 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $212,083,000 | 561 |
| Securities issued by states & political subdivisions | $2,853,061,000 | 13 |
| Other domestic debt securities | $29,057,000 | 617 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $29,057,000 | 336 |
| 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 | $2,272,496,000 | 72 |
| Mortgage-backed securities | $212,083,000 | 471 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $210,269,000 | 308 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,595 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,686,000 | 1,062 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $3,094,201,000 | 99 |
| Total debt securities | $3,094,204,000 | 119 |
| 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 | $3,228,954,000 | 120 |
| U.S. Government securities | $213,257,000 | 671 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $213,257,000 | 554 |
| Securities issued by states & political subdivisions | $2,986,426,000 | 14 |
| Other domestic debt securities | $29,271,000 | 591 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $29,271,000 | 331 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,345,151,000 | 69 |
| Mortgage-backed securities | $213,257,000 | 478 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $211,449,000 | 305 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,610 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,677,000 | 1,081 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $3,228,954,000 | 98 |
| Total debt securities | $3,228,955,000 | 118 |
| 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 | $3,359,891,000 | 119 |
| U.S. Government securities | $229,752,000 | 638 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $229,752,000 | 536 |
| Securities issued by states & political subdivisions | $3,097,736,000 | 14 |
| Other domestic debt securities | $32,403,000 | 519 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $32,403,000 | 302 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,569,257,000 | 64 |
| Mortgage-backed securities | $229,752,000 | 476 |
| Certificates of participation in pools of residential mortgages | $227,830,000 | 303 |
| Issued or guaranteed by U.S. | $227,830,000 | 301 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $141,000 | 2,706 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 2,635 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,781,000 | 1,559 |
| Commercial mortgage pass-through securities | $1,781,000 | 1,053 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $3,359,891,000 | 99 |
| Total debt securities | $3,359,891,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $3,419,827,000 | 122 |
| U.S. Government securities | $249,575,000 | 595 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $249,575,000 | 510 |
| Securities issued by states & political subdivisions | $3,135,246,000 | 13 |
| Other domestic debt securities | $35,006,000 | 485 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $35,006,000 | 277 |
| 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 | $2,820,662,000 | 57 |
| Mortgage-backed securities | $249,575,000 | 450 |
| Certificates of participation in pools of residential mortgages | $247,539,000 | 291 |
| Issued or guaranteed by U.S. | $247,539,000 | 290 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $152,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 2,629 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,884,000 | 1,531 |
| Commercial mortgage pass-through securities | $1,884,000 | 1,037 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $3,419,827,000 | 102 |
| Total debt securities | $3,419,827,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $3,521,650,000 | 122 |
| U.S. Government securities | $223,671,000 | 617 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $223,671,000 | 549 |
| Securities issued by states & political subdivisions | $3,260,175,000 | 12 |
| Other domestic debt securities | $37,804,000 | 449 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $37,804,000 | 251 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,862,819,000 | 53 |
| Mortgage-backed securities | $223,671,000 | 478 |
| Certificates of participation in pools of residential mortgages | $221,438,000 | 314 |
| Issued or guaranteed by U.S. | $221,438,000 | 313 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $170,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 2,623 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,063,000 | 1,478 |
| Commercial mortgage pass-through securities | $2,063,000 | 998 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $3,521,650,000 | 105 |
| Total debt securities | $3,521,650,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $3,250,353,000 | 126 |
| U.S. Government securities | $102,250,000 | 1,100 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $102,250,000 | 980 |
| Securities issued by states & political subdivisions | $3,109,932,000 | 12 |
| Other domestic debt securities | $38,171,000 | 426 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $38,171,000 | 238 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,899,833,000 | 56 |
| Mortgage-backed securities | $102,250,000 | 824 |
| Certificates of participation in pools of residential mortgages | $99,965,000 | 555 |
| Issued or guaranteed by U.S. | $99,965,000 | 548 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $186,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 2,649 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,099,000 | 1,479 |
| Commercial mortgage pass-through securities | $2,099,000 | 999 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $3,250,353,000 | 107 |
| Total debt securities | $3,250,353,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $3,003,423,000 | 127 |
| U.S. Government securities | $54,509,000 | 1,629 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $54,509,000 | 1,489 |
| Securities issued by states & political subdivisions | $2,916,354,000 | 13 |
| Other domestic debt securities | $32,560,000 | 449 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $32,560,000 | 263 |
| 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 | $2,678,988,000 | 54 |
| Mortgage-backed securities | $54,509,000 | 1,253 |
| Certificates of participation in pools of residential mortgages | $52,197,000 | 866 |
| Issued or guaranteed by U.S. | $52,197,000 | 847 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $198,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $198,000 | 2,637 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,114,000 | 1,462 |
| Commercial mortgage pass-through securities | $2,114,000 | 993 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $3,003,423,000 | 112 |
| Total debt securities | $3,003,423,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $2,833,834,000 | 126 |
| U.S. Government securities | $3,665,000 | 4,060 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,665,000 | 3,888 |
| Securities issued by states & political subdivisions | $2,797,213,000 | 15 |
| Other domestic debt securities | $32,956,000 | 431 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $32,956,000 | 243 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,476,791,000 | 58 |
| Mortgage-backed securities | $3,665,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $1,369,000 | 3,425 |
| Issued or guaranteed by U.S. | $1,369,000 | 3,330 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $224,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 2,594 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,072,000 | 1,444 |
| Commercial mortgage pass-through securities | $2,072,000 | 980 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $2,833,834,000 | 108 |
| Total debt securities | $2,833,834,000 | 125 |
| 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 | $2,780,446,000 | 122 |
| U.S. Government securities | $3,944,000 | 3,926 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,944,000 | 3,783 |
| Securities issued by states & political subdivisions | $2,742,477,000 | 15 |
| Other domestic debt securities | $34,025,000 | 400 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $34,025,000 | 221 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,470,361,000 | 55 |
| Mortgage-backed securities | $3,944,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $1,497,000 | 3,366 |
| Issued or guaranteed by U.S. | $1,497,000 | 3,280 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $247,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 2,590 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,200,000 | 1,372 |
| Commercial mortgage pass-through securities | $2,200,000 | 920 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $2,780,446,000 | 108 |
| Total debt securities | $2,780,446,000 | 121 |
| 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 | $2,710,141,000 | 121 |
| U.S. Government securities | $4,094,000 | 3,928 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,094,000 | 3,774 |
| Securities issued by states & political subdivisions | $2,671,525,000 | 14 |
| Other domestic debt securities | $34,522,000 | 373 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $34,522,000 | 208 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,232,081,000 | 63 |
| Mortgage-backed securities | $4,094,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $1,603,000 | 3,330 |
| Issued or guaranteed by U.S. | $1,603,000 | 3,239 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $273,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 2,593 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,218,000 | 1,347 |
| Commercial mortgage pass-through securities | $2,218,000 | 902 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $2,710,141,000 | 107 |
| Total debt securities | $2,710,141,000 | 120 |
| 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 | $2,637,825,000 | 120 |
| U.S. Government securities | $4,235,000 | 3,930 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,235,000 | 3,774 |
| Securities issued by states & political subdivisions | $2,618,156,000 | 12 |
| Other domestic debt securities | $15,434,000 | 570 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $15,434,000 | 371 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,232,862,000 | 60 |
| Mortgage-backed securities | $4,235,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | $1,743,000 | 3,302 |
| Issued or guaranteed by U.S. | $1,743,000 | 3,210 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $293,000 | 2,649 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 2,607 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,199,000 | 1,332 |
| Commercial mortgage pass-through securities | $2,199,000 | 895 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $2,637,825,000 | 108 |
| Total debt securities | $2,637,817,000 | 119 |
| 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 | $2,411,498,000 | 122 |
| U.S. Government securities | $4,111,000 | 4,005 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,111,000 | 3,843 |
| Securities issued by states & political subdivisions | $2,394,057,000 | 14 |
| Other domestic debt securities | $13,330,000 | 591 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $13,330,000 | 368 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,857,229,000 | 72 |
| Mortgage-backed securities | $4,111,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | $1,860,000 | 3,285 |
| Issued or guaranteed by U.S. | $1,860,000 | 3,185 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $296,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $296,000 | 2,606 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,955,000 | 1,377 |
| Commercial mortgage pass-through securities | $1,955,000 | 922 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $2,411,498,000 | 109 |
| Total debt securities | $2,411,496,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $2,462,144,000 | 117 |
| U.S. Government securities | $2,312,000 | 4,377 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,312,000 | 4,216 |
| Securities issued by states & political subdivisions | $2,455,695,000 | 12 |
| Other domestic debt securities | $4,137,000 | 974 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $4,137,000 | 649 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,764,750,000 | 63 |
| Mortgage-backed securities | $2,312,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $1,999,000 | 3,222 |
| Issued or guaranteed by U.S. | $1,999,000 | 3,127 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $313,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $313,000 | 2,612 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $2,462,144,000 | 103 |
| Total debt securities | $2,462,147,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,420,189,000 | 117 |
| U.S. Government securities | $2,512,000 | 4,432 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,512,000 | 4,273 |
| Securities issued by states & political subdivisions | $2,413,462,000 | 12 |
| Other domestic debt securities | $4,215,000 | 962 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,215,000 | 652 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,763,401,000 | 63 |
| Mortgage-backed securities | $2,512,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $2,179,000 | 3,172 |
| Issued or guaranteed by U.S. | $2,179,000 | 3,072 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $333,000 | 2,659 |
| CMOs issued by government agencies or sponsored agencies | $333,000 | 2,614 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,420,189,000 | 104 |
| Total debt securities | $2,420,189,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,391,994,000 | 109 |
| U.S. Government securities | $2,668,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,668,000 | 4,305 |
| Securities issued by states & political subdivisions | $2,385,229,000 | 13 |
| Other domestic debt securities | $4,097,000 | 953 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $4,097,000 | 665 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,754,637,000 | 65 |
| Mortgage-backed securities | $2,668,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $2,311,000 | 3,147 |
| Issued or guaranteed by U.S. | $2,311,000 | 3,059 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $357,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $357,000 | 2,605 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,391,994,000 | 96 |
| Total debt securities | $2,391,994,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $2,335,973,000 | 114 |
| U.S. Government securities | $2,899,000 | 4,489 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,899,000 | 4,323 |
| Securities issued by states & political subdivisions | $2,326,573,000 | 13 |
| Other domestic debt securities | $6,501,000 | 780 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,501,000 | 543 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,663,989,000 | 68 |
| Mortgage-backed securities | $2,899,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $2,516,000 | 3,124 |
| Issued or guaranteed by U.S. | $2,516,000 | 3,032 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $383,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $383,000 | 2,610 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,335,973,000 | 100 |
| Total debt securities | $2,335,973,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $2,356,519,000 | 112 |
| U.S. Government securities | $3,076,000 | 4,491 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,076,000 | 4,322 |
| Securities issued by states & political subdivisions | $2,340,792,000 | 13 |
| Other domestic debt securities | $12,651,000 | 527 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $12,651,000 | 356 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,539,698,000 | 73 |
| Mortgage-backed securities | $3,076,000 | 3,471 |
| Certificates of participation in pools of residential mortgages | $2,675,000 | 3,107 |
| Issued or guaranteed by U.S. | $2,675,000 | 3,041 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $401,000 | 2,659 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 2,610 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $2,356,519,000 | 98 |
| Total debt securities | $2,356,519,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $2,348,889,000 | 113 |
| U.S. Government securities | $3,433,000 | 4,499 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,433,000 | 4,341 |
| Securities issued by states & political subdivisions | $2,332,691,000 | 13 |
| Other domestic debt securities | $12,765,000 | 503 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $12,765,000 | 351 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,575,231,000 | 69 |
| Mortgage-backed securities | $3,433,000 | 3,452 |
| Certificates of participation in pools of residential mortgages | $3,000,000 | 3,082 |
| Issued or guaranteed by U.S. | $3,000,000 | 3,056 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $433,000 | 2,644 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 2,593 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,348,889,000 | 96 |
| Total debt securities | $2,348,888,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,421,231,000 | 109 |
| U.S. Government securities | $3,709,000 | 4,483 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,709,000 | 4,320 |
| Securities issued by states & political subdivisions | $2,404,704,000 | 14 |
| Other domestic debt securities | $12,818,000 | 564 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $12,818,000 | 343 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,650,888,000 | 65 |
| Mortgage-backed securities | $3,709,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $3,233,000 | 3,068 |
| Issued or guaranteed by U.S. | $3,233,000 | 2,912 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $476,000 | 2,649 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,593 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,421,231,000 | 91 |
| Total debt securities | $2,421,231,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,417,854,000 | 109 |
| U.S. Government securities | $4,180,000 | 4,484 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,180,000 | 4,342 |
| Securities issued by states & political subdivisions | $2,401,825,000 | 14 |
| Other domestic debt securities | $11,849,000 | 524 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $11,849,000 | 371 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,569,348,000 | 66 |
| Mortgage-backed securities | $4,180,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $3,650,000 | 3,043 |
| Issued or guaranteed by U.S. | $3,650,000 | 3,036 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $530,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $530,000 | 2,564 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,417,854,000 | 89 |
| Total debt securities | $2,417,854,000 | 108 |
| 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 | $2,520,615,000 | 103 |
| U.S. Government securities | $4,592,000 | 4,462 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,592,000 | 4,333 |
| Securities issued by states & political subdivisions | $2,504,139,000 | 14 |
| Other domestic debt securities | $11,884,000 | 530 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $11,884,000 | 376 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,637,461,000 | 64 |
| Mortgage-backed securities | $4,592,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $4,005,000 | 3,009 |
| Issued or guaranteed by U.S. | $4,005,000 | 3,006 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $587,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $587,000 | 2,529 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,520,615,000 | 88 |
| Total debt securities | $2,520,615,000 | 102 |
| 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 | $2,602,503,000 | 100 |
| U.S. Government securities | $5,051,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,051,000 | 4,334 |
| Securities issued by states & political subdivisions | $2,585,918,000 | 13 |
| Other domestic debt securities | $11,534,000 | 538 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $11,534,000 | 392 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,804,178,000 | 57 |
| Mortgage-backed securities | $5,051,000 | 3,318 |
| Certificates of participation in pools of residential mortgages | $4,374,000 | 2,985 |
| Issued or guaranteed by U.S. | $4,374,000 | 2,983 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $677,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $677,000 | 2,498 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,602,503,000 | 81 |
| Total debt securities | $2,602,503,000 | 99 |
| 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 | $2,690,112,000 | 94 |
| U.S. Government securities | $5,500,000 | 4,430 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,500,000 | 4,309 |
| Securities issued by states & political subdivisions | $2,674,179,000 | 13 |
| Other domestic debt securities | $10,433,000 | 578 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $10,433,000 | 425 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,902,961,000 | 57 |
| Mortgage-backed securities | $5,500,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | $4,751,000 | 2,946 |
| Issued or guaranteed by U.S. | $4,751,000 | 2,943 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $749,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $749,000 | 2,489 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,690,112,000 | 77 |
| Total debt securities | $2,690,112,000 | 93 |
| 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 | $2,630,114,000 | 100 |
| U.S. Government securities | $6,039,000 | 4,421 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,039,000 | 4,288 |
| Securities issued by states & political subdivisions | $2,610,846,000 | 13 |
| Other domestic debt securities | $13,229,000 | 513 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $13,229,000 | 365 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,778,955,000 | 60 |
| Mortgage-backed securities | $6,039,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $5,218,000 | 2,915 |
| Issued or guaranteed by U.S. | $5,218,000 | 2,912 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $821,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $821,000 | 2,496 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,630,114,000 | 79 |
| Total debt securities | $2,630,114,000 | 99 |
| 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 | $2,502,481,000 | 101 |
| U.S. Government securities | $6,680,000 | 4,318 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,680,000 | 4,179 |
| Securities issued by states & political subdivisions | $2,482,706,000 | 14 |
| Other domestic debt securities | $13,095,000 | 501 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $13,095,000 | 354 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,820,807,000 | 59 |
| Mortgage-backed securities | $6,680,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $5,765,000 | 2,839 |
| Issued or guaranteed by U.S. | $5,765,000 | 2,834 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $915,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $915,000 | 2,460 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,502,481,000 | 78 |
| Total debt securities | $2,502,481,000 | 100 |
| 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 | $2,536,706,000 | 99 |
| U.S. Government securities | $7,359,000 | 4,227 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,359,000 | 4,110 |
| Securities issued by states & political subdivisions | $2,521,865,000 | 13 |
| Other domestic debt securities | $7,482,000 | 710 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $7,482,000 | 525 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,743,127,000 | 59 |
| Mortgage-backed securities | $7,359,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | $6,348,000 | 2,748 |
| Issued or guaranteed by U.S. | $6,348,000 | 2,745 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,011,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $1,011,000 | 2,440 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,536,706,000 | 75 |
| Total debt securities | $2,536,706,000 | 97 |
| 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 | $2,579,333,000 | 95 |
| U.S. Government securities | $8,063,000 | 4,204 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,063,000 | 4,083 |
| Securities issued by states & political subdivisions | $2,561,938,000 | 14 |
| Other domestic debt securities | $9,332,000 | 629 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $4,762,000 | 160 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,570,000 | 686 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,712,896,000 | 66 |
| Mortgage-backed securities | $8,063,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $6,936,000 | 2,712 |
| Issued or guaranteed by U.S. | $6,936,000 | 2,707 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,127,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $1,127,000 | 2,415 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,579,333,000 | 74 |
| Total debt securities | $2,579,333,000 | 95 |
| 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 | $2,570,606,000 | 96 |
| U.S. Government securities | $8,931,000 | 4,198 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,931,000 | 4,083 |
| Securities issued by states & political subdivisions | $2,552,274,000 | 13 |
| Other domestic debt securities | $9,401,000 | 630 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $4,786,000 | 160 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,615,000 | 686 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,605,648,000 | 65 |
| Mortgage-backed securities | $8,931,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $7,703,000 | 2,602 |
| Issued or guaranteed by U.S. | $7,703,000 | 2,600 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,228,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,396 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,570,606,000 | 74 |
| Total debt securities | $2,570,607,000 | 96 |
| 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 | $2,617,722,000 | 93 |
| U.S. Government securities | $9,621,000 | 4,158 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,621,000 | 4,023 |
| Securities issued by states & political subdivisions | $2,603,360,000 | 12 |
| Other domestic debt securities | $4,741,000 | 893 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,741,000 | 669 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,639,124,000 | 68 |
| Mortgage-backed securities | $9,621,000 | 2,890 |
| Certificates of participation in pools of residential mortgages | $8,240,000 | 2,549 |
| Issued or guaranteed by U.S. | $8,240,000 | 2,546 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,381,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $1,381,000 | 2,370 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,617,722,000 | 73 |
| Total debt securities | $2,617,721,000 | 93 |
| 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 | $2,568,850,000 | 88 |
| U.S. Government securities | $10,572,000 | 4,109 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,572,000 | 3,982 |
| Securities issued by states & political subdivisions | $2,553,542,000 | 12 |
| Other domestic debt securities | $4,736,000 | 900 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,736,000 | 670 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,598,811,000 | 70 |
| Mortgage-backed securities | $10,514,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | $8,945,000 | 2,491 |
| Issued or guaranteed by U.S. | $8,945,000 | 2,489 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,569,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $1,569,000 | 2,328 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,568,850,000 | 71 |
| Total debt securities | $2,568,851,000 | 88 |
| Structured notes | ||
| Amortized cost | $58,000 | 1,798 |
| Fair value | $58,000 | 1,801 |
| 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 | $2,526,530,000 | 91 |
| U.S. Government securities | $11,556,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,556,000 | 3,977 |
| Securities issued by states & political subdivisions | $2,506,029,000 | 12 |
| Other domestic debt securities | $8,945,000 | 623 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $8,945,000 | 438 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,620,487,000 | 66 |
| Mortgage-backed securities | $11,494,000 | 2,804 |
| Certificates of participation in pools of residential mortgages | $9,695,000 | 2,460 |
| Issued or guaranteed by U.S. | $9,695,000 | 2,456 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,799,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $1,799,000 | 2,307 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,526,530,000 | 74 |
| Total debt securities | $2,526,528,000 | 90 |
| Structured notes | ||
| Amortized cost | $3,370,000 | 732 |
| Fair value | $3,254,000 | 736 |
| 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 | $2,486,661,000 | 92 |
| U.S. Government securities | $12,723,000 | 4,033 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,723,000 | 3,917 |
| Securities issued by states & political subdivisions | $2,466,703,000 | 11 |
| Other domestic debt securities | $7,235,000 | 712 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $7,235,000 | 511 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,428,523,000 | 74 |
| Mortgage-backed securities | $12,655,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $10,599,000 | 2,398 |
| Issued or guaranteed by U.S. | $10,599,000 | 2,397 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,056,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $2,056,000 | 2,259 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,486,661,000 | 75 |
| Total debt securities | $2,486,662,000 | 92 |
| Structured notes | ||
| Amortized cost | $3,371,000 | 780 |
| Fair value | $3,293,000 | 786 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,396,620,000 | 90 |
| U.S. Government securities | $14,133,000 | 3,927 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,133,000 | 3,803 |
| Securities issued by states & political subdivisions | $2,375,341,000 | 12 |
| Other domestic debt securities | $7,146,000 | 709 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $7,146,000 | 511 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,534,785,000 | 70 |
| Mortgage-backed securities | $13,630,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $11,386,000 | 2,346 |
| Issued or guaranteed by U.S. | $11,386,000 | 2,344 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,244,000 | 2,324 |
| CMOs issued by government agencies or sponsored agencies | $2,244,000 | 2,247 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $2,396,620,000 | 72 |
| Total debt securities | $2,396,620,000 | 89 |
| Structured notes | ||
| Amortized cost | $3,799,000 | 772 |
| Fair value | $3,695,000 | 776 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,292,034,000 | 92 |
| U.S. Government securities | $15,418,000 | 3,883 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,418,000 | 3,758 |
| Securities issued by states & political subdivisions | $2,270,774,000 | 13 |
| Other domestic debt securities | $5,842,000 | 820 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $5,842,000 | 593 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,453,192,000 | 71 |
| Mortgage-backed securities | $14,886,000 | 2,649 |
| Certificates of participation in pools of residential mortgages | $12,382,000 | 2,328 |
| Issued or guaranteed by U.S. | $12,382,000 | 2,326 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,504,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $2,504,000 | 2,216 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,292,034,000 | 74 |
| Total debt securities | $2,292,033,000 | 92 |
| Structured notes | ||
| Amortized cost | $3,824,000 | 866 |
| Fair value | $3,763,000 | 863 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,265,317,000 | 95 |
| U.S. Government securities | $16,861,000 | 3,786 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,861,000 | 3,679 |
| Securities issued by states & political subdivisions | $2,242,600,000 | 13 |
| Other domestic debt securities | $5,856,000 | 843 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $5,856,000 | 610 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,516,754,000 | 70 |
| Mortgage-backed securities | $16,285,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | $13,319,000 | 2,269 |
| Issued or guaranteed by U.S. | $13,319,000 | 2,268 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,966,000 | 2,225 |
| CMOs issued by government agencies or sponsored agencies | $2,966,000 | 2,152 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $2,265,317,000 | 77 |
| Total debt securities | $2,265,315,000 | 94 |
| Structured notes | ||
| Amortized cost | $3,853,000 | 892 |
| Fair value | $3,834,000 | 882 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,193,132,000 | 97 |
| U.S. Government securities | $18,568,000 | 3,636 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $18,568,000 | 3,534 |
| Securities issued by states & political subdivisions | $2,163,157,000 | 14 |
| Other domestic debt securities | $11,407,000 | 606 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $5,551,000 | 73 |
| Other domestic debt securities - All other | $5,856,000 | 626 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,398,982,000 | 76 |
| Mortgage-backed securities | $17,953,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $14,481,000 | 2,199 |
| Issued or guaranteed by U.S. | $14,481,000 | 2,199 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,472,000 | 2,113 |
| CMOs issued by government agencies or sponsored agencies | $3,472,000 | 2,044 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $2,193,132,000 | 77 |
| Total debt securities | $2,193,132,000 | 96 |
| Structured notes | ||
| Amortized cost | $3,886,000 | 899 |
| Fair value | $3,873,000 | 869 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,135,801,000 | 100 |
| U.S. Government securities | $20,753,000 | 3,423 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,753,000 | 3,328 |
| Securities issued by states & political subdivisions | $2,106,265,000 | 14 |
| Other domestic debt securities | $8,783,000 | 727 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $5,538,000 | 84 |
| Other domestic debt securities - All other | $3,245,000 | 915 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,320,128,000 | 79 |
| Mortgage-backed securities | $20,090,000 | 2,336 |
| Certificates of participation in pools of residential mortgages | $15,897,000 | 2,078 |
| Issued or guaranteed by U.S. | $15,897,000 | 2,076 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,193,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $4,193,000 | 1,911 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $2,135,801,000 | 78 |
| Total debt securities | $2,135,801,000 | 100 |
| Structured notes | ||
| Amortized cost | $3,924,000 | 881 |
| Fair value | $3,889,000 | 842 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,171,781,000 | 98 |
| U.S. Government securities | $23,533,000 | 3,211 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,533,000 | 3,127 |
| Securities issued by states & political subdivisions | $2,129,341,000 | 14 |
| Other domestic debt securities | $18,907,000 | 469 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $5,120,000 | 94 |
| Other domestic debt securities - All other | $13,787,000 | 382 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,363,012,000 | 72 |
| Mortgage-backed securities | $22,796,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $17,403,000 | 1,971 |
| Issued or guaranteed by U.S. | $17,403,000 | 1,967 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,393,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $5,393,000 | 1,748 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,171,781,000 | 77 |
| Total debt securities | $2,171,779,000 | 97 |
| Structured notes | ||
| Amortized cost | $3,988,000 | 861 |
| Fair value | $3,979,000 | 814 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,258,745,000 | 91 |
| U.S. Government securities | $27,749,000 | 2,905 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $27,749,000 | 2,836 |
| Securities issued by states & political subdivisions | $2,198,218,000 | 14 |
| Other domestic debt securities | $32,778,000 | 324 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $3,690,000 | 103 |
| Other domestic debt securities - All other | $29,088,000 | 220 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,318,393,000 | 72 |
| Mortgage-backed securities | $26,920,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | $19,419,000 | 1,821 |
| Issued or guaranteed by U.S. | $19,419,000 | 1,819 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,501,000 | 1,612 |
| CMOs issued by government agencies or sponsored agencies | $7,501,000 | 1,524 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,258,745,000 | 75 |
| Total debt securities | $2,258,746,000 | 90 |
| Structured notes | ||
| Amortized cost | $4,071,000 | 806 |
| Fair value | $4,105,000 | 799 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,315,705,000 | 94 |
| U.S. Government securities | $33,840,000 | 2,584 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $33,840,000 | 2,524 |
| Securities issued by states & political subdivisions | $2,247,991,000 | 12 |
| Other domestic debt securities | $33,874,000 | 324 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $3,244,000 | 106 |
| Other domestic debt securities - All other | $30,630,000 | 213 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,232,533,000 | 79 |
| Mortgage-backed securities | $32,887,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $22,427,000 | 1,680 |
| Issued or guaranteed by U.S. | $22,427,000 | 1,679 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,460,000 | 1,410 |
| CMOs issued by government agencies or sponsored agencies | $10,460,000 | 1,336 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,315,705,000 | 76 |
| Total debt securities | $2,315,704,000 | 91 |
| Structured notes | ||
| Amortized cost | $4,180,000 | 791 |
| Fair value | $4,225,000 | 790 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,264,957,000 | 95 |
| U.S. Government securities | $39,649,000 | 2,236 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $39,649,000 | 2,179 |
| Securities issued by states & political subdivisions | $2,197,299,000 | 12 |
| Other domestic debt securities | $28,009,000 | 356 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $2,827,000 | 109 |
| Other domestic debt securities - All other | $25,182,000 | 239 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,248,119,000 | 78 |
| Mortgage-backed securities | $38,574,000 | 1,574 |
| Certificates of participation in pools of residential mortgages | $24,910,000 | 1,523 |
| Issued or guaranteed by U.S. | $24,910,000 | 1,521 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $13,664,000 | 1,267 |
| CMOs issued by government agencies or sponsored agencies | $13,664,000 | 1,185 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $2,264,957,000 | 77 |
| Total debt securities | $2,264,956,000 | 95 |
| Structured notes | ||
| Amortized cost | $4,289,000 | 825 |
| Fair value | $4,344,000 | 818 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,227,990,000 | 97 |
| U.S. Government securities | $46,389,000 | 2,028 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $46,389,000 | 1,981 |
| Securities issued by states & political subdivisions | $2,161,376,000 | 12 |
| Other domestic debt securities | $20,225,000 | 454 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $2,848,000 | 109 |
| Other domestic debt securities - All other | $17,377,000 | 328 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,234,775,000 | 79 |
| Mortgage-backed securities | $45,190,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | $28,086,000 | 1,460 |
| Issued or guaranteed by U.S. | $28,086,000 | 1,458 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,104,000 | 1,173 |
| CMOs issued by government agencies or sponsored agencies | $17,104,000 | 1,094 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $2,227,990,000 | 78 |
| Total debt securities | $2,227,988,000 | 96 |
| Structured notes | ||
| Amortized cost | $4,396,000 | 870 |
| Fair value | $4,463,000 | 864 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,164,211,000 | 94 |
| U.S. Government securities | $54,406,000 | 1,783 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $54,406,000 | 1,742 |
| Securities issued by states & political subdivisions | $2,092,209,000 | 12 |
| Other domestic debt securities | $17,596,000 | 507 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $2,267,000 | 120 |
| Other domestic debt securities - All other | $15,329,000 | 360 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,205,729,000 | 81 |
| Mortgage-backed securities | $52,219,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $31,371,000 | 1,366 |
| Issued or guaranteed by U.S. | $31,371,000 | 1,365 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,848,000 | 1,044 |
| CMOs issued by government agencies or sponsored agencies | $20,848,000 | 965 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $2,164,211,000 | 76 |
| Total debt securities | $2,164,211,000 | 94 |
| Structured notes | ||
| Amortized cost | $5,369,000 | 850 |
| Fair value | $5,448,000 | 843 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,131,951,000 | 100 |
| U.S. Government securities | $63,026,000 | 1,636 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $63,026,000 | 1,595 |
| Securities issued by states & political subdivisions | $2,050,773,000 | 12 |
| Other domestic debt securities | $18,152,000 | 493 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,782,000 | 135 |
| Other domestic debt securities - All other | $16,370,000 | 338 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,161,502,000 | 84 |
| Mortgage-backed securities | $60,628,000 | 1,197 |
| Certificates of participation in pools of residential mortgages | $34,847,000 | 1,234 |
| Issued or guaranteed by U.S. | $34,847,000 | 1,233 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $25,781,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $25,781,000 | 859 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $2,131,951,000 | 81 |
| Total debt securities | $2,131,951,000 | 99 |
| Structured notes | ||
| Amortized cost | $2,303,000 | 1,603 |
| Fair value | $2,399,000 | 1,594 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,064,707,000 | 102 |
| U.S. Government securities | $72,079,000 | 1,389 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $72,079,000 | 1,346 |
| Securities issued by states & political subdivisions | $1,977,185,000 | 12 |
| Other domestic debt securities | $15,443,000 | 571 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $1,511,000 | 137 |
| Other domestic debt securities - All other | $13,932,000 | 356 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,106,316,000 | 79 |
| Mortgage-backed securities | $69,449,000 | 1,011 |
| Certificates of participation in pools of residential mortgages | $38,404,000 | 1,081 |
| Issued or guaranteed by U.S. | $38,404,000 | 1,081 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $31,045,000 | 823 |
| CMOs issued by government agencies or sponsored agencies | $31,045,000 | 730 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $2,064,707,000 | 84 |
| Total debt securities | $2,064,707,000 | 102 |
| Structured notes | ||
| Amortized cost | $2,504,000 | 1,513 |
| Fair value | $2,630,000 | 1,486 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,036,637,000 | 101 |
| U.S. Government securities | $84,484,000 | 1,173 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $84,484,000 | 1,133 |
| Securities issued by states & political subdivisions | $1,948,182,000 | 11 |
| Other domestic debt securities | $3,971,000 | 1,182 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $1,427,000 | 141 |
| Other domestic debt securities - All other | $2,544,000 | 973 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,125,478,000 | 76 |
| Mortgage-backed securities | $78,568,000 | 885 |
| Certificates of participation in pools of residential mortgages | $42,428,000 | 965 |
| Issued or guaranteed by U.S. | $42,428,000 | 964 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $36,140,000 | 728 |
| CMOs issued by government agencies or sponsored agencies | $36,140,000 | 633 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $2,036,637,000 | 86 |
| Total debt securities | $2,036,637,000 | 102 |
| Structured notes | ||
| Amortized cost | $2,763,000 | 1,520 |
| Fair value | $2,911,000 | 1,501 |
| Trading account assets | $9,040,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,861,019,000 | 111 |
| U.S. Government securities | $93,239,000 | 1,075 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $93,239,000 | 1,032 |
| Securities issued by states & political subdivisions | $1,763,465,000 | 11 |
| Other domestic debt securities | $4,315,000 | 1,083 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,699,000 | 139 |
| Other domestic debt securities - All other | $2,616,000 | 900 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,064,303,000 | 80 |
| Mortgage-backed securities | $86,999,000 | 803 |
| Certificates of participation in pools of residential mortgages | $45,970,000 | 891 |
| Issued or guaranteed by U.S. | $45,970,000 | 888 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $41,029,000 | 666 |
| CMOs issued by government agencies or sponsored agencies | $41,029,000 | 583 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,861,019,000 | 97 |
| Total debt securities | $1,861,019,000 | 108 |
| Structured notes | ||
| Amortized cost | $3,020,000 | 1,586 |
| Fair value | $3,210,000 | 1,559 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,818,731,000 | 109 |
| U.S. Government securities | $102,855,000 | 975 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $102,855,000 | 932 |
| Securities issued by states & political subdivisions | $1,701,813,000 | 11 |
| Other domestic debt securities | $14,063,000 | 581 |
| Privately issued residential mortgage-backed securities | $10,660,000 | 345 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,709,000 | 136 |
| Other domestic debt securities - All other | $1,694,000 | 1,123 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,005,193,000 | 87 |
| Mortgage-backed securities | $105,988,000 | 669 |
| Certificates of participation in pools of residential mortgages | $49,512,000 | 792 |
| Issued or guaranteed by U.S. | $49,512,000 | 789 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $56,476,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $45,816,000 | 515 |
| Privately issued | $10,660,000 | 334 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,818,731,000 | 95 |
| Total debt securities | $1,818,731,000 | 109 |
| Structured notes | ||
| Amortized cost | $3,261,000 | 1,602 |
| Fair value | $3,416,000 | 1,580 |
| Trading account assets | $1,484,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,634,625,000 | 117 |
| U.S. Government securities | $117,699,000 | 833 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $117,699,000 | 799 |
| Securities issued by states & political subdivisions | $1,492,960,000 | 12 |
| Other domestic debt securities | $23,966,000 | 445 |
| Privately issued residential mortgage-backed securities | $10,826,000 | 365 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $2,921,000 | 106 |
| Other domestic debt securities - All other | $10,219,000 | 365 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $978,810,000 | 89 |
| Mortgage-backed securities | $120,597,000 | 573 |
| Certificates of participation in pools of residential mortgages | $55,009,000 | 694 |
| Issued or guaranteed by U.S. | $55,009,000 | 689 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $65,588,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $54,762,000 | 436 |
| Privately issued | $10,826,000 | 350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $1,634,625,000 | 98 |
| Total debt securities | $1,634,625,000 | 114 |
| Structured notes | ||
| Amortized cost | $3,582,000 | 1,405 |
| Fair value | $3,732,000 | 1,385 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,544,080,000 | 116 |
| U.S. Government securities | $135,658,000 | 719 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $135,658,000 | 683 |
| Securities issued by states & political subdivisions | $1,392,308,000 | 13 |
| Other domestic debt securities | $16,114,000 | 564 |
| Privately issued residential mortgage-backed securities | $1,817,000 | 819 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $6,005,000 | 73 |
| Other domestic debt securities - All other | $8,292,000 | 424 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $816,795,000 | 99 |
| Mortgage-backed securities | $129,287,000 | 530 |
| Certificates of participation in pools of residential mortgages | $61,654,000 | 606 |
| Issued or guaranteed by U.S. | $61,654,000 | 600 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $67,633,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $65,816,000 | 373 |
| Privately issued | $1,817,000 | 778 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,544,080,000 | 97 |
| Total debt securities | $1,544,080,000 | 114 |
| Structured notes | ||
| Amortized cost | $3,931,000 | 1,361 |
| Fair value | $4,077,000 | 1,293 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,438,820,000 | 120 |
| U.S. Government securities | $151,542,000 | 639 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $151,542,000 | 612 |
| Securities issued by states & political subdivisions | $1,271,902,000 | 13 |
| Other domestic debt securities | $15,376,000 | 583 |
| Privately issued residential mortgage-backed securities | $1,807,000 | 848 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $13,569,000 | 282 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $813,674,000 | 102 |
| Mortgage-backed securities | $143,848,000 | 460 |
| Certificates of participation in pools of residential mortgages | $68,168,000 | 543 |
| Issued or guaranteed by U.S. | $68,168,000 | 538 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $75,680,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $73,873,000 | 324 |
| Privately issued | $1,807,000 | 814 |
| 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) | $1,438,820,000 | 101 |
| Total debt securities | $1,438,820,000 | 119 |
| Structured notes | ||
| Amortized cost | $4,182,000 | 1,344 |
| Fair value | $4,363,000 | 1,322 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,303,017,000 | 122 |
| U.S. Government securities | $168,116,000 | 575 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $168,116,000 | 544 |
| Securities issued by states & political subdivisions | $1,122,452,000 | 13 |
| Other domestic debt securities | $12,449,000 | 695 |
| Privately issued residential mortgage-backed securities | $1,886,000 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $10,563,000 | 329 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $718,002,000 | 105 |
| Mortgage-backed securities | $158,930,000 | 445 |
| Certificates of participation in pools of residential mortgages | $74,296,000 | 530 |
| Issued or guaranteed by U.S. | $74,296,000 | 528 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $84,634,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $82,748,000 | 300 |
| Privately issued | $1,886,000 | 845 |
| 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) | $1,303,017,000 | 107 |
| Total debt securities | $1,303,017,000 | 121 |
| Structured notes | ||
| Amortized cost | $5,537,000 | 886 |
| Fair value | $5,710,000 | 872 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,227,831,000 | 134 |
| U.S. Government securities | $189,605,000 | 497 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $189,605,000 | 481 |
| Securities issued by states & political subdivisions | $1,026,160,000 | 14 |
| Other domestic debt securities | $12,066,000 | 735 |
| Privately issued residential mortgage-backed securities | $1,924,000 | 902 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $10,142,000 | 343 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $665,391,000 | 116 |
| Mortgage-backed securities | $180,135,000 | 395 |
| Certificates of participation in pools of residential mortgages | $80,720,000 | 502 |
| Issued or guaranteed by U.S. | $80,720,000 | 498 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $99,415,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $97,491,000 | 245 |
| Privately issued | $1,924,000 | 865 |
| 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) | $1,227,831,000 | 116 |
| Total debt securities | $1,227,831,000 | 131 |
| Structured notes | ||
| Amortized cost | $5,816,000 | 715 |
| Fair value | $5,980,000 | 680 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,183,863,000 | 139 |
| U.S. Government securities | $290,486,000 | 312 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $290,486,000 | 301 |
| Securities issued by states & political subdivisions | $876,917,000 | 19 |
| Other domestic debt securities | $16,460,000 | 654 |
| Privately issued residential mortgage-backed securities | $5,080,000 | 692 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $11,380,000 | 340 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $604,608,000 | 127 |
| Mortgage-backed securities | $283,887,000 | 272 |
| Certificates of participation in pools of residential mortgages | $152,622,000 | 298 |
| Issued or guaranteed by U.S. | $152,622,000 | 295 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $131,265,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $126,185,000 | 192 |
| Privately issued | $5,080,000 | 665 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $1,183,863,000 | 118 |
| Total debt securities | $1,183,863,000 | 140 |
| Structured notes | ||
| Amortized cost | $6,085,000 | 450 |
| Fair value | $6,183,000 | 445 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,074,545,000 | 147 |
| U.S. Government securities | $314,033,000 | 298 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $314,033,000 | 287 |
| Securities issued by states & political subdivisions | $747,061,000 | 23 |
| Other domestic debt securities | $13,451,000 | 756 |
| Privately issued residential mortgage-backed securities | $5,927,000 | 655 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $7,524,000 | 491 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $568,285,000 | 133 |
| Mortgage-backed securities | $305,946,000 | 257 |
| Certificates of participation in pools of residential mortgages | $159,809,000 | 298 |
| Issued or guaranteed by U.S. | $159,809,000 | 295 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $146,137,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $140,210,000 | 173 |
| Privately issued | $5,927,000 | 632 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,074,545,000 | 127 |
| Total debt securities | $1,074,545,000 | 145 |
| Structured notes | ||
| Amortized cost | $6,451,000 | 245 |
| Fair value | $6,469,000 | 242 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $898,692,000 | 169 |
| U.S. Government securities | $313,685,000 | 296 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $313,685,000 | 289 |
| Securities issued by states & political subdivisions | $573,688,000 | 31 |
| Other domestic debt securities | $11,319,000 | 802 |
| Privately issued residential mortgage-backed securities | $6,969,000 | 627 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,350,000 | 729 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $439,037,000 | 167 |
| Mortgage-backed securities | $311,878,000 | 261 |
| Certificates of participation in pools of residential mortgages | $148,305,000 | 333 |
| Issued or guaranteed by U.S. | $148,305,000 | 328 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $163,573,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $156,604,000 | 157 |
| Privately issued | $6,969,000 | 600 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $898,692,000 | 146 |
| Total debt securities | $898,692,000 | 166 |
| Structured notes | ||
| Amortized cost | $4,701,000 | 274 |
| Fair value | $4,731,000 | 269 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $730,968,000 | 193 |
| U.S. Government securities | $334,103,000 | 275 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $334,103,000 | 271 |
| Securities issued by states & political subdivisions | $387,827,000 | 38 |
| Other domestic debt securities | $9,038,000 | 889 |
| Privately issued residential mortgage-backed securities | $7,116,000 | 596 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,922,000 | 160 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $446,130,000 | 159 |
| Mortgage-backed securities | $325,859,000 | 251 |
| Certificates of participation in pools of residential mortgages | $154,581,000 | 301 |
| Issued or guaranteed by U.S. | $154,581,000 | 296 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $171,278,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $164,162,000 | 142 |
| Privately issued | $7,116,000 | 569 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $730,968,000 | 164 |
| Total debt securities | $730,968,000 | 184 |
| Structured notes | ||
| Amortized cost | $6,242,000 | 210 |
| Fair value | $6,243,000 | 213 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $524,090,000 | 247 |
| U.S. Government securities | $277,096,000 | 311 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $277,096,000 | 307 |
| Securities issued by states & political subdivisions | $233,297,000 | 66 |
| Other domestic debt securities | $13,697,000 | 676 |
| Privately issued residential mortgage-backed securities | $7,723,000 | 578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,974,000 | 109 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,338,000 | 255 |
| Mortgage-backed securities | $278,996,000 | 274 |
| Certificates of participation in pools of residential mortgages | $149,646,000 | 305 |
| Issued or guaranteed by U.S. | $149,646,000 | 300 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $129,350,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $121,627,000 | 175 |
| Privately issued | $7,723,000 | 552 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $524,090,000 | 207 |
| Total debt securities | $524,090,000 | 247 |
| Structured notes | ||
| Amortized cost | $5,868,000 | 220 |
| Fair value | $5,833,000 | 219 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $532,722,000 | 253 |
| U.S. Government securities | $294,719,000 | 300 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $294,719,000 | 289 |
| Securities issued by states & political subdivisions | $222,570,000 | 69 |
| Other domestic debt securities | $15,433,000 | 666 |
| Privately issued residential mortgage-backed securities | $8,294,000 | 558 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,139,000 | 103 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $292,463,000 | 233 |
| Mortgage-backed securities | $291,577,000 | 263 |
| Certificates of participation in pools of residential mortgages | $153,905,000 | 298 |
| Issued or guaranteed by U.S. | $153,905,000 | 293 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $137,672,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $129,378,000 | 175 |
| Privately issued | $8,294,000 | 529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $532,722,000 | 216 |
| Total debt securities | $532,722,000 | 249 |
| Structured notes | ||
| Amortized cost | $17,912,000 | 64 |
| Fair value | $16,066,000 | 72 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $506,233,000 | 264 |
| U.S. Government securities | $283,177,000 | 310 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $283,177,000 | 301 |
| Securities issued by states & political subdivisions | $206,466,000 | 71 |
| Other domestic debt securities | $16,590,000 | 607 |
| Privately issued residential mortgage-backed securities | $8,646,000 | 525 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,944,000 | 105 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,852,000 | 242 |
| Mortgage-backed securities | $272,718,000 | 273 |
| Certificates of participation in pools of residential mortgages | $132,071,000 | 333 |
| Issued or guaranteed by U.S. | $132,071,000 | 327 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $140,647,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $132,001,000 | 170 |
| Privately issued | $8,646,000 | 499 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $506,233,000 | 227 |
| Total debt securities | $506,233,000 | 259 |
| Structured notes | ||
| Amortized cost | $17,957,000 | 66 |
| Fair value | $18,009,000 | 67 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $496,409,000 | 264 |
| U.S. Government securities | $298,569,000 | 301 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $298,569,000 | 294 |
| Securities issued by states & political subdivisions | $179,785,000 | 78 |
| Other domestic debt securities | $18,055,000 | 545 |
| Privately issued residential mortgage-backed securities | $9,564,000 | 456 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,491,000 | 104 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $281,406,000 | 236 |
| Mortgage-backed securities | $262,826,000 | 261 |
| Certificates of participation in pools of residential mortgages | $119,409,000 | 322 |
| Issued or guaranteed by U.S. | $119,409,000 | 317 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $143,417,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $133,853,000 | 164 |
| Privately issued | $9,564,000 | 430 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $496,409,000 | 229 |
| Total debt securities | $496,409,000 | 256 |
| Structured notes | ||
| Amortized cost | $42,058,000 | 34 |
| Fair value | $42,052,000 | 34 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $399,015,000 | 338 |
| U.S. Government securities | $274,360,000 | 333 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $274,360,000 | 325 |
| Securities issued by states & political subdivisions | $106,026,000 | 137 |
| Other domestic debt securities | $18,629,000 | 509 |
| Privately issued residential mortgage-backed securities | $8,128,000 | 465 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,501,000 | 91 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,148,000 | 778 |
| Mortgage-backed securities | $212,264,000 | 303 |
| Certificates of participation in pools of residential mortgages | $91,485,000 | 397 |
| Issued or guaranteed by U.S. | $91,485,000 | 393 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $120,779,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $112,651,000 | 172 |
| Privately issued | $8,128,000 | 442 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $399,015,000 | 277 |
| Total debt securities | $399,015,000 | 325 |
| Structured notes | ||
| Amortized cost | $55,189,000 | 30 |
| Fair value | $54,789,000 | 30 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $420,055,000 | 318 |
| U.S. Government securities | $288,668,000 | 326 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $288,668,000 | 319 |
| Securities issued by states & political subdivisions | $112,184,000 | 122 |
| Other domestic debt securities | $19,203,000 | 490 |
| Privately issued residential mortgage-backed securities | $8,396,000 | 443 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,807,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,594,000 | 753 |
| Mortgage-backed securities | $218,025,000 | 297 |
| Certificates of participation in pools of residential mortgages | $94,172,000 | 381 |
| Issued or guaranteed by U.S. | $94,172,000 | 376 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $123,853,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $115,457,000 | 177 |
| Privately issued | $8,396,000 | 421 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $420,055,000 | 275 |
| Total debt securities | $420,055,000 | 311 |
| Structured notes | ||
| Amortized cost | $62,286,000 | 29 |
| Fair value | $61,047,000 | 29 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $429,234,000 | 319 |
| U.S. Government securities | $288,306,000 | 331 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $288,306,000 | 323 |
| Securities issued by states & political subdivisions | $122,603,000 | 116 |
| Other domestic debt securities | $18,325,000 | 504 |
| Privately issued residential mortgage-backed securities | $8,458,000 | 438 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,867,000 | 89 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,175,000 | 677 |
| Mortgage-backed securities | $211,860,000 | 301 |
| Certificates of participation in pools of residential mortgages | $84,671,000 | 424 |
| Issued or guaranteed by U.S. | $84,671,000 | 419 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $127,189,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $118,731,000 | 168 |
| Privately issued | $8,458,000 | 414 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $429,234,000 | 266 |
| Total debt securities | $429,234,000 | 309 |
| Structured notes | ||
| Amortized cost | $67,364,000 | 26 |
| Fair value | $66,595,000 | 26 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $393,671,000 | 342 |
| U.S. Government securities | $256,177,000 | 370 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $256,177,000 | 362 |
| Securities issued by states & political subdivisions | $120,687,000 | 114 |
| Other domestic debt securities | $16,807,000 | 529 |
| Privately issued residential mortgage-backed securities | $7,090,000 | 466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,717,000 | 87 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,186,000 | 254 |
| Mortgage-backed securities | $180,515,000 | 353 |
| Certificates of participation in pools of residential mortgages | $82,736,000 | 425 |
| Issued or guaranteed by U.S. | $82,736,000 | 421 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $97,779,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $90,689,000 | 205 |
| Privately issued | $7,090,000 | 442 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $393,671,000 | 286 |
| Total debt securities | $393,671,000 | 332 |
| Structured notes | ||
| Amortized cost | $65,473,000 | 31 |
| Fair value | $64,514,000 | 32 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $375,442,000 | 364 |
| U.S. Government securities | $259,341,000 | 379 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $259,341,000 | 368 |
| Securities issued by states & political subdivisions | $100,716,000 | 144 |
| Other domestic debt securities | $15,385,000 | 556 |
| Privately issued residential mortgage-backed securities | $7,421,000 | 449 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,964,000 | 483 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,259,000 | 273 |
| Mortgage-backed securities | $212,838,000 | 314 |
| Certificates of participation in pools of residential mortgages | $88,825,000 | 420 |
| Issued or guaranteed by U.S. | $88,825,000 | 415 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $124,013,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $116,592,000 | 183 |
| Privately issued | $7,421,000 | 421 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $375,442,000 | 298 |
| Total debt securities | $375,442,000 | 354 |
| Structured notes | ||
| Amortized cost | $69,575,000 | 30 |
| Fair value | $68,366,000 | 30 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $364,674,000 | 378 |
| U.S. Government securities | $251,769,000 | 394 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $251,769,000 | 383 |
| Securities issued by states & political subdivisions | $95,961,000 | 149 |
| Other domestic debt securities | $15,234,000 | 567 |
| Privately issued residential mortgage-backed securities | $5,386,000 | 504 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,848,000 | 88 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,710,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,314,000 | 290 |
| Mortgage-backed securities | $170,396,000 | 381 |
| Certificates of participation in pools of residential mortgages | $83,193,000 | 451 |
| Issued or guaranteed by U.S. | $83,193,000 | 448 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $87,203,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $81,817,000 | 219 |
| Privately issued | $5,386,000 | 477 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $364,674,000 | 318 |
| Total debt securities | $362,964,000 | 369 |
| Structured notes | ||
| Amortized cost | $79,578,000 | 32 |
| Fair value | $77,070,000 | 32 |
| Trading account assets | $1,419,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $355,209,000 | 391 |
| U.S. Government securities | $241,023,000 | 415 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $241,023,000 | 399 |
| Securities issued by states & political subdivisions | $96,948,000 | 142 |
| Other domestic debt securities | $15,538,000 | 570 |
| Privately issued residential mortgage-backed securities | $5,623,000 | 498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,962,000 | 144 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,953,000 | 516 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,700,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,943,000 | 334 |
| Mortgage-backed securities | $158,055,000 | 414 |
| Certificates of participation in pools of residential mortgages | $73,796,000 | 492 |
| Issued or guaranteed by U.S. | $73,796,000 | 485 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $84,259,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $78,636,000 | 226 |
| Privately issued | $5,623,000 | 470 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $355,209,000 | 328 |
| Total debt securities | $353,509,000 | 383 |
| Structured notes | ||
| Amortized cost | $86,644,000 | 30 |
| Fair value | $84,740,000 | 30 |
| Trading account assets | $1,419,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $327,753,000 | 429 |
| U.S. Government securities | $227,151,000 | 454 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $227,151,000 | 435 |
| Securities issued by states & political subdivisions | $85,625,000 | 165 |
| Other domestic debt securities | $13,327,000 | 629 |
| Privately issued residential mortgage-backed securities | $5,923,000 | 475 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,404,000 | 96 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,650,000 | 912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,052,000 | 464 |
| Mortgage-backed securities | $148,846,000 | 433 |
| Certificates of participation in pools of residential mortgages | $75,082,000 | 496 |
| Issued or guaranteed by U.S. | $75,082,000 | 489 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $73,764,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $67,841,000 | 249 |
| Privately issued | $5,923,000 | 451 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $327,753,000 | 362 |
| Total debt securities | $326,103,000 | 419 |
| Structured notes | ||
| Amortized cost | $82,877,000 | 30 |
| Fair value | $81,223,000 | 30 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $262,685,000 | 513 |
| U.S. Government securities | $184,079,000 | 551 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $184,079,000 | 525 |
| Securities issued by states & political subdivisions | $61,934,000 | 247 |
| Other domestic debt securities | $15,002,000 | 593 |
| Privately issued residential mortgage-backed securities | $8,548,000 | 397 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,454,000 | 627 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,670,000 | 914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,210,000 | 405 |
| Mortgage-backed securities | $143,397,000 | 447 |
| Certificates of participation in pools of residential mortgages | $68,898,000 | 547 |
| Issued or guaranteed by U.S. | $68,898,000 | 540 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $74,499,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $65,951,000 | 258 |
| Privately issued | $8,548,000 | 374 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $262,685,000 | 434 |
| Total debt securities | $261,012,000 | 503 |
| Structured notes | ||
| Amortized cost | $46,662,000 | 54 |
| Fair value | $46,221,000 | 54 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $275,865,000 | 493 |
| U.S. Government securities | $194,527,000 | 531 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $194,527,000 | 505 |
| Securities issued by states & political subdivisions | $66,171,000 | 220 |
| Other domestic debt securities | $13,507,000 | 641 |
| Privately issued residential mortgage-backed securities | $7,046,000 | 425 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,461,000 | 646 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,660,000 | 925 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,847,000 | 519 |
| Mortgage-backed securities | $150,531,000 | 445 |
| Certificates of participation in pools of residential mortgages | $74,364,000 | 532 |
| Issued or guaranteed by U.S. | $74,364,000 | 520 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $76,167,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $69,121,000 | 261 |
| Privately issued | $7,046,000 | 400 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $275,865,000 | 423 |
| Total debt securities | $274,205,000 | 487 |
| Structured notes | ||
| Amortized cost | $48,365,000 | 48 |
| Fair value | $48,090,000 | 48 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $282,299,000 | 486 |
| U.S. Government securities | $199,327,000 | 521 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $199,327,000 | 498 |
| Securities issued by states & political subdivisions | $63,494,000 | 229 |
| Other domestic debt securities | $17,798,000 | 566 |
| Privately issued residential mortgage-backed securities | $11,344,000 | 350 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,454,000 | 693 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,680,000 | 964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,579,000 | 346 |
| Mortgage-backed securities | $165,231,000 | 425 |
| Certificates of participation in pools of residential mortgages | $81,053,000 | 510 |
| Issued or guaranteed by U.S. | $81,053,000 | 504 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $84,178,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $72,834,000 | 264 |
| Privately issued | $11,344,000 | 323 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $282,299,000 | 412 |
| Total debt securities | $280,619,000 | 479 |
| Structured notes | ||
| Amortized cost | $43,149,000 | 58 |
| Fair value | $42,387,000 | 58 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $272,598,000 | 514 |
| U.S. Government securities | $192,320,000 | 541 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $192,320,000 | 519 |
| Securities issued by states & political subdivisions | $64,422,000 | 230 |
| Other domestic debt securities | $14,356,000 | 662 |
| Privately issued residential mortgage-backed securities | $7,906,000 | 401 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,450,000 | 719 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,500,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,601,000 | 541 |
| Mortgage-backed securities | $158,241,000 | 445 |
| Certificates of participation in pools of residential mortgages | $77,338,000 | 550 |
| Issued or guaranteed by U.S. | $77,338,000 | 546 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $80,903,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $72,997,000 | 269 |
| Privately issued | $7,906,000 | 374 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,767,000 | 1,925 |
| Available-for-sale securities (fair market value) | $266,831,000 | 441 |
| Total debt securities | $271,098,000 | 498 |
| Structured notes | ||
| Amortized cost | $39,140,000 | 69 |
| Fair value | $38,882,000 | 69 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $315,722,000 | 449 |
| U.S. Government securities | $229,869,000 | 472 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $229,869,000 | 444 |
| Securities issued by states & political subdivisions | $70,043,000 | 211 |
| Other domestic debt securities | $14,250,000 | 664 |
| Privately issued residential mortgage-backed securities | $6,345,000 | 408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,905,000 | 637 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,560,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,664,000 | 583 |
| Mortgage-backed securities | $194,026,000 | 380 |
| Certificates of participation in pools of residential mortgages | $84,795,000 | 513 |
| Issued or guaranteed by U.S. | $84,795,000 | 510 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $109,231,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $102,886,000 | 218 |
| Privately issued | $6,345,000 | 377 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,917,000 | 1,930 |
| Available-for-sale securities (fair market value) | $309,805,000 | 393 |
| Total debt securities | $314,162,000 | 440 |
| Structured notes | ||
| Amortized cost | $32,140,000 | 89 |
| Fair value | $32,039,000 | 89 |
| 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 | $315,555,000 | 461 |
| U.S. Government securities | $241,495,000 | 451 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $241,495,000 | 426 |
| Securities issued by states & political subdivisions | $60,174,000 | 243 |
| Other domestic debt securities | $12,286,000 | 732 |
| Privately issued residential mortgage-backed securities | $4,405,000 | 455 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,881,000 | 663 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,600,000 | 1,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,416,000 | 571 |
| Mortgage-backed securities | $208,652,000 | 370 |
| Certificates of participation in pools of residential mortgages | $93,015,000 | 485 |
| Issued or guaranteed by U.S. | $93,015,000 | 482 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $115,637,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $111,232,000 | 211 |
| Privately issued | $4,405,000 | 430 |
| 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) | $4,000,000 | 2,244 |
| Available-for-sale securities (fair market value) | $311,555,000 | 393 |
| Total debt securities | $313,955,000 | 450 |
| Structured notes | ||
| Amortized cost | $33,136,000 | 79 |
| Fair value | $32,142,000 | 81 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $311,120,000 | 472 |
| U.S. Government securities | $243,384,000 | 454 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $243,384,000 | 436 |
| Securities issued by states & political subdivisions | $57,526,000 | 263 |
| Other domestic debt securities | $8,550,000 | 951 |
| Privately issued residential mortgage-backed securities | $591,000 | 818 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,959,000 | 709 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,660,000 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,850,000 | 572 |
| Mortgage-backed securities | $205,584,000 | 381 |
| Certificates of participation in pools of residential mortgages | $96,962,000 | 492 |
| Issued or guaranteed by U.S. | $96,962,000 | 486 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $108,622,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $108,031,000 | 229 |
| Privately issued | $591,000 | 761 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $311,120,000 | 401 |
| Total debt securities | $309,460,000 | 457 |
| Structured notes | ||
| Amortized cost | $33,826,000 | 64 |
| Fair value | $33,880,000 | 64 |
| Trading account assets | $1,148,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $315,746,000 | 469 |
| U.S. Government securities | $246,385,000 | 462 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $246,385,000 | 450 |
| Securities issued by states & political subdivisions | $62,404,000 | 236 |
| Other domestic debt securities | $5,357,000 | 1,218 |
| Privately issued residential mortgage-backed securities | $883,000 | 637 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,474,000 | 1,099 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,600,000 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,634,000 | 322 |
| Mortgage-backed securities | $204,835,000 | 388 |
| Certificates of participation in pools of residential mortgages | $103,698,000 | 469 |
| Issued or guaranteed by U.S. | $103,698,000 | 463 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $101,137,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $100,254,000 | 259 |
| Privately issued | $883,000 | 557 |
| 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) | $2,028,000 | 2,845 |
| Available-for-sale securities (fair market value) | $313,718,000 | 410 |
| Total debt securities | $314,146,000 | 459 |
| Structured notes | ||
| Amortized cost | $34,825,000 | 54 |
| Fair value | $34,496,000 | 53 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $170,608,000 | 786 |
| U.S. Government securities | $104,585,000 | 942 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $104,585,000 | 909 |
| Securities issued by states & political subdivisions | $62,208,000 | 232 |
| Other domestic debt securities | $2,035,000 | 2,105 |
| Privately issued residential mortgage-backed securities | $1,254,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $781,000 | 2,570 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,780,000 | 1,136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,938,000 | 676 |
| Mortgage-backed securities | $71,669,000 | 822 |
| Certificates of participation in pools of residential mortgages | $44,205,000 | 863 |
| Issued or guaranteed by U.S. | $44,205,000 | 858 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $27,464,000 | 626 |
| CMOs issued by government agencies or sponsored agencies | $26,210,000 | 594 |
| Privately issued | $1,254,000 | 530 |
| 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) | $162,000 | 4,276 |
| Available-for-sale securities (fair market value) | $170,446,000 | 675 |
| Total debt securities | $168,828,000 | 776 |
| Structured notes | ||
| Amortized cost | $32,827,000 | 51 |
| Fair value | $32,391,000 | 51 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $177,900,000 | 747 |
| U.S. Government securities | $102,988,000 | 921 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $102,988,000 | 885 |
| Securities issued by states & political subdivisions | $65,220,000 | 216 |
| Other domestic debt securities | $8,132,000 | 1,039 |
| Privately issued residential mortgage-backed securities | $7,350,000 | 336 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $782,000 | 2,624 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,560,000 | 1,202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,817,000 | 685 |
| Mortgage-backed securities | $88,294,000 | 708 |
| Certificates of participation in pools of residential mortgages | $44,983,000 | 831 |
| Issued or guaranteed by U.S. | $44,983,000 | 825 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $43,311,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $35,961,000 | 525 |
| Privately issued | $7,350,000 | 300 |
| 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) | $163,000 | 4,324 |
| Available-for-sale securities (fair market value) | $177,737,000 | 643 |
| Total debt securities | $176,340,000 | 725 |
| Structured notes | ||
| Amortized cost | $19,994,000 | 75 |
| Fair value | $20,043,000 | 75 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $168,929,000 | 772 |
| U.S. Government securities | $96,618,000 | 985 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $96,618,000 | 943 |
| Securities issued by states & political subdivisions | $62,384,000 | 218 |
| Other domestic debt securities | $8,187,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $8,187,000 | 334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,740,000 | 1,156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,882,000 | 669 |
| Mortgage-backed securities | $97,304,000 | 663 |
| Certificates of participation in pools of residential mortgages | $46,831,000 | 781 |
| Issued or guaranteed by U.S. | $46,831,000 | 775 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $50,473,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $42,286,000 | 478 |
| Privately issued | $8,187,000 | 298 |
| 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) | $163,000 | 4,391 |
| Available-for-sale securities (fair market value) | $168,766,000 | 663 |
| Total debt securities | $167,189,000 | 750 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 250 |
| Fair value | $5,501,000 | 254 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $165,875,000 | 763 |
| U.S. Government securities | $90,318,000 | 1,018 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $90,318,000 | 972 |
| Securities issued by states & political subdivisions | $64,164,000 | 204 |
| Other domestic debt securities | $9,633,000 | 959 |
| Privately issued residential mortgage-backed securities | $9,633,000 | 301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,760,000 | 1,163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,782,000 | 577 |
| Mortgage-backed securities | $98,948,000 | 631 |
| Certificates of participation in pools of residential mortgages | $37,884,000 | 891 |
| Issued or guaranteed by U.S. | $37,884,000 | 886 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $61,064,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $51,431,000 | 404 |
| Privately issued | $9,633,000 | 267 |
| 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) | $165,000 | 4,474 |
| Available-for-sale securities (fair market value) | $165,710,000 | 657 |
| Total debt securities | $164,115,000 | 739 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,003,000 | 897 |
| Trading account assets | $544,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $139,554,000 | 826 |
| U.S. Government securities | $68,687,000 | 1,174 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $68,687,000 | 1,106 |
| Securities issued by states & political subdivisions | $66,461,000 | 184 |
| Other domestic debt securities | $2,406,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $2,406,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,000,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,648,000 | 607 |
| Mortgage-backed securities | $61,172,000 | 820 |
| Certificates of participation in pools of residential mortgages | $34,464,000 | 855 |
| Issued or guaranteed by U.S. | $34,464,000 | 848 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $26,708,000 | 692 |
| CMOs issued by government agencies or sponsored agencies | $24,302,000 | 657 |
| Privately issued | $2,406,000 | 523 |
| 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) | $35,000 | 4,984 |
| Available-for-sale securities (fair market value) | $139,519,000 | 690 |
| Total debt securities | $137,554,000 | 814 |
| Structured notes | ||
| Amortized cost | $1,780,000 | 223 |
| Fair value | $1,781,000 | 227 |
| Trading account assets | $1,360,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $118,804,000 | 953 |
| U.S. Government securities | $56,175,000 | 1,416 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $56,175,000 | 1,310 |
| Securities issued by states & political subdivisions | $57,918,000 | 208 |
| Other domestic debt securities | $3,040,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $3,040,000 | 474 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,671,000 | 1,785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,853,000 | 555 |
| Mortgage-backed securities | $37,606,000 | 975 |
| Certificates of participation in pools of residential mortgages | $23,981,000 | 941 |
| Issued or guaranteed by U.S. | $23,981,000 | 933 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $13,625,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $10,585,000 | 869 |
| Privately issued | $3,040,000 | 419 |
| 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) | $228,000 | 5,240 |
| Available-for-sale securities (fair market value) | $118,576,000 | 731 |
| Total debt securities | $117,133,000 | 930 |
| Structured notes | ||
| Amortized cost | $16,345,000 | 21 |
| Fair value | $16,172,000 | 21 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $111,016,000 | 1,031 |
| U.S. Government securities | $52,330,000 | 1,616 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $52,330,000 | 1,442 |
| Securities issued by states & political subdivisions | $54,888,000 | 229 |
| Other domestic debt securities | $2,276,000 | 1,733 |
| Privately issued residential mortgage-backed securities | $2,276,000 | 559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,522,000 | 1,821 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,999,000 | 637 |
| Mortgage-backed securities | $38,171,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | $23,174,000 | 1,027 |
| Issued or guaranteed by U.S. | $23,174,000 | 1,018 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $14,997,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $12,721,000 | 847 |
| Privately issued | $2,276,000 | 490 |
| 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) | $309,000 | 5,559 |
| Available-for-sale securities (fair market value) | $110,707,000 | 806 |
| Total debt securities | $109,494,000 | 1,006 |
| Structured notes | ||
| Amortized cost | $10,621,000 | 47 |
| Fair value | $10,152,000 | 45 |
| 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 | $114,294,000 | 1,019 |
| U.S. Government securities | $60,010,000 | 1,466 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $60,010,000 | 1,252 |
| Securities issued by states & political subdivisions | $52,004,000 | 234 |
| Other domestic debt securities | $932,000 | 2,315 |
| Privately issued residential mortgage-backed securities | $932,000 | 768 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,348,000 | 1,946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,000 | 8,329 |
| Mortgage-backed securities | $36,409,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $21,360,000 | 1,175 |
| Issued or guaranteed by U.S. | $21,360,000 | 1,165 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $15,049,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $14,117,000 | 866 |
| Privately issued | $932,000 | 656 |
| 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) | $498,000 | 5,909 |
| Available-for-sale securities (fair market value) | $113,796,000 | 773 |
| Total debt securities | $112,946,000 | 998 |
| Structured notes | ||
| Amortized cost | $9,465,000 | 75 |
| Fair value | $9,508,000 | 74 |
| 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 | $111,625,000 | 1,032 |
| U.S. Government securities | $56,519,000 | 1,609 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $56,519,000 | 1,288 |
| Securities issued by states & political subdivisions | $47,774,000 | 214 |
| Other domestic debt securities | $6,094,000 | 761 |
| Privately issued residential mortgage-backed securities | $6,094,000 | 281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,238,000 | 2,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,001,000 | 684 |
| Mortgage-backed securities | $39,570,000 | 1,038 |
| Certificates of participation in pools of residential mortgages | $2,458,000 | 4,059 |
| Issued or guaranteed by U.S. | $2,458,000 | 4,043 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $37,112,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $31,018,000 | 479 |
| Privately issued | $6,094,000 | 208 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,001,000 | 6,291 |
| Available-for-sale securities (fair market value) | $110,624,000 | 751 |
| Total debt securities | $110,387,000 | 1,006 |
| Structured notes | ||
| Amortized cost | $6,306,000 | 218 |
| Fair value | $6,257,000 | 218 |
| 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 | $104,591,000 | 1,139 |
| U.S. Government securities | $53,726,000 | 1,812 |
| U.S. Treasury securities | $4,004,000 | 4,366 |
| U.S. Government agency obligations | $49,722,000 | 1,478 |
| Securities issued by states & political subdivisions | $43,654,000 | 233 |
| Other domestic debt securities | $6,162,000 | 783 |
| Privately issued residential mortgage-backed securities | $6,162,000 | 319 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,049,000 | 2,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,996,000 | 962 |
| Mortgage-backed securities | $45,005,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $3,640,000 | 3,749 |
| Issued or guaranteed by U.S. | $3,640,000 | 3,728 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $41,365,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $35,203,000 | 472 |
| Privately issued | $6,162,000 | 220 |
| 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) | $2,034,000 | 6,266 |
| Available-for-sale securities (fair market value) | $102,557,000 | 816 |
| Total debt securities | $103,542,000 | 1,103 |
| Structured notes | ||
| Amortized cost | $8,525,000 | 210 |
| Fair value | $8,396,000 | 208 |
| 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 | $90,205,000 | 1,389 |
| U.S. Government securities | $44,471,000 | 2,266 |
| U.S. Treasury securities | $4,028,000 | 5,184 |
| U.S. Government agency obligations | $40,443,000 | 1,749 |
| Securities issued by states & political subdivisions | $39,428,000 | 277 |
| Other domestic debt securities | $5,557,000 | 998 |
| Privately issued residential mortgage-backed securities | $5,557,000 | 382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $749,000 | 2,579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,277,000 | 1,747 |
| Mortgage-backed securities | $32,752,000 | 1,322 |
| Certificates of participation in pools of residential mortgages | $2,192,000 | 4,748 |
| Issued or guaranteed by U.S. | $2,192,000 | 4,721 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $30,560,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $25,003,000 | 637 |
| Privately issued | $5,557,000 | 256 |
| 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) | $2,480,000 | 6,321 |
| Available-for-sale securities (fair market value) | $87,725,000 | 962 |
| Total debt securities | $89,456,000 | 1,355 |
| Structured notes | ||
| Amortized cost | $10,338,000 | 262 |
| Fair value | $10,230,000 | 256 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $84,928,000 | 1,517 |
| U.S. Government securities | $42,843,000 | 2,438 |
| U.S. Treasury securities | $2,955,000 | 7,191 |
| U.S. Government agency obligations | $39,888,000 | 1,704 |
| Securities issued by states & political subdivisions | $39,104,000 | 273 |
| Other domestic debt securities | $2,268,000 | 1,883 |
| Privately issued residential mortgage-backed securities | $2,268,000 | 613 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $713,000 | 2,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,697,000 | 2,238 |
| Mortgage-backed securities | $18,367,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $2,816,000 | 4,510 |
| Issued or guaranteed by U.S. | $2,589,000 | 4,660 |
| Privately issued | $227,000 | 397 |
| Collaterized mortgage obligations | $15,551,000 | 1,078 |
| CMOs issued by government agencies or sponsored agencies | $13,510,000 | 1,135 |
| Privately issued | $2,041,000 | 483 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,929,000 | 8,671 |
| Available-for-sale securities (fair market value) | $80,999,000 | 701 |
| Total debt securities | $84,215,000 | 1,496 |
| 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 | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $88,755,000 | 1,540 |
| U.S. Government securities | $44,435,000 | 2,468 |
| U.S. Treasury securities | $4,634,000 | 5,957 |
| U.S. Government agency obligations | $39,801,000 | 1,763 |
| Securities issued by states & political subdivisions | $42,996,000 | 243 |
| Other domestic debt securities | $1,324,000 | 2,924 |
| Privately issued residential mortgage-backed securities | $1,324,000 | 1,053 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,152,000 | 3,592 |
| Mortgage-backed securities | $17,259,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $3,408,000 | 4,595 |
| Issued or guaranteed by U.S. | $3,408,000 | 4,555 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $13,851,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $12,527,000 | 1,352 |
| Privately issued | $1,324,000 | 787 |
| 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 | $88,755,000 | 1,494 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $102,930,000 | 1,303 |
| U.S. Government securities | $55,573,000 | 1,920 |
| U.S. Treasury securities | $7,056,000 | 4,585 |
| U.S. Government agency obligations | $48,517,000 | 1,426 |
| Securities issued by states & political subdivisions | $32,784,000 | 308 |
| Other domestic debt securities | $14,573,000 | 786 |
| Privately issued residential mortgage-backed securities | $14,573,000 | 335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,000 | 10,850 |
| Mortgage-backed securities | $38,953,000 | 1,370 |
| Certificates of participation in pools of residential mortgages | $5,036,000 | 3,961 |
| Issued or guaranteed by U.S. | $5,036,000 | 3,905 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $33,917,000 | 683 |
| CMOs issued by government agencies or sponsored agencies | $19,344,000 | 934 |
| Privately issued | $14,573,000 | 194 |
| 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 | $102,930,000 | 1,279 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |