Home > Hancock Whitney Bank > Securities
Hancock Whitney Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $7,694,969,000 | 60 |
| U.S. Government securities | $4,096,320,000 | 79 |
| U.S. Treasury securities | $194,529,000 | 133 |
| U.S. Government agency obligations | $3,901,791,000 | 72 |
| Securities issued by states & political subdivisions | $779,584,000 | 43 |
| Other domestic debt securities | $2,817,065,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $2,802,613,000 | 14 |
| Other domestic debt securities - All other | $14,452,000 | 513 |
| Foreign debt securities | $2,000,000 | 139 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,187,044,000 | 69 |
| Mortgage-backed securities | $3,497,357,000 | 76 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,751,359,000 | 48 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $56,458,000 | 415 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $446,401,000 | 51 |
| Other commercial mortgage-backed securities | $243,139,000 | 79 |
| Held to maturity securities (book value) | $2,360,441,000 | 53 |
| Available-for-sale securities (fair market value) | $5,334,528,000 | 61 |
| Total debt securities | $7,694,969,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $63,497,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $92,238,000 | 38 |
| 2024-12-31 | Rank | |
| Total securities | $7,597,154,000 | 59 |
| U.S. Government securities | $4,021,141,000 | 77 |
| U.S. Treasury securities | $194,281,000 | 134 |
| U.S. Government agency obligations | $3,826,860,000 | 70 |
| Securities issued by states & political subdivisions | $820,237,000 | 43 |
| Other domestic debt securities | $2,752,279,000 | 27 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $2,738,160,000 | 14 |
| Other domestic debt securities - All other | $14,119,000 | 533 |
| Foreign debt securities | $3,497,000 | 104 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,907,241,000 | 57 |
| Mortgage-backed securities | $3,444,170,000 | 73 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,702,108,000 | 46 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $60,653,000 | 375 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $437,808,000 | 49 |
| Other commercial mortgage-backed securities | $243,601,000 | 78 |
| Held to maturity securities (book value) | $2,435,663,000 | 54 |
| Available-for-sale securities (fair market value) | $5,161,491,000 | 61 |
| Total debt securities | $7,597,154,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $73,331,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $110,129,000 | 39 |
| 2024-09-30 | Rank | |
| Total securities | $7,769,780,000 | 63 |
| U.S. Government securities | $4,118,248,000 | 77 |
| U.S. Treasury securities | $194,025,000 | 125 |
| U.S. Government agency obligations | $3,924,223,000 | 72 |
| Securities issued by states & political subdivisions | $827,724,000 | 45 |
| Other domestic debt securities | $2,820,318,000 | 28 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $2,802,354,000 | 15 |
| Other domestic debt securities - All other | $17,964,000 | 454 |
| Foreign debt securities | $3,490,000 | 120 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,388,177,000 | 66 |
| Mortgage-backed securities | $3,544,365,000 | 75 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,789,174,000 | 50 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $65,036,000 | 354 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $444,286,000 | 49 |
| Other commercial mortgage-backed securities | $245,869,000 | 85 |
| Held to maturity securities (book value) | $2,473,633,000 | 56 |
| Available-for-sale securities (fair market value) | $5,296,147,000 | 64 |
| Total debt securities | $7,769,781,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $69,013,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $96,165,000 | 37 |
| 2024-06-30 | Rank | |
| Total securities | $7,535,836,000 | 62 |
| U.S. Government securities | $3,959,610,000 | 76 |
| U.S. Treasury securities | $193,421,000 | 133 |
| U.S. Government agency obligations | $3,766,189,000 | 71 |
| Securities issued by states & political subdivisions | $827,284,000 | 42 |
| Other domestic debt securities | $2,745,468,000 | 28 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $2,728,207,000 | 17 |
| Other domestic debt securities - All other | $17,261,000 | 473 |
| Foreign debt securities | $3,474,000 | 121 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,590,610,000 | 61 |
| Mortgage-backed securities | $3,420,222,000 | 73 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,673,333,000 | 49 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $68,059,000 | 325 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $427,851,000 | 50 |
| Other commercial mortgage-backed securities | $250,979,000 | 82 |
| Held to maturity securities (book value) | $2,570,622,000 | 53 |
| Available-for-sale securities (fair market value) | $4,965,214,000 | 64 |
| Total debt securities | $7,535,837,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $90,153,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $136,283,000 | 38 |
| 2024-03-31 | Rank | |
| Total securities | $7,559,181,000 | 61 |
| U.S. Government securities | $3,956,347,000 | 76 |
| U.S. Treasury securities | $193,275,000 | 144 |
| U.S. Government agency obligations | $3,763,072,000 | 72 |
| Securities issued by states & political subdivisions | $859,407,000 | 43 |
| Other domestic debt securities | $2,739,961,000 | 32 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $2,723,029,000 | 17 |
| Other domestic debt securities - All other | $16,932,000 | 436 |
| Foreign debt securities | $3,466,000 | 123 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,246,162,000 | 56 |
| Mortgage-backed securities | $3,433,773,000 | 72 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,681,452,000 | 49 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $72,608,000 | 314 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $427,571,000 | 49 |
| Other commercial mortgage-backed securities | $252,142,000 | 85 |
| Held to maturity securities (book value) | $2,653,758,000 | 52 |
| Available-for-sale securities (fair market value) | $4,905,423,000 | 64 |
| Total debt securities | $7,559,182,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $93,837,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $142,480,000 | 36 |
| 2023-12-31 | Rank | |
| Total securities | $7,599,974,000 | 59 |
| U.S. Government securities | $4,025,332,000 | 75 |
| U.S. Treasury securities | $193,359,000 | 147 |
| U.S. Government agency obligations | $3,831,973,000 | 66 |
| Securities issued by states & political subdivisions | $865,902,000 | 43 |
| Other domestic debt securities | $2,705,300,000 | 31 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $2,688,388,000 | 17 |
| Other domestic debt securities - All other | $16,912,000 | 446 |
| Foreign debt securities | $3,440,000 | 116 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,736,439,000 | 52 |
| Mortgage-backed securities | $3,514,034,000 | 67 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,768,128,000 | 44 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $76,776,000 | 293 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $413,919,000 | 47 |
| Other commercial mortgage-backed securities | $255,211,000 | 84 |
| Held to maturity securities (book value) | $2,684,779,000 | 50 |
| Available-for-sale securities (fair market value) | $4,915,195,000 | 63 |
| Total debt securities | $7,599,974,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $90,341,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $131,852,000 | 35 |
| 2023-09-30 | Rank | |
| Total securities | $7,916,101,000 | 58 |
| U.S. Government securities | $3,974,203,000 | 76 |
| U.S. Treasury securities | $235,325,000 | 129 |
| U.S. Government agency obligations | $3,738,878,000 | 69 |
| Securities issued by states & political subdivisions | $860,920,000 | 43 |
| Other domestic debt securities | $3,077,573,000 | 28 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $3,060,871,000 | 17 |
| Other domestic debt securities - All other | $16,702,000 | 449 |
| Foreign debt securities | $3,405,000 | 123 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,339,376,000 | 53 |
| Mortgage-backed securities | $3,441,690,000 | 69 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,634,466,000 | 47 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $93,485,000 | 253 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $395,042,000 | 47 |
| Other commercial mortgage-backed securities | $318,697,000 | 75 |
| Held to maturity securities (book value) | $2,727,945,000 | 49 |
| Available-for-sale securities (fair market value) | $5,188,156,000 | 59 |
| Total debt securities | $7,916,102,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $123,902,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $188,696,000 | 38 |
| 2023-06-30 | Rank | |
| Total securities | $0 | 4,512 |
| U.S. Government securities | $0 | 4,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,676,960,000 | 19 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $1,214 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $314,496,000 | 17 |
| Equity securities | $1 | 33 |
| Assets held in trading accounts for TFR Reporters | $1,915,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $245 | 3,905 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $1,000 | 203 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,364 | 1,548 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| 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 | $2,180,000 | 129 |
| 2023-03-31 | Rank | |
| Total securities | $8,390,684,000 | 58 |
| U.S. Government securities | $4,330,827,000 | 71 |
| U.S. Treasury securities | $236,535,000 | 136 |
| U.S. Government agency obligations | $4,094,292,000 | 66 |
| Securities issued by states & political subdivisions | $900,939,000 | 43 |
| Other domestic debt securities | $3,155,551,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $3,138,794,000 | 16 |
| Other domestic debt securities - All other | $16,757,000 | 469 |
| Foreign debt securities | $3,367,000 | 112 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,099,215,000 | 46 |
| Mortgage-backed securities | $3,791,669,000 | 67 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,934,764,000 | 49 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $108,802,000 | 245 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $414,390,000 | 49 |
| Other commercial mortgage-backed securities | $333,713,000 | 76 |
| Held to maturity securities (book value) | $2,825,064,000 | 51 |
| Available-for-sale securities (fair market value) | $5,565,620,000 | 59 |
| Total debt securities | $8,390,684,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $91,225,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $137,219,000 | 35 |
| 2022-12-31 | Rank | |
| Total securities | $8,408,536,000 | 63 |
| U.S. Government securities | $4,388,524,000 | 77 |
| U.S. Treasury securities | $235,556,000 | 149 |
| U.S. Government agency obligations | $4,152,968,000 | 70 |
| Securities issued by states & political subdivisions | $902,000,000 | 46 |
| Other domestic debt securities | $3,114,640,000 | 30 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $3,096,932,000 | 16 |
| Other domestic debt securities - All other | $17,708,000 | 461 |
| Foreign debt securities | $3,372,000 | 122 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,949,937,000 | 41 |
| Mortgage-backed securities | $3,851,205,000 | 72 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,991,465,000 | 48 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $114,551,000 | 238 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $407,301,000 | 50 |
| Other commercial mortgage-backed securities | $337,888,000 | 77 |
| Held to maturity securities (book value) | $2,852,495,000 | 51 |
| Available-for-sale securities (fair market value) | $5,556,041,000 | 67 |
| Total debt securities | $8,408,536,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $106,949,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $171,320,000 | 35 |
| 2022-09-30 | Rank | |
| Total securities | $8,333,191,000 | 65 |
| U.S. Government securities | $4,383,982,000 | 79 |
| U.S. Treasury securities | $166,739,000 | 201 |
| U.S. Government agency obligations | $4,217,243,000 | 71 |
| Securities issued by states & political subdivisions | $899,219,000 | 48 |
| Other domestic debt securities | $3,046,605,000 | 30 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $3,028,673,000 | 15 |
| Other domestic debt securities - All other | $17,932,000 | 464 |
| Foreign debt securities | $3,385,000 | 119 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,166,693,000 | 43 |
| Mortgage-backed securities | $3,934,597,000 | 73 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,061,570,000 | 50 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $123,283,000 | 228 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $404,345,000 | 55 |
| Other commercial mortgage-backed securities | $345,399,000 | 81 |
| Held to maturity securities (book value) | $2,866,348,000 | 48 |
| Available-for-sale securities (fair market value) | $5,466,843,000 | 72 |
| Total debt securities | $8,333,191,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $118,369,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $190,156,000 | 38 |
| 2022-06-30 | Rank | |
| Total securities | $8,531,393,000 | 65 |
| U.S. Government securities | $4,542,471,000 | 79 |
| U.S. Treasury securities | $132,661,000 | 239 |
| U.S. Government agency obligations | $4,409,810,000 | 71 |
| Securities issued by states & political subdivisions | $915,605,000 | 49 |
| Other domestic debt securities | $3,069,939,000 | 27 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $3,050,941,000 | 9 |
| Other domestic debt securities - All other | $18,998,000 | 455 |
| Foreign debt securities | $3,378,000 | 118 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,050,410,000 | 46 |
| Mortgage-backed securities | $4,143,529,000 | 75 |
| Certificates of participation in pools of residential mortgages | $3,235,941,000 | 50 |
| Issued or guaranteed by U.S. | $3,235,941,000 | 50 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $136,629,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $136,629,000 | 216 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $770,959,000 | 78 |
| Commercial mortgage pass-through securities | $414,357,000 | 55 |
| Other commercial mortgage-backed securities | $356,602,000 | 90 |
| Held to maturity securities (book value) | $2,752,012,000 | 48 |
| Available-for-sale securities (fair market value) | $5,779,381,000 | 68 |
| Total debt securities | $8,531,393,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $74,977,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $114,451,000 | 39 |
| 2022-03-31 | Rank | |
| Total securities | $8,481,095,000 | 66 |
| U.S. Government securities | $7,548,259,000 | 60 |
| U.S. Treasury securities | $132,519,000 | 212 |
| U.S. Government agency obligations | $7,415,740,000 | 52 |
| Securities issued by states & political subdivisions | $911,909,000 | 49 |
| Other domestic debt securities | $17,484,000 | 723 |
| 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 | $17,484,000 | 475 |
| Foreign debt securities | $3,443,000 | 114 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,212,912,000 | 44 |
| Mortgage-backed securities | $7,170,294,000 | 52 |
| Certificates of participation in pools of residential mortgages | $3,286,461,000 | 53 |
| Issued or guaranteed by U.S. | $3,286,461,000 | 52 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $153,600,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $153,600,000 | 208 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $3,730,233,000 | 30 |
| Commercial mortgage pass-through securities | $3,366,812,000 | 13 |
| Other commercial mortgage-backed securities | $363,421,000 | 89 |
| Held to maturity securities (book value) | $2,488,088,000 | 47 |
| Available-for-sale securities (fair market value) | $5,993,007,000 | 70 |
| Total debt securities | $8,481,095,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $58,282,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $74,434,000 | 40 |
| 2021-12-31 | Rank | |
| Total securities | $8,552,449,000 | 63 |
| U.S. Government securities | $7,598,183,000 | 53 |
| U.S. Treasury securities | $210,886,000 | 102 |
| U.S. Government agency obligations | $7,387,297,000 | 51 |
| Securities issued by states & political subdivisions | $935,563,000 | 49 |
| Other domestic debt securities | $15,206,000 | 756 |
| 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 | $15,206,000 | 497 |
| Foreign debt securities | $3,497,000 | 107 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,962,541,000 | 43 |
| Mortgage-backed securities | $7,164,028,000 | 52 |
| Certificates of participation in pools of residential mortgages | $3,304,705,000 | 52 |
| Issued or guaranteed by U.S. | $3,304,705,000 | 52 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $178,309,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $178,309,000 | 192 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,681,014,000 | 29 |
| Commercial mortgage pass-through securities | $3,320,631,000 | 14 |
| Other commercial mortgage-backed securities | $360,383,000 | 85 |
| Held to maturity securities (book value) | $1,565,751,000 | 52 |
| Available-for-sale securities (fair market value) | $6,986,698,000 | 63 |
| Total debt securities | $8,552,449,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $74,326,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $30,231,000 | 49 |
| 2021-09-30 | Rank | |
| Total securities | $8,308,622,000 | 62 |
| U.S. Government securities | $7,360,545,000 | 54 |
| U.S. Treasury securities | $196,606,000 | 87 |
| U.S. Government agency obligations | $7,163,939,000 | 50 |
| Securities issued by states & political subdivisions | $933,316,000 | 46 |
| Other domestic debt securities | $11,263,000 | 840 |
| 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 | $11,263,000 | 563 |
| Foreign debt securities | $3,498,000 | 102 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,617,818,000 | 48 |
| Mortgage-backed securities | $6,965,822,000 | 51 |
| Certificates of participation in pools of residential mortgages | $3,300,722,000 | 50 |
| Issued or guaranteed by U.S. | $3,300,722,000 | 50 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $206,813,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $206,813,000 | 177 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,458,287,000 | 29 |
| Commercial mortgage pass-through securities | $3,067,067,000 | 15 |
| Other commercial mortgage-backed securities | $391,220,000 | 86 |
| Held to maturity securities (book value) | $1,307,701,000 | 55 |
| Available-for-sale securities (fair market value) | $7,000,921,000 | 63 |
| Total debt securities | $8,308,621,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $95,800,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,208,000 | 52 |
| 2021-06-30 | Rank | |
| Total securities | $8,633,133,000 | 56 |
| U.S. Government securities | $7,679,086,000 | 51 |
| U.S. Treasury securities | $197,715,000 | 77 |
| U.S. Government agency obligations | $7,481,371,000 | 46 |
| Securities issued by states & political subdivisions | $939,267,000 | 45 |
| Other domestic debt securities | $11,280,000 | 802 |
| 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 | $11,280,000 | 528 |
| Foreign debt securities | $3,500,000 | 101 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,029,843,000 | 53 |
| Mortgage-backed securities | $7,274,940,000 | 47 |
| Certificates of participation in pools of residential mortgages | $3,521,587,000 | 48 |
| Issued or guaranteed by U.S. | $3,521,587,000 | 48 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $240,369,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $240,369,000 | 157 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,512,984,000 | 29 |
| Commercial mortgage pass-through securities | $3,095,210,000 | 14 |
| Other commercial mortgage-backed securities | $417,774,000 | 82 |
| Held to maturity securities (book value) | $1,332,712,000 | 48 |
| Available-for-sale securities (fair market value) | $7,300,421,000 | 59 |
| Total debt securities | $8,633,132,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $106,141,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $37,536,000 | 55 |
| 2021-03-31 | Rank | |
| Total securities | $8,005,990,000 | 58 |
| U.S. Government securities | $7,053,103,000 | 57 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,053,103,000 | 50 |
| Securities issued by states & political subdivisions | $941,311,000 | 43 |
| Other domestic debt securities | $8,076,000 | 920 |
| 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 | $8,076,000 | 597 |
| Foreign debt securities | $3,500,000 | 102 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,002,469,000 | 50 |
| Mortgage-backed securities | $6,835,611,000 | 48 |
| Certificates of participation in pools of residential mortgages | $3,024,108,000 | 50 |
| Issued or guaranteed by U.S. | $3,024,108,000 | 50 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $434,385,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $434,385,000 | 109 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,377,118,000 | 30 |
| Commercial mortgage pass-through securities | $2,956,335,000 | 15 |
| Other commercial mortgage-backed securities | $420,783,000 | 81 |
| Held to maturity securities (book value) | $1,375,342,000 | 44 |
| Available-for-sale securities (fair market value) | $6,630,648,000 | 62 |
| Total debt securities | $8,005,990,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $96,833,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,944,000 | 58 |
| 2020-12-31 | Rank | |
| Total securities | $7,356,497,000 | 59 |
| U.S. Government securities | $6,390,990,000 | 55 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,390,990,000 | 50 |
| Securities issued by states & political subdivisions | $953,743,000 | 40 |
| Other domestic debt securities | $8,264,000 | 862 |
| 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 | $8,264,000 | 577 |
| Foreign debt securities | $3,500,000 | 96 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,416,740,000 | 46 |
| Mortgage-backed securities | $6,177,621,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,651,763,000 | 49 |
| Issued or guaranteed by U.S. | $2,651,763,000 | 49 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $520,638,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $520,638,000 | 95 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,005,220,000 | 32 |
| Commercial mortgage pass-through securities | $2,535,680,000 | 15 |
| Other commercial mortgage-backed securities | $469,540,000 | 70 |
| Held to maturity securities (book value) | $1,357,170,000 | 43 |
| Available-for-sale securities (fair market value) | $5,999,327,000 | 61 |
| Total debt securities | $7,356,497,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $148,368,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $46,387,000 | 57 |
| 2020-09-30 | Rank | |
| Total securities | $7,056,275,000 | 61 |
| U.S. Government securities | $6,103,542,000 | 57 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,103,542,000 | 52 |
| Securities issued by states & political subdivisions | $944,549,000 | 39 |
| Other domestic debt securities | $4,686,000 | 1,055 |
| 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 | $4,686,000 | 724 |
| Foreign debt securities | $3,498,000 | 100 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,245,307,000 | 47 |
| Mortgage-backed securities | $5,904,926,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,630,731,000 | 48 |
| Issued or guaranteed by U.S. | $2,630,731,000 | 48 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $622,995,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $622,995,000 | 84 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,651,200,000 | 32 |
| Commercial mortgage pass-through securities | $2,136,350,000 | 14 |
| Other commercial mortgage-backed securities | $514,850,000 | 62 |
| Held to maturity securities (book value) | $1,408,960,000 | 40 |
| Available-for-sale securities (fair market value) | $5,647,315,000 | 60 |
| Total debt securities | $7,056,275,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $166,289,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $48,019,000 | 53 |
| 2020-06-30 | Rank | |
| Total securities | $6,381,803,000 | 59 |
| U.S. Government securities | $5,494,193,000 | 54 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,494,193,000 | 48 |
| Securities issued by states & political subdivisions | $879,404,000 | 40 |
| Other domestic debt securities | $4,725,000 | 1,010 |
| 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 | $4,725,000 | 704 |
| Foreign debt securities | $3,481,000 | 102 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,319,214,000 | 45 |
| Mortgage-backed securities | $5,345,577,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,103,461,000 | 52 |
| Issued or guaranteed by U.S. | $2,103,461,000 | 52 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $832,912,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $832,912,000 | 73 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,409,204,000 | 31 |
| Commercial mortgage pass-through securities | $1,884,661,000 | 13 |
| Other commercial mortgage-backed securities | $524,543,000 | 61 |
| Held to maturity securities (book value) | $1,449,661,000 | 39 |
| Available-for-sale securities (fair market value) | $4,932,142,000 | 65 |
| Total debt securities | $6,381,803,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $176,215,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $48,026,000 | 57 |
| 2020-03-31 | Rank | |
| Total securities | $6,374,490,000 | 57 |
| U.S. Government securities | $5,489,417,000 | 53 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,489,417,000 | 46 |
| Securities issued by states & political subdivisions | $876,877,000 | 38 |
| Other domestic debt securities | $4,718,000 | 966 |
| 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 | $4,718,000 | 640 |
| Foreign debt securities | $3,478,000 | 107 |
| 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 | $4,825,551,000 | 30 |
| Mortgage-backed securities | $5,380,214,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,152,768,000 | 49 |
| Issued or guaranteed by U.S. | $2,152,768,000 | 49 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $945,775,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $945,775,000 | 65 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,281,671,000 | 31 |
| Commercial mortgage pass-through securities | $1,759,465,000 | 14 |
| Other commercial mortgage-backed securities | $522,206,000 | 58 |
| Held to maturity securities (book value) | $1,480,494,000 | 41 |
| Available-for-sale securities (fair market value) | $4,893,996,000 | 59 |
| Total debt securities | $6,374,490,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $163,325,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $41,001,000 | 66 |
| 2019-12-31 | Rank | |
| Total securities | $6,243,312,000 | 57 |
| U.S. Government securities | $5,344,500,000 | 54 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,344,500,000 | 46 |
| Securities issued by states & political subdivisions | $890,824,000 | 33 |
| Other domestic debt securities | $4,521,000 | 939 |
| 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 | $4,521,000 | 626 |
| Foreign debt securities | $3,467,000 | 96 |
| 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 | $3,339,817,000 | 33 |
| Mortgage-backed securities | $5,195,828,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,953,843,000 | 55 |
| Issued or guaranteed by U.S. | $1,953,843,000 | 55 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,116,148,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,116,148,000 | 60 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,125,837,000 | 29 |
| Commercial mortgage pass-through securities | $1,663,277,000 | 14 |
| Other commercial mortgage-backed securities | $462,560,000 | 59 |
| Held to maturity securities (book value) | $1,568,008,000 | 45 |
| Available-for-sale securities (fair market value) | $4,675,304,000 | 57 |
| Total debt securities | $6,243,312,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $53,426,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,266,000 | 67 |
| 2019-09-30 | Rank | |
| Total securities | $6,404,719,000 | 57 |
| U.S. Government securities | $5,501,159,000 | 50 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,501,159,000 | 45 |
| Securities issued by states & political subdivisions | $899,663,000 | 32 |
| Other domestic debt securities | $446,000 | 1,785 |
| 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 | $446,000 | 1,354 |
| Foreign debt securities | $3,451,000 | 98 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,953,548,000 | 41 |
| Mortgage-backed securities | $5,356,018,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,889,400,000 | 58 |
| Issued or guaranteed by U.S. | $1,889,400,000 | 58 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,302,572,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,302,572,000 | 51 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,164,046,000 | 30 |
| Commercial mortgage pass-through securities | $1,683,923,000 | 13 |
| Other commercial mortgage-backed securities | $480,123,000 | 57 |
| Held to maturity securities (book value) | $2,855,062,000 | 36 |
| Available-for-sale securities (fair market value) | $3,549,657,000 | 66 |
| Total debt securities | $6,404,719,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $71,329,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,421,000 | 66 |
| 2019-06-30 | Rank | |
| Total securities | $5,725,735,000 | 61 |
| U.S. Government securities | $4,819,790,000 | 55 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,819,790,000 | 49 |
| Securities issued by states & political subdivisions | $902,445,000 | 34 |
| Other domestic debt securities | $0 | 2,012 |
| 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 | $0 | 1,516 |
| Foreign debt securities | $3,500,000 | 104 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,465,051,000 | 34 |
| Mortgage-backed securities | $4,687,925,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,950,079,000 | 55 |
| Issued or guaranteed by U.S. | $1,950,079,000 | 55 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,292,133,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,292,133,000 | 52 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,445,713,000 | 38 |
| Commercial mortgage pass-through securities | $1,445,713,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $2,935,267,000 | 37 |
| Available-for-sale securities (fair market value) | $2,790,468,000 | 83 |
| Total debt securities | $5,725,735,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $50,985,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,862,000 | 69 |
| 2019-03-31 | Rank | |
| Total securities | $5,577,522,000 | 62 |
| U.S. Government securities | $4,651,431,000 | 55 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,651,431,000 | 49 |
| Securities issued by states & political subdivisions | $922,591,000 | 34 |
| Other domestic debt securities | $0 | 2,025 |
| 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 | $0 | 1,527 |
| Foreign debt securities | $3,500,000 | 105 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,743,905,000 | 30 |
| Mortgage-backed securities | $4,529,288,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,026,996,000 | 54 |
| Issued or guaranteed by U.S. | $2,026,996,000 | 54 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,357,539,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,357,539,000 | 54 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,144,753,000 | 37 |
| Commercial mortgage pass-through securities | $1,144,753,000 | 14 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $2,896,442,000 | 37 |
| Available-for-sale securities (fair market value) | $2,681,080,000 | 90 |
| Total debt securities | $5,577,522,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $25,314,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,568,000 | 70 |
| 2018-12-31 | Rank | |
| Total securities | $5,670,584,000 | 61 |
| U.S. Government securities | $4,738,457,000 | 51 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,738,457,000 | 48 |
| Securities issued by states & political subdivisions | $928,627,000 | 36 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,539 |
| Foreign debt securities | $3,500,000 | 105 |
| 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 | $3,352,751,000 | 35 |
| Mortgage-backed securities | $4,616,751,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,083,795,000 | 53 |
| Issued or guaranteed by U.S. | $2,083,795,000 | 53 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,405,704,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,405,704,000 | 53 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,127,252,000 | 40 |
| Commercial mortgage pass-through securities | $1,127,252,000 | 15 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $2,979,547,000 | 35 |
| Available-for-sale securities (fair market value) | $2,691,037,000 | 90 |
| Total debt securities | $5,670,584,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $16,406,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,192,000 | 66 |
| 2018-09-30 | Rank | |
| Total securities | $5,938,322,000 | 60 |
| U.S. Government securities | $5,002,639,000 | 51 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,002,639,000 | 47 |
| Securities issued by states & political subdivisions | $932,183,000 | 35 |
| Other domestic debt securities | $0 | 2,008 |
| 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 | $0 | 1,550 |
| Foreign debt securities | $3,500,000 | 104 |
| 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 | $3,086,614,000 | 39 |
| Mortgage-backed securities | $4,863,327,000 | 45 |
| Certificates of participation in pools of residential mortgages | $2,350,470,000 | 44 |
| Issued or guaranteed by U.S. | $2,350,470,000 | 44 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,432,547,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,432,547,000 | 50 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,080,310,000 | 40 |
| Commercial mortgage pass-through securities | $1,080,310,000 | 14 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $3,069,262,000 | 34 |
| Available-for-sale securities (fair market value) | $2,869,060,000 | 77 |
| Total debt securities | $5,938,322,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $10,302,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $27,678,000 | 53 |
| 2018-06-30 | Rank | |
| Total securities | $6,061,890,000 | 59 |
| U.S. Government securities | $5,118,298,000 | 51 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,118,298,000 | 46 |
| Securities issued by states & political subdivisions | $940,092,000 | 38 |
| Other domestic debt securities | $0 | 2,226 |
| 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 | $0 | 1,555 |
| Foreign debt securities | $3,500,000 | 102 |
| 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 | $3,115,617,000 | 41 |
| Mortgage-backed securities | $4,977,313,000 | 44 |
| Certificates of participation in pools of residential mortgages | $2,388,735,000 | 45 |
| Issued or guaranteed by U.S. | $2,388,735,000 | 45 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,501,367,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,501,367,000 | 48 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,087,211,000 | 40 |
| Commercial mortgage pass-through securities | $1,087,211,000 | 14 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $3,132,200,000 | 34 |
| Available-for-sale securities (fair market value) | $2,929,690,000 | 74 |
| Total debt securities | $6,061,889,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $10,829,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,987,000 | 52 |
| 2018-03-31 | Rank | |
| Total securities | $5,875,222,000 | 59 |
| U.S. Government securities | $4,924,850,000 | 52 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,924,850,000 | 47 |
| Securities issued by states & political subdivisions | $944,872,000 | 36 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,603 |
| Foreign debt securities | $5,500,000 | 82 |
| 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 | $3,358,760,000 | 36 |
| Mortgage-backed securities | $4,780,966,000 | 45 |
| Certificates of participation in pools of residential mortgages | $2,384,345,000 | 45 |
| Issued or guaranteed by U.S. | $2,384,345,000 | 45 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,399,384,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,399,384,000 | 48 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $997,237,000 | 38 |
| Commercial mortgage pass-through securities | $997,237,000 | 14 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $3,014,427,000 | 35 |
| Available-for-sale securities (fair market value) | $2,860,795,000 | 76 |
| Total debt securities | $5,875,222,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $11,461,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $11,461,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $21,286,000 | 52 |
| 2017-12-31 | Rank | |
| Total securities | $5,829,859,000 | 60 |
| U.S. Government securities | $4,859,479,000 | 53 |
| U.S. Treasury securities | $1,001,000 | 1,031 |
| U.S. Government agency obligations | $4,858,478,000 | 47 |
| Securities issued by states & political subdivisions | $966,880,000 | 33 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $3,500,000 | 101 |
| 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 | $3,282,569,000 | 37 |
| Mortgage-backed securities | $4,712,207,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,382,440,000 | 49 |
| Issued or guaranteed by U.S. | $2,382,440,000 | 49 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,325,447,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,325,447,000 | 49 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,004,320,000 | 37 |
| Commercial mortgage pass-through securities | $1,004,320,000 | 15 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $2,977,511,000 | 34 |
| Available-for-sale securities (fair market value) | $2,852,348,000 | 72 |
| Total debt securities | $5,829,859,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $12,972,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $12,972,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $13,319,000 | 55 |
| 2017-09-30 | Rank | |
| Total securities | $5,562,397,000 | 59 |
| U.S. Government securities | $4,590,735,000 | 52 |
| U.S. Treasury securities | $1,003,000 | 1,021 |
| U.S. Government agency obligations | $4,589,732,000 | 48 |
| Securities issued by states & political subdivisions | $968,162,000 | 33 |
| Other domestic debt securities | $0 | 2,063 |
| 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 | $0 | 1,656 |
| Foreign debt securities | $3,500,000 | 106 |
| 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 | $3,568,666,000 | 34 |
| Mortgage-backed securities | $4,467,293,000 | 45 |
| Certificates of participation in pools of residential mortgages | $2,491,429,000 | 44 |
| Issued or guaranteed by U.S. | $2,491,429,000 | 44 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,331,823,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,331,823,000 | 50 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $644,041,000 | 44 |
| Commercial mortgage pass-through securities | $644,041,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $2,769,274,000 | 35 |
| Available-for-sale securities (fair market value) | $2,793,123,000 | 72 |
| Total debt securities | $5,562,397,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $16,574,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $16,574,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $11,952,000 | 58 |
| 2017-06-30 | Rank | |
| Total securities | $5,604,316,000 | 60 |
| U.S. Government securities | $4,625,059,000 | 54 |
| U.S. Treasury securities | $1,004,000 | 1,041 |
| U.S. Government agency obligations | $4,624,055,000 | 50 |
| Securities issued by states & political subdivisions | $975,757,000 | 33 |
| Other domestic debt securities | $0 | 2,100 |
| 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 | $0 | 1,687 |
| Foreign debt securities | $3,500,000 | 115 |
| 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 | $3,772,488,000 | 31 |
| Mortgage-backed securities | $4,500,218,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,585,767,000 | 43 |
| Issued or guaranteed by U.S. | $2,585,767,000 | 42 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,405,648,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,405,648,000 | 48 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $508,803,000 | 47 |
| Commercial mortgage pass-through securities | $508,803,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $2,874,455,000 | 33 |
| Available-for-sale securities (fair market value) | $2,729,861,000 | 76 |
| Total debt securities | $5,604,316,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $16,305,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $16,305,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $11,383,000 | 58 |
| 2017-03-31 | Rank | |
| Total securities | $4,934,579,000 | 61 |
| U.S. Government securities | $3,955,967,000 | 57 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,955,967,000 | 52 |
| Securities issued by states & political subdivisions | $975,112,000 | 33 |
| Other domestic debt securities | $0 | 2,154 |
| 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 | $0 | 1,725 |
| Foreign debt securities | $3,500,000 | 115 |
| 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 | $3,999,929,000 | 27 |
| Mortgage-backed securities | $3,831,471,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,323,244,000 | 49 |
| Issued or guaranteed by U.S. | $2,323,244,000 | 48 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,004,457,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,004,457,000 | 55 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $503,770,000 | 46 |
| Commercial mortgage pass-through securities | $503,770,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $2,502,512,000 | 38 |
| Available-for-sale securities (fair market value) | $2,432,067,000 | 83 |
| Total debt securities | $4,934,579,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $13,733,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $13,733,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $11,506,000 | 58 |
| 2016-12-31 | Rank | |
| Total securities | $4,959,556,000 | 59 |
| U.S. Government securities | $4,054,169,000 | 56 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,054,169,000 | 52 |
| Securities issued by states & political subdivisions | $890,248,000 | 38 |
| Other domestic debt securities | $0 | 2,175 |
| 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 | $0 | 1,733 |
| Foreign debt securities | $3,500,000 | 116 |
| Equity securities | $11,639,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,833,026,000 | 31 |
| Mortgage-backed securities | $3,949,341,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,404,307,000 | 45 |
| Issued or guaranteed by U.S. | $2,404,307,000 | 44 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,066,705,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,066,705,000 | 54 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $478,329,000 | 47 |
| Commercial mortgage pass-through securities | $478,329,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $2,500,219,000 | 35 |
| Available-for-sale securities (fair market value) | $2,459,337,000 | 80 |
| Total debt securities | $4,947,917,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $19,225,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $19,225,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $19,196,000 | 48 |
| 2016-09-30 | Rank | |
| Total securities | $4,780,204,000 | 59 |
| U.S. Government securities | $4,004,007,000 | 55 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,004,007,000 | 52 |
| Securities issued by states & political subdivisions | $758,857,000 | 39 |
| Other domestic debt securities | $0 | 2,187 |
| 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 | $0 | 1,742 |
| Foreign debt securities | $3,500,000 | 113 |
| Equity securities | $13,840,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,662,521,000 | 33 |
| Mortgage-backed securities | $3,933,336,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,604,081,000 | 39 |
| Issued or guaranteed by U.S. | $2,604,081,000 | 38 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,156,146,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,156,146,000 | 53 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $173,109,000 | 91 |
| Commercial mortgage pass-through securities | $173,109,000 | 33 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $2,428,432,000 | 33 |
| Available-for-sale securities (fair market value) | $2,351,772,000 | 83 |
| Total debt securities | $4,766,364,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $34,799,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $34,799,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $36,615,000 | 49 |
| 2016-06-30 | Rank | |
| Total securities | $4,744,733,000 | 59 |
| U.S. Government securities | $4,068,905,000 | 57 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,068,905,000 | 53 |
| Securities issued by states & political subdivisions | $653,291,000 | 42 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $3,500,000 | 113 |
| Equity securities | $19,037,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,391,440,000 | 34 |
| Mortgage-backed securities | $4,018,789,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,773,608,000 | 38 |
| Issued or guaranteed by U.S. | $2,773,608,000 | 37 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,245,181,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,245,181,000 | 46 |
| 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) | $2,497,557,000 | 35 |
| Available-for-sale securities (fair market value) | $2,247,176,000 | 85 |
| Total debt securities | $4,725,696,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $39,847,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $39,847,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $41,768,000 | 50 |
| 2016-03-31 | Rank | |
| Total securities | $4,603,142,000 | 60 |
| U.S. Government securities | $4,073,709,000 | 55 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,073,709,000 | 51 |
| Securities issued by states & political subdivisions | $505,850,000 | 51 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $3,500,000 | 111 |
| Equity securities | $20,083,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,143,858,000 | 34 |
| Mortgage-backed securities | $4,023,584,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,667,105,000 | 39 |
| Issued or guaranteed by U.S. | $2,667,105,000 | 38 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,356,479,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,356,479,000 | 43 |
| 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) | $2,518,370,000 | 34 |
| Available-for-sale securities (fair market value) | $2,084,772,000 | 88 |
| Total debt securities | $4,583,059,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $33,923,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $33,923,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $35,333,000 | 49 |
| 2015-12-31 | Rank | |
| Total securities | $4,396,462,000 | 60 |
| U.S. Government securities | $4,148,244,000 | 57 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,148,244,000 | 52 |
| Securities issued by states & political subdivisions | $225,496,000 | 117 |
| Other domestic debt securities | $0 | 2,244 |
| 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 | $0 | 1,770 |
| Foreign debt securities | $3,500,000 | 106 |
| Equity securities | $19,222,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,530,721,000 | 31 |
| Mortgage-backed securities | $4,098,110,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,688,714,000 | 38 |
| Issued or guaranteed by U.S. | $2,688,714,000 | 37 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,409,396,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,409,396,000 | 42 |
| 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) | $2,370,388,000 | 36 |
| Available-for-sale securities (fair market value) | $2,026,074,000 | 89 |
| Total debt securities | $4,377,240,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $22,744,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $22,744,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $23,184,000 | 51 |
| 2015-09-30 | Rank | |
| Total securities | $4,477,259,000 | 60 |
| U.S. Government securities | $4,250,867,000 | 54 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,250,867,000 | 49 |
| Securities issued by states & political subdivisions | $203,492,000 | 132 |
| Other domestic debt securities | $0 | 2,283 |
| 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 | $0 | 1,789 |
| Foreign debt securities | $3,500,000 | 108 |
| Equity securities | $19,400,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,995,137,000 | 39 |
| Mortgage-backed securities | $4,200,723,000 | 45 |
| Certificates of participation in pools of residential mortgages | $2,746,017,000 | 38 |
| Issued or guaranteed by U.S. | $2,746,017,000 | 36 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,454,706,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,454,706,000 | 41 |
| 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) | $2,380,085,000 | 36 |
| Available-for-sale securities (fair market value) | $2,097,174,000 | 88 |
| Total debt securities | $4,457,859,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $29,718,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $29,718,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $30,534,000 | 50 |
| 2015-06-30 | Rank | |
| Total securities | $4,370,867,000 | 60 |
| U.S. Government securities | $4,149,460,000 | 54 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,149,460,000 | 50 |
| Securities issued by states & political subdivisions | $199,403,000 | 128 |
| Other domestic debt securities | $0 | 2,307 |
| 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 | $0 | 1,813 |
| Foreign debt securities | $3,500,000 | 109 |
| Equity securities | $18,504,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,163,926,000 | 40 |
| Mortgage-backed securities | $3,850,838,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,626,900,000 | 39 |
| Issued or guaranteed by U.S. | $2,626,900,000 | 37 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,223,938,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,223,938,000 | 49 |
| 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) | $2,294,317,000 | 36 |
| Available-for-sale securities (fair market value) | $2,076,550,000 | 87 |
| Total debt securities | $4,352,363,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $21,472,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $21,472,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $21,785,000 | 51 |
| 2015-03-31 | Rank | |
| Total securities | $4,025,815,000 | 63 |
| U.S. Government securities | $3,810,146,000 | 59 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,810,146,000 | 54 |
| Securities issued by states & political subdivisions | $196,170,000 | 126 |
| Other domestic debt securities | $0 | 2,369 |
| 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 | $0 | 1,846 |
| Foreign debt securities | $3,500,000 | 112 |
| Equity securities | $15,999,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,962,303,000 | 44 |
| Mortgage-backed securities | $3,510,730,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,253,256,000 | 45 |
| Issued or guaranteed by U.S. | $2,253,256,000 | 43 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,257,474,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,257,474,000 | 47 |
| 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) | $2,282,296,000 | 35 |
| Available-for-sale securities (fair market value) | $1,743,519,000 | 94 |
| Total debt securities | $4,009,816,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $27,531,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $27,531,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $28,590,000 | 50 |
| 2014-12-31 | Rank | |
| Total securities | $3,750,597,000 | 63 |
| U.S. Government securities | $3,521,250,000 | 60 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,521,250,000 | 56 |
| Securities issued by states & political subdivisions | $194,791,000 | 121 |
| Other domestic debt securities | $0 | 2,403 |
| 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 | $0 | 1,865 |
| Foreign debt securities | $3,500,000 | 103 |
| Equity securities | $31,056,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,241,666,000 | 36 |
| Mortgage-backed securities | $3,220,742,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,048,127,000 | 45 |
| Issued or guaranteed by U.S. | $2,048,127,000 | 43 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,172,615,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,172,615,000 | 50 |
| 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) | $2,166,289,000 | 36 |
| Available-for-sale securities (fair market value) | $1,584,308,000 | 100 |
| Total debt securities | $3,719,541,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $19,241,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $19,241,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $19,974,000 | 53 |
| 2014-09-30 | Rank | |
| Total securities | $3,836,386,000 | 63 |
| U.S. Government securities | $3,598,898,000 | 60 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,598,898,000 | 54 |
| Securities issued by states & political subdivisions | $202,146,000 | 116 |
| Other domestic debt securities | $0 | 2,460 |
| 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 | $0 | 1,894 |
| Foreign debt securities | $3,500,000 | 103 |
| Equity securities | $31,842,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,957,259,000 | 44 |
| Mortgage-backed securities | $3,298,196,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,068,220,000 | 45 |
| Issued or guaranteed by U.S. | $2,068,220,000 | 43 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,229,976,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,229,976,000 | 47 |
| 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) | $2,250,960,000 | 34 |
| Available-for-sale securities (fair market value) | $1,585,426,000 | 97 |
| Total debt securities | $3,804,544,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $15,361,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $15,361,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $15,773,000 | 49 |
| 2014-06-30 | Rank | |
| Total securities | $3,594,018,000 | 66 |
| U.S. Government securities | $3,354,509,000 | 62 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,354,509,000 | 59 |
| Securities issued by states & political subdivisions | $205,969,000 | 112 |
| Other domestic debt securities | $0 | 2,520 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $3,500,000 | 100 |
| Equity securities | $30,040,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,875,718,000 | 47 |
| Mortgage-backed securities | $3,354,226,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,058,651,000 | 45 |
| Issued or guaranteed by U.S. | $2,058,651,000 | 43 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,295,575,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,295,575,000 | 47 |
| 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) | $2,343,829,000 | 33 |
| Available-for-sale securities (fair market value) | $1,250,189,000 | 120 |
| Total debt securities | $3,563,978,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $17,401,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $17,401,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $17,893,000 | 45 |
| 2014-03-31 | Rank | |
| Total securities | $3,710,889,000 | 64 |
| U.S. Government securities | $3,470,859,000 | 61 |
| U.S. Treasury securities | $101,000 | 1,165 |
| U.S. Government agency obligations | $3,470,758,000 | 59 |
| Securities issued by states & political subdivisions | $208,199,000 | 110 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $3,500,000 | 106 |
| Equity securities | $28,331,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,927,108,000 | 46 |
| Mortgage-backed securities | $3,470,442,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,115,630,000 | 43 |
| Issued or guaranteed by U.S. | $2,115,630,000 | 41 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,354,812,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,354,812,000 | 46 |
| 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) | $2,426,934,000 | 32 |
| Available-for-sale securities (fair market value) | $1,283,955,000 | 117 |
| Total debt securities | $3,682,558,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $15,182,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $15,182,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $15,315,000 | 47 |
| 2013-12-31 | Rank | |
| Total securities | $1,122,228,000 | 156 |
| U.S. Government securities | $1,029,444,000 | 127 |
| U.S. Treasury securities | $152,000 | 1,087 |
| U.S. Government agency obligations | $1,029,292,000 | 123 |
| Securities issued by states & political subdivisions | $66,268,000 | 502 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $26,516,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $940,958,000 | 103 |
| Mortgage-backed securities | $1,029,144,000 | 114 |
| Certificates of participation in pools of residential mortgages | $748,419,000 | 84 |
| Issued or guaranteed by U.S. | $748,419,000 | 83 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $280,725,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $280,725,000 | 136 |
| 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) | $495,125,000 | 82 |
| Available-for-sale securities (fair market value) | $627,103,000 | 215 |
| Total debt securities | $1,095,712,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $5,039,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $5,039,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $4,948,000 | 58 |
| 2013-09-30 | Rank | |
| Total securities | $1,143,765,000 | 153 |
| U.S. Government securities | $1,052,116,000 | 121 |
| U.S. Treasury securities | $154,000 | 1,080 |
| U.S. Government agency obligations | $1,051,962,000 | 118 |
| Securities issued by states & political subdivisions | $67,470,000 | 495 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $24,179,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $879,988,000 | 106 |
| Mortgage-backed securities | $1,051,778,000 | 113 |
| Certificates of participation in pools of residential mortgages | $783,961,000 | 80 |
| Issued or guaranteed by U.S. | $783,961,000 | 79 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $267,817,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $267,817,000 | 142 |
| 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) | $508,910,000 | 72 |
| Available-for-sale securities (fair market value) | $634,855,000 | 212 |
| Total debt securities | $1,119,586,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $4,802,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $4,802,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $4,754,000 | 62 |
| 2013-06-30 | Rank | |
| Total securities | $1,093,221,000 | 158 |
| U.S. Government securities | $1,002,343,000 | 128 |
| U.S. Treasury securities | $155,000 | 1,101 |
| U.S. Government agency obligations | $1,002,188,000 | 126 |
| Securities issued by states & political subdivisions | $68,508,000 | 481 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $22,370,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $911,066,000 | 99 |
| Mortgage-backed securities | $1,001,964,000 | 116 |
| Certificates of participation in pools of residential mortgages | $752,726,000 | 82 |
| Issued or guaranteed by U.S. | $752,726,000 | 81 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $249,238,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $249,238,000 | 149 |
| 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) | $236,064,000 | 110 |
| Available-for-sale securities (fair market value) | $857,157,000 | 160 |
| Total debt securities | $1,070,851,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $4,302,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $4,302,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $4,266,000 | 61 |
| 2013-03-31 | Rank | |
| Total securities | $1,068,696,000 | 161 |
| U.S. Government securities | $990,817,000 | 128 |
| U.S. Treasury securities | $157,000 | 1,110 |
| U.S. Government agency obligations | $990,660,000 | 125 |
| Securities issued by states & political subdivisions | $59,198,000 | 571 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $18,681,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $845,512,000 | 104 |
| Mortgage-backed securities | $990,400,000 | 119 |
| Certificates of participation in pools of residential mortgages | $755,580,000 | 84 |
| Issued or guaranteed by U.S. | $755,580,000 | 82 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $234,820,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $234,820,000 | 163 |
| 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) | $254,832,000 | 97 |
| Available-for-sale securities (fair market value) | $813,864,000 | 173 |
| Total debt securities | $1,050,015,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $4,737,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $4,737,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $4,901,000 | 66 |
| 2012-12-31 | Rank | |
| Total securities | $970,639,000 | 169 |
| U.S. Government securities | $912,263,000 | 137 |
| U.S. Treasury securities | $158,000 | 1,084 |
| U.S. Government agency obligations | $912,105,000 | 136 |
| Securities issued by states & political subdivisions | $54,146,000 | 632 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $4,230,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $754,909,000 | 110 |
| Mortgage-backed securities | $911,816,000 | 125 |
| Certificates of participation in pools of residential mortgages | $641,690,000 | 93 |
| Issued or guaranteed by U.S. | $641,690,000 | 92 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $270,126,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $270,126,000 | 146 |
| 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) | $284,503,000 | 85 |
| Available-for-sale securities (fair market value) | $686,136,000 | 199 |
| Total debt securities | $966,409,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $3,218,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $3,218,000 | 72 |
| Revaluation losses on off-balance sheet contracts | $3,236,000 | 71 |
| 2012-09-30 | Rank | |
| Total securities | $1,066,566,000 | 164 |
| U.S. Government securities | $1,001,312,000 | 135 |
| U.S. Treasury securities | $160,000 | 1,032 |
| U.S. Government agency obligations | $1,001,152,000 | 133 |
| Securities issued by states & political subdivisions | $61,009,000 | 509 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,245,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $778,077,000 | 104 |
| Mortgage-backed securities | $1,000,834,000 | 122 |
| Certificates of participation in pools of residential mortgages | $689,847,000 | 90 |
| Issued or guaranteed by U.S. | $689,847,000 | 89 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $310,987,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $310,987,000 | 144 |
| 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) | $326,148,000 | 79 |
| Available-for-sale securities (fair market value) | $740,418,000 | 184 |
| Total debt securities | $1,062,321,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $2,136,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $2,136,000 | 79 |
| Revaluation losses on off-balance sheet contracts | $2,136,000 | 82 |
| 2012-06-30 | Rank | |
| Total securities | $1,164,312,000 | 150 |
| U.S. Government securities | $1,096,290,000 | 129 |
| U.S. Treasury securities | $162,000 | 1,016 |
| U.S. Government agency obligations | $1,096,128,000 | 122 |
| Securities issued by states & political subdivisions | $62,898,000 | 467 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $5,124,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $831,702,000 | 105 |
| Mortgage-backed securities | $1,095,782,000 | 115 |
| Certificates of participation in pools of residential mortgages | $748,328,000 | 91 |
| Issued or guaranteed by U.S. | $748,328,000 | 90 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $347,454,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $347,454,000 | 128 |
| 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) | $364,226,000 | 73 |
| Available-for-sale securities (fair market value) | $800,086,000 | 169 |
| Total debt securities | $1,159,188,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $2,166,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $2,166,000 | 77 |
| Revaluation losses on off-balance sheet contracts | $2,166,000 | 79 |
| 2012-03-31 | Rank | |
| Total securities | $1,034,438,000 | 165 |
| U.S. Government securities | $966,219,000 | 137 |
| U.S. Treasury securities | $162,000 | 1,099 |
| U.S. Government agency obligations | $966,057,000 | 134 |
| Securities issued by states & political subdivisions | $63,616,000 | 436 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $4,603,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $829,486,000 | 109 |
| Mortgage-backed securities | $905,580,000 | 123 |
| Certificates of participation in pools of residential mortgages | $577,877,000 | 107 |
| Issued or guaranteed by U.S. | $577,877,000 | 106 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $327,703,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $327,703,000 | 138 |
| 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) | $395,663,000 | 71 |
| Available-for-sale securities (fair market value) | $638,775,000 | 215 |
| Total debt securities | $1,029,835,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $2,099,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $2,099,000 | 74 |
| Revaluation losses on off-balance sheet contracts | $2,099,000 | 77 |
| 2011-12-31 | Rank | |
| Total securities | $1,117,037,000 | 154 |
| U.S. Government securities | $1,038,883,000 | 130 |
| U.S. Treasury securities | $164,000 | 1,021 |
| U.S. Government agency obligations | $1,038,719,000 | 127 |
| Securities issued by states & political subdivisions | $74,150,000 | 352 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $4,004,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $810,190,000 | 97 |
| Mortgage-backed securities | $978,117,000 | 117 |
| Certificates of participation in pools of residential mortgages | $622,310,000 | 100 |
| Issued or guaranteed by U.S. | $622,310,000 | 100 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $355,807,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $355,807,000 | 120 |
| 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) | $1,117,037,000 | 130 |
| Total debt securities | $1,113,033,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $2,203,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $2,203,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $2,203,000 | 72 |
| 2011-09-30 | Rank | |
| Total securities | $1,161,003,000 | 150 |
| U.S. Government securities | $1,084,925,000 | 125 |
| U.S. Treasury securities | $10,166,000 | 268 |
| U.S. Government agency obligations | $1,074,759,000 | 122 |
| Securities issued by states & political subdivisions | $75,524,000 | 321 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $554,000 | 708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $981,943,000 | 84 |
| Mortgage-backed securities | $1,024,131,000 | 116 |
| Certificates of participation in pools of residential mortgages | $681,542,000 | 94 |
| Issued or guaranteed by U.S. | $681,542,000 | 92 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $342,589,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $342,589,000 | 119 |
| 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) | $1,161,003,000 | 125 |
| Total debt securities | $1,160,449,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $2,247,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $2,247,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $2,247,000 | 70 |
| 2011-06-30 | Rank | |
| Total securities | $1,198,663,000 | 146 |
| U.S. Government securities | $1,121,203,000 | 123 |
| U.S. Treasury securities | $10,517,000 | 292 |
| U.S. Government agency obligations | $1,110,686,000 | 119 |
| Securities issued by states & political subdivisions | $76,897,000 | 302 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $563,000 | 711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,014,215,000 | 85 |
| Mortgage-backed securities | $1,054,736,000 | 110 |
| Certificates of participation in pools of residential mortgages | $693,822,000 | 92 |
| Issued or guaranteed by U.S. | $693,822,000 | 90 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $360,914,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $360,914,000 | 109 |
| 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) | $1,198,663,000 | 121 |
| Total debt securities | $1,198,100,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $1,821,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $1,821,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $1,821,000 | 69 |
| 2011-03-31 | Rank | |
| Total securities | $1,053,411,000 | 158 |
| U.S. Government securities | $971,613,000 | 136 |
| U.S. Treasury securities | $9,513,000 | 346 |
| U.S. Government agency obligations | $962,100,000 | 130 |
| Securities issued by states & political subdivisions | $80,969,000 | 269 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $829,000 | 639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,171,000 | 93 |
| Mortgage-backed securities | $601,506,000 | 150 |
| Certificates of participation in pools of residential mortgages | $434,800,000 | 118 |
| Issued or guaranteed by U.S. | $434,800,000 | 117 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $166,706,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $166,706,000 | 189 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,053,411,000 | 134 |
| Total debt securities | $1,052,582,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $908,760,000 | 174 |
| U.S. Government securities | $825,177,000 | 146 |
| U.S. Treasury securities | $9,509,000 | 342 |
| U.S. Government agency obligations | $815,668,000 | 141 |
| Securities issued by states & political subdivisions | $82,775,000 | 246 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $808,000 | 643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $702,638,000 | 110 |
| Mortgage-backed securities | $665,564,000 | 139 |
| Certificates of participation in pools of residential mortgages | $478,422,000 | 113 |
| Issued or guaranteed by U.S. | $478,422,000 | 112 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $187,142,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $187,142,000 | 177 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $908,760,000 | 151 |
| Total debt securities | $907,952,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $962,374,000 | 159 |
| U.S. Government securities | $871,623,000 | 138 |
| U.S. Treasury securities | $9,534,000 | 318 |
| U.S. Government agency obligations | $862,089,000 | 132 |
| Securities issued by states & political subdivisions | $89,986,000 | 209 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $765,000 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $732,708,000 | 107 |
| Mortgage-backed securities | $741,410,000 | 123 |
| Certificates of participation in pools of residential mortgages | $534,544,000 | 102 |
| Issued or guaranteed by U.S. | $534,544,000 | 100 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $206,866,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $206,866,000 | 148 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $962,374,000 | 133 |
| Total debt securities | $961,609,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $953,340,000 | 156 |
| U.S. Government securities | $860,178,000 | 137 |
| U.S. Treasury securities | $10,486,000 | 281 |
| U.S. Government agency obligations | $849,692,000 | 130 |
| Securities issued by states & political subdivisions | $92,421,000 | 181 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $741,000 | 730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $742,670,000 | 108 |
| Mortgage-backed securities | $744,007,000 | 126 |
| Certificates of participation in pools of residential mortgages | $587,375,000 | 89 |
| Issued or guaranteed by U.S. | $587,375,000 | 87 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $156,632,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $156,632,000 | 187 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $953,340,000 | 134 |
| Total debt securities | $952,599,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,057,405,000 | 145 |
| U.S. Government securities | $960,592,000 | 122 |
| U.S. Treasury securities | $10,490,000 | 275 |
| U.S. Government agency obligations | $950,102,000 | 116 |
| Securities issued by states & political subdivisions | $96,043,000 | 173 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $770,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $798,870,000 | 99 |
| Mortgage-backed securities | $789,642,000 | 118 |
| Certificates of participation in pools of residential mortgages | $623,819,000 | 90 |
| Issued or guaranteed by U.S. | $623,819,000 | 86 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $165,823,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $165,823,000 | 175 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $1,057,405,000 | 127 |
| Total debt securities | $1,056,635,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $974,813,000 | 157 |
| U.S. Government securities | $881,156,000 | 129 |
| U.S. Treasury securities | $11,491,000 | 224 |
| U.S. Government agency obligations | $869,665,000 | 125 |
| Securities issued by states & political subdivisions | $92,900,000 | 183 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $757,000 | 744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $687,688,000 | 110 |
| Mortgage-backed securities | $744,864,000 | 129 |
| Certificates of participation in pools of residential mortgages | $626,889,000 | 98 |
| Issued or guaranteed by U.S. | $626,889,000 | 96 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $117,975,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $117,975,000 | 214 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $974,813,000 | 139 |
| Total debt securities | $974,056,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $1,634,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $1,396,000 | 72 |
| 2009-09-30 | Rank | |
| Total securities | $899,740,000 | 164 |
| U.S. Government securities | $797,725,000 | 144 |
| U.S. Treasury securities | $10,542,000 | 225 |
| U.S. Government agency obligations | $787,183,000 | 143 |
| Securities issued by states & political subdivisions | $101,251,000 | 163 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $764,000 | 793 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $781,259,000 | 102 |
| Mortgage-backed securities | $660,413,000 | 140 |
| Certificates of participation in pools of residential mortgages | $537,410,000 | 105 |
| Issued or guaranteed by U.S. | $537,410,000 | 103 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $123,003,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $123,003,000 | 196 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $899,740,000 | 144 |
| Total debt securities | $898,976,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $1,400,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $970,462,000 | 159 |
| U.S. Government securities | $868,717,000 | 129 |
| U.S. Treasury securities | $10,537,000 | 219 |
| U.S. Government agency obligations | $858,180,000 | 127 |
| Securities issued by states & political subdivisions | $101,032,000 | 164 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $713,000 | 863 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $830,514,000 | 99 |
| Mortgage-backed securities | $706,975,000 | 134 |
| Certificates of participation in pools of residential mortgages | $578,269,000 | 107 |
| Issued or guaranteed by U.S. | $578,269,000 | 105 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $128,706,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $128,706,000 | 186 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $970,462,000 | 140 |
| Total debt securities | $969,749,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $1,752,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,086,382,000 | 150 |
| U.S. Government securities | $992,089,000 | 118 |
| U.S. Treasury securities | $10,728,000 | 199 |
| U.S. Government agency obligations | $981,361,000 | 113 |
| Securities issued by states & political subdivisions | $93,737,000 | 179 |
| Other domestic debt securities | $240,000 | 3,037 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $240,000 | 2,255 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $316,000 | 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 | $926,529,000 | 93 |
| Mortgage-backed securities | $715,118,000 | 137 |
| Certificates of participation in pools of residential mortgages | $579,163,000 | 109 |
| Issued or guaranteed by U.S. | $579,163,000 | 106 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $135,955,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $135,955,000 | 175 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,387,000 | 109 |
| Available-for-sale securities (fair market value) | $885,995,000 | 147 |
| Total debt securities | $1,086,066,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $1,728,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,047,638,000 | 147 |
| U.S. Government securities | $955,942,000 | 120 |
| U.S. Treasury securities | $10,739,000 | 168 |
| U.S. Government agency obligations | $945,203,000 | 117 |
| Securities issued by states & political subdivisions | $91,133,000 | 177 |
| Other domestic debt securities | $233,000 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $233,000 | 2,197 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $330,000 | 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 | $720,271,000 | 110 |
| Mortgage-backed securities | $719,103,000 | 130 |
| Certificates of participation in pools of residential mortgages | $579,903,000 | 104 |
| Issued or guaranteed by U.S. | $579,903,000 | 101 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $139,200,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $139,200,000 | 167 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $130,072,000 | 157 |
| Available-for-sale securities (fair market value) | $917,566,000 | 139 |
| Total debt securities | $1,047,308,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $2,201,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $850,798,000 | 166 |
| U.S. Government securities | $739,640,000 | 140 |
| U.S. Treasury securities | $10,737,000 | 165 |
| U.S. Government agency obligations | $728,903,000 | 138 |
| Securities issued by states & political subdivisions | $104,126,000 | 149 |
| Other domestic debt securities | $700,000 | 2,480 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $700,000 | 1,707 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $6,332,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $814,497,000 | 93 |
| Mortgage-backed securities | $638,006,000 | 137 |
| Certificates of participation in pools of residential mortgages | $543,360,000 | 99 |
| Issued or guaranteed by U.S. | $543,360,000 | 94 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $94,646,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $94,646,000 | 203 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $850,798,000 | 142 |
| Total debt securities | $844,466,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $2,505,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $940,134,000 | 161 |
| U.S. Government securities | $817,937,000 | 133 |
| U.S. Treasury securities | $10,666,000 | 164 |
| U.S. Government agency obligations | $807,271,000 | 129 |
| Securities issued by states & political subdivisions | $115,099,000 | 133 |
| Other domestic debt securities | $706,000 | 2,475 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $706,000 | 1,752 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $6,392,000 | 393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $511,047,000 | 135 |
| Mortgage-backed securities | $716,184,000 | 133 |
| Certificates of participation in pools of residential mortgages | $621,115,000 | 92 |
| Issued or guaranteed by U.S. | $621,115,000 | 90 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $95,069,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $95,069,000 | 206 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $940,134,000 | 136 |
| Total debt securities | $933,742,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $2,272,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $977,435,000 | 161 |
| U.S. Government securities | $847,216,000 | 131 |
| U.S. Treasury securities | $6,747,000 | 236 |
| U.S. Government agency obligations | $840,469,000 | 129 |
| Securities issued by states & political subdivisions | $123,553,000 | 123 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $6,666,000 | 418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $593,106,000 | 125 |
| Mortgage-backed securities | $748,662,000 | 133 |
| Certificates of participation in pools of residential mortgages | $651,053,000 | 91 |
| Issued or guaranteed by U.S. | $651,053,000 | 88 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $97,609,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $97,609,000 | 196 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $977,435,000 | 142 |
| Total debt securities | $970,769,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $2,147,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $889,942,000 | 174 |
| U.S. Government securities | $756,240,000 | 147 |
| U.S. Treasury securities | $6,660,000 | 258 |
| U.S. Government agency obligations | $749,580,000 | 144 |
| Securities issued by states & political subdivisions | $126,591,000 | 118 |
| Other domestic debt securities | $1,205,000 | 1,894 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,205,000 | 1,307 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $5,906,000 | 426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $539,896,000 | 127 |
| Mortgage-backed securities | $632,962,000 | 141 |
| Certificates of participation in pools of residential mortgages | $554,733,000 | 96 |
| Issued or guaranteed by U.S. | $554,733,000 | 94 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $78,229,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $78,229,000 | 213 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $889,942,000 | 151 |
| Total debt securities | $884,036,000 | 170 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $67,494,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $835,375,000 | 185 |
| U.S. Government securities | $702,658,000 | 158 |
| U.S. Treasury securities | $6,688,000 | 276 |
| U.S. Government agency obligations | $695,970,000 | 153 |
| Securities issued by states & political subdivisions | $123,961,000 | 117 |
| Other domestic debt securities | $1,357,000 | 1,808 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,357,000 | 1,248 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $7,399,000 | 351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $596,956,000 | 121 |
| Mortgage-backed securities | $451,832,000 | 173 |
| Certificates of participation in pools of residential mortgages | $447,854,000 | 106 |
| Issued or guaranteed by U.S. | $447,854,000 | 104 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,978,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $3,978,000 | 1,448 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $835,375,000 | 155 |
| Total debt securities | $827,976,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $1,634,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $786,800,000 | 193 |
| U.S. Government securities | $644,992,000 | 173 |
| U.S. Treasury securities | $10,539,000 | 232 |
| U.S. Government agency obligations | $634,453,000 | 173 |
| Securities issued by states & political subdivisions | $125,323,000 | 112 |
| Other domestic debt securities | $1,660,000 | 1,611 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,660,000 | 1,098 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $14,825,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $588,909,000 | 130 |
| Mortgage-backed securities | $328,211,000 | 218 |
| Certificates of participation in pools of residential mortgages | $321,003,000 | 143 |
| Issued or guaranteed by U.S. | $321,003,000 | 134 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,208,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $7,208,000 | 1,067 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $786,800,000 | 164 |
| Total debt securities | $771,975,000 | 192 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $1,731,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $991,701,000 | 170 |
| U.S. Government securities | $845,659,000 | 144 |
| U.S. Treasury securities | $30,479,000 | 105 |
| U.S. Government agency obligations | $815,180,000 | 142 |
| Securities issued by states & political subdivisions | $129,097,000 | 111 |
| Other domestic debt securities | $1,734,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,734,000 | 1,101 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $15,211,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $676,566,000 | 117 |
| Mortgage-backed securities | $352,111,000 | 207 |
| Certificates of participation in pools of residential mortgages | $341,135,000 | 141 |
| Issued or guaranteed by U.S. | $341,135,000 | 132 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,976,000 | 1,002 |
| CMOs issued by government agencies or sponsored agencies | $10,976,000 | 795 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $991,701,000 | 144 |
| Total debt securities | $976,490,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,136,142,000 | 159 |
| U.S. Government securities | $982,165,000 | 141 |
| U.S. Treasury securities | $59,591,000 | 67 |
| U.S. Government agency obligations | $922,574,000 | 141 |
| Securities issued by states & political subdivisions | $130,540,000 | 107 |
| Other domestic debt securities | $2,307,000 | 1,437 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,307,000 | 976 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $21,130,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $652,841,000 | 121 |
| Mortgage-backed securities | $341,935,000 | 212 |
| Certificates of participation in pools of residential mortgages | $327,430,000 | 144 |
| Issued or guaranteed by U.S. | $327,430,000 | 137 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $14,505,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $14,505,000 | 680 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,136,142,000 | 134 |
| Total debt securities | $1,115,012,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,428,890,000 | 142 |
| U.S. Government securities | $1,295,449,000 | 118 |
| U.S. Treasury securities | $99,807,000 | 47 |
| U.S. Government agency obligations | $1,195,642,000 | 121 |
| Securities issued by states & political subdivisions | $109,886,000 | 126 |
| Other domestic debt securities | $2,455,000 | 1,412 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,455,000 | 953 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $21,100,000 | 145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $732,641,000 | 116 |
| Mortgage-backed securities | $400,982,000 | 193 |
| Certificates of participation in pools of residential mortgages | $382,753,000 | 135 |
| Issued or guaranteed by U.S. | $382,753,000 | 131 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $18,229,000 | 727 |
| CMOs issued by government agencies or sponsored agencies | $18,229,000 | 580 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,428,890,000 | 123 |
| Total debt securities | $1,407,790,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,298,814,000 | 150 |
| U.S. Government securities | $1,163,296,000 | 125 |
| U.S. Treasury securities | $20,647,000 | 185 |
| U.S. Government agency obligations | $1,142,649,000 | 121 |
| Securities issued by states & political subdivisions | $111,854,000 | 122 |
| Other domestic debt securities | $2,544,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,544,000 | 939 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $21,120,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $767,642,000 | 117 |
| Mortgage-backed securities | $385,879,000 | 208 |
| Certificates of participation in pools of residential mortgages | $363,387,000 | 150 |
| Issued or guaranteed by U.S. | $363,387,000 | 142 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,492,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $22,492,000 | 493 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,298,814,000 | 131 |
| Total debt securities | $1,277,694,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,403,087,000 | 138 |
| U.S. Government securities | $1,262,243,000 | 121 |
| U.S. Treasury securities | $65,516,000 | 83 |
| U.S. Government agency obligations | $1,196,727,000 | 119 |
| Securities issued by states & political subdivisions | $115,647,000 | 115 |
| Other domestic debt securities | $2,651,000 | 1,395 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,651,000 | 952 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $22,546,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $717,615,000 | 117 |
| Mortgage-backed securities | $386,335,000 | 210 |
| Certificates of participation in pools of residential mortgages | $359,106,000 | 156 |
| Issued or guaranteed by U.S. | $359,106,000 | 150 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $27,229,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $27,229,000 | 459 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,403,087,000 | 120 |
| Total debt securities | $1,380,541,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,237,320,000 | 157 |
| U.S. Government securities | $1,109,319,000 | 130 |
| U.S. Treasury securities | $40,356,000 | 117 |
| U.S. Government agency obligations | $1,068,963,000 | 126 |
| Securities issued by states & political subdivisions | $118,884,000 | 114 |
| Other domestic debt securities | $3,015,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,015,000 | 931 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $6,102,000 | 421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $536,410,000 | 144 |
| Mortgage-backed securities | $408,866,000 | 210 |
| Certificates of participation in pools of residential mortgages | $377,039,000 | 153 |
| Issued or guaranteed by U.S. | $377,039,000 | 148 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $31,827,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $31,827,000 | 412 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,237,320,000 | 135 |
| Total debt securities | $1,231,218,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $663,958,000 | 242 |
| U.S. Government securities | $541,218,000 | 221 |
| U.S. Treasury securities | $10,754,000 | 321 |
| U.S. Government agency obligations | $530,464,000 | 215 |
| Securities issued by states & political subdivisions | $112,995,000 | 116 |
| Other domestic debt securities | $3,553,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $641,000 | 872 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,912,000 | 1,009 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $6,192,000 | 414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $417,633,000 | 179 |
| Mortgage-backed securities | $354,509,000 | 238 |
| Certificates of participation in pools of residential mortgages | $314,625,000 | 180 |
| Issued or guaranteed by U.S. | $314,625,000 | 174 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $39,884,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $39,243,000 | 369 |
| Privately issued | $641,000 | 815 |
| 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) | $70,898,000 | 331 |
| Available-for-sale securities (fair market value) | $593,060,000 | 225 |
| Total debt securities | $657,766,000 | 241 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $708,838,000 | 228 |
| U.S. Government securities | $583,582,000 | 210 |
| U.S. Treasury securities | $7,289,000 | 420 |
| U.S. Government agency obligations | $576,293,000 | 204 |
| Securities issued by states & political subdivisions | $115,282,000 | 111 |
| Other domestic debt securities | $3,797,000 | 1,263 |
| Privately issued residential mortgage-backed securities | $668,000 | 854 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,129,000 | 988 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $6,177,000 | 425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $449,429,000 | 164 |
| Mortgage-backed securities | $380,989,000 | 231 |
| Certificates of participation in pools of residential mortgages | $335,835,000 | 174 |
| Issued or guaranteed by U.S. | $335,835,000 | 171 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $45,154,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $44,486,000 | 342 |
| Privately issued | $668,000 | 792 |
| 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) | $72,912,000 | 327 |
| Available-for-sale securities (fair market value) | $635,926,000 | 214 |
| Total debt securities | $702,661,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $752,072,000 | 223 |
| U.S. Government securities | $625,919,000 | 208 |
| U.S. Treasury securities | $7,267,000 | 466 |
| U.S. Government agency obligations | $618,652,000 | 203 |
| Securities issued by states & political subdivisions | $115,689,000 | 111 |
| Other domestic debt securities | $4,291,000 | 1,222 |
| Privately issued residential mortgage-backed securities | $695,000 | 838 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,596,000 | 972 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $6,173,000 | 437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $458,171,000 | 162 |
| Mortgage-backed securities | $450,742,000 | 210 |
| Certificates of participation in pools of residential mortgages | $366,522,000 | 170 |
| Issued or guaranteed by U.S. | $366,522,000 | 168 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $84,220,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $83,525,000 | 242 |
| Privately issued | $695,000 | 781 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $76,940,000 | 305 |
| Available-for-sale securities (fair market value) | $675,132,000 | 207 |
| Total debt securities | $745,899,000 | 223 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $665,041,000 | 242 |
| U.S. Government securities | $535,551,000 | 228 |
| U.S. Treasury securities | $7,263,000 | 474 |
| U.S. Government agency obligations | $528,288,000 | 217 |
| Securities issued by states & political subdivisions | $116,976,000 | 110 |
| Other domestic debt securities | $4,535,000 | 1,217 |
| Privately issued residential mortgage-backed securities | $723,000 | 817 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,812,000 | 973 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $7,979,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $413,362,000 | 171 |
| Mortgage-backed securities | $353,861,000 | 253 |
| Certificates of participation in pools of residential mortgages | $287,251,000 | 199 |
| Issued or guaranteed by U.S. | $287,251,000 | 192 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $66,610,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $65,887,000 | 289 |
| Privately issued | $723,000 | 759 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $81,235,000 | 293 |
| Available-for-sale securities (fair market value) | $583,806,000 | 231 |
| Total debt securities | $657,062,000 | 239 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $762,717,000 | 229 |
| U.S. Government securities | $629,052,000 | 206 |
| U.S. Treasury securities | $7,284,000 | 459 |
| U.S. Government agency obligations | $621,768,000 | 197 |
| Securities issued by states & political subdivisions | $120,622,000 | 106 |
| Other domestic debt securities | $5,016,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $751,000 | 758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,265,000 | 937 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $8,027,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $422,204,000 | 178 |
| Mortgage-backed securities | $389,850,000 | 233 |
| Certificates of participation in pools of residential mortgages | $321,636,000 | 193 |
| Issued or guaranteed by U.S. | $321,636,000 | 188 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $68,214,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $67,463,000 | 282 |
| Privately issued | $751,000 | 703 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $84,753,000 | 271 |
| Available-for-sale securities (fair market value) | $677,964,000 | 213 |
| Total debt securities | $754,690,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $814,766,000 | 212 |
| U.S. Government securities | $677,851,000 | 197 |
| U.S. Treasury securities | $7,258,000 | 486 |
| U.S. Government agency obligations | $670,593,000 | 190 |
| Securities issued by states & political subdivisions | $122,945,000 | 103 |
| Other domestic debt securities | $5,696,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $779,000 | 745 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,917,000 | 909 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $8,274,000 | 427 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $474,412,000 | 159 |
| Mortgage-backed securities | $398,266,000 | 234 |
| Certificates of participation in pools of residential mortgages | $330,110,000 | 189 |
| Issued or guaranteed by U.S. | $330,110,000 | 185 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $68,156,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $67,377,000 | 289 |
| Privately issued | $779,000 | 695 |
| 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) | $89,015,000 | 257 |
| Available-for-sale securities (fair market value) | $725,751,000 | 206 |
| Total debt securities | $806,492,000 | 211 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $767,934,000 | 227 |
| U.S. Government securities | $631,556,000 | 208 |
| U.S. Treasury securities | $6,626,000 | 502 |
| U.S. Government agency obligations | $624,930,000 | 203 |
| Securities issued by states & political subdivisions | $129,530,000 | 100 |
| Other domestic debt securities | $4,557,000 | 1,340 |
| Privately issued residential mortgage-backed securities | $807,000 | 767 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,750,000 | 1,142 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,291,000 | 964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $483,221,000 | 155 |
| Mortgage-backed securities | $385,064,000 | 243 |
| Certificates of participation in pools of residential mortgages | $330,518,000 | 190 |
| Issued or guaranteed by U.S. | $330,518,000 | 186 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $54,546,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $53,739,000 | 342 |
| Privately issued | $807,000 | 712 |
| 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) | $90,870,000 | 241 |
| Available-for-sale securities (fair market value) | $677,064,000 | 223 |
| Total debt securities | $765,643,000 | 226 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $770,273,000 | 226 |
| U.S. Government securities | $632,339,000 | 213 |
| U.S. Treasury securities | $6,699,000 | 538 |
| U.S. Government agency obligations | $625,640,000 | 207 |
| Securities issued by states & political subdivisions | $130,827,000 | 102 |
| Other domestic debt securities | $4,955,000 | 1,296 |
| Privately issued residential mortgage-backed securities | $835,000 | 647 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,120,000 | 1,161 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,152,000 | 977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,844,000 | 188 |
| Mortgage-backed securities | $373,672,000 | 250 |
| Certificates of participation in pools of residential mortgages | $318,134,000 | 200 |
| Issued or guaranteed by U.S. | $318,134,000 | 192 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $55,538,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $54,703,000 | 373 |
| Privately issued | $835,000 | 563 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $94,966,000 | 228 |
| Available-for-sale securities (fair market value) | $675,307,000 | 222 |
| Total debt securities | $768,121,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $917,669,000 | 195 |
| U.S. Government securities | $770,746,000 | 184 |
| U.S. Treasury securities | $6,709,000 | 528 |
| U.S. Government agency obligations | $764,037,000 | 175 |
| Securities issued by states & political subdivisions | $139,662,000 | 99 |
| Other domestic debt securities | $4,805,000 | 1,387 |
| Privately issued residential mortgage-backed securities | $862,000 | 687 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,943,000 | 1,278 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,456,000 | 981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $389,833,000 | 170 |
| Mortgage-backed securities | $348,613,000 | 259 |
| Certificates of participation in pools of residential mortgages | $334,443,000 | 181 |
| Issued or guaranteed by U.S. | $334,443,000 | 173 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $14,170,000 | 945 |
| CMOs issued by government agencies or sponsored agencies | $13,308,000 | 903 |
| Privately issued | $862,000 | 607 |
| 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) | $101,837,000 | 210 |
| Available-for-sale securities (fair market value) | $815,832,000 | 192 |
| Total debt securities | $915,213,000 | 192 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 76 |
| Fair value | $25,000,000 | 74 |
| 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 | $949,399,000 | 182 |
| U.S. Government securities | $804,072,000 | 168 |
| U.S. Treasury securities | $6,232,000 | 562 |
| U.S. Government agency obligations | $797,840,000 | 164 |
| Securities issued by states & political subdivisions | $137,827,000 | 96 |
| Other domestic debt securities | $4,949,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $1,139,000 | 639 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,810,000 | 1,372 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,551,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $435,201,000 | 148 |
| Mortgage-backed securities | $417,895,000 | 236 |
| Certificates of participation in pools of residential mortgages | $356,958,000 | 162 |
| Issued or guaranteed by U.S. | $356,958,000 | 160 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $60,937,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $59,798,000 | 380 |
| Privately issued | $1,139,000 | 571 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $111,642,000 | 198 |
| Available-for-sale securities (fair market value) | $837,757,000 | 182 |
| Total debt securities | $946,848,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $941,010,000 | 183 |
| U.S. Government securities | $791,319,000 | 168 |
| U.S. Treasury securities | $40,821,000 | 144 |
| U.S. Government agency obligations | $750,498,000 | 173 |
| Securities issued by states & political subdivisions | $139,942,000 | 90 |
| Other domestic debt securities | $7,239,000 | 1,131 |
| Privately issued residential mortgage-backed securities | $3,146,000 | 475 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,093,000 | 1,302 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,510,000 | 980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $437,508,000 | 149 |
| Mortgage-backed securities | $339,005,000 | 272 |
| Certificates of participation in pools of residential mortgages | $234,426,000 | 222 |
| Issued or guaranteed by U.S. | $234,426,000 | 217 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $104,579,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $101,433,000 | 269 |
| Privately issued | $3,146,000 | 422 |
| 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) | $117,670,000 | 188 |
| Available-for-sale securities (fair market value) | $823,340,000 | 177 |
| Total debt securities | $938,500,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $886,715,000 | 183 |
| U.S. Government securities | $726,130,000 | 178 |
| U.S. Treasury securities | $40,993,000 | 148 |
| U.S. Government agency obligations | $685,137,000 | 179 |
| Securities issued by states & political subdivisions | $143,671,000 | 85 |
| Other domestic debt securities | $14,544,000 | 734 |
| Privately issued residential mortgage-backed securities | $5,965,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,579,000 | 797 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,370,000 | 1,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $421,205,000 | 147 |
| Mortgage-backed securities | $162,416,000 | 433 |
| Certificates of participation in pools of residential mortgages | $35,366,000 | 934 |
| Issued or guaranteed by U.S. | $35,366,000 | 930 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $127,050,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $121,085,000 | 222 |
| Privately issued | $5,965,000 | 325 |
| 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) | $136,229,000 | 155 |
| Available-for-sale securities (fair market value) | $750,486,000 | 189 |
| Total debt securities | $884,345,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $753,591,000 | 196 |
| U.S. Government securities | $531,240,000 | 198 |
| U.S. Treasury securities | $20,237,000 | 258 |
| U.S. Government agency obligations | $511,003,000 | 198 |
| Securities issued by states & political subdivisions | $156,408,000 | 74 |
| Other domestic debt securities | $63,849,000 | 268 |
| Privately issued residential mortgage-backed securities | $58,327,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,522,000 | 1,065 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,094,000 | 1,016 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,929,000 | 123 |
| Mortgage-backed securities | $223,842,000 | 314 |
| Certificates of participation in pools of residential mortgages | $65,976,000 | 510 |
| Issued or guaranteed by U.S. | $65,976,000 | 505 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $157,866,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $99,539,000 | 248 |
| Privately issued | $58,327,000 | 114 |
| 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) | $170,478,000 | 121 |
| Available-for-sale securities (fair market value) | $583,113,000 | 212 |
| Total debt securities | $751,497,000 | 196 |
| Structured notes | ||
| Amortized cost | $1,131,000 | 305 |
| Fair value | $1,130,000 | 305 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $646,089,000 | 219 |
| U.S. Government securities | $488,371,000 | 204 |
| U.S. Treasury securities | $63,105,000 | 127 |
| U.S. Government agency obligations | $425,266,000 | 219 |
| Securities issued by states & political subdivisions | $121,430,000 | 98 |
| Other domestic debt securities | $29,217,000 | 412 |
| Privately issued residential mortgage-backed securities | $23,528,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,689,000 | 935 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $7,071,000 | 660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $385,369,000 | 151 |
| Mortgage-backed securities | $201,298,000 | 303 |
| Certificates of participation in pools of residential mortgages | $44,359,000 | 585 |
| Issued or guaranteed by U.S. | $44,359,000 | 578 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $156,939,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $133,411,000 | 181 |
| Privately issued | $23,528,000 | 151 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $255,010,000 | 111 |
| Available-for-sale securities (fair market value) | $391,079,000 | 264 |
| Total debt securities | $639,018,000 | 214 |
| Structured notes | ||
| Amortized cost | $1,025,000 | 308 |
| Fair value | $1,025,000 | 306 |
| 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 | $742,313,000 | 216 |
| U.S. Government securities | $578,324,000 | 195 |
| U.S. Treasury securities | $71,017,000 | 154 |
| U.S. Government agency obligations | $507,307,000 | 201 |
| Securities issued by states & political subdivisions | $119,760,000 | 86 |
| Other domestic debt securities | $33,658,000 | 394 |
| Privately issued residential mortgage-backed securities | $32,559,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,099,000 | 1,910 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $10,571,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,639,000 | 163 |
| Mortgage-backed securities | $258,806,000 | 290 |
| Certificates of participation in pools of residential mortgages | $68,181,000 | 481 |
| Issued or guaranteed by U.S. | $68,181,000 | 476 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $190,625,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $158,066,000 | 174 |
| Privately issued | $32,559,000 | 141 |
| 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) | $315,973,000 | 102 |
| Available-for-sale securities (fair market value) | $426,340,000 | 268 |
| Total debt securities | $731,742,000 | 211 |
| Structured notes | ||
| Amortized cost | $1,294,000 | 406 |
| Fair value | $1,237,000 | 404 |
| 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 | $818,403,000 | 189 |
| U.S. Government securities | $687,895,000 | 176 |
| U.S. Treasury securities | $140,986,000 | 107 |
| U.S. Government agency obligations | $546,909,000 | 187 |
| Securities issued by states & political subdivisions | $105,499,000 | 106 |
| Other domestic debt securities | $19,924,000 | 496 |
| Privately issued residential mortgage-backed securities | $18,925,000 | 207 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,000 | 1,844 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $5,085,000 | 813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $439,940,000 | 129 |
| Mortgage-backed securities | $186,496,000 | 374 |
| Certificates of participation in pools of residential mortgages | $57,051,000 | 580 |
| Issued or guaranteed by U.S. | $57,051,000 | 573 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $129,445,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $110,520,000 | 216 |
| Privately issued | $18,925,000 | 166 |
| 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) | $508,578,000 | 70 |
| Available-for-sale securities (fair market value) | $309,825,000 | 346 |
| Total debt securities | $813,318,000 | 185 |
| Structured notes | ||
| Amortized cost | $34,854,000 | 17 |
| Fair value | $34,886,000 | 17 |
| 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 | $706,170,000 | 212 |
| U.S. Government securities | $626,655,000 | 194 |
| U.S. Treasury securities | $186,053,000 | 114 |
| U.S. Government agency obligations | $440,602,000 | 220 |
| Securities issued by states & political subdivisions | $57,034,000 | 183 |
| Other domestic debt securities | $16,999,000 | 413 |
| Privately issued residential mortgage-backed securities | $16,999,000 | 187 |
| 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 | $5,482,000 | 744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $458,319,000 | 124 |
| Mortgage-backed securities | $212,975,000 | 340 |
| Certificates of participation in pools of residential mortgages | $60,917,000 | 560 |
| Issued or guaranteed by U.S. | $60,917,000 | 550 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $152,058,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $135,059,000 | 179 |
| Privately issued | $16,999,000 | 127 |
| 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) | $627,193,000 | 63 |
| Available-for-sale securities (fair market value) | $78,977,000 | 1,021 |
| Total debt securities | $700,688,000 | 208 |
| Structured notes | ||
| Amortized cost | $21,959,000 | 60 |
| Fair value | $22,033,000 | 59 |
| 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 | $567,651,000 | 273 |
| U.S. Government securities | $504,852,000 | 246 |
| U.S. Treasury securities | $134,158,000 | 179 |
| U.S. Government agency obligations | $370,694,000 | 272 |
| Securities issued by states & political subdivisions | $49,864,000 | 201 |
| Other domestic debt securities | $7,654,000 | 690 |
| Privately issued residential mortgage-backed securities | $7,654,000 | 291 |
| 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 | $5,281,000 | 722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $320,874,000 | 166 |
| Mortgage-backed securities | $139,411,000 | 474 |
| Certificates of participation in pools of residential mortgages | $50,919,000 | 670 |
| Issued or guaranteed by U.S. | $50,919,000 | 656 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $88,492,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $80,838,000 | 264 |
| Privately issued | $7,654,000 | 203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $492,739,000 | 95 |
| Available-for-sale securities (fair market value) | $74,912,000 | 1,103 |
| Total debt securities | $562,370,000 | 272 |
| Structured notes | ||
| Amortized cost | $7,004,000 | 247 |
| Fair value | $7,041,000 | 242 |
| 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 | $568,994,000 | 293 |
| U.S. Government securities | $503,261,000 | 271 |
| U.S. Treasury securities | $170,078,000 | 171 |
| U.S. Government agency obligations | $333,183,000 | 303 |
| Securities issued by states & political subdivisions | $46,191,000 | 230 |
| Other domestic debt securities | $15,242,000 | 521 |
| Privately issued residential mortgage-backed securities | $12,227,000 | 257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,015,000 | 1,080 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $4,300,000 | 807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $305,695,000 | 194 |
| Mortgage-backed securities | $102,700,000 | 607 |
| Certificates of participation in pools of residential mortgages | $36,956,000 | 854 |
| Issued or guaranteed by U.S. | $36,956,000 | 833 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $65,744,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $53,517,000 | 393 |
| Privately issued | $12,227,000 | 165 |
| 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) | $487,244,000 | 110 |
| Available-for-sale securities (fair market value) | $81,750,000 | 1,036 |
| Total debt securities | $564,694,000 | 291 |
| Structured notes | ||
| Amortized cost | $14,836,000 | 171 |
| Fair value | $14,964,000 | 165 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $589,858,000 | 301 |
| U.S. Government securities | $518,197,000 | 281 |
| U.S. Treasury securities | $202,567,000 | 190 |
| U.S. Government agency obligations | $315,630,000 | 311 |
| Securities issued by states & political subdivisions | $47,310,000 | 219 |
| Other domestic debt securities | $20,426,000 | 459 |
| Privately issued residential mortgage-backed securities | $17,174,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,252,000 | 1,188 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $3,925,000 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,500,000 | 189 |
| Mortgage-backed securities | $104,205,000 | 618 |
| Certificates of participation in pools of residential mortgages | $34,080,000 | 927 |
| Issued or guaranteed by U.S. | $34,080,000 | 909 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $70,125,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $52,951,000 | 420 |
| Privately issued | $17,174,000 | 150 |
| 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) | $575,723,000 | 200 |
| Available-for-sale securities (fair market value) | $14,135,000 | 3,737 |
| Total debt securities | $585,933,000 | 297 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $533,342,000 | 323 |
| U.S. Government securities | $471,551,000 | 308 |
| U.S. Treasury securities | $198,695,000 | 220 |
| U.S. Government agency obligations | $272,856,000 | 343 |
| Securities issued by states & political subdivisions | $35,308,000 | 305 |
| Other domestic debt securities | $26,483,000 | 462 |
| Privately issued residential mortgage-backed securities | $20,694,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,789,000 | 942 |
| 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 | $289,377,000 | 192 |
| Mortgage-backed securities | $89,266,000 | 729 |
| Certificates of participation in pools of residential mortgages | $33,741,000 | 997 |
| Issued or guaranteed by U.S. | $33,741,000 | 963 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $55,525,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $34,831,000 | 637 |
| Privately issued | $20,694,000 | 127 |
| 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 | $533,342,000 | 321 |
| 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 | $539,257,000 | 308 |
| U.S. Government securities | $450,036,000 | 296 |
| U.S. Treasury securities | $179,287,000 | 220 |
| U.S. Government agency obligations | $270,749,000 | 322 |
| Securities issued by states & political subdivisions | $46,279,000 | 208 |
| Other domestic debt securities | $42,942,000 | 358 |
| Privately issued residential mortgage-backed securities | $36,347,000 | 200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,595,000 | 963 |
| 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 | $264,284,000 | 184 |
| Mortgage-backed securities | $117,437,000 | 578 |
| Certificates of participation in pools of residential mortgages | $39,606,000 | 898 |
| Issued or guaranteed by U.S. | $39,606,000 | 863 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $77,831,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $41,484,000 | 514 |
| Privately issued | $36,347,000 | 99 |
| 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 | $539,257,000 | 302 |
| 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 |