Home > Oriental Bank > Securities
Oriental Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,648,392,000 | 119 |
| U.S. Government securities | $2,612,673,000 | 91 |
| U.S. Treasury securities | $496,113,000 | 75 |
| U.S. Government agency obligations | $2,116,560,000 | 88 |
| Securities issued by states & political subdivisions | $35,000,000 | 1,222 |
| Other domestic debt securities | $616,000 | 2,098 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $616,000 | 1,667 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,623,862,000 | 108 |
| Mortgage-backed securities | $2,116,560,000 | 85 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,106,950,000 | 58 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,610,000 | 1,068 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $549,024,000 | 130 |
| Available-for-sale securities (fair market value) | $2,099,265,000 | 115 |
| Total debt securities | $2,648,289,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $2,032,400,000 | 145 |
| U.S. Government securities | $2,031,664,000 | 108 |
| U.S. Treasury securities | $199,635,000 | 153 |
| U.S. Government agency obligations | $1,832,029,000 | 108 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $636,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $636,000 | 1,668 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $682,953,000 | 196 |
| Mortgage-backed securities | $1,832,029,000 | 99 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,821,354,000 | 65 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,675,000 | 1,008 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $519,145,000 | 139 |
| Available-for-sale securities (fair market value) | $1,513,155,000 | 143 |
| Total debt securities | $2,032,300,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,666,938,000 | 176 |
| U.S. Government securities | $1,666,157,000 | 131 |
| U.S. Treasury securities | $199,226,000 | 154 |
| U.S. Government agency obligations | $1,466,931,000 | 131 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $681,000 | 2,098 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $681,000 | 1,675 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $387,446,000 | 284 |
| Mortgage-backed securities | $1,466,931,000 | 114 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,455,019,000 | 68 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,912,000 | 970 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $525,413,000 | 137 |
| Available-for-sale securities (fair market value) | $1,141,425,000 | 183 |
| Total debt securities | $1,666,836,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,883,815,000 | 168 |
| U.S. Government securities | $1,882,867,000 | 126 |
| U.S. Treasury securities | $440,126,000 | 86 |
| U.S. Government agency obligations | $1,442,741,000 | 131 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $706,000 | 2,148 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $706,000 | 1,716 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,600,000 | 373 |
| Mortgage-backed securities | $1,442,741,000 | 124 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,429,270,000 | 75 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,471,000 | 946 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $530,880,000 | 144 |
| Available-for-sale securities (fair market value) | $1,352,693,000 | 177 |
| Total debt securities | $1,883,573,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,947,696,000 | 172 |
| U.S. Government securities | $1,946,704,000 | 130 |
| U.S. Treasury securities | $506,768,000 | 82 |
| U.S. Government agency obligations | $1,439,936,000 | 138 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $735,000 | 2,169 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $735,000 | 1,723 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,088,000 | 259 |
| Mortgage-backed securities | $1,439,936,000 | 130 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,425,084,000 | 81 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,852,000 | 910 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $535,070,000 | 148 |
| Available-for-sale securities (fair market value) | $1,412,369,000 | 177 |
| Total debt securities | $1,947,440,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $2,019,048,000 | 172 |
| U.S. Government securities | $2,018,026,000 | 133 |
| U.S. Treasury securities | $598,639,000 | 80 |
| U.S. Government agency obligations | $1,419,387,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $758,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $758,000 | 1,725 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $362,863,000 | 248 |
| Mortgage-backed securities | $1,419,387,000 | 135 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,402,887,000 | 83 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,500,000 | 866 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $540,774,000 | 145 |
| Available-for-sale securities (fair market value) | $1,478,010,000 | 169 |
| Total debt securities | $2,018,784,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $28,000 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $28,000 | 129 |
| 2022-06-30 | Rank | |
| Total securities | $1,706,091,000 | 191 |
| U.S. Government securities | $1,705,024,000 | 147 |
| U.S. Treasury securities | $207,549,000 | 163 |
| U.S. Government agency obligations | $1,497,475,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $797,000 | 1,995 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $797,000 | 1,712 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $303,013,000 | 289 |
| Mortgage-backed securities | $1,497,475,000 | 133 |
| Certificates of participation in pools of residential mortgages | $1,478,836,000 | 84 |
| Issued or guaranteed by U.S. | $1,478,836,000 | 84 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $18,639,000 | 904 |
| CMOs issued by government agencies or sponsored agencies | $18,639,000 | 825 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $547,832,000 | 135 |
| Available-for-sale securities (fair market value) | $1,157,989,000 | 204 |
| Total debt securities | $1,705,821,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $21,000 | 248 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,000 | 131 |
| 2022-03-31 | Rank | |
| Total securities | $1,238,865,000 | 241 |
| U.S. Government securities | $1,237,760,000 | 182 |
| U.S. Treasury securities | $10,763,000 | 1,334 |
| U.S. Government agency obligations | $1,226,997,000 | 164 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $830,000 | 1,968 |
| 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 | $830,000 | 1,677 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,326,000 | 313 |
| Mortgage-backed securities | $1,226,997,000 | 149 |
| Certificates of participation in pools of residential mortgages | $1,205,891,000 | 96 |
| Issued or guaranteed by U.S. | $1,205,891,000 | 96 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $21,106,000 | 828 |
| CMOs issued by government agencies or sponsored agencies | $21,106,000 | 763 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $359,806,000 | 165 |
| Available-for-sale securities (fair market value) | $878,784,000 | 259 |
| Total debt securities | $1,238,590,000 | 238 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $6,000 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,000 | 136 |
| 2021-12-31 | Rank | |
| Total securities | $876,964,000 | 306 |
| U.S. Government securities | $875,824,000 | 231 |
| U.S. Treasury securities | $10,825,000 | 977 |
| U.S. Government agency obligations | $864,999,000 | 211 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $865,000 | 1,922 |
| 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 | $865,000 | 1,610 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,193,000 | 372 |
| Mortgage-backed securities | $863,816,000 | 190 |
| Certificates of participation in pools of residential mortgages | $839,387,000 | 125 |
| Issued or guaranteed by U.S. | $839,387,000 | 124 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $24,429,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $24,429,000 | 679 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $367,507,000 | 128 |
| Available-for-sale securities (fair market value) | $509,182,000 | 394 |
| Total debt securities | $876,689,000 | 303 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $1,000 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,000 | 136 |
| 2021-09-30 | Rank | |
| Total securities | $883,093,000 | 288 |
| U.S. Government securities | $882,096,000 | 217 |
| U.S. Treasury securities | $10,875,000 | 814 |
| U.S. Government agency obligations | $871,221,000 | 201 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $718,000 | 1,912 |
| 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 | $718,000 | 1,580 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $277,038,000 | 290 |
| Mortgage-backed securities | $869,942,000 | 182 |
| Certificates of participation in pools of residential mortgages | $842,317,000 | 119 |
| Issued or guaranteed by U.S. | $842,317,000 | 118 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $27,625,000 | 655 |
| CMOs issued by government agencies or sponsored agencies | $27,625,000 | 618 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $375,214,000 | 117 |
| Available-for-sale securities (fair market value) | $507,600,000 | 381 |
| Total debt securities | $882,813,000 | 285 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $625,555,000 | 354 |
| U.S. Government securities | $624,467,000 | 261 |
| U.S. Treasury securities | $10,910,000 | 726 |
| U.S. Government agency obligations | $613,557,000 | 246 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $789,000 | 1,874 |
| 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 | $789,000 | 1,506 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,895,000 | 345 |
| Mortgage-backed securities | $612,151,000 | 218 |
| Certificates of participation in pools of residential mortgages | $580,843,000 | 151 |
| Issued or guaranteed by U.S. | $580,843,000 | 150 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $31,308,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $31,308,000 | 548 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $125,138,000 | 197 |
| Available-for-sale securities (fair market value) | $500,118,000 | 375 |
| Total debt securities | $625,257,000 | 347 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $598,826,000 | 343 |
| U.S. Government securities | $596,899,000 | 252 |
| U.S. Treasury securities | $10,946,000 | 542 |
| U.S. Government agency obligations | $585,953,000 | 243 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $877,000 | 1,830 |
| 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 | $877,000 | 1,445 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,076,000 | 443 |
| Mortgage-backed securities | $584,441,000 | 216 |
| Certificates of participation in pools of residential mortgages | $549,112,000 | 139 |
| Issued or guaranteed by U.S. | $549,112,000 | 139 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $35,329,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $35,329,000 | 480 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $126,767,000 | 187 |
| Available-for-sale securities (fair market value) | $471,009,000 | 369 |
| Total debt securities | $597,776,000 | 340 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $447,487,000 | 400 |
| U.S. Government securities | $445,524,000 | 278 |
| U.S. Treasury securities | $10,983,000 | 395 |
| U.S. Government agency obligations | $434,541,000 | 266 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $913,000 | 1,766 |
| 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 | $913,000 | 1,378 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,516,000 | 437 |
| Mortgage-backed securities | $432,935,000 | 244 |
| Certificates of participation in pools of residential mortgages | $393,721,000 | 172 |
| Issued or guaranteed by U.S. | $393,721,000 | 171 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $39,214,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $39,214,000 | 445 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $446,437,000 | 361 |
| Total debt securities | $446,437,000 | 396 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $424,864,000 | 391 |
| U.S. Government securities | $422,964,000 | 275 |
| U.S. Treasury securities | $91,531,000 | 95 |
| U.S. Government agency obligations | $331,433,000 | 306 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $850,000 | 1,732 |
| 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 | $850,000 | 1,346 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,076,000 | 306 |
| Mortgage-backed securities | $329,719,000 | 276 |
| Certificates of participation in pools of residential mortgages | $285,856,000 | 196 |
| Issued or guaranteed by U.S. | $285,856,000 | 195 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $43,863,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $43,863,000 | 423 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $423,814,000 | 353 |
| Total debt securities | $423,814,000 | 387 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $1,000 | 228 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,000 | 130 |
| 2020-06-30 | Rank | |
| Total securities | $541,289,000 | 317 |
| U.S. Government securities | $539,356,000 | 237 |
| U.S. Treasury securities | $197,340,000 | 72 |
| U.S. Government agency obligations | $342,016,000 | 294 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $883,000 | 1,666 |
| 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 | $883,000 | 1,297 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,622,000 | 348 |
| Mortgage-backed securities | $340,192,000 | 267 |
| Certificates of participation in pools of residential mortgages | $291,581,000 | 186 |
| Issued or guaranteed by U.S. | $291,581,000 | 184 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $48,611,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $48,611,000 | 393 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $540,239,000 | 281 |
| Total debt securities | $540,239,000 | 312 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $2,000 | 228 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,000 | 131 |
| 2020-03-31 | Rank | |
| Total securities | $658,509,000 | 273 |
| U.S. Government securities | $656,540,000 | 208 |
| U.S. Treasury securities | $298,986,000 | 54 |
| U.S. Government agency obligations | $357,554,000 | 291 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $919,000 | 1,592 |
| 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 | $919,000 | 1,215 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $1,050,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,423,000 | 274 |
| Mortgage-backed securities | $355,637,000 | 263 |
| Certificates of participation in pools of residential mortgages | $303,506,000 | 177 |
| Issued or guaranteed by U.S. | $303,506,000 | 176 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $52,131,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $52,131,000 | 382 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $658,509,000 | 245 |
| Total debt securities | $657,459,000 | 265 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $2,000 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,000 | 128 |
| 2019-12-31 | Rank | |
| Total securities | $1,075,218,000 | 187 |
| U.S. Government securities | $1,073,029,000 | 158 |
| U.S. Treasury securities | $397,183,000 | 54 |
| U.S. Government agency obligations | $675,846,000 | 201 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $1,139,000 | 1,463 |
| 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 | $1,139,000 | 1,088 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $1,050,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $399,752,000 | 186 |
| Mortgage-backed securities | $673,885,000 | 183 |
| Certificates of participation in pools of residential mortgages | $619,124,000 | 105 |
| Issued or guaranteed by U.S. | $619,124,000 | 105 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $54,761,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $54,761,000 | 375 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,075,218,000 | 170 |
| Total debt securities | $1,074,169,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $6,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,000 | 127 |
| 2019-09-30 | Rank | |
| Total securities | $520,145,000 | 310 |
| U.S. Government securities | $518,069,000 | 244 |
| U.S. Treasury securities | $10,938,000 | 419 |
| U.S. Government agency obligations | $507,131,000 | 232 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $1,026,000 | 1,516 |
| 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 | $1,026,000 | 1,115 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,050,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $379,251,000 | 190 |
| Mortgage-backed securities | $505,102,000 | 209 |
| Certificates of participation in pools of residential mortgages | $449,999,000 | 127 |
| Issued or guaranteed by U.S. | $449,999,000 | 127 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $55,103,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $55,103,000 | 376 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $520,145,000 | 275 |
| Total debt securities | $519,095,000 | 307 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $13,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,000 | 124 |
| 2019-06-30 | Rank | |
| Total securities | $858,481,000 | 217 |
| U.S. Government securities | $856,370,000 | 183 |
| U.S. Treasury securities | $10,906,000 | 436 |
| U.S. Government agency obligations | $845,464,000 | 174 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $1,062,000 | 1,481 |
| 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 | $1,062,000 | 1,119 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,049,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $455,233,000 | 172 |
| Mortgage-backed securities | $843,333,000 | 160 |
| Certificates of participation in pools of residential mortgages | $784,703,000 | 92 |
| Issued or guaranteed by U.S. | $784,703,000 | 92 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $58,630,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $58,630,000 | 356 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $858,481,000 | 193 |
| Total debt securities | $857,431,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $26,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $26,000 | 132 |
| 2019-03-31 | Rank | |
| Total securities | $1,240,519,000 | 171 |
| U.S. Government securities | $1,238,280,000 | 140 |
| U.S. Treasury securities | $10,859,000 | 435 |
| U.S. Government agency obligations | $1,227,421,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $1,189,000 | 1,462 |
| 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 | $1,189,000 | 1,110 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $1,050,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $601,904,000 | 127 |
| Mortgage-backed securities | $1,225,225,000 | 123 |
| Certificates of participation in pools of residential mortgages | $1,163,836,000 | 74 |
| Issued or guaranteed by U.S. | $1,163,836,000 | 74 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $61,389,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $61,389,000 | 338 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,240,519,000 | 153 |
| Total debt securities | $1,239,470,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $110,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $110,000 | 130 |
| 2018-12-31 | Rank | |
| Total securities | $1,267,647,000 | 167 |
| U.S. Government securities | $1,265,375,000 | 136 |
| U.S. Treasury securities | $10,805,000 | 425 |
| U.S. Government agency obligations | $1,254,570,000 | 127 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $1,222,000 | 1,433 |
| 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 | $1,222,000 | 1,097 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,050,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $638,325,000 | 130 |
| Mortgage-backed securities | $1,252,305,000 | 120 |
| Certificates of participation in pools of residential mortgages | $1,188,241,000 | 74 |
| Issued or guaranteed by U.S. | $1,188,241,000 | 74 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $64,064,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $64,064,000 | 331 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $424,740,000 | 94 |
| Available-for-sale securities (fair market value) | $842,907,000 | 191 |
| Total debt securities | $1,266,597,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $333,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $333,000 | 125 |
| 2018-09-30 | Rank | |
| Total securities | $1,294,281,000 | 164 |
| U.S. Government securities | $1,292,072,000 | 134 |
| U.S. Treasury securities | $10,459,000 | 414 |
| U.S. Government agency obligations | $1,281,613,000 | 123 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $1,159,000 | 1,411 |
| 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 | $1,159,000 | 1,112 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,050,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $537,641,000 | 154 |
| Mortgage-backed securities | $1,279,217,000 | 114 |
| Certificates of participation in pools of residential mortgages | $1,212,451,000 | 73 |
| Issued or guaranteed by U.S. | $1,212,451,000 | 73 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $66,766,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $66,766,000 | 310 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $444,679,000 | 92 |
| Available-for-sale securities (fair market value) | $849,602,000 | 189 |
| Total debt securities | $1,293,231,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $622,000 | 183 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $622,000 | 121 |
| 2018-06-30 | Rank | |
| Total securities | $1,338,817,000 | 160 |
| U.S. Government securities | $1,334,102,000 | 129 |
| U.S. Treasury securities | $10,450,000 | 402 |
| U.S. Government agency obligations | $1,323,652,000 | 118 |
| Securities issued by states & political subdivisions | $2,455,000 | 3,768 |
| Other domestic debt securities | $1,210,000 | 1,559 |
| 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 | $1,210,000 | 1,103 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,050,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $476,063,000 | 166 |
| Mortgage-backed securities | $1,321,112,000 | 113 |
| Certificates of participation in pools of residential mortgages | $1,249,958,000 | 73 |
| Issued or guaranteed by U.S. | $1,249,958,000 | 73 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $71,154,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $71,154,000 | 298 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $465,427,000 | 92 |
| Available-for-sale securities (fair market value) | $873,390,000 | 186 |
| Total debt securities | $1,337,767,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $679,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $679,000 | 119 |
| 2018-03-31 | Rank | |
| Total securities | $1,287,834,000 | 164 |
| U.S. Government securities | $1,282,940,000 | 126 |
| U.S. Treasury securities | $10,124,000 | 404 |
| U.S. Government agency obligations | $1,272,816,000 | 118 |
| Securities issued by states & political subdivisions | $2,412,000 | 3,814 |
| Other domestic debt securities | $1,432,000 | 1,360 |
| 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 | $1,432,000 | 1,082 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,050,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $320,136,000 | 229 |
| Mortgage-backed securities | $1,270,115,000 | 114 |
| Certificates of participation in pools of residential mortgages | $1,194,740,000 | 74 |
| Issued or guaranteed by U.S. | $1,194,740,000 | 74 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $75,375,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $75,375,000 | 288 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $485,143,000 | 89 |
| Available-for-sale securities (fair market value) | $802,691,000 | 199 |
| Total debt securities | $1,286,784,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $752,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $752,000 | 121 |
| Revaluation losses on off-balance sheet contracts | $752,000 | 121 |
| 2017-12-31 | Rank | |
| Total securities | $1,152,911,000 | 168 |
| U.S. Government securities | $1,148,230,000 | 134 |
| U.S. Treasury securities | $10,163,000 | 377 |
| U.S. Government agency obligations | $1,138,067,000 | 124 |
| Securities issued by states & political subdivisions | $2,093,000 | 3,961 |
| Other domestic debt securities | $1,538,000 | 1,326 |
| 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 | $1,538,000 | 1,068 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,050,000 | 476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,115,000 | 293 |
| Mortgage-backed securities | $1,135,188,000 | 119 |
| Certificates of participation in pools of residential mortgages | $1,055,117,000 | 77 |
| Issued or guaranteed by U.S. | $1,055,117,000 | 76 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $80,071,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $80,071,000 | 279 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $506,064,000 | 86 |
| Available-for-sale securities (fair market value) | $646,847,000 | 231 |
| Total debt securities | $1,151,861,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $771,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $771,000 | 115 |
| Revaluation losses on off-balance sheet contracts | $771,000 | 113 |
| 2017-09-30 | Rank | |
| Total securities | $1,144,651,000 | 173 |
| U.S. Government securities | $1,139,710,000 | 135 |
| U.S. Treasury securities | $10,218,000 | 369 |
| U.S. Government agency obligations | $1,129,492,000 | 125 |
| Securities issued by states & political subdivisions | $2,206,000 | 3,986 |
| Other domestic debt securities | $1,685,000 | 1,315 |
| 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 | $1,685,000 | 1,067 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,050,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $330,950,000 | 228 |
| Mortgage-backed securities | $1,126,400,000 | 118 |
| Certificates of participation in pools of residential mortgages | $1,040,527,000 | 77 |
| Issued or guaranteed by U.S. | $1,040,527,000 | 76 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $85,873,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $85,873,000 | 270 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $530,178,000 | 89 |
| Available-for-sale securities (fair market value) | $614,473,000 | 234 |
| Total debt securities | $1,143,601,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $809,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $809,000 | 110 |
| Revaluation losses on off-balance sheet contracts | $809,000 | 113 |
| 2017-06-30 | Rank | |
| Total securities | $1,205,783,000 | 167 |
| U.S. Government securities | $1,198,653,000 | 129 |
| U.S. Treasury securities | $54,990,000 | 134 |
| U.S. Government agency obligations | $1,143,663,000 | 127 |
| Securities issued by states & political subdivisions | $4,341,000 | 3,575 |
| Other domestic debt securities | $1,739,000 | 1,330 |
| 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 | $1,739,000 | 1,085 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $1,050,000 | 498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $534,970,000 | 151 |
| Mortgage-backed securities | $1,140,336,000 | 118 |
| Certificates of participation in pools of residential mortgages | $1,048,783,000 | 74 |
| Issued or guaranteed by U.S. | $1,048,783,000 | 72 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $91,553,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $91,553,000 | 261 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $555,407,000 | 84 |
| Available-for-sale securities (fair market value) | $650,376,000 | 224 |
| Total debt securities | $1,204,733,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $957,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $957,000 | 110 |
| Revaluation losses on off-balance sheet contracts | $957,000 | 112 |
| 2017-03-31 | Rank | |
| Total securities | $1,379,088,000 | 147 |
| U.S. Government securities | $1,371,990,000 | 117 |
| U.S. Treasury securities | $49,004,000 | 147 |
| U.S. Government agency obligations | $1,322,986,000 | 112 |
| Securities issued by states & political subdivisions | $4,247,000 | 3,628 |
| Other domestic debt securities | $1,801,000 | 1,323 |
| 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 | $1,801,000 | 1,072 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $1,050,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $572,164,000 | 149 |
| Mortgage-backed securities | $1,319,401,000 | 105 |
| Certificates of participation in pools of residential mortgages | $1,222,915,000 | 64 |
| Issued or guaranteed by U.S. | $1,222,915,000 | 63 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $96,486,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $96,486,000 | 259 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $577,997,000 | 86 |
| Available-for-sale securities (fair market value) | $801,091,000 | 196 |
| Total debt securities | $1,378,038,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $1,123,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $1,123,000 | 105 |
| Revaluation losses on off-balance sheet contracts | $1,146,000 | 104 |
| 2016-12-31 | Rank | |
| Total securities | $1,352,418,000 | 144 |
| U.S. Government securities | $1,345,374,000 | 114 |
| U.S. Treasury securities | $49,054,000 | 147 |
| U.S. Government agency obligations | $1,296,320,000 | 111 |
| Securities issued by states & political subdivisions | $4,074,000 | 3,692 |
| Other domestic debt securities | $1,920,000 | 1,300 |
| 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 | $1,920,000 | 1,047 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,050,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $707,748,000 | 120 |
| Mortgage-backed securities | $1,292,436,000 | 105 |
| Certificates of participation in pools of residential mortgages | $1,190,605,000 | 67 |
| Issued or guaranteed by U.S. | $1,190,605,000 | 66 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $101,831,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $101,831,000 | 248 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $599,884,000 | 86 |
| Available-for-sale securities (fair market value) | $752,534,000 | 199 |
| Total debt securities | $1,351,368,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $1,330,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $1,330,000 | 104 |
| Revaluation losses on off-balance sheet contracts | $1,433,000 | 102 |
| 2016-09-30 | Rank | |
| Total securities | $1,285,624,000 | 150 |
| U.S. Government securities | $1,278,484,000 | 119 |
| U.S. Treasury securities | $25,007,000 | 207 |
| U.S. Government agency obligations | $1,253,477,000 | 113 |
| Securities issued by states & political subdivisions | $4,073,000 | 3,715 |
| Other domestic debt securities | $2,017,000 | 1,269 |
| 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 | $2,017,000 | 1,008 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,050,000 | 508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $793,843,000 | 114 |
| Mortgage-backed securities | $1,249,312,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,137,476,000 | 68 |
| Issued or guaranteed by U.S. | $1,137,476,000 | 67 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $111,836,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $111,836,000 | 238 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $641,890,000 | 79 |
| Available-for-sale securities (fair market value) | $643,734,000 | 220 |
| Total debt securities | $1,284,573,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $1,503,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $1,503,000 | 117 |
| Revaluation losses on off-balance sheet contracts | $1,503,000 | 114 |
| 2016-06-30 | Rank | |
| Total securities | $1,300,751,000 | 145 |
| U.S. Government securities | $1,291,625,000 | 115 |
| U.S. Treasury securities | $25,015,000 | 212 |
| U.S. Government agency obligations | $1,266,610,000 | 111 |
| Securities issued by states & political subdivisions | $5,848,000 | 3,396 |
| Other domestic debt securities | $2,228,000 | 1,245 |
| 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 | $2,228,000 | 980 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $1,050,000 | 517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $757,629,000 | 115 |
| Mortgage-backed securities | $1,262,108,000 | 104 |
| Certificates of participation in pools of residential mortgages | $1,141,633,000 | 70 |
| Issued or guaranteed by U.S. | $1,141,633,000 | 69 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $120,475,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $120,475,000 | 233 |
| 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) | $635,399,000 | 85 |
| Available-for-sale securities (fair market value) | $665,352,000 | 218 |
| Total debt securities | $1,299,702,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $1,739,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $1,739,000 | 114 |
| Revaluation losses on off-balance sheet contracts | $1,757,000 | 112 |
| 2016-03-31 | Rank | |
| Total securities | $1,301,878,000 | 146 |
| U.S. Government securities | $1,292,195,000 | 115 |
| U.S. Treasury securities | $25,024,000 | 218 |
| U.S. Government agency obligations | $1,267,171,000 | 110 |
| Securities issued by states & political subdivisions | $5,848,000 | 3,383 |
| Other domestic debt securities | $2,466,000 | 1,218 |
| 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 | $2,466,000 | 952 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,369,000 | 468 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $778,851,000 | 115 |
| Mortgage-backed securities | $1,262,336,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,133,753,000 | 70 |
| Issued or guaranteed by U.S. | $1,133,753,000 | 68 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $128,583,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $128,583,000 | 223 |
| 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) | $637,037,000 | 85 |
| Available-for-sale securities (fair market value) | $664,841,000 | 213 |
| Total debt securities | $1,300,510,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $1,890,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $1,890,000 | 108 |
| Revaluation losses on off-balance sheet contracts | $1,902,000 | 109 |
| 2015-12-31 | Rank | |
| Total securities | $1,590,151,000 | 123 |
| U.S. Government securities | $1,572,479,000 | 101 |
| U.S. Treasury securities | $25,032,000 | 232 |
| U.S. Government agency obligations | $1,547,447,000 | 94 |
| Securities issued by states & political subdivisions | $13,731,000 | 2,394 |
| Other domestic debt securities | $2,572,000 | 1,165 |
| 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 | $2,572,000 | 906 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,369,000 | 475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,115,034,000 | 90 |
| Mortgage-backed securities | $1,542,354,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,407,281,000 | 64 |
| Issued or guaranteed by U.S. | $1,407,281,000 | 62 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $135,073,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $135,073,000 | 219 |
| 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) | $620,189,000 | 85 |
| Available-for-sale securities (fair market value) | $969,962,000 | 149 |
| Total debt securities | $1,588,782,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $1,854,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $1,854,000 | 99 |
| Revaluation losses on off-balance sheet contracts | $1,855,000 | 99 |
| 2015-09-30 | Rank | |
| Total securities | $1,597,317,000 | 124 |
| U.S. Government securities | $1,579,401,000 | 99 |
| U.S. Treasury securities | $25,041,000 | 214 |
| U.S. Government agency obligations | $1,554,360,000 | 91 |
| Securities issued by states & political subdivisions | $13,792,000 | 2,403 |
| Other domestic debt securities | $2,755,000 | 1,152 |
| 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 | $2,755,000 | 902 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,369,000 | 488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,192,716,000 | 87 |
| Mortgage-backed securities | $1,548,757,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,402,933,000 | 59 |
| Issued or guaranteed by U.S. | $1,402,933,000 | 57 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $145,824,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $145,824,000 | 208 |
| 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) | $594,640,000 | 87 |
| Available-for-sale securities (fair market value) | $1,002,677,000 | 144 |
| Total debt securities | $1,595,947,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $2,175,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $2,175,000 | 106 |
| Revaluation losses on off-balance sheet contracts | $2,228,000 | 103 |
| 2015-06-30 | Rank | |
| Total securities | $1,587,716,000 | 124 |
| U.S. Government securities | $1,570,018,000 | 98 |
| U.S. Treasury securities | $25,049,000 | 210 |
| U.S. Government agency obligations | $1,544,969,000 | 95 |
| Securities issued by states & political subdivisions | $14,729,000 | 2,302 |
| Other domestic debt securities | $2,969,000 | 1,124 |
| 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 | $2,969,000 | 875 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,373,034,000 | 74 |
| Mortgage-backed securities | $1,538,841,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,383,795,000 | 60 |
| Issued or guaranteed by U.S. | $1,383,795,000 | 58 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $155,046,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $155,046,000 | 205 |
| 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) | $550,553,000 | 86 |
| Available-for-sale securities (fair market value) | $1,037,163,000 | 140 |
| Total debt securities | $1,587,716,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $2,239,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $2,239,000 | 89 |
| Revaluation losses on off-balance sheet contracts | $2,225,000 | 90 |
| 2015-03-31 | Rank | |
| Total securities | $1,290,766,000 | 143 |
| U.S. Government securities | $1,271,591,000 | 114 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,271,591,000 | 108 |
| Securities issued by states & political subdivisions | $16,022,000 | 2,160 |
| Other domestic debt securities | $3,153,000 | 1,092 |
| 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 | $3,153,000 | 834 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,122,365,000 | 93 |
| Mortgage-backed securities | $1,264,877,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,098,049,000 | 69 |
| Issued or guaranteed by U.S. | $1,098,049,000 | 68 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $166,828,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $166,828,000 | 194 |
| 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) | $172,847,000 | 180 |
| Available-for-sale securities (fair market value) | $1,117,919,000 | 133 |
| Total debt securities | $1,290,766,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $2,477,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $2,477,000 | 95 |
| Revaluation losses on off-balance sheet contracts | $2,582,000 | 97 |
| 2014-12-31 | Rank | |
| Total securities | $1,371,046,000 | 138 |
| U.S. Government securities | $1,352,081,000 | 107 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,352,081,000 | 102 |
| Securities issued by states & political subdivisions | $15,671,000 | 2,198 |
| Other domestic debt securities | $3,294,000 | 1,072 |
| 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 | $3,294,000 | 822 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,170,545,000 | 92 |
| Mortgage-backed securities | $1,344,899,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,168,770,000 | 64 |
| Issued or guaranteed by U.S. | $1,168,770,000 | 63 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $176,129,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $176,129,000 | 189 |
| 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) | $162,752,000 | 192 |
| Available-for-sale securities (fair market value) | $1,208,294,000 | 125 |
| Total debt securities | $1,371,046,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $2,552,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $2,552,000 | 85 |
| Revaluation losses on off-balance sheet contracts | $2,636,000 | 84 |
| 2014-09-30 | Rank | |
| Total securities | $1,409,503,000 | 137 |
| U.S. Government securities | $1,390,546,000 | 103 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,390,546,000 | 97 |
| Securities issued by states & political subdivisions | $15,446,000 | 2,224 |
| Other domestic debt securities | $3,511,000 | 1,080 |
| 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 | $3,511,000 | 811 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,192,204,000 | 92 |
| Mortgage-backed securities | $1,382,785,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,197,828,000 | 63 |
| Issued or guaranteed by U.S. | $1,197,828,000 | 61 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $184,957,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $184,957,000 | 189 |
| 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) | $144,305,000 | 209 |
| Available-for-sale securities (fair market value) | $1,265,198,000 | 121 |
| Total debt securities | $1,409,503,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $2,683,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $2,683,000 | 78 |
| Revaluation losses on off-balance sheet contracts | $2,697,000 | 77 |
| 2014-06-30 | Rank | |
| Total securities | $1,436,627,000 | 136 |
| U.S. Government securities | $1,415,920,000 | 102 |
| U.S. Treasury securities | $9,000,000 | 373 |
| U.S. Government agency obligations | $1,406,920,000 | 99 |
| Securities issued by states & political subdivisions | $16,800,000 | 2,111 |
| Other domestic debt securities | $3,907,000 | 1,065 |
| 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 | $3,907,000 | 789 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,222,996,000 | 91 |
| Mortgage-backed securities | $1,332,346,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,135,715,000 | 66 |
| Issued or guaranteed by U.S. | $1,135,715,000 | 65 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $196,631,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $196,631,000 | 183 |
| 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) | $26,706,000 | 660 |
| Available-for-sale securities (fair market value) | $1,409,921,000 | 111 |
| Total debt securities | $1,436,627,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $2,978,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $2,978,000 | 80 |
| Revaluation losses on off-balance sheet contracts | $3,102,000 | 77 |
| 2014-03-31 | Rank | |
| Total securities | $1,446,503,000 | 135 |
| U.S. Government securities | $1,405,179,000 | 102 |
| U.S. Treasury securities | $70,000,000 | 76 |
| U.S. Government agency obligations | $1,335,179,000 | 100 |
| Securities issued by states & political subdivisions | $17,069,000 | 2,097 |
| Other domestic debt securities | $24,255,000 | 373 |
| 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 | $24,255,000 | 251 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,218,736,000 | 87 |
| Mortgage-backed securities | $1,325,682,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,118,162,000 | 63 |
| Issued or guaranteed by U.S. | $1,118,162,000 | 62 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $207,520,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $207,520,000 | 169 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,446,503,000 | 105 |
| Total debt securities | $1,446,503,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $3,141,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $3,141,000 | 72 |
| Revaluation losses on off-balance sheet contracts | $3,135,000 | 71 |
| 2013-12-31 | Rank | |
| Total securities | $1,579,053,000 | 122 |
| U.S. Government securities | $1,440,816,000 | 102 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,440,816,000 | 98 |
| Securities issued by states & political subdivisions | $114,190,000 | 241 |
| Other domestic debt securities | $24,047,000 | 397 |
| 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 | $24,047,000 | 253 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,451,404,000 | 73 |
| Mortgage-backed securities | $1,430,167,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,215,773,000 | 61 |
| Issued or guaranteed by U.S. | $1,215,773,000 | 59 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $214,394,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $214,394,000 | 160 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,579,053,000 | 101 |
| Total debt securities | $1,579,052,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $3,222,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $3,222,000 | 71 |
| Revaluation losses on off-balance sheet contracts | $3,180,000 | 69 |
| 2013-09-30 | Rank | |
| Total securities | $1,667,019,000 | 116 |
| U.S. Government securities | $1,528,597,000 | 99 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,528,597,000 | 94 |
| Securities issued by states & political subdivisions | $114,364,000 | 243 |
| Other domestic debt securities | $24,058,000 | 401 |
| 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 | $24,058,000 | 252 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,504,716,000 | 67 |
| Mortgage-backed securities | $1,516,257,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,288,580,000 | 57 |
| Issued or guaranteed by U.S. | $1,288,580,000 | 55 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $227,677,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $227,677,000 | 158 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $1,667,019,000 | 96 |
| Total debt securities | $1,667,019,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $3,376,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $3,376,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $3,759,000 | 66 |
| 2013-06-30 | Rank | |
| Total securities | $1,825,117,000 | 113 |
| U.S. Government securities | $1,680,667,000 | 95 |
| U.S. Treasury securities | $26,501,000 | 142 |
| U.S. Government agency obligations | $1,654,166,000 | 90 |
| Securities issued by states & political subdivisions | $119,695,000 | 223 |
| Other domestic debt securities | $24,755,000 | 391 |
| 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 | $24,755,000 | 252 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,653,110,000 | 62 |
| Mortgage-backed securities | $1,639,053,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,390,690,000 | 54 |
| Issued or guaranteed by U.S. | $1,390,690,000 | 52 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $248,363,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $248,363,000 | 150 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,825,117,000 | 93 |
| Total debt securities | $1,825,117,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $3,635,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $3,635,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $3,514,000 | 64 |
| 2013-03-31 | Rank | |
| Total securities | $2,000,334,000 | 109 |
| U.S. Government securities | $1,854,829,000 | 90 |
| U.S. Treasury securities | $11,500,000 | 269 |
| U.S. Government agency obligations | $1,843,329,000 | 87 |
| Securities issued by states & political subdivisions | $120,396,000 | 217 |
| Other domestic debt securities | $25,109,000 | 390 |
| 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 | $25,109,000 | 247 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,758,902,000 | 62 |
| Mortgage-backed securities | $1,824,793,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,553,185,000 | 52 |
| Issued or guaranteed by U.S. | $1,553,185,000 | 50 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $271,608,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $271,608,000 | 140 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,000,334,000 | 87 |
| Total debt securities | $2,000,334,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $7,829,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $7,829,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $7,822,000 | 57 |
| 2012-12-31 | Rank | |
| Total securities | $2,179,578,000 | 101 |
| U.S. Government securities | $2,033,647,000 | 79 |
| U.S. Treasury securities | $26,497,000 | 146 |
| U.S. Government agency obligations | $2,007,150,000 | 77 |
| Securities issued by states & political subdivisions | $120,520,000 | 207 |
| Other domestic debt securities | $25,411,000 | 379 |
| 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 | $25,411,000 | 237 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,113,840,000 | 53 |
| Mortgage-backed securities | $1,985,303,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,693,903,000 | 46 |
| Issued or guaranteed by U.S. | $1,693,903,000 | 45 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $291,400,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $291,400,000 | 138 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $2,179,578,000 | 80 |
| Total debt securities | $2,179,578,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $8,656,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $8,656,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $8,595,000 | 56 |
| 2012-09-30 | Rank | |
| Total securities | $3,112,667,000 | 71 |
| U.S. Government securities | $3,045,712,000 | 60 |
| U.S. Treasury securities | $387,994,000 | 29 |
| U.S. Government agency obligations | $2,657,718,000 | 66 |
| Securities issued by states & political subdivisions | $22,354,000 | 1,578 |
| Other domestic debt securities | $44,601,000 | 264 |
| 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 | $29,002,000 | 24 |
| Other domestic debt securities - All other | $15,599,000 | 352 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,970,341,000 | 40 |
| Mortgage-backed securities | $2,632,583,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,325,217,000 | 39 |
| Issued or guaranteed by U.S. | $2,325,217,000 | 37 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $307,366,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $307,366,000 | 146 |
| 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) | $819,117,000 | 42 |
| Available-for-sale securities (fair market value) | $2,293,550,000 | 74 |
| Total debt securities | $3,112,667,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $3,491,119,000 | 67 |
| U.S. Government securities | $3,425,823,000 | 56 |
| U.S. Treasury securities | $154,998,000 | 43 |
| U.S. Government agency obligations | $3,270,825,000 | 57 |
| Securities issued by states & political subdivisions | $22,352,000 | 1,537 |
| Other domestic debt securities | $42,944,000 | 270 |
| 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 | $27,280,000 | 25 |
| Other domestic debt securities - All other | $15,664,000 | 356 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,360,428,000 | 35 |
| Mortgage-backed securities | $3,242,034,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,918,639,000 | 36 |
| Issued or guaranteed by U.S. | $2,918,639,000 | 34 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $323,395,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $323,395,000 | 136 |
| 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) | $878,281,000 | 39 |
| Available-for-sale securities (fair market value) | $2,612,838,000 | 70 |
| Total debt securities | $3,491,120,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $3,602,926,000 | 64 |
| U.S. Government securities | $3,508,603,000 | 58 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,508,603,000 | 54 |
| Securities issued by states & political subdivisions | $47,829,000 | 659 |
| Other domestic debt securities | $46,494,000 | 253 |
| 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 | $29,643,000 | 25 |
| Other domestic debt securities - All other | $16,851,000 | 331 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,489,534,000 | 38 |
| Mortgage-backed securities | $3,476,572,000 | 50 |
| Certificates of participation in pools of residential mortgages | $3,239,745,000 | 34 |
| Issued or guaranteed by U.S. | $3,239,745,000 | 32 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $236,827,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $236,827,000 | 178 |
| 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) | $930,511,000 | 40 |
| Available-for-sale securities (fair market value) | $2,672,415,000 | 69 |
| Total debt securities | $3,602,925,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $3,825,062,000 | 60 |
| U.S. Government securities | $3,700,313,000 | 52 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,700,313,000 | 50 |
| Securities issued by states & political subdivisions | $70,366,000 | 368 |
| Other domestic debt securities | $54,383,000 | 235 |
| 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 | $37,288,000 | 23 |
| Other domestic debt securities - All other | $17,095,000 | 317 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,605,622,000 | 32 |
| Mortgage-backed securities | $3,700,313,000 | 50 |
| Certificates of participation in pools of residential mortgages | $3,570,268,000 | 29 |
| Issued or guaranteed by U.S. | $3,570,268,000 | 29 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $130,045,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $130,045,000 | 264 |
| 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) | $865,150,000 | 38 |
| Available-for-sale securities (fair market value) | $2,959,912,000 | 66 |
| Total debt securities | $3,825,062,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $4,045,511,000 | 57 |
| U.S. Government securities | $3,916,562,000 | 50 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,916,562,000 | 48 |
| Securities issued by states & political subdivisions | $70,157,000 | 352 |
| Other domestic debt securities | $58,792,000 | 225 |
| 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 | $41,428,000 | 20 |
| Other domestic debt securities - All other | $17,364,000 | 288 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,755,217,000 | 34 |
| Mortgage-backed securities | $3,916,562,000 | 48 |
| Certificates of participation in pools of residential mortgages | $3,684,432,000 | 29 |
| Issued or guaranteed by U.S. | $3,684,432,000 | 28 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $232,130,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $232,130,000 | 159 |
| 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) | $818,087,000 | 39 |
| Available-for-sale securities (fair market value) | $3,227,424,000 | 63 |
| Total debt securities | $4,045,513,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $4,331,564,000 | 58 |
| U.S. Government securities | $4,201,587,000 | 46 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,201,587,000 | 45 |
| Securities issued by states & political subdivisions | $66,577,000 | 355 |
| Other domestic debt securities | $63,400,000 | 217 |
| 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 | $46,165,000 | 23 |
| Other domestic debt securities - All other | $17,235,000 | 271 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,834,381,000 | 31 |
| Mortgage-backed securities | $4,201,587,000 | 45 |
| Certificates of participation in pools of residential mortgages | $3,954,924,000 | 27 |
| Issued or guaranteed by U.S. | $3,954,924,000 | 27 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $246,663,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $246,663,000 | 150 |
| 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) | $843,360,000 | 37 |
| Available-for-sale securities (fair market value) | $3,488,204,000 | 59 |
| Total debt securities | $4,331,564,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $4,348,628,000 | 57 |
| U.S. Government securities | $4,223,214,000 | 46 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,223,214,000 | 45 |
| Securities issued by states & political subdivisions | $76,130,000 | 298 |
| Other domestic debt securities | $49,284,000 | 252 |
| Privately issued residential mortgage-backed securities | $2,542,000 | 627 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $45,614,000 | 23 |
| Other domestic debt securities - All other | $1,128,000 | 1,297 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,803,055,000 | 32 |
| Mortgage-backed securities | $4,225,756,000 | 44 |
| Certificates of participation in pools of residential mortgages | $4,065,248,000 | 24 |
| Issued or guaranteed by U.S. | $4,065,248,000 | 23 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $160,508,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $157,966,000 | 197 |
| Privately issued | $2,542,000 | 600 |
| 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) | $854,845,000 | 38 |
| Available-for-sale securities (fair market value) | $3,493,783,000 | 57 |
| Total debt securities | $4,348,629,000 | 57 |
| Structured notes | ||
| Amortized cost | $62,177,000 | 86 |
| Fair value | $45,614,000 | 130 |
| 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 | $4,362,647,000 | 58 |
| U.S. Government securities | $4,163,269,000 | 45 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,163,269,000 | 44 |
| Securities issued by states & political subdivisions | $66,711,000 | 334 |
| Other domestic debt securities | $45,667,000 | 276 |
| Privately issued residential mortgage-backed securities | $2,570,000 | 660 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $42,145,000 | 22 |
| Other domestic debt securities - All other | $952,000 | 1,442 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $87,000,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,839,654,000 | 31 |
| Mortgage-backed securities | $4,165,839,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,988,035,000 | 24 |
| Issued or guaranteed by U.S. | $3,988,035,000 | 24 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $177,804,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $175,234,000 | 188 |
| Privately issued | $2,570,000 | 631 |
| 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) | $681,742,000 | 38 |
| Available-for-sale securities (fair market value) | $3,680,905,000 | 58 |
| Total debt securities | $4,275,647,000 | 59 |
| Structured notes | ||
| Amortized cost | $62,176,000 | 73 |
| Fair value | $42,145,000 | 126 |
| 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 | $4,230,269,000 | 60 |
| U.S. Government securities | $4,025,819,000 | 46 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,025,819,000 | 45 |
| Securities issued by states & political subdivisions | $67,396,000 | 318 |
| Other domestic debt securities | $109,733,000 | 155 |
| Privately issued residential mortgage-backed securities | $65,828,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $42,895,000 | 24 |
| Other domestic debt securities - All other | $1,010,000 | 1,391 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $27,321,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,966,356,000 | 29 |
| Mortgage-backed securities | $3,790,097,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,532,424,000 | 27 |
| Issued or guaranteed by U.S. | $3,532,424,000 | 26 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $257,673,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $191,845,000 | 162 |
| Privately issued | $65,828,000 | 110 |
| 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) | $4,230,269,000 | 55 |
| Total debt securities | $4,202,947,000 | 60 |
| Structured notes | ||
| Amortized cost | $62,176,000 | 66 |
| Fair value | $42,895,000 | 115 |
| 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 | $4,839,646,000 | 51 |
| U.S. Government securities | $4,634,488,000 | 42 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,634,488,000 | 40 |
| Securities issued by states & political subdivisions | $67,088,000 | 295 |
| Other domestic debt securities | $117,463,000 | 147 |
| Privately issued residential mortgage-backed securities | $74,402,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $42,058,000 | 26 |
| Other domestic debt securities - All other | $1,003,000 | 1,352 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $20,607,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,907,898,000 | 29 |
| Mortgage-backed securities | $4,105,155,000 | 39 |
| Certificates of participation in pools of residential mortgages | $3,828,430,000 | 26 |
| Issued or guaranteed by U.S. | $3,828,430,000 | 26 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $276,725,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $202,323,000 | 148 |
| Privately issued | $74,402,000 | 103 |
| 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) | $4,839,646,000 | 48 |
| Total debt securities | $4,819,038,000 | 51 |
| Structured notes | ||
| Amortized cost | $62,175,000 | 65 |
| Fair value | $42,058,000 | 117 |
| 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 | $4,501,071,000 | 53 |
| U.S. Government securities | $4,317,811,000 | 41 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,317,811,000 | 39 |
| Securities issued by states & political subdivisions | $65,472,000 | 292 |
| Other domestic debt securities | $115,433,000 | 152 |
| Privately issued residential mortgage-backed securities | $73,850,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $40,542,000 | 28 |
| Other domestic debt securities - All other | $1,041,000 | 1,334 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,355,000 | 434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,913,461,000 | 28 |
| Mortgage-backed securities | $3,796,160,000 | 39 |
| Certificates of participation in pools of residential mortgages | $3,476,250,000 | 24 |
| Issued or guaranteed by U.S. | $3,476,250,000 | 24 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $319,910,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $246,060,000 | 121 |
| Privately issued | $73,850,000 | 110 |
| 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) | $4,501,071,000 | 49 |
| Total debt securities | $4,498,716,000 | 53 |
| Structured notes | ||
| Amortized cost | $62,175,000 | 49 |
| Fair value | $40,542,000 | 93 |
| 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 | $4,847,826,000 | 53 |
| U.S. Government securities | $4,288,612,000 | 43 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,288,612,000 | 40 |
| Securities issued by states & political subdivisions | $64,315,000 | 293 |
| Other domestic debt securities | $488,619,000 | 67 |
| Privately issued residential mortgage-backed securities | $448,735,000 | 40 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $38,835,000 | 30 |
| Other domestic debt securities - All other | $1,049,000 | 1,352 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $6,280,000 | 233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,944,993,000 | 31 |
| Mortgage-backed securities | $3,842,821,000 | 39 |
| Certificates of participation in pools of residential mortgages | $3,110,276,000 | 28 |
| Issued or guaranteed by U.S. | $3,110,276,000 | 28 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $732,545,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $283,810,000 | 108 |
| Privately issued | $448,735,000 | 38 |
| 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) | $4,847,826,000 | 48 |
| Total debt securities | $4,841,547,000 | 52 |
| Structured notes | ||
| Amortized cost | $62,174,000 | 33 |
| Fair value | $38,835,000 | 62 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $4,383,531,000 | 58 |
| U.S. Government securities | $3,711,390,000 | 43 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,711,390,000 | 41 |
| Securities issued by states & political subdivisions | $63,599,000 | 308 |
| Other domestic debt securities | $602,604,000 | 65 |
| Privately issued residential mortgage-backed securities | $460,031,000 | 44 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $125,266,000 | 16 |
| Other domestic debt securities - All other | $17,307,000 | 250 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,938,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,584,682,000 | 33 |
| Mortgage-backed securities | $3,590,993,000 | 42 |
| Certificates of participation in pools of residential mortgages | $2,831,275,000 | 30 |
| Issued or guaranteed by U.S. | $2,831,275,000 | 30 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $759,718,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $299,687,000 | 96 |
| Privately issued | $460,031,000 | 40 |
| 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) | $4,383,531,000 | 50 |
| Total debt securities | $4,377,594,000 | 58 |
| Structured notes | ||
| Amortized cost | $177,892,000 | 5 |
| Fair value | $141,711,000 | 9 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $4,794,883,000 | 54 |
| U.S. Government securities | $3,735,040,000 | 45 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,735,040,000 | 43 |
| Securities issued by states & political subdivisions | $62,980,000 | 296 |
| Other domestic debt securities | $813,974,000 | 57 |
| Privately issued residential mortgage-backed securities | $481,237,000 | 42 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $332,737,000 | 29 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $182,889,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,825,323,000 | 31 |
| Mortgage-backed securities | $3,822,475,000 | 37 |
| Certificates of participation in pools of residential mortgages | $3,027,189,000 | 29 |
| Issued or guaranteed by U.S. | $3,027,189,000 | 29 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $795,286,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $314,049,000 | 91 |
| Privately issued | $481,237,000 | 39 |
| 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) | $4,794,883,000 | 49 |
| Total debt securities | $4,611,993,000 | 52 |
| Structured notes | ||
| Amortized cost | $177,432,000 | 6 |
| Fair value | $144,275,000 | 7 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $4,459,819,000 | 54 |
| U.S. Government securities | $3,487,137,000 | 45 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,487,137,000 | 44 |
| Securities issued by states & political subdivisions | $72,394,000 | 236 |
| Other domestic debt securities | $640,787,000 | 56 |
| Privately issued residential mortgage-backed securities | $506,520,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $134,267,000 | 42 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $259,501,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,988,419,000 | 30 |
| Mortgage-backed securities | $3,339,189,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,500,983,000 | 32 |
| Issued or guaranteed by U.S. | $2,500,983,000 | 31 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $838,206,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $331,686,000 | 84 |
| Privately issued | $506,520,000 | 41 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $4,459,819,000 | 47 |
| Total debt securities | $4,200,318,000 | 52 |
| Structured notes | ||
| Amortized cost | $176,988,000 | 7 |
| Fair value | $134,267,000 | 9 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $3,611,538,000 | 60 |
| U.S. Government securities | $2,825,839,000 | 53 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,825,839,000 | 51 |
| Securities issued by states & political subdivisions | $82,889,000 | 195 |
| Other domestic debt securities | $671,322,000 | 53 |
| Privately issued residential mortgage-backed securities | $534,689,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $136,633,000 | 40 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $31,488,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,327,812,000 | 38 |
| Mortgage-backed securities | $2,433,696,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,882,530,000 | 44 |
| Issued or guaranteed by U.S. | $1,882,530,000 | 43 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $551,166,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $16,477,000 | 761 |
| Privately issued | $534,689,000 | 40 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $3,611,538,000 | 50 |
| Total debt securities | $3,580,051,000 | 58 |
| Structured notes | ||
| Amortized cost | $176,584,000 | 6 |
| Fair value | $136,637,000 | 8 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,180,069,000 | 47 |
| U.S. Government securities | $3,364,746,000 | 42 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,364,746,000 | 42 |
| Securities issued by states & political subdivisions | $70,754,000 | 220 |
| Other domestic debt securities | $734,057,000 | 54 |
| Privately issued residential mortgage-backed securities | $592,578,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $141,479,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $10,512,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,967,935,000 | 33 |
| Mortgage-backed securities | $2,994,442,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,280,304,000 | 34 |
| Issued or guaranteed by U.S. | $2,280,304,000 | 33 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $714,138,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $121,560,000 | 176 |
| Privately issued | $592,578,000 | 41 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,191,671,000 | 20 |
| Available-for-sale securities (fair market value) | $2,988,398,000 | 57 |
| Total debt securities | $4,169,559,000 | 47 |
| Structured notes | ||
| Amortized cost | $162,300,000 | 6 |
| Fair value | $125,499,000 | 10 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,314,180,000 | 55 |
| U.S. Government securities | $3,385,329,000 | 44 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,385,329,000 | 44 |
| Securities issued by states & political subdivisions | $69,355,000 | 229 |
| Other domestic debt securities | $829,628,000 | 55 |
| Privately issued residential mortgage-backed securities | $662,217,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $167,411,000 | 35 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $29,868,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,967,501,000 | 32 |
| Mortgage-backed securities | $3,080,953,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,292,151,000 | 36 |
| Issued or guaranteed by U.S. | $2,292,151,000 | 33 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $788,802,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $126,585,000 | 178 |
| Privately issued | $662,217,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,238,147,000 | 23 |
| Available-for-sale securities (fair market value) | $3,076,033,000 | 60 |
| Total debt securities | $4,284,309,000 | 54 |
| Structured notes | ||
| Amortized cost | $181,719,000 | 5 |
| Fair value | $135,597,000 | 8 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,439,029,000 | 53 |
| U.S. Government securities | $3,499,647,000 | 42 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,499,647,000 | 42 |
| Securities issued by states & political subdivisions | $70,263,000 | 227 |
| Other domestic debt securities | $847,261,000 | 56 |
| Privately issued residential mortgage-backed securities | $675,363,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $171,898,000 | 48 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $21,858,000 | 173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,053,787,000 | 32 |
| Mortgage-backed securities | $3,226,213,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,418,958,000 | 35 |
| Issued or guaranteed by U.S. | $2,418,958,000 | 34 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $807,255,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $131,892,000 | 171 |
| Privately issued | $675,363,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,277,169,000 | 19 |
| Available-for-sale securities (fair market value) | $3,161,860,000 | 59 |
| Total debt securities | $4,417,172,000 | 55 |
| Structured notes | ||
| Amortized cost | $184,208,000 | 6 |
| Fair value | $144,347,000 | 9 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,243,386,000 | 58 |
| U.S. Government securities | $3,371,613,000 | 46 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,371,613,000 | 46 |
| Securities issued by states & political subdivisions | $70,958,000 | 226 |
| Other domestic debt securities | $800,815,000 | 55 |
| Privately issued residential mortgage-backed securities | $620,529,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $180,286,000 | 44 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,935,057,000 | 31 |
| Mortgage-backed securities | $2,601,786,000 | 53 |
| Certificates of participation in pools of residential mortgages | $1,844,197,000 | 45 |
| Issued or guaranteed by U.S. | $1,844,197,000 | 43 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $757,589,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $137,060,000 | 160 |
| Privately issued | $620,529,000 | 46 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,492,887,000 | 20 |
| Available-for-sale securities (fair market value) | $2,750,499,000 | 65 |
| Total debt securities | $4,243,386,000 | 57 |
| Structured notes | ||
| Amortized cost | $100,000,000 | 14 |
| Fair value | $98,030,000 | 15 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,067,876,000 | 60 |
| U.S. Government securities | $3,184,922,000 | 48 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,184,922,000 | 47 |
| Securities issued by states & political subdivisions | $70,717,000 | 227 |
| Other domestic debt securities | $812,237,000 | 56 |
| Privately issued residential mortgage-backed securities | $641,906,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $170,331,000 | 50 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,783,600,000 | 32 |
| Mortgage-backed securities | $2,238,860,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,454,722,000 | 49 |
| Issued or guaranteed by U.S. | $1,454,722,000 | 47 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $784,138,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $142,232,000 | 145 |
| Privately issued | $641,906,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,555,671,000 | 21 |
| Available-for-sale securities (fair market value) | $2,512,205,000 | 70 |
| Total debt securities | $4,067,875,000 | 59 |
| Structured notes | ||
| Amortized cost | $149,999,000 | 12 |
| Fair value | $145,875,000 | 13 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,636,365,000 | 65 |
| U.S. Government securities | $2,849,363,000 | 56 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,849,363,000 | 54 |
| Securities issued by states & political subdivisions | $72,812,000 | 214 |
| Other domestic debt securities | $714,190,000 | 62 |
| Privately issued residential mortgage-backed securities | $657,007,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,183,000 | 118 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,383,868,000 | 75 |
| Mortgage-backed securities | $1,910,145,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,106,485,000 | 65 |
| Issued or guaranteed by U.S. | $1,106,485,000 | 59 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $803,660,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $146,653,000 | 149 |
| Privately issued | $657,007,000 | 46 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,704,585,000 | 17 |
| Available-for-sale securities (fair market value) | $1,931,780,000 | 95 |
| Total debt securities | $3,636,363,000 | 64 |
| Structured notes | ||
| Amortized cost | $249,769,000 | 6 |
| Fair value | $245,649,000 | 6 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $3,706,553,000 | 65 |
| U.S. Government securities | $2,913,416,000 | 59 |
| U.S. Treasury securities | $15,007,000 | 196 |
| U.S. Government agency obligations | $2,898,409,000 | 56 |
| Securities issued by states & political subdivisions | $67,930,000 | 228 |
| Other domestic debt securities | $725,207,000 | 62 |
| Privately issued residential mortgage-backed securities | $692,977,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,230,000 | 168 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,574,712,000 | 37 |
| Mortgage-backed securities | $1,891,685,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,048,885,000 | 69 |
| Issued or guaranteed by U.S. | $1,048,885,000 | 65 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $842,800,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $149,823,000 | 144 |
| Privately issued | $692,977,000 | 43 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,881,814,000 | 18 |
| Available-for-sale securities (fair market value) | $1,824,739,000 | 96 |
| Total debt securities | $3,706,553,000 | 65 |
| Structured notes | ||
| Amortized cost | $349,751,000 | 6 |
| Fair value | $347,249,000 | 6 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,919,293,000 | 76 |
| U.S. Government securities | $2,080,006,000 | 74 |
| U.S. Treasury securities | $15,022,000 | 211 |
| U.S. Government agency obligations | $2,064,984,000 | 72 |
| Securities issued by states & political subdivisions | $67,705,000 | 221 |
| Other domestic debt securities | $771,582,000 | 57 |
| Privately issued residential mortgage-backed securities | $716,465,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,117,000 | 121 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,771,069,000 | 44 |
| Mortgage-backed securities | $1,954,713,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,085,500,000 | 68 |
| Issued or guaranteed by U.S. | $1,085,500,000 | 63 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $869,213,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $152,748,000 | 148 |
| Privately issued | $716,465,000 | 41 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,945,582,000 | 15 |
| Available-for-sale securities (fair market value) | $973,711,000 | 148 |
| Total debt securities | $2,919,293,000 | 75 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 39 |
| Fair value | $49,325,000 | 40 |
| 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 | $3,163,423,000 | 74 |
| U.S. Government securities | $2,975,743,000 | 60 |
| U.S. Treasury securities | $111,632,000 | 44 |
| U.S. Government agency obligations | $2,864,111,000 | 61 |
| Securities issued by states & political subdivisions | $72,451,000 | 208 |
| Other domestic debt securities | $115,229,000 | 192 |
| Privately issued residential mortgage-backed securities | $216,000 | 1,126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,013,000 | 76 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,085,755,000 | 40 |
| Mortgage-backed securities | $1,853,617,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,400,714,000 | 57 |
| Issued or guaranteed by U.S. | $1,400,714,000 | 53 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $452,903,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $452,687,000 | 75 |
| Privately issued | $216,000 | 1,046 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,160,705,000 | 14 |
| Available-for-sale securities (fair market value) | $1,002,718,000 | 149 |
| Total debt securities | $3,163,424,000 | 73 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 46 |
| Fair value | $49,135,000 | 46 |
| 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 | $3,399,406,000 | 66 |
| U.S. Government securities | $3,232,831,000 | 52 |
| U.S. Treasury securities | $254,536,000 | 25 |
| U.S. Government agency obligations | $2,978,295,000 | 54 |
| Securities issued by states & political subdivisions | $77,441,000 | 193 |
| Other domestic debt securities | $89,134,000 | 216 |
| Privately issued residential mortgage-backed securities | $228,000 | 1,106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $88,906,000 | 91 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,290,191,000 | 38 |
| Mortgage-backed securities | $1,991,752,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,555,428,000 | 50 |
| Issued or guaranteed by U.S. | $1,555,428,000 | 47 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $436,324,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $436,096,000 | 79 |
| Privately issued | $228,000 | 1,029 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,221,301,000 | 14 |
| Available-for-sale securities (fair market value) | $1,178,105,000 | 139 |
| Total debt securities | $3,399,406,000 | 67 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 53 |
| Fair value | $48,360,000 | 53 |
| 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 | $3,370,943,000 | 70 |
| U.S. Government securities | $3,072,284,000 | 54 |
| U.S. Treasury securities | $227,875,000 | 32 |
| U.S. Government agency obligations | $2,844,409,000 | 57 |
| Securities issued by states & political subdivisions | $78,012,000 | 192 |
| Other domestic debt securities | $220,647,000 | 128 |
| Privately issued residential mortgage-backed securities | $127,055,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $93,592,000 | 94 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,892,762,000 | 38 |
| Mortgage-backed securities | $1,964,941,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,515,069,000 | 51 |
| Issued or guaranteed by U.S. | $1,515,069,000 | 49 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $449,872,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $322,817,000 | 96 |
| Privately issued | $127,055,000 | 108 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,284,194,000 | 14 |
| Available-for-sale securities (fair market value) | $1,086,749,000 | 149 |
| Total debt securities | $3,370,943,000 | 71 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 57 |
| Fair value | $48,635,000 | 56 |
| 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 | $3,368,932,000 | 72 |
| U.S. Government securities | $3,060,128,000 | 57 |
| U.S. Treasury securities | $229,404,000 | 33 |
| U.S. Government agency obligations | $2,830,724,000 | 62 |
| Securities issued by states & political subdivisions | $76,299,000 | 195 |
| Other domestic debt securities | $232,505,000 | 125 |
| Privately issued residential mortgage-backed securities | $135,668,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $96,837,000 | 86 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,708,262,000 | 44 |
| Mortgage-backed securities | $1,959,922,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,552,570,000 | 51 |
| Issued or guaranteed by U.S. | $1,552,570,000 | 49 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $407,352,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $271,684,000 | 108 |
| Privately issued | $135,668,000 | 105 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,324,036,000 | 15 |
| Available-for-sale securities (fair market value) | $1,044,896,000 | 158 |
| Total debt securities | $3,368,932,000 | 71 |
| Structured notes | ||
| Amortized cost | $94,211,000 | 28 |
| Fair value | $92,773,000 | 27 |
| 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 | $3,255,701,000 | 72 |
| U.S. Government securities | $3,076,850,000 | 59 |
| U.S. Treasury securities | $230,099,000 | 29 |
| U.S. Government agency obligations | $2,846,751,000 | 60 |
| Securities issued by states & political subdivisions | $87,446,000 | 158 |
| Other domestic debt securities | $91,405,000 | 220 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,405,000 | 92 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,255,701,000 | 40 |
| Mortgage-backed securities | $1,850,172,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,635,434,000 | 50 |
| Issued or guaranteed by U.S. | $1,635,434,000 | 48 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $214,738,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $214,738,000 | 123 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,250,025,000 | 15 |
| Available-for-sale securities (fair market value) | $1,005,676,000 | 161 |
| Total debt securities | $3,255,701,000 | 72 |
| 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 | $3,141,604,000 | 77 |
| U.S. Government securities | $2,988,365,000 | 59 |
| U.S. Treasury securities | $233,292,000 | 31 |
| U.S. Government agency obligations | $2,755,073,000 | 63 |
| Securities issued by states & political subdivisions | $87,350,000 | 150 |
| Other domestic debt securities | $65,889,000 | 250 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,889,000 | 113 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,123,617,000 | 57 |
| Mortgage-backed securities | $1,958,384,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,727,125,000 | 47 |
| Issued or guaranteed by U.S. | $1,727,125,000 | 44 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $231,259,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $231,259,000 | 120 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,123,618,000 | 18 |
| Available-for-sale securities (fair market value) | $1,017,986,000 | 162 |
| Total debt securities | $3,141,604,000 | 75 |
| 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 | $3,195,952,000 | 79 |
| U.S. Government securities | $3,054,565,000 | 64 |
| U.S. Treasury securities | $842,078,000 | 12 |
| U.S. Government agency obligations | $2,212,487,000 | 80 |
| Securities issued by states & political subdivisions | $87,439,000 | 149 |
| Other domestic debt securities | $43,858,000 | 325 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,858,000 | 158 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $10,090,000 | 303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,444,332,000 | 55 |
| Mortgage-backed securities | $2,012,796,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,819,291,000 | 49 |
| Issued or guaranteed by U.S. | $1,819,291,000 | 46 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $193,505,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $193,505,000 | 140 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,021,388,000 | 18 |
| Available-for-sale securities (fair market value) | $1,174,564,000 | 148 |
| Total debt securities | $3,185,862,000 | 77 |
| 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 | $3,222,448,000 | 79 |
| U.S. Government securities | $3,131,096,000 | 64 |
| U.S. Treasury securities | $669,335,000 | 14 |
| U.S. Government agency obligations | $2,461,761,000 | 79 |
| Securities issued by states & political subdivisions | $91,352,000 | 144 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,408,214,000 | 58 |
| Mortgage-backed securities | $2,312,076,000 | 78 |
| Certificates of participation in pools of residential mortgages | $2,068,197,000 | 49 |
| Issued or guaranteed by U.S. | $2,068,197,000 | 45 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $243,879,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $243,879,000 | 118 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,997,358,000 | 19 |
| Available-for-sale securities (fair market value) | $1,225,090,000 | 145 |
| Total debt securities | $3,222,448,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $891,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,875,994,000 | 89 |
| U.S. Government securities | $2,768,205,000 | 69 |
| U.S. Treasury securities | $35,280,000 | 145 |
| U.S. Government agency obligations | $2,732,925,000 | 67 |
| Securities issued by states & political subdivisions | $92,018,000 | 142 |
| Other domestic debt securities | $15,771,000 | 616 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,771,000 | 386 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,091,522,000 | 59 |
| Mortgage-backed securities | $2,378,778,000 | 76 |
| Certificates of participation in pools of residential mortgages | $2,144,301,000 | 46 |
| Issued or guaranteed by U.S. | $2,144,301,000 | 42 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $234,477,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $234,477,000 | 118 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,308,044,000 | 26 |
| Available-for-sale securities (fair market value) | $1,567,950,000 | 124 |
| Total debt securities | $2,875,994,000 | 87 |
| 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 | $2,786,896,000 | 94 |
| U.S. Government securities | $2,672,455,000 | 77 |
| U.S. Treasury securities | $153,045,000 | 53 |
| U.S. Government agency obligations | $2,519,410,000 | 78 |
| Securities issued by states & political subdivisions | $93,868,000 | 132 |
| Other domestic debt securities | $20,573,000 | 538 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,573,000 | 325 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,088,591,000 | 62 |
| Mortgage-backed securities | $2,465,478,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,240,666,000 | 43 |
| Issued or guaranteed by U.S. | $2,240,666,000 | 39 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $224,812,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $224,812,000 | 128 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,271,728,000 | 23 |
| Available-for-sale securities (fair market value) | $1,515,168,000 | 132 |
| Total debt securities | $2,786,896,000 | 93 |
| 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 | $2,589,087,000 | 98 |
| U.S. Government securities | $2,483,428,000 | 80 |
| U.S. Treasury securities | $23,152,000 | 209 |
| U.S. Government agency obligations | $2,460,276,000 | 77 |
| Securities issued by states & political subdivisions | $94,870,000 | 135 |
| Other domestic debt securities | $10,789,000 | 828 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,789,000 | 574 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,850,996,000 | 67 |
| Mortgage-backed securities | $2,430,471,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,236,880,000 | 41 |
| Issued or guaranteed by U.S. | $2,236,880,000 | 38 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $193,591,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $193,591,000 | 147 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,221,898,000 | 26 |
| Available-for-sale securities (fair market value) | $1,367,189,000 | 138 |
| Total debt securities | $2,589,087,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,485,414,000 | 103 |
| U.S. Government securities | $2,376,901,000 | 83 |
| U.S. Treasury securities | $22,555,000 | 222 |
| U.S. Government agency obligations | $2,354,346,000 | 81 |
| Securities issued by states & political subdivisions | $97,826,000 | 132 |
| Other domestic debt securities | $10,687,000 | 814 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,687,000 | 615 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,899,645,000 | 64 |
| Mortgage-backed securities | $2,354,346,000 | 71 |
| Certificates of participation in pools of residential mortgages | $2,186,655,000 | 42 |
| Issued or guaranteed by U.S. | $2,186,655,000 | 39 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $167,691,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $167,691,000 | 182 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,078,632,000 | 29 |
| Available-for-sale securities (fair market value) | $1,406,782,000 | 132 |
| Total debt securities | $2,485,414,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,127,611,000 | 117 |
| U.S. Government securities | $2,039,549,000 | 93 |
| U.S. Treasury securities | $23,002,000 | 222 |
| U.S. Government agency obligations | $2,016,547,000 | 89 |
| Securities issued by states & political subdivisions | $77,360,000 | 175 |
| Other domestic debt securities | $10,702,000 | 835 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,702,000 | 643 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,656,227,000 | 70 |
| Mortgage-backed securities | $1,941,289,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,776,165,000 | 49 |
| Issued or guaranteed by U.S. | $1,776,165,000 | 44 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $165,124,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $165,124,000 | 187 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $888,002,000 | 31 |
| Available-for-sale securities (fair market value) | $1,239,609,000 | 144 |
| Total debt securities | $2,127,611,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,160,823,000 | 114 |
| U.S. Government securities | $2,115,256,000 | 90 |
| U.S. Treasury securities | $53,813,000 | 108 |
| U.S. Government agency obligations | $2,061,443,000 | 87 |
| Securities issued by states & political subdivisions | $28,042,000 | 626 |
| Other domestic debt securities | $10,738,000 | 876 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,738,000 | 658 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $6,787,000 | 557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,947,583,000 | 58 |
| Mortgage-backed securities | $2,061,443,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,874,169,000 | 50 |
| Issued or guaranteed by U.S. | $1,874,169,000 | 46 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $187,274,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $187,274,000 | 184 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $2,160,823,000 | 101 |
| Total debt securities | $2,154,036,000 | 113 |
| 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 | $1,964,695,000 | 122 |
| U.S. Government securities | $1,924,766,000 | 96 |
| U.S. Treasury securities | $3,461,000 | 857 |
| U.S. Government agency obligations | $1,921,305,000 | 91 |
| Securities issued by states & political subdivisions | $26,765,000 | 627 |
| Other domestic debt securities | $10,258,000 | 892 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,258,000 | 672 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,906,000 | 931 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,864,514,000 | 59 |
| Mortgage-backed securities | $1,921,305,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,705,208,000 | 51 |
| Issued or guaranteed by U.S. | $1,705,208,000 | 47 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $216,097,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $216,097,000 | 164 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,964,695,000 | 109 |
| Total debt securities | $1,961,789,000 | 122 |
| 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 | $1,982,460,000 | 120 |
| U.S. Government securities | $1,940,380,000 | 98 |
| U.S. Treasury securities | $3,501,000 | 891 |
| U.S. Government agency obligations | $1,936,879,000 | 92 |
| Securities issued by states & political subdivisions | $26,512,000 | 634 |
| Other domestic debt securities | $9,991,000 | 935 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,991,000 | 720 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,577,000 | 644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,895,995,000 | 60 |
| Mortgage-backed securities | $1,936,879,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,698,803,000 | 53 |
| Issued or guaranteed by U.S. | $1,698,803,000 | 50 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $238,076,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $238,076,000 | 141 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,982,460,000 | 105 |
| Total debt securities | $1,976,883,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,616,715,000 | 126 |
| U.S. Government securities | $1,546,482,000 | 98 |
| U.S. Treasury securities | $3,494,000 | 1,022 |
| U.S. Government agency obligations | $1,542,988,000 | 93 |
| Securities issued by states & political subdivisions | $39,581,000 | 353 |
| Other domestic debt securities | $9,338,000 | 989 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,338,000 | 764 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $21,314,000 | 207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,558,113,000 | 54 |
| Mortgage-backed securities | $1,502,168,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,234,659,000 | 65 |
| Issued or guaranteed by U.S. | $1,234,659,000 | 61 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $267,509,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $267,509,000 | 122 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,616,715,000 | 113 |
| Total debt securities | $1,595,401,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $30,406,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,170,553,000 | 148 |
| U.S. Government securities | $987,446,000 | 135 |
| U.S. Treasury securities | $24,308,000 | 286 |
| U.S. Government agency obligations | $963,138,000 | 127 |
| Securities issued by states & political subdivisions | $4,400,000 | 3,038 |
| Other domestic debt securities | $131,794,000 | 142 |
| Privately issued residential mortgage-backed securities | $122,509,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,285,000 | 687 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $46,913,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $960,649,000 | 84 |
| Mortgage-backed securities | $990,079,000 | 105 |
| Certificates of participation in pools of residential mortgages | $867,570,000 | 77 |
| Issued or guaranteed by U.S. | $867,570,000 | 74 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $122,509,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $122,509,000 | 68 |
| 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 | 5,708 |
| Available-for-sale securities (fair market value) | $1,170,553,000 | 123 |
| Total debt securities | $1,123,640,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $23,798,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,023,847,000 | 174 |
| U.S. Government securities | $883,774,000 | 147 |
| U.S. Treasury securities | $99,231,000 | 114 |
| U.S. Government agency obligations | $784,543,000 | 151 |
| Securities issued by states & political subdivisions | $5,992,000 | 2,581 |
| Other domestic debt securities | $120,824,000 | 166 |
| Privately issued residential mortgage-backed securities | $115,961,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,863,000 | 997 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $13,257,000 | 404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $891,802,000 | 94 |
| Mortgage-backed securities | $806,005,000 | 128 |
| Certificates of participation in pools of residential mortgages | $690,044,000 | 92 |
| Issued or guaranteed by U.S. | $690,044,000 | 90 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $115,961,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $115,961,000 | 81 |
| 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) | $814,359,000 | 51 |
| Available-for-sale securities (fair market value) | $209,488,000 | 472 |
| Total debt securities | $1,010,590,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $36,586,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $793,287,000 | 192 |
| U.S. Government securities | $715,784,000 | 169 |
| U.S. Treasury securities | $70,428,000 | 198 |
| U.S. Government agency obligations | $645,356,000 | 162 |
| Securities issued by states & political subdivisions | $5,619,000 | 2,744 |
| Other domestic debt securities | $58,627,000 | 234 |
| Privately issued residential mortgage-backed securities | $56,869,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,758,000 | 1,492 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $13,257,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $691,149,000 | 93 |
| Mortgage-backed securities | $609,686,000 | 154 |
| Certificates of participation in pools of residential mortgages | $552,817,000 | 105 |
| Issued or guaranteed by U.S. | $552,817,000 | 102 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $56,869,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $56,869,000 | 100 |
| 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) | $130,281,000 | 233 |
| Available-for-sale securities (fair market value) | $663,006,000 | 183 |
| Total debt securities | $780,030,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $34,062,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $544,506,000 | 263 |
| U.S. Government securities | $494,906,000 | 237 |
| U.S. Treasury securities | $127,614,000 | 156 |
| U.S. Government agency obligations | $367,292,000 | 267 |
| Securities issued by states & political subdivisions | $8,677,000 | 1,693 |
| Other domestic debt securities | $30,880,000 | 275 |
| Privately issued residential mortgage-backed securities | $29,175,000 | 147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,705,000 | 1,159 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $10,043,000 | 434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $439,701,000 | 128 |
| Mortgage-backed securities | $331,599,000 | 235 |
| Certificates of participation in pools of residential mortgages | $302,424,000 | 174 |
| Issued or guaranteed by U.S. | $302,424,000 | 170 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $29,175,000 | 541 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $29,175,000 | 100 |
| 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) | $197,535,000 | 191 |
| Available-for-sale securities (fair market value) | $346,971,000 | 300 |
| Total debt securities | $534,463,000 | 258 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $37,943,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $382,187,000 | 383 |
| U.S. Government securities | $332,587,000 | 362 |
| U.S. Treasury securities | $46,035,000 | 509 |
| U.S. Government agency obligations | $286,552,000 | 338 |
| Securities issued by states & political subdivisions | $9,776,000 | 1,492 |
| Other domestic debt securities | $31,968,000 | 278 |
| Privately issued residential mortgage-backed securities | $31,968,000 | 164 |
| 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 | $7,856,000 | 515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,351,000 | 156 |
| Mortgage-backed securities | $275,764,000 | 287 |
| Certificates of participation in pools of residential mortgages | $243,796,000 | 213 |
| Issued or guaranteed by U.S. | $243,796,000 | 208 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $31,968,000 | 540 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $31,968,000 | 111 |
| 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) | $188,431,000 | 220 |
| Available-for-sale securities (fair market value) | $193,756,000 | 471 |
| Total debt securities | $374,331,000 | 382 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $6,672,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $296,667,000 | 482 |
| U.S. Government securities | $236,108,000 | 507 |
| U.S. Treasury securities | $36,457,000 | 780 |
| U.S. Government agency obligations | $199,651,000 | 446 |
| Securities issued by states & political subdivisions | $10,101,000 | 1,455 |
| Other domestic debt securities | $41,172,000 | 269 |
| Privately issued residential mortgage-backed securities | $41,172,000 | 150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $9,286,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $261,290,000 | 215 |
| Mortgage-backed securities | $218,788,000 | 359 |
| Certificates of participation in pools of residential mortgages | $177,616,000 | 278 |
| Issued or guaranteed by U.S. | $177,616,000 | 264 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $41,172,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $41,172,000 | 98 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $166,820,000 | 255 |
| Available-for-sale securities (fair market value) | $129,847,000 | 682 |
| Total debt securities | $287,381,000 | 481 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $7,517,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $271,375,000 | 545 |
| U.S. Government securities | $213,890,000 | 554 |
| U.S. Treasury securities | $70,668,000 | 479 |
| U.S. Government agency obligations | $143,222,000 | 565 |
| Securities issued by states & political subdivisions | $13,817,000 | 999 |
| Other domestic debt securities | $36,766,000 | 311 |
| Privately issued residential mortgage-backed securities | $36,766,000 | 155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $6,902,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,459,000 | 227 |
| Mortgage-backed securities | $137,287,000 | 507 |
| Certificates of participation in pools of residential mortgages | $100,521,000 | 424 |
| Issued or guaranteed by U.S. | $100,521,000 | 410 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $36,766,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $36,766,000 | 100 |
| 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) | $235,457,000 | 378 |
| Available-for-sale securities (fair market value) | $35,918,000 | 1,586 |
| Total debt securities | $264,473,000 | 549 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $7,857,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $249,163,000 | 601 |
| U.S. Government securities | $186,200,000 | 649 |
| U.S. Treasury securities | $52,249,000 | 724 |
| U.S. Government agency obligations | $133,951,000 | 600 |
| Securities issued by states & political subdivisions | $48,518,000 | 215 |
| Other domestic debt securities | $13,181,000 | 720 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,181,000 | 506 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-1,264,000 | 1,601 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $133,951,000 | 540 |
| Certificates of participation in pools of residential mortgages | $124,710,000 | 367 |
| Issued or guaranteed by U.S. | $124,710,000 | 341 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $9,241,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $9,241,000 | 1,693 |
| Privately issued | NA | NA |
| 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 | $247,899,000 | 591 |
| 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 | $193,402,000 | 712 |
| U.S. Government securities | $150,388,000 | 730 |
| U.S. Treasury securities | $47,745,000 | 775 |
| U.S. Government agency obligations | $102,643,000 | 719 |
| Securities issued by states & political subdivisions | $41,692,000 | 236 |
| Other domestic debt securities | $320,000 | 5,663 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $320,000 | 4,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-1,002,000 | 1,827 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $102,643,000 | 649 |
| Certificates of participation in pools of residential mortgages | $100,530,000 | 430 |
| Issued or guaranteed by U.S. | $100,530,000 | 400 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,113,000 | 3,963 |
| CMOs issued by government agencies or sponsored agencies | $2,113,000 | 3,642 |
| Privately issued | NA | NA |
| 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 | $192,400,000 | 700 |
| 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 |