Home > Southside Bank > Securities
Southside Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,608,655,000 | 121 |
| U.S. Government securities | $834,357,000 | 213 |
| U.S. Treasury securities | $139,725,000 | 192 |
| U.S. Government agency obligations | $694,632,000 | 219 |
| Securities issued by states & political subdivisions | $1,608,185,000 | 22 |
| Other domestic debt securities | $160,805,000 | 185 |
| 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 | $160,805,000 | 62 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,284,462,000 | 83 |
| Mortgage-backed securities | $694,632,000 | 195 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $534,423,000 | 141 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $125,179,000 | 207 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $32,546,000 | 225 |
| Other commercial mortgage-backed securities | $2,484,000 | 892 |
| Held to maturity securities (book value) | $1,307,053,000 | 74 |
| Available-for-sale securities (fair market value) | $1,296,294,000 | 163 |
| Total debt securities | $2,603,347,000 | 119 |
| 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 | $2,648,518,000 | 120 |
| U.S. Government securities | $736,033,000 | 227 |
| U.S. Treasury securities | $224,209,000 | 140 |
| U.S. Government agency obligations | $511,824,000 | 277 |
| Securities issued by states & political subdivisions | $1,747,477,000 | 20 |
| Other domestic debt securities | $159,936,000 | 195 |
| 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 | $159,936,000 | 64 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,478,110,000 | 78 |
| Mortgage-backed securities | $511,824,000 | 233 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $342,707,000 | 195 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $128,634,000 | 200 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $32,636,000 | 220 |
| Other commercial mortgage-backed securities | $7,847,000 | 564 |
| Held to maturity securities (book value) | $1,307,886,000 | 74 |
| Available-for-sale securities (fair market value) | $1,335,560,000 | 163 |
| Total debt securities | $2,643,446,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $2,653,528,000 | 123 |
| U.S. Government securities | $680,097,000 | 242 |
| U.S. Treasury securities | $298,998,000 | 109 |
| U.S. Government agency obligations | $381,099,000 | 341 |
| Securities issued by states & political subdivisions | $1,808,834,000 | 19 |
| Other domestic debt securities | $159,362,000 | 187 |
| 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 | $159,362,000 | 63 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,239,125,000 | 84 |
| Mortgage-backed securities | $381,099,000 | 277 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $207,277,000 | 287 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $132,876,000 | 195 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $32,899,000 | 217 |
| Other commercial mortgage-backed securities | $8,047,000 | 561 |
| Held to maturity securities (book value) | $1,308,472,000 | 72 |
| Available-for-sale securities (fair market value) | $1,339,821,000 | 165 |
| Total debt securities | $2,648,293,000 | 120 |
| 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 | $2,750,998,000 | 126 |
| U.S. Government securities | $661,539,000 | 261 |
| U.S. Treasury securities | $297,157,000 | 108 |
| U.S. Government agency obligations | $364,382,000 | 351 |
| Securities issued by states & political subdivisions | $1,924,526,000 | 21 |
| Other domestic debt securities | $159,614,000 | 201 |
| 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 | $159,614,000 | 65 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,130,203,000 | 84 |
| Mortgage-backed securities | $364,382,000 | 312 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $186,363,000 | 333 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $136,772,000 | 206 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,080,000 | 231 |
| Other commercial mortgage-backed securities | $8,167,000 | 574 |
| Held to maturity securities (book value) | $1,308,457,000 | 76 |
| Available-for-sale securities (fair market value) | $1,437,222,000 | 168 |
| Total debt securities | $2,745,679,000 | 124 |
| 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 | $2,630,978,000 | 134 |
| U.S. Government securities | $462,079,000 | 347 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $462,079,000 | 294 |
| Securities issued by states & political subdivisions | $2,002,408,000 | 22 |
| Other domestic debt securities | $161,256,000 | 207 |
| 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 | $161,256,000 | 71 |
| 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 | $1,819,931,000 | 81 |
| Mortgage-backed securities | $462,079,000 | 261 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $270,387,000 | 257 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $138,436,000 | 208 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $45,098,000 | 193 |
| Other commercial mortgage-backed securities | $8,158,000 | 579 |
| Held to maturity securities (book value) | $1,326,729,000 | 77 |
| Available-for-sale securities (fair market value) | $1,299,014,000 | 189 |
| Total debt securities | $2,625,743,000 | 132 |
| 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 | $2,580,991,000 | 139 |
| U.S. Government securities | $466,344,000 | 344 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $466,344,000 | 292 |
| Securities issued by states & political subdivisions | $1,956,548,000 | 26 |
| Other domestic debt securities | $152,875,000 | 207 |
| 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 | $152,875,000 | 77 |
| 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 | $1,575,984,000 | 87 |
| Mortgage-backed securities | $466,344,000 | 260 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $272,851,000 | 262 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $142,056,000 | 203 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $42,992,000 | 200 |
| Other commercial mortgage-backed securities | $8,445,000 | 597 |
| Held to maturity securities (book value) | $1,151,205,000 | 87 |
| Available-for-sale securities (fair market value) | $1,424,562,000 | 177 |
| Total debt securities | $2,575,767,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,822,480,000 | 131 |
| U.S. Government securities | $610,550,000 | 292 |
| U.S. Treasury securities | $39,663,000 | 665 |
| U.S. Government agency obligations | $570,887,000 | 265 |
| Securities issued by states & political subdivisions | $2,052,296,000 | 26 |
| Other domestic debt securities | $154,180,000 | 187 |
| 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 | $154,180,000 | 80 |
| 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 | $1,410,870,000 | 93 |
| Mortgage-backed securities | $570,887,000 | 245 |
| Certificates of participation in pools of residential mortgages | $330,400,000 | 239 |
| Issued or guaranteed by U.S. | $330,400,000 | 238 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $184,606,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $184,606,000 | 173 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $55,881,000 | 336 |
| Commercial mortgage pass-through securities | $46,751,000 | 192 |
| Other commercial mortgage-backed securities | $9,130,000 | 613 |
| Held to maturity securities (book value) | $1,083,672,000 | 90 |
| Available-for-sale securities (fair market value) | $1,733,354,000 | 158 |
| Total debt securities | $2,817,026,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,545,948,000 | 142 |
| U.S. Government securities | $446,218,000 | 361 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $446,218,000 | 318 |
| Securities issued by states & political subdivisions | $1,952,758,000 | 27 |
| Other domestic debt securities | $141,327,000 | 198 |
| Privately issued residential mortgage-backed securities | $1,000 | 715 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $141,326,000 | 84 |
| 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 | $1,486,679,000 | 87 |
| Mortgage-backed securities | $446,219,000 | 289 |
| Certificates of participation in pools of residential mortgages | $115,459,000 | 526 |
| Issued or guaranteed by U.S. | $115,459,000 | 522 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $203,218,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $203,217,000 | 164 |
| Privately issued | $1,000 | 529 |
| Commercial mortgage-backed securities | $127,542,000 | 199 |
| Commercial mortgage pass-through securities | $98,071,000 | 122 |
| Other commercial mortgage-backed securities | $29,471,000 | 328 |
| Held to maturity securities (book value) | $474,319,000 | 135 |
| Available-for-sale securities (fair market value) | $2,065,984,000 | 141 |
| Total debt securities | $2,540,303,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $2,861,025,000 | 133 |
| U.S. Government securities | $666,844,000 | 266 |
| U.S. Treasury securities | $58,877,000 | 306 |
| U.S. Government agency obligations | $607,967,000 | 266 |
| Securities issued by states & political subdivisions | $2,052,724,000 | 26 |
| Other domestic debt securities | $135,537,000 | 195 |
| Privately issued residential mortgage-backed securities | $5,000 | 674 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $135,532,000 | 89 |
| 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 | $1,612,015,000 | 84 |
| Mortgage-backed securities | $607,972,000 | 238 |
| Certificates of participation in pools of residential mortgages | $167,504,000 | 374 |
| Issued or guaranteed by U.S. | $167,504,000 | 372 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $297,490,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $297,485,000 | 139 |
| Privately issued | $5,000 | 478 |
| Commercial mortgage-backed securities | $142,978,000 | 191 |
| Commercial mortgage pass-through securities | $99,971,000 | 124 |
| Other commercial mortgage-backed securities | $43,007,000 | 274 |
| Held to maturity securities (book value) | $90,780,000 | 275 |
| Available-for-sale securities (fair market value) | $2,764,325,000 | 122 |
| Total debt securities | $2,855,105,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $2,851,559,000 | 131 |
| U.S. Government securities | $757,609,000 | 247 |
| U.S. Treasury securities | $43,547,000 | 307 |
| U.S. Government agency obligations | $714,062,000 | 233 |
| Securities issued by states & political subdivisions | $1,968,265,000 | 25 |
| Other domestic debt securities | $119,709,000 | 197 |
| Privately issued residential mortgage-backed securities | $10,000 | 642 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $119,699,000 | 94 |
| 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 | $1,476,169,000 | 86 |
| Mortgage-backed securities | $714,072,000 | 211 |
| Certificates of participation in pools of residential mortgages | $200,385,000 | 325 |
| Issued or guaranteed by U.S. | $200,385,000 | 324 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $353,821,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $353,811,000 | 133 |
| Privately issued | $10,000 | 459 |
| Commercial mortgage-backed securities | $159,866,000 | 181 |
| Commercial mortgage pass-through securities | $112,567,000 | 113 |
| Other commercial mortgage-backed securities | $47,299,000 | 263 |
| Held to maturity securities (book value) | $92,479,000 | 252 |
| Available-for-sale securities (fair market value) | $2,753,104,000 | 121 |
| Total debt securities | $2,845,583,000 | 130 |
| 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 | $2,866,889,000 | 131 |
| U.S. Government securities | $880,832,000 | 211 |
| U.S. Treasury securities | $43,736,000 | 261 |
| U.S. Government agency obligations | $837,096,000 | 203 |
| Securities issued by states & political subdivisions | $1,865,787,000 | 26 |
| Other domestic debt securities | $114,266,000 | 200 |
| Privately issued residential mortgage-backed securities | $19,000 | 636 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $114,247,000 | 99 |
| 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 | $1,485,321,000 | 84 |
| Mortgage-backed securities | $837,115,000 | 183 |
| Certificates of participation in pools of residential mortgages | $274,835,000 | 252 |
| Issued or guaranteed by U.S. | $274,835,000 | 251 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $400,236,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $400,217,000 | 124 |
| Privately issued | $19,000 | 435 |
| Commercial mortgage-backed securities | $162,044,000 | 169 |
| Commercial mortgage pass-through securities | $113,417,000 | 108 |
| Other commercial mortgage-backed securities | $48,627,000 | 243 |
| Held to maturity securities (book value) | $94,850,000 | 235 |
| Available-for-sale securities (fair market value) | $2,766,035,000 | 117 |
| Total debt securities | $2,860,885,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $2,651,071,000 | 129 |
| U.S. Government securities | $959,717,000 | 187 |
| U.S. Treasury securities | $42,477,000 | 191 |
| U.S. Government agency obligations | $917,240,000 | 181 |
| Securities issued by states & political subdivisions | $1,592,553,000 | 29 |
| Other domestic debt securities | $92,813,000 | 213 |
| Privately issued residential mortgage-backed securities | $30,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $92,783,000 | 102 |
| 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 | $1,469,751,000 | 81 |
| Mortgage-backed securities | $917,270,000 | 164 |
| Certificates of participation in pools of residential mortgages | $311,564,000 | 218 |
| Issued or guaranteed by U.S. | $311,564,000 | 217 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $440,784,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $440,754,000 | 107 |
| Privately issued | $30,000 | 422 |
| Commercial mortgage-backed securities | $164,922,000 | 163 |
| Commercial mortgage pass-through securities | $115,641,000 | 101 |
| Other commercial mortgage-backed securities | $49,281,000 | 226 |
| Held to maturity securities (book value) | $98,159,000 | 214 |
| Available-for-sale securities (fair market value) | $2,546,924,000 | 116 |
| Total debt securities | $2,645,084,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $2,702,397,000 | 125 |
| U.S. Government securities | $1,036,508,000 | 172 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,036,508,000 | 160 |
| Securities issued by states & political subdivisions | $1,581,501,000 | 30 |
| Other domestic debt securities | $78,294,000 | 221 |
| Privately issued residential mortgage-backed securities | $39,000 | 606 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $78,255,000 | 107 |
| 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 | $1,560,340,000 | 79 |
| Mortgage-backed securities | $1,036,547,000 | 147 |
| Certificates of participation in pools of residential mortgages | $355,780,000 | 181 |
| Issued or guaranteed by U.S. | $355,780,000 | 180 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $502,178,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $502,139,000 | 98 |
| Privately issued | $39,000 | 412 |
| Commercial mortgage-backed securities | $178,589,000 | 157 |
| Commercial mortgage pass-through securities | $127,289,000 | 87 |
| Other commercial mortgage-backed securities | $51,300,000 | 208 |
| Held to maturity securities (book value) | $108,998,000 | 179 |
| Available-for-sale securities (fair market value) | $2,587,305,000 | 111 |
| Total debt securities | $2,696,304,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,754,719,000 | 120 |
| U.S. Government securities | $1,187,100,000 | 146 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,187,100,000 | 139 |
| Securities issued by states & political subdivisions | $1,513,761,000 | 29 |
| Other domestic debt securities | $47,747,000 | 301 |
| Privately issued residential mortgage-backed securities | $47,000 | 600 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $47,700,000 | 160 |
| 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 | $1,510,212,000 | 83 |
| Mortgage-backed securities | $1,187,147,000 | 131 |
| Certificates of participation in pools of residential mortgages | $401,361,000 | 158 |
| Issued or guaranteed by U.S. | $401,361,000 | 154 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $597,160,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $597,113,000 | 86 |
| Privately issued | $47,000 | 399 |
| Commercial mortgage-backed securities | $188,626,000 | 146 |
| Commercial mortgage pass-through securities | $135,619,000 | 80 |
| Other commercial mortgage-backed securities | $53,007,000 | 196 |
| Held to maturity securities (book value) | $115,089,000 | 166 |
| Available-for-sale securities (fair market value) | $2,633,519,000 | 109 |
| Total debt securities | $2,748,607,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,806,016,000 | 115 |
| U.S. Government securities | $1,321,075,000 | 138 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,321,075,000 | 124 |
| Securities issued by states & political subdivisions | $1,471,778,000 | 25 |
| Other domestic debt securities | $7,052,000 | 845 |
| Privately issued residential mortgage-backed securities | $61,000 | 576 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,991,000 | 575 |
| 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 | $1,529,272,000 | 80 |
| Mortgage-backed securities | $1,321,136,000 | 120 |
| Certificates of participation in pools of residential mortgages | $458,865,000 | 137 |
| Issued or guaranteed by U.S. | $458,865,000 | 135 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $670,927,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $670,866,000 | 81 |
| Privately issued | $61,000 | 378 |
| Commercial mortgage-backed securities | $191,344,000 | 142 |
| Commercial mortgage pass-through securities | $136,435,000 | 79 |
| Other commercial mortgage-backed securities | $54,909,000 | 188 |
| Held to maturity securities (book value) | $120,384,000 | 164 |
| Available-for-sale securities (fair market value) | $2,679,521,000 | 105 |
| Total debt securities | $2,799,905,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $2,953,576,000 | 105 |
| U.S. Government securities | $1,469,410,000 | 128 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,469,410,000 | 118 |
| Securities issued by states & political subdivisions | $1,468,621,000 | 25 |
| Other domestic debt securities | $9,484,000 | 709 |
| Privately issued residential mortgage-backed securities | $73,000 | 589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $9,411,000 | 461 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,636,892,000 | 77 |
| Mortgage-backed securities | $1,469,483,000 | 114 |
| Certificates of participation in pools of residential mortgages | $546,997,000 | 115 |
| Issued or guaranteed by U.S. | $546,997,000 | 115 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $723,313,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $723,240,000 | 75 |
| Privately issued | $73,000 | 378 |
| Commercial mortgage-backed securities | $199,173,000 | 141 |
| Commercial mortgage pass-through securities | $148,635,000 | 78 |
| Other commercial mortgage-backed securities | $50,538,000 | 203 |
| Held to maturity securities (book value) | $134,491,000 | 158 |
| Available-for-sale securities (fair market value) | $2,813,024,000 | 96 |
| Total debt securities | $2,947,515,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $2,499,425,000 | 115 |
| U.S. Government securities | $1,677,546,000 | 118 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,677,546,000 | 110 |
| Securities issued by states & political subdivisions | $805,690,000 | 38 |
| Other domestic debt securities | $10,224,000 | 646 |
| Privately issued residential mortgage-backed securities | $87,000 | 554 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $10,137,000 | 413 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,094,037,000 | 90 |
| Mortgage-backed securities | $1,677,633,000 | 107 |
| Certificates of participation in pools of residential mortgages | $590,453,000 | 109 |
| Issued or guaranteed by U.S. | $590,453,000 | 109 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $779,890,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $779,803,000 | 75 |
| Privately issued | $87,000 | 369 |
| Commercial mortgage-backed securities | $307,290,000 | 106 |
| Commercial mortgage pass-through securities | $148,271,000 | 70 |
| Other commercial mortgage-backed securities | $159,019,000 | 111 |
| Held to maturity securities (book value) | $134,863,000 | 169 |
| Available-for-sale securities (fair market value) | $2,358,597,000 | 108 |
| Total debt securities | $2,493,460,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,387,329,000 | 120 |
| U.S. Government securities | $1,715,283,000 | 115 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,715,283,000 | 105 |
| Securities issued by states & political subdivisions | $662,988,000 | 42 |
| Other domestic debt securities | $3,065,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $109,000 | 584 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,956,000 | 801 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $871,873,000 | 103 |
| Mortgage-backed securities | $1,715,392,000 | 102 |
| Certificates of participation in pools of residential mortgages | $611,418,000 | 107 |
| Issued or guaranteed by U.S. | $611,418,000 | 107 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $787,110,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $787,001,000 | 76 |
| Privately issued | $109,000 | 360 |
| Commercial mortgage-backed securities | $316,864,000 | 102 |
| Commercial mortgage pass-through securities | $155,178,000 | 64 |
| Other commercial mortgage-backed securities | $161,686,000 | 107 |
| Held to maturity securities (book value) | $140,955,000 | 168 |
| Available-for-sale securities (fair market value) | $2,240,381,000 | 109 |
| Total debt securities | $2,381,336,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,241,826,000 | 119 |
| U.S. Government securities | $1,700,925,000 | 116 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,700,925,000 | 104 |
| Securities issued by states & political subdivisions | $531,873,000 | 52 |
| Other domestic debt securities | $3,080,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $121,000 | 550 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,959,000 | 801 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $949,241,000 | 102 |
| Mortgage-backed securities | $1,701,046,000 | 103 |
| Certificates of participation in pools of residential mortgages | $638,897,000 | 103 |
| Issued or guaranteed by U.S. | $638,897,000 | 103 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $739,845,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $739,724,000 | 79 |
| Privately issued | $121,000 | 367 |
| Commercial mortgage-backed securities | $322,304,000 | 93 |
| Commercial mortgage pass-through securities | $160,756,000 | 59 |
| Other commercial mortgage-backed securities | $161,548,000 | 105 |
| Held to maturity securities (book value) | $147,091,000 | 171 |
| Available-for-sale securities (fair market value) | $2,088,787,000 | 112 |
| Total debt securities | $2,235,878,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $2,029,550,000 | 123 |
| U.S. Government securities | $1,564,336,000 | 120 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,564,336,000 | 107 |
| Securities issued by states & political subdivisions | $456,296,000 | 56 |
| Other domestic debt securities | $3,054,000 | 1,085 |
| Privately issued residential mortgage-backed securities | $133,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,921,000 | 799 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,031,016,000 | 95 |
| Mortgage-backed securities | $1,564,469,000 | 101 |
| Certificates of participation in pools of residential mortgages | $353,862,000 | 150 |
| Issued or guaranteed by U.S. | $353,862,000 | 150 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $709,560,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $709,427,000 | 80 |
| Privately issued | $133,000 | 376 |
| Commercial mortgage-backed securities | $501,047,000 | 63 |
| Commercial mortgage pass-through securities | $159,883,000 | 58 |
| Other commercial mortgage-backed securities | $341,164,000 | 60 |
| Held to maturity securities (book value) | $147,431,000 | 181 |
| Available-for-sale securities (fair market value) | $1,876,255,000 | 114 |
| Total debt securities | $2,023,686,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $2,158,158,000 | 123 |
| U.S. Government securities | $1,429,825,000 | 130 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,429,825,000 | 116 |
| Securities issued by states & political subdivisions | $719,684,000 | 42 |
| Other domestic debt securities | $2,858,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $149,000 | 516 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,709,000 | 825 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,077,969,000 | 95 |
| Mortgage-backed securities | $1,429,974,000 | 107 |
| Certificates of participation in pools of residential mortgages | $87,991,000 | 456 |
| Issued or guaranteed by U.S. | $87,991,000 | 453 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $704,636,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $704,487,000 | 81 |
| Privately issued | $149,000 | 366 |
| Commercial mortgage-backed securities | $637,347,000 | 51 |
| Commercial mortgage pass-through securities | $181,263,000 | 54 |
| Other commercial mortgage-backed securities | $456,084,000 | 48 |
| Held to maturity securities (book value) | $162,931,000 | 177 |
| Available-for-sale securities (fair market value) | $1,989,436,000 | 113 |
| Total debt securities | $2,152,367,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $2,108,377,000 | 122 |
| U.S. Government securities | $1,397,298,000 | 126 |
| U.S. Treasury securities | $19,748,000 | 281 |
| U.S. Government agency obligations | $1,377,550,000 | 115 |
| Securities issued by states & political subdivisions | $702,156,000 | 47 |
| Other domestic debt securities | $3,188,000 | 1,008 |
| Privately issued residential mortgage-backed securities | $161,000 | 461 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $3,027,000 | 770 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,149,075,000 | 89 |
| Mortgage-backed securities | $1,377,711,000 | 108 |
| Certificates of participation in pools of residential mortgages | $46,991,000 | 702 |
| Issued or guaranteed by U.S. | $46,991,000 | 699 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $700,286,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $700,125,000 | 81 |
| Privately issued | $161,000 | 368 |
| Commercial mortgage-backed securities | $630,434,000 | 48 |
| Commercial mortgage pass-through securities | $180,412,000 | 50 |
| Other commercial mortgage-backed securities | $450,022,000 | 47 |
| Held to maturity securities (book value) | $163,365,000 | 182 |
| Available-for-sale securities (fair market value) | $1,939,277,000 | 112 |
| Total debt securities | $2,102,642,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,208,050,000 | 117 |
| U.S. Government securities | $1,399,853,000 | 122 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,399,853,000 | 113 |
| Securities issued by states & political subdivisions | $799,210,000 | 42 |
| Other domestic debt securities | $3,207,000 | 1,144 |
| Privately issued residential mortgage-backed securities | $175,000 | 715 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $3,032,000 | 767 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,234,207,000 | 87 |
| Mortgage-backed securities | $1,400,028,000 | 106 |
| Certificates of participation in pools of residential mortgages | $24,670,000 | 1,182 |
| Issued or guaranteed by U.S. | $24,670,000 | 1,146 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $734,448,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $734,273,000 | 77 |
| Privately issued | $175,000 | 378 |
| Commercial mortgage-backed securities | $640,910,000 | 47 |
| Commercial mortgage pass-through securities | $187,417,000 | 49 |
| Other commercial mortgage-backed securities | $453,493,000 | 45 |
| Held to maturity securities (book value) | $164,276,000 | 177 |
| Available-for-sale securities (fair market value) | $2,037,994,000 | 109 |
| Total debt securities | $2,202,270,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,233,211,000 | 113 |
| U.S. Government securities | $1,437,630,000 | 118 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,437,630,000 | 109 |
| Securities issued by states & political subdivisions | $784,565,000 | 42 |
| Other domestic debt securities | $5,191,000 | 807 |
| Privately issued residential mortgage-backed securities | $193,000 | 421 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $4,998,000 | 623 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,338,683,000 | 80 |
| Mortgage-backed securities | $1,437,823,000 | 99 |
| Certificates of participation in pools of residential mortgages | $26,649,000 | 1,138 |
| Issued or guaranteed by U.S. | $26,649,000 | 1,135 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $765,397,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $765,204,000 | 70 |
| Privately issued | $193,000 | 391 |
| Commercial mortgage-backed securities | $645,777,000 | 46 |
| Commercial mortgage pass-through securities | $188,591,000 | 47 |
| Other commercial mortgage-backed securities | $457,186,000 | 44 |
| Held to maturity securities (book value) | $164,847,000 | 176 |
| Available-for-sale securities (fair market value) | $2,062,539,000 | 108 |
| Total debt securities | $2,227,386,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,448,261,000 | 105 |
| U.S. Government securities | $1,614,124,000 | 105 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,614,124,000 | 98 |
| Securities issued by states & political subdivisions | $806,296,000 | 39 |
| Other domestic debt securities | $21,921,000 | 359 |
| Privately issued residential mortgage-backed securities | $16,866,000 | 96 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $5,055,000 | 618 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,920,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,241,749,000 | 85 |
| Mortgage-backed securities | $1,522,121,000 | 95 |
| Certificates of participation in pools of residential mortgages | $26,951,000 | 1,154 |
| Issued or guaranteed by U.S. | $26,951,000 | 1,152 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $820,122,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $803,256,000 | 64 |
| Privately issued | $16,866,000 | 92 |
| Commercial mortgage-backed securities | $675,048,000 | 44 |
| Commercial mortgage pass-through securities | $194,264,000 | 44 |
| Other commercial mortgage-backed securities | $480,784,000 | 42 |
| Held to maturity securities (book value) | $909,506,000 | 64 |
| Available-for-sale securities (fair market value) | $1,538,755,000 | 123 |
| Total debt securities | $2,442,341,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,201,916,000 | 110 |
| U.S. Government securities | $1,436,510,000 | 111 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,436,510,000 | 103 |
| Securities issued by states & political subdivisions | $752,402,000 | 42 |
| Other domestic debt securities | $7,044,000 | 703 |
| Privately issued residential mortgage-backed securities | $1,929,000 | 234 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $5,115,000 | 632 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $5,960,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,148,501,000 | 89 |
| Mortgage-backed securities | $1,438,439,000 | 97 |
| Certificates of participation in pools of residential mortgages | $31,384,000 | 1,057 |
| Issued or guaranteed by U.S. | $31,384,000 | 1,057 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $715,594,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $713,665,000 | 68 |
| Privately issued | $1,929,000 | 221 |
| Commercial mortgage-backed securities | $691,461,000 | 43 |
| Commercial mortgage pass-through securities | $190,068,000 | 38 |
| Other commercial mortgage-backed securities | $501,393,000 | 41 |
| Held to maturity securities (book value) | $909,844,000 | 65 |
| Available-for-sale securities (fair market value) | $1,292,072,000 | 136 |
| Total debt securities | $2,195,956,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,323,349,000 | 105 |
| U.S. Government securities | $1,564,322,000 | 108 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,564,322,000 | 99 |
| Securities issued by states & political subdivisions | $745,984,000 | 41 |
| Other domestic debt securities | $7,089,000 | 706 |
| Privately issued residential mortgage-backed securities | $1,945,000 | 240 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $5,144,000 | 636 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $5,954,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,212,818,000 | 84 |
| Mortgage-backed securities | $1,566,267,000 | 91 |
| Certificates of participation in pools of residential mortgages | $34,222,000 | 1,003 |
| Issued or guaranteed by U.S. | $34,222,000 | 1,002 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $749,664,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $747,719,000 | 67 |
| Privately issued | $1,945,000 | 225 |
| Commercial mortgage-backed securities | $782,381,000 | 39 |
| Commercial mortgage pass-through securities | $198,695,000 | 39 |
| Other commercial mortgage-backed securities | $583,686,000 | 38 |
| Held to maturity securities (book value) | $925,538,000 | 65 |
| Available-for-sale securities (fair market value) | $1,397,811,000 | 122 |
| Total debt securities | $2,317,395,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,373,836,000 | 104 |
| U.S. Government securities | $1,613,960,000 | 102 |
| U.S. Treasury securities | $59,214,000 | 133 |
| U.S. Government agency obligations | $1,554,746,000 | 94 |
| Securities issued by states & political subdivisions | $741,980,000 | 41 |
| Other domestic debt securities | $11,976,000 | 544 |
| Privately issued residential mortgage-backed securities | $5,318,000 | 165 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $6,658,000 | 562 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $5,920,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,289,567,000 | 81 |
| Mortgage-backed securities | $1,560,064,000 | 90 |
| Certificates of participation in pools of residential mortgages | $37,799,000 | 965 |
| Issued or guaranteed by U.S. | $37,799,000 | 965 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $779,078,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $773,760,000 | 65 |
| Privately issued | $5,318,000 | 158 |
| Commercial mortgage-backed securities | $743,187,000 | 39 |
| Commercial mortgage pass-through securities | $208,297,000 | 36 |
| Other commercial mortgage-backed securities | $534,890,000 | 39 |
| Held to maturity securities (book value) | $929,793,000 | 66 |
| Available-for-sale securities (fair market value) | $1,444,043,000 | 120 |
| Total debt securities | $2,367,916,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,417,087,000 | 103 |
| U.S. Government securities | $1,593,166,000 | 102 |
| U.S. Treasury securities | $70,069,000 | 118 |
| U.S. Government agency obligations | $1,523,097,000 | 97 |
| Securities issued by states & political subdivisions | $811,007,000 | 40 |
| Other domestic debt securities | $6,994,000 | 720 |
| Privately issued residential mortgage-backed securities | $343,000 | 445 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $6,651,000 | 547 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $5,920,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,504,078,000 | 68 |
| Mortgage-backed securities | $1,523,440,000 | 91 |
| Certificates of participation in pools of residential mortgages | $39,773,000 | 927 |
| Issued or guaranteed by U.S. | $39,773,000 | 927 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $724,047,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $723,704,000 | 68 |
| Privately issued | $343,000 | 420 |
| Commercial mortgage-backed securities | $759,620,000 | 38 |
| Commercial mortgage pass-through securities | $207,347,000 | 32 |
| Other commercial mortgage-backed securities | $552,273,000 | 38 |
| Held to maturity securities (book value) | $937,487,000 | 65 |
| Available-for-sale securities (fair market value) | $1,479,600,000 | 111 |
| Total debt securities | $2,411,167,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,397,810,000 | 103 |
| U.S. Government securities | $1,580,590,000 | 102 |
| U.S. Treasury securities | $79,847,000 | 98 |
| U.S. Government agency obligations | $1,500,743,000 | 100 |
| Securities issued by states & political subdivisions | $802,907,000 | 37 |
| Other domestic debt securities | $8,202,000 | 667 |
| Privately issued residential mortgage-backed securities | $372,000 | 440 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $7,830,000 | 511 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $6,111,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,405,702,000 | 74 |
| Mortgage-backed securities | $1,501,115,000 | 89 |
| Certificates of participation in pools of residential mortgages | $64,281,000 | 634 |
| Issued or guaranteed by U.S. | $64,281,000 | 634 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $671,211,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $670,839,000 | 74 |
| Privately issued | $372,000 | 419 |
| Commercial mortgage-backed securities | $765,623,000 | 37 |
| Commercial mortgage pass-through securities | $195,013,000 | 30 |
| Other commercial mortgage-backed securities | $570,610,000 | 39 |
| Held to maturity securities (book value) | $775,682,000 | 70 |
| Available-for-sale securities (fair market value) | $1,622,128,000 | 106 |
| Total debt securities | $2,391,699,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,201,260,000 | 107 |
| U.S. Government securities | $1,508,790,000 | 104 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,508,790,000 | 99 |
| Securities issued by states & political subdivisions | $678,111,000 | 40 |
| Other domestic debt securities | $8,220,000 | 675 |
| Privately issued residential mortgage-backed securities | $398,000 | 452 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,822,000 | 510 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $6,139,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,127,151,000 | 86 |
| Mortgage-backed securities | $1,509,188,000 | 89 |
| Certificates of participation in pools of residential mortgages | $67,922,000 | 602 |
| Issued or guaranteed by U.S. | $67,922,000 | 600 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $645,832,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $645,434,000 | 75 |
| Privately issued | $398,000 | 427 |
| Commercial mortgage-backed securities | $795,434,000 | 38 |
| Commercial mortgage pass-through securities | $199,429,000 | 30 |
| Other commercial mortgage-backed securities | $596,005,000 | 38 |
| Held to maturity securities (book value) | $784,925,000 | 70 |
| Available-for-sale securities (fair market value) | $1,416,335,000 | 113 |
| Total debt securities | $2,195,121,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,116,960,000 | 106 |
| U.S. Government securities | $1,434,510,000 | 107 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,434,510,000 | 103 |
| Securities issued by states & political subdivisions | $663,114,000 | 38 |
| Other domestic debt securities | $13,236,000 | 517 |
| Privately issued residential mortgage-backed securities | $427,000 | 443 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $12,809,000 | 373 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $6,100,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,133,005,000 | 88 |
| Mortgage-backed securities | $1,434,937,000 | 93 |
| Certificates of participation in pools of residential mortgages | $62,716,000 | 649 |
| Issued or guaranteed by U.S. | $62,716,000 | 649 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $536,437,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $536,010,000 | 84 |
| Privately issued | $427,000 | 422 |
| Commercial mortgage-backed securities | $835,784,000 | 34 |
| Commercial mortgage pass-through securities | $200,068,000 | 29 |
| Other commercial mortgage-backed securities | $635,716,000 | 32 |
| Held to maturity securities (book value) | $784,579,000 | 72 |
| Available-for-sale securities (fair market value) | $1,332,381,000 | 121 |
| Total debt securities | $2,110,860,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,244,788,000 | 102 |
| U.S. Government securities | $1,595,796,000 | 99 |
| U.S. Treasury securities | $103,587,000 | 84 |
| U.S. Government agency obligations | $1,492,209,000 | 99 |
| Securities issued by states & political subdivisions | $629,742,000 | 41 |
| Other domestic debt securities | $13,234,000 | 501 |
| Privately issued residential mortgage-backed securities | $444,000 | 441 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $12,790,000 | 362 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $6,016,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,334,599,000 | 84 |
| Mortgage-backed securities | $1,492,653,000 | 87 |
| Certificates of participation in pools of residential mortgages | $103,888,000 | 412 |
| Issued or guaranteed by U.S. | $103,888,000 | 411 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $515,992,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $515,548,000 | 86 |
| Privately issued | $444,000 | 423 |
| Commercial mortgage-backed securities | $872,773,000 | 34 |
| Commercial mortgage pass-through securities | $200,347,000 | 26 |
| Other commercial mortgage-backed securities | $672,426,000 | 30 |
| Held to maturity securities (book value) | $784,296,000 | 70 |
| Available-for-sale securities (fair market value) | $1,460,492,000 | 110 |
| Total debt securities | $2,238,772,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,146,909,000 | 102 |
| U.S. Government securities | $1,473,458,000 | 104 |
| U.S. Treasury securities | $10,086,000 | 361 |
| U.S. Government agency obligations | $1,463,372,000 | 100 |
| Securities issued by states & political subdivisions | $654,036,000 | 38 |
| Other domestic debt securities | $13,332,000 | 504 |
| Privately issued residential mortgage-backed securities | $469,000 | 447 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $12,863,000 | 361 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $6,083,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,044,560,000 | 94 |
| Mortgage-backed securities | $1,458,897,000 | 87 |
| Certificates of participation in pools of residential mortgages | $110,985,000 | 388 |
| Issued or guaranteed by U.S. | $110,985,000 | 387 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $549,886,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $549,417,000 | 82 |
| Privately issued | $469,000 | 426 |
| Commercial mortgage-backed securities | $798,026,000 | 34 |
| Commercial mortgage pass-through securities | $182,713,000 | 25 |
| Other commercial mortgage-backed securities | $615,313,000 | 30 |
| Held to maturity securities (book value) | $771,914,000 | 70 |
| Available-for-sale securities (fair market value) | $1,374,995,000 | 109 |
| Total debt securities | $2,140,826,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,209,702,000 | 101 |
| U.S. Government securities | $1,556,307,000 | 99 |
| U.S. Treasury securities | $100,523,000 | 81 |
| U.S. Government agency obligations | $1,455,784,000 | 98 |
| Securities issued by states & political subdivisions | $633,632,000 | 40 |
| Other domestic debt securities | $13,736,000 | 489 |
| Privately issued residential mortgage-backed securities | $533,000 | 443 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $13,203,000 | 350 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $6,027,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,103,578,000 | 92 |
| Mortgage-backed securities | $1,451,471,000 | 92 |
| Certificates of participation in pools of residential mortgages | $124,645,000 | 349 |
| Issued or guaranteed by U.S. | $124,645,000 | 347 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $642,835,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $642,302,000 | 73 |
| Privately issued | $533,000 | 422 |
| Commercial mortgage-backed securities | $683,991,000 | 34 |
| Commercial mortgage pass-through securities | $148,299,000 | 31 |
| Other commercial mortgage-backed securities | $535,692,000 | 30 |
| Held to maturity securities (book value) | $743,881,000 | 73 |
| Available-for-sale securities (fair market value) | $1,465,821,000 | 110 |
| Total debt securities | $2,203,675,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,071,411,000 | 109 |
| U.S. Government securities | $1,419,083,000 | 104 |
| U.S. Treasury securities | $25,153,000 | 209 |
| U.S. Government agency obligations | $1,393,930,000 | 101 |
| Securities issued by states & political subdivisions | $632,435,000 | 38 |
| Other domestic debt securities | $13,787,000 | 497 |
| Privately issued residential mortgage-backed securities | $558,000 | 472 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $13,229,000 | 353 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $6,106,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,089,269,000 | 96 |
| Mortgage-backed securities | $1,389,570,000 | 95 |
| Certificates of participation in pools of residential mortgages | $149,853,000 | 300 |
| Issued or guaranteed by U.S. | $149,853,000 | 298 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $704,856,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $704,298,000 | 69 |
| Privately issued | $558,000 | 448 |
| Commercial mortgage-backed securities | $534,861,000 | 37 |
| Commercial mortgage pass-through securities | $95,957,000 | 38 |
| Other commercial mortgage-backed securities | $438,904,000 | 35 |
| Held to maturity securities (book value) | $637,536,000 | 78 |
| Available-for-sale securities (fair market value) | $1,433,875,000 | 110 |
| Total debt securities | $2,065,305,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,091,027,000 | 104 |
| U.S. Government securities | $1,414,646,000 | 104 |
| U.S. Treasury securities | $14,906,000 | 298 |
| U.S. Government agency obligations | $1,399,740,000 | 99 |
| Securities issued by states & political subdivisions | $656,507,000 | 34 |
| Other domestic debt securities | $13,825,000 | 500 |
| Privately issued residential mortgage-backed securities | $586,000 | 469 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $13,239,000 | 352 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,049,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,122,295,000 | 95 |
| Mortgage-backed securities | $1,395,498,000 | 95 |
| Certificates of participation in pools of residential mortgages | $255,427,000 | 179 |
| Issued or guaranteed by U.S. | $255,427,000 | 178 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $761,088,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $760,502,000 | 67 |
| Privately issued | $586,000 | 443 |
| Commercial mortgage-backed securities | $378,983,000 | 41 |
| Commercial mortgage pass-through securities | $97,419,000 | 38 |
| Other commercial mortgage-backed securities | $281,564,000 | 41 |
| Held to maturity securities (book value) | $642,319,000 | 77 |
| Available-for-sale securities (fair market value) | $1,448,708,000 | 110 |
| Total debt securities | $2,084,978,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,641,807,000 | 120 |
| U.S. Government securities | $965,218,000 | 130 |
| U.S. Treasury securities | $34,771,000 | 151 |
| U.S. Government agency obligations | $930,447,000 | 132 |
| Securities issued by states & political subdivisions | $662,720,000 | 33 |
| Other domestic debt securities | $13,869,000 | 503 |
| Privately issued residential mortgage-backed securities | $610,000 | 491 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $13,259,000 | 358 |
| 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 | $918,606,000 | 103 |
| Mortgage-backed securities | $931,057,000 | 118 |
| Certificates of participation in pools of residential mortgages | $50,943,000 | 835 |
| Issued or guaranteed by U.S. | $50,943,000 | 834 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $585,129,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $584,519,000 | 81 |
| Privately issued | $610,000 | 468 |
| Commercial mortgage-backed securities | $294,985,000 | 46 |
| Commercial mortgage pass-through securities | $87,029,000 | 41 |
| Other commercial mortgage-backed securities | $207,956,000 | 45 |
| Held to maturity securities (book value) | $646,057,000 | 73 |
| Available-for-sale securities (fair market value) | $995,750,000 | 145 |
| Total debt securities | $1,641,807,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,754,528,000 | 115 |
| U.S. Government securities | $1,041,149,000 | 122 |
| U.S. Treasury securities | $29,406,000 | 163 |
| U.S. Government agency obligations | $1,011,743,000 | 123 |
| Securities issued by states & political subdivisions | $699,452,000 | 31 |
| Other domestic debt securities | $13,927,000 | 513 |
| Privately issued residential mortgage-backed securities | $656,000 | 485 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $13,271,000 | 356 |
| 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 | $976,598,000 | 102 |
| Mortgage-backed securities | $1,012,399,000 | 115 |
| Certificates of participation in pools of residential mortgages | $56,872,000 | 773 |
| Issued or guaranteed by U.S. | $56,872,000 | 773 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $654,440,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $653,784,000 | 76 |
| Privately issued | $656,000 | 464 |
| Commercial mortgage-backed securities | $301,087,000 | 43 |
| Commercial mortgage pass-through securities | $87,248,000 | 42 |
| Other commercial mortgage-backed securities | $213,839,000 | 41 |
| Held to maturity securities (book value) | $650,880,000 | 72 |
| Available-for-sale securities (fair market value) | $1,103,648,000 | 133 |
| Total debt securities | $1,754,528,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,831,239,000 | 111 |
| U.S. Government securities | $1,190,529,000 | 116 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,190,529,000 | 113 |
| Securities issued by states & political subdivisions | $626,790,000 | 34 |
| Other domestic debt securities | $13,920,000 | 531 |
| Privately issued residential mortgage-backed securities | $688,000 | 505 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $13,232,000 | 367 |
| 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 | $1,096,866,000 | 98 |
| Mortgage-backed securities | $1,180,688,000 | 106 |
| Certificates of participation in pools of residential mortgages | $60,852,000 | 735 |
| Issued or guaranteed by U.S. | $60,852,000 | 733 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $800,915,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $800,227,000 | 65 |
| Privately issued | $688,000 | 483 |
| Commercial mortgage-backed securities | $318,921,000 | 42 |
| Commercial mortgage pass-through securities | $105,875,000 | 35 |
| Other commercial mortgage-backed securities | $213,046,000 | 40 |
| Held to maturity securities (book value) | $656,516,000 | 73 |
| Available-for-sale securities (fair market value) | $1,174,723,000 | 129 |
| Total debt securities | $1,831,239,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,844,808,000 | 110 |
| U.S. Government securities | $1,125,245,000 | 119 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,125,245,000 | 116 |
| Securities issued by states & political subdivisions | $705,626,000 | 31 |
| Other domestic debt securities | $13,937,000 | 552 |
| Privately issued residential mortgage-backed securities | $711,000 | 534 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $13,226,000 | 379 |
| 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 | $1,136,102,000 | 90 |
| Mortgage-backed securities | $1,115,827,000 | 108 |
| Certificates of participation in pools of residential mortgages | $64,381,000 | 688 |
| Issued or guaranteed by U.S. | $64,381,000 | 687 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $781,734,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $781,023,000 | 65 |
| Privately issued | $711,000 | 507 |
| Commercial mortgage-backed securities | $269,712,000 | 46 |
| Commercial mortgage pass-through securities | $102,535,000 | 34 |
| Other commercial mortgage-backed securities | $167,177,000 | 46 |
| Held to maturity securities (book value) | $667,121,000 | 68 |
| Available-for-sale securities (fair market value) | $1,177,687,000 | 119 |
| Total debt securities | $1,844,808,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,911,405,000 | 109 |
| U.S. Government securities | $1,165,977,000 | 116 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,165,977,000 | 113 |
| Securities issued by states & political subdivisions | $730,340,000 | 29 |
| Other domestic debt securities | $15,088,000 | 550 |
| Privately issued residential mortgage-backed securities | $755,000 | 556 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $1,167,000 | 182 |
| Other domestic debt securities - All other | $13,166,000 | 389 |
| 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 | $1,145,115,000 | 83 |
| Mortgage-backed securities | $1,155,557,000 | 105 |
| Certificates of participation in pools of residential mortgages | $143,637,000 | 315 |
| Issued or guaranteed by U.S. | $143,637,000 | 314 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $745,895,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $745,140,000 | 68 |
| Privately issued | $755,000 | 530 |
| Commercial mortgage-backed securities | $266,025,000 | 47 |
| Commercial mortgage pass-through securities | $102,826,000 | 33 |
| Other commercial mortgage-backed securities | $163,199,000 | 42 |
| Held to maturity securities (book value) | $685,920,000 | 60 |
| Available-for-sale securities (fair market value) | $1,225,485,000 | 118 |
| Total debt securities | $1,910,238,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,853,589,000 | 112 |
| U.S. Government securities | $1,075,658,000 | 119 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,075,658,000 | 116 |
| Securities issued by states & political subdivisions | $762,821,000 | 27 |
| Other domestic debt securities | $15,110,000 | 542 |
| Privately issued residential mortgage-backed securities | $814,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $1,144,000 | 177 |
| Other domestic debt securities - All other | $13,152,000 | 391 |
| 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 | $912,141,000 | 98 |
| Mortgage-backed securities | $1,062,274,000 | 111 |
| Certificates of participation in pools of residential mortgages | $152,810,000 | 296 |
| Issued or guaranteed by U.S. | $152,810,000 | 295 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $656,000,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $655,186,000 | 76 |
| Privately issued | $814,000 | 533 |
| Commercial mortgage-backed securities | $253,464,000 | 44 |
| Commercial mortgage pass-through securities | $89,582,000 | 36 |
| Other commercial mortgage-backed securities | $163,882,000 | 40 |
| Held to maturity securities (book value) | $543,508,000 | 61 |
| Available-for-sale securities (fair market value) | $1,310,081,000 | 118 |
| Total debt securities | $1,852,445,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,826,155,000 | 114 |
| U.S. Government securities | $1,177,222,000 | 117 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,177,222,000 | 115 |
| Securities issued by states & political subdivisions | $634,242,000 | 31 |
| Other domestic debt securities | $14,691,000 | 555 |
| Privately issued residential mortgage-backed securities | $846,000 | 571 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $592,000 | 216 |
| Other domestic debt securities - All other | $13,253,000 | 384 |
| 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 | $934,542,000 | 96 |
| Mortgage-backed securities | $1,139,352,000 | 109 |
| Certificates of participation in pools of residential mortgages | $231,119,000 | 209 |
| Issued or guaranteed by U.S. | $231,119,000 | 207 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $627,548,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $626,702,000 | 79 |
| Privately issued | $846,000 | 549 |
| Commercial mortgage-backed securities | $280,685,000 | 41 |
| Commercial mortgage pass-through securities | $91,658,000 | 33 |
| Other commercial mortgage-backed securities | $189,027,000 | 36 |
| Held to maturity securities (book value) | $235,254,000 | 104 |
| Available-for-sale securities (fair market value) | $1,590,901,000 | 102 |
| Total debt securities | $1,825,563,000 | 114 |
| Structured notes | ||
| Amortized cost | $568,000 | 1,925 |
| Fair value | $567,000 | 1,926 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,670,614,000 | 119 |
| U.S. Government securities | $1,111,874,000 | 119 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,111,874,000 | 116 |
| Securities issued by states & political subdivisions | $546,697,000 | 39 |
| Other domestic debt securities | $12,043,000 | 615 |
| Privately issued residential mortgage-backed securities | $887,000 | 598 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $990,000 | 178 |
| Other domestic debt securities - All other | $10,166,000 | 444 |
| 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 | $945,703,000 | 97 |
| Mortgage-backed securities | $1,051,898,000 | 116 |
| Certificates of participation in pools of residential mortgages | $350,527,000 | 140 |
| Issued or guaranteed by U.S. | $350,527,000 | 139 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $698,327,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $697,440,000 | 75 |
| Privately issued | $887,000 | 578 |
| Commercial mortgage-backed securities | $3,044,000 | 348 |
| Commercial mortgage pass-through securities | $3,044,000 | 230 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $246,547,000 | 97 |
| Available-for-sale securities (fair market value) | $1,424,067,000 | 109 |
| Total debt securities | $1,669,624,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,718,895,000 | 113 |
| U.S. Government securities | $1,158,297,000 | 118 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,158,297,000 | 115 |
| Securities issued by states & political subdivisions | $556,023,000 | 35 |
| Other domestic debt securities | $4,575,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $955,000 | 621 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $703,000 | 209 |
| Other domestic debt securities - All other | $2,917,000 | 1,018 |
| 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 | $950,882,000 | 94 |
| Mortgage-backed securities | $1,159,252,000 | 109 |
| Certificates of participation in pools of residential mortgages | $424,099,000 | 131 |
| Issued or guaranteed by U.S. | $424,099,000 | 129 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $732,087,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $731,132,000 | 71 |
| Privately issued | $955,000 | 598 |
| Commercial mortgage-backed securities | $3,066,000 | 328 |
| Commercial mortgage pass-through securities | $3,066,000 | 203 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $294,309,000 | 85 |
| Available-for-sale securities (fair market value) | $1,424,586,000 | 112 |
| Total debt securities | $1,718,192,000 | 113 |
| 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 | $1,954,122,000 | 106 |
| U.S. Government securities | $1,533,897,000 | 102 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,533,897,000 | 96 |
| Securities issued by states & political subdivisions | $415,907,000 | 44 |
| Other domestic debt securities | $4,318,000 | 1,151 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 665 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $623,000 | 219 |
| Other domestic debt securities - All other | $2,695,000 | 1,059 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,328,000 | 91 |
| Mortgage-backed securities | $1,534,897,000 | 85 |
| Certificates of participation in pools of residential mortgages | $701,619,000 | 93 |
| Issued or guaranteed by U.S. | $701,619,000 | 92 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $830,198,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $829,198,000 | 66 |
| Privately issued | $1,000,000 | 640 |
| Commercial mortgage-backed securities | $3,080,000 | 313 |
| Commercial mortgage pass-through securities | $3,080,000 | 182 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $331,148,000 | 77 |
| Available-for-sale securities (fair market value) | $1,622,974,000 | 102 |
| Total debt securities | $1,953,499,000 | 105 |
| 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 | $1,775,887,000 | 114 |
| U.S. Government securities | $1,482,142,000 | 110 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,482,142,000 | 103 |
| Securities issued by states & political subdivisions | $291,015,000 | 59 |
| Other domestic debt securities | $2,730,000 | 1,403 |
| Privately issued residential mortgage-backed securities | $807,000 | 740 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $658,000 | 212 |
| Other domestic debt securities - All other | $1,265,000 | 1,407 |
| 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 | $831,544,000 | 108 |
| Mortgage-backed securities | $1,482,949,000 | 92 |
| Certificates of participation in pools of residential mortgages | $598,418,000 | 105 |
| Issued or guaranteed by U.S. | $598,418,000 | 104 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $881,541,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $880,734,000 | 64 |
| Privately issued | $807,000 | 718 |
| Commercial mortgage-backed securities | $2,990,000 | 291 |
| Commercial mortgage pass-through securities | $2,990,000 | 164 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $350,258,000 | 76 |
| Available-for-sale securities (fair market value) | $1,425,629,000 | 113 |
| Total debt securities | $1,775,229,000 | 113 |
| 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 | $1,366,209,000 | 133 |
| U.S. Government securities | $1,080,676,000 | 127 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,080,676,000 | 123 |
| Securities issued by states & political subdivisions | $283,467,000 | 58 |
| Other domestic debt securities | $2,066,000 | 1,569 |
| Privately issued residential mortgage-backed securities | $1,081,000 | 751 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $499,000 | 210 |
| Other domestic debt securities - All other | $486,000 | 1,775 |
| 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 | $993,912,000 | 84 |
| Mortgage-backed securities | $1,081,757,000 | 111 |
| Certificates of participation in pools of residential mortgages | $179,207,000 | 274 |
| Issued or guaranteed by U.S. | $179,207,000 | 271 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $899,551,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $898,470,000 | 60 |
| Privately issued | $1,081,000 | 715 |
| Commercial mortgage-backed securities | $2,999,000 | 234 |
| Commercial mortgage pass-through securities | $2,999,000 | 135 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $367,127,000 | 70 |
| Available-for-sale securities (fair market value) | $999,082,000 | 142 |
| Total debt securities | $1,365,710,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $647,759,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,401,018,000 | 136 |
| U.S. Government securities | $1,093,412,000 | 124 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,093,412,000 | 120 |
| Securities issued by states & political subdivisions | $305,058,000 | 54 |
| Other domestic debt securities | $2,548,000 | 1,448 |
| Privately issued residential mortgage-backed securities | $1,116,000 | 775 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $947,000 | 172 |
| Other domestic debt securities - All other | $485,000 | 1,766 |
| 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 | $958,616,000 | 87 |
| Mortgage-backed securities | $1,094,528,000 | 110 |
| Certificates of participation in pools of residential mortgages | $170,413,000 | 278 |
| Issued or guaranteed by U.S. | $170,413,000 | 275 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $921,097,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $919,981,000 | 58 |
| Privately issued | $1,116,000 | 733 |
| Commercial mortgage-backed securities | $3,018,000 | 200 |
| Commercial mortgage pass-through securities | $3,018,000 | 120 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $380,832,000 | 71 |
| Available-for-sale securities (fair market value) | $1,020,186,000 | 136 |
| Total debt securities | $1,400,071,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $567,639,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,472,343,000 | 126 |
| U.S. Government securities | $1,167,669,000 | 122 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,167,669,000 | 116 |
| Securities issued by states & political subdivisions | $302,092,000 | 56 |
| Other domestic debt securities | $2,582,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $1,140,000 | 792 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $957,000 | 188 |
| Other domestic debt securities - All other | $485,000 | 1,693 |
| 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 | $901,377,000 | 92 |
| Mortgage-backed securities | $1,168,809,000 | 102 |
| Certificates of participation in pools of residential mortgages | $252,873,000 | 184 |
| Issued or guaranteed by U.S. | $252,873,000 | 182 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $913,050,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $911,910,000 | 56 |
| Privately issued | $1,140,000 | 752 |
| Commercial mortgage-backed securities | $2,886,000 | 174 |
| Commercial mortgage pass-through securities | $2,886,000 | 106 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $386,717,000 | 66 |
| Available-for-sale securities (fair market value) | $1,085,626,000 | 130 |
| Total debt securities | $1,471,386,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $367,140,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,593,487,000 | 122 |
| U.S. Government securities | $1,274,796,000 | 113 |
| U.S. Treasury securities | $4,700,000 | 524 |
| U.S. Government agency obligations | $1,270,096,000 | 110 |
| Securities issued by states & political subdivisions | $316,026,000 | 53 |
| Other domestic debt securities | $2,665,000 | 1,386 |
| Privately issued residential mortgage-backed securities | $1,176,000 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,005,000 | 173 |
| Other domestic debt securities - All other | $484,000 | 1,734 |
| 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 | $935,612,000 | 90 |
| Mortgage-backed securities | $1,271,272,000 | 98 |
| Certificates of participation in pools of residential mortgages | $306,128,000 | 154 |
| Issued or guaranteed by U.S. | $306,128,000 | 153 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $962,264,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $961,088,000 | 54 |
| Privately issued | $1,176,000 | 779 |
| Commercial mortgage-backed securities | $2,880,000 | 165 |
| Commercial mortgage pass-through securities | $2,880,000 | 101 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $398,074,000 | 66 |
| Available-for-sale securities (fair market value) | $1,195,413,000 | 123 |
| Total debt securities | $1,592,482,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $233,260,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,592,780,000 | 122 |
| U.S. Government securities | $1,292,497,000 | 111 |
| U.S. Treasury securities | $4,700,000 | 529 |
| U.S. Government agency obligations | $1,287,797,000 | 108 |
| Securities issued by states & political subdivisions | $295,274,000 | 57 |
| Other domestic debt securities | $5,009,000 | 1,111 |
| Privately issued residential mortgage-backed securities | $1,256,000 | 839 |
| Commercial mortgage-backed securities - Total | $2,888,000 | 141 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $189,000 | 274 |
| Other domestic debt securities - All other | $676,000 | 1,560 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $971,847,000 | 90 |
| Mortgage-backed securities | $1,291,941,000 | 91 |
| Certificates of participation in pools of residential mortgages | $183,142,000 | 239 |
| Issued or guaranteed by U.S. | $183,142,000 | 237 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,105,911,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,104,655,000 | 48 |
| Privately issued | $1,256,000 | 800 |
| Commercial mortgage-backed securities | $2,888,000 | 141 |
| Commercial mortgage pass-through securities | $2,888,000 | 92 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $406,862,000 | 62 |
| Available-for-sale securities (fair market value) | $1,185,918,000 | 119 |
| Total debt securities | $1,592,591,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $72,176,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,714,006,000 | 106 |
| U.S. Government securities | $1,467,385,000 | 94 |
| U.S. Treasury securities | $4,698,000 | 479 |
| U.S. Government agency obligations | $1,462,687,000 | 90 |
| Securities issued by states & political subdivisions | $241,441,000 | 65 |
| Other domestic debt securities | $5,180,000 | 1,127 |
| Privately issued residential mortgage-backed securities | $1,299,000 | 899 |
| Commercial mortgage-backed securities - Total | $3,016,000 | 128 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $188,000 | 296 |
| Other domestic debt securities - All other | $677,000 | 1,572 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $897,360,000 | 92 |
| Mortgage-backed securities | $1,467,002,000 | 81 |
| Certificates of participation in pools of residential mortgages | $197,732,000 | 213 |
| Issued or guaranteed by U.S. | $197,732,000 | 210 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,266,254,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,264,955,000 | 41 |
| Privately issued | $1,299,000 | 857 |
| Commercial mortgage-backed securities | $3,016,000 | 128 |
| Commercial mortgage pass-through securities | $3,016,000 | 84 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $441,628,000 | 54 |
| Available-for-sale securities (fair market value) | $1,272,378,000 | 110 |
| Total debt securities | $1,713,818,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,715,153,000 | 107 |
| U.S. Government securities | $1,462,540,000 | 90 |
| U.S. Treasury securities | $4,699,000 | 475 |
| U.S. Government agency obligations | $1,457,841,000 | 88 |
| Securities issued by states & political subdivisions | $247,265,000 | 61 |
| Other domestic debt securities | $5,348,000 | 1,094 |
| Privately issued residential mortgage-backed securities | $1,359,000 | 919 |
| Commercial mortgage-backed securities - Total | $2,955,000 | 128 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $187,000 | 299 |
| Other domestic debt securities - All other | $847,000 | 1,446 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $989,131,000 | 90 |
| Mortgage-backed securities | $1,462,155,000 | 79 |
| Certificates of participation in pools of residential mortgages | $251,298,000 | 168 |
| Issued or guaranteed by U.S. | $251,298,000 | 167 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,207,902,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,206,543,000 | 43 |
| Privately issued | $1,359,000 | 885 |
| Commercial mortgage-backed securities | $2,955,000 | 128 |
| Commercial mortgage pass-through securities | $2,955,000 | 79 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $461,171,000 | 52 |
| Available-for-sale securities (fair market value) | $1,253,982,000 | 107 |
| Total debt securities | $1,714,966,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,813,038,000 | 98 |
| U.S. Government securities | $1,529,966,000 | 88 |
| U.S. Treasury securities | $4,900,000 | 463 |
| U.S. Government agency obligations | $1,525,066,000 | 87 |
| Securities issued by states & political subdivisions | $277,707,000 | 51 |
| Other domestic debt securities | $5,365,000 | 1,147 |
| Privately issued residential mortgage-backed securities | $1,369,000 | 972 |
| Commercial mortgage-backed securities - Total | $2,910,000 | 135 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $231,000 | 299 |
| Other domestic debt securities - All other | $855,000 | 1,471 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,016,832,000 | 82 |
| Mortgage-backed securities | $1,529,345,000 | 80 |
| Certificates of participation in pools of residential mortgages | $298,382,000 | 149 |
| Issued or guaranteed by U.S. | $298,382,000 | 148 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,228,053,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,226,684,000 | 41 |
| Privately issued | $1,369,000 | 935 |
| Commercial mortgage-backed securities | $2,910,000 | 135 |
| Commercial mortgage pass-through securities | $2,910,000 | 82 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $440,615,000 | 55 |
| Available-for-sale securities (fair market value) | $1,372,423,000 | 100 |
| Total debt securities | $1,812,807,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,747,400,000 | 104 |
| U.S. Government securities | $1,481,318,000 | 88 |
| U.S. Treasury securities | $4,899,000 | 417 |
| U.S. Government agency obligations | $1,476,419,000 | 86 |
| Securities issued by states & political subdivisions | $260,539,000 | 57 |
| Other domestic debt securities | $5,543,000 | 1,172 |
| Privately issued residential mortgage-backed securities | $1,520,000 | 974 |
| Commercial mortgage-backed securities - Total | $2,908,000 | 130 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $270,000 | 295 |
| Other domestic debt securities - All other | $845,000 | 1,509 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,059,188,000 | 77 |
| Mortgage-backed securities | $1,480,847,000 | 80 |
| Certificates of participation in pools of residential mortgages | $386,904,000 | 130 |
| Issued or guaranteed by U.S. | $386,904,000 | 129 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,091,035,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,089,515,000 | 46 |
| Privately issued | $1,520,000 | 938 |
| Commercial mortgage-backed securities | $2,908,000 | 130 |
| Commercial mortgage pass-through securities | $2,908,000 | 77 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $244,158,000 | 86 |
| Available-for-sale securities (fair market value) | $1,503,242,000 | 99 |
| Total debt securities | $1,747,130,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,711,848,000 | 109 |
| U.S. Government securities | $1,485,383,000 | 95 |
| U.S. Treasury securities | $4,896,000 | 373 |
| U.S. Government agency obligations | $1,480,487,000 | 90 |
| Securities issued by states & political subdivisions | $220,680,000 | 68 |
| Other domestic debt securities | $5,785,000 | 1,208 |
| Privately issued residential mortgage-backed securities | $1,574,000 | 1,022 |
| Commercial mortgage-backed securities - Total | $2,954,000 | 144 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $286,000 | 307 |
| Other domestic debt securities - All other | $971,000 | 1,538 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,098,000 | 89 |
| Mortgage-backed securities | $1,445,643,000 | 84 |
| Certificates of participation in pools of residential mortgages | $292,513,000 | 165 |
| Issued or guaranteed by U.S. | $292,513,000 | 163 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,150,176,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,148,602,000 | 42 |
| Privately issued | $1,574,000 | 981 |
| Commercial mortgage-backed securities | $2,954,000 | 144 |
| Commercial mortgage pass-through securities | $2,954,000 | 81 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $237,565,000 | 94 |
| Available-for-sale securities (fair market value) | $1,474,283,000 | 101 |
| Total debt securities | $1,711,811,000 | 110 |
| Structured notes | ||
| Amortized cost | $40,446,000 | 44 |
| Fair value | $39,372,000 | 44 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,511,384,000 | 119 |
| U.S. Government securities | $1,307,498,000 | 103 |
| U.S. Treasury securities | $4,953,000 | 361 |
| U.S. Government agency obligations | $1,302,545,000 | 100 |
| Securities issued by states & political subdivisions | $197,571,000 | 76 |
| Other domestic debt securities | $6,315,000 | 1,169 |
| Privately issued residential mortgage-backed securities | $1,623,000 | 1,039 |
| Commercial mortgage-backed securities - Total | $2,974,000 | 127 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $669,000 | 285 |
| Other domestic debt securities - All other | $1,049,000 | 1,474 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $858,211,000 | 98 |
| Mortgage-backed securities | $1,293,022,000 | 96 |
| Certificates of participation in pools of residential mortgages | $228,922,000 | 211 |
| Issued or guaranteed by U.S. | $228,922,000 | 208 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,061,126,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,059,503,000 | 42 |
| Privately issued | $1,623,000 | 997 |
| Commercial mortgage-backed securities | $2,974,000 | 127 |
| Commercial mortgage pass-through securities | $2,974,000 | 66 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $242,197,000 | 93 |
| Available-for-sale securities (fair market value) | $1,269,187,000 | 115 |
| Total debt securities | $1,511,384,000 | 117 |
| Structured notes | ||
| Amortized cost | $14,326,000 | 102 |
| Fair value | $14,120,000 | 101 |
| 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 | $1,515,937,000 | 120 |
| U.S. Government securities | $1,394,621,000 | 97 |
| U.S. Treasury securities | $4,986,000 | 324 |
| U.S. Government agency obligations | $1,389,635,000 | 94 |
| Securities issued by states & political subdivisions | $118,416,000 | 126 |
| Other domestic debt securities | $2,900,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $1,598,000 | 1,078 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,302,000 | 1,397 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $932,055,000 | 91 |
| Mortgage-backed securities | $1,360,703,000 | 92 |
| Certificates of participation in pools of residential mortgages | $380,561,000 | 149 |
| Issued or guaranteed by U.S. | $380,561,000 | 145 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $980,142,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $978,544,000 | 45 |
| Privately issued | $1,598,000 | 1,033 |
| 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) | $224,354,000 | 102 |
| Available-for-sale securities (fair market value) | $1,291,583,000 | 117 |
| Total debt securities | $1,515,937,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| 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 | $1,462,656,000 | 113 |
| U.S. Government securities | $1,247,672,000 | 97 |
| U.S. Treasury securities | $5,031,000 | 278 |
| U.S. Government agency obligations | $1,242,641,000 | 93 |
| Securities issued by states & political subdivisions | $211,594,000 | 68 |
| Other domestic debt securities | $3,390,000 | 1,463 |
| Privately issued residential mortgage-backed securities | $1,710,000 | 1,023 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,680,000 | 1,227 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $952,577,000 | 93 |
| Mortgage-backed securities | $1,183,800,000 | 98 |
| Certificates of participation in pools of residential mortgages | $354,538,000 | 156 |
| Issued or guaranteed by U.S. | $354,538,000 | 153 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $829,262,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $827,552,000 | 42 |
| Privately issued | $1,710,000 | 981 |
| 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) | $157,765,000 | 125 |
| Available-for-sale securities (fair market value) | $1,304,891,000 | 105 |
| Total debt securities | $1,462,656,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| 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 | $1,299,229,000 | 118 |
| U.S. Government securities | $1,196,830,000 | 94 |
| U.S. Treasury securities | $4,896,000 | 297 |
| U.S. Government agency obligations | $1,191,934,000 | 93 |
| Securities issued by states & political subdivisions | $97,570,000 | 158 |
| Other domestic debt securities | $4,829,000 | 1,208 |
| Privately issued residential mortgage-backed securities | $1,765,000 | 997 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,064,000 | 857 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $836,753,000 | 91 |
| Mortgage-backed securities | $1,177,243,000 | 91 |
| Certificates of participation in pools of residential mortgages | $478,869,000 | 109 |
| Issued or guaranteed by U.S. | $478,869,000 | 106 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $698,374,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $696,609,000 | 45 |
| Privately issued | $1,765,000 | 956 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $165,765,000 | 122 |
| Available-for-sale securities (fair market value) | $1,133,464,000 | 110 |
| Total debt securities | $1,299,229,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| 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 | $1,095,263,000 | 139 |
| U.S. Government securities | $1,003,755,000 | 112 |
| U.S. Treasury securities | $4,862,000 | 291 |
| U.S. Government agency obligations | $998,893,000 | 112 |
| Securities issued by states & political subdivisions | $83,379,000 | 188 |
| Other domestic debt securities | $8,129,000 | 964 |
| Privately issued residential mortgage-backed securities | $1,816,000 | 976 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,313,000 | 604 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $593,468,000 | 121 |
| Mortgage-backed securities | $984,360,000 | 104 |
| Certificates of participation in pools of residential mortgages | $373,510,000 | 134 |
| Issued or guaranteed by U.S. | $373,510,000 | 126 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $610,850,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $609,034,000 | 50 |
| Privately issued | $1,816,000 | 928 |
| 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) | $173,930,000 | 111 |
| Available-for-sale securities (fair market value) | $921,333,000 | 140 |
| Total debt securities | $1,095,263,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| 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 | $1,046,322,000 | 155 |
| U.S. Government securities | $892,922,000 | 126 |
| U.S. Treasury securities | $4,862,000 | 306 |
| U.S. Government agency obligations | $888,060,000 | 123 |
| Securities issued by states & political subdivisions | $144,201,000 | 100 |
| Other domestic debt securities | $9,199,000 | 878 |
| Privately issued residential mortgage-backed securities | $1,946,000 | 924 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,253,000 | 544 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,297,000 | 117 |
| Mortgage-backed securities | $866,733,000 | 117 |
| Certificates of participation in pools of residential mortgages | $256,877,000 | 184 |
| Issued or guaranteed by U.S. | $256,877,000 | 176 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $609,856,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $607,910,000 | 47 |
| Privately issued | $1,946,000 | 882 |
| 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) | $184,031,000 | 103 |
| Available-for-sale securities (fair market value) | $862,291,000 | 157 |
| Total debt securities | $1,046,322,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| 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 | $1,014,302,000 | 160 |
| U.S. Government securities | $934,242,000 | 125 |
| U.S. Treasury securities | $4,886,000 | 329 |
| U.S. Government agency obligations | $929,356,000 | 122 |
| Securities issued by states & political subdivisions | $65,761,000 | 249 |
| Other domestic debt securities | $14,299,000 | 638 |
| Privately issued residential mortgage-backed securities | $6,785,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,514,000 | 525 |
| 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 | $489,761,000 | 141 |
| Mortgage-backed securities | $904,382,000 | 112 |
| Certificates of participation in pools of residential mortgages | $255,251,000 | 172 |
| Issued or guaranteed by U.S. | $255,251,000 | 166 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $649,131,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $642,346,000 | 49 |
| Privately issued | $6,785,000 | 515 |
| 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) | $190,440,000 | 104 |
| Available-for-sale securities (fair market value) | $823,862,000 | 157 |
| Total debt securities | $1,014,302,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $952,067,000 | 171 |
| U.S. Government securities | $876,135,000 | 132 |
| U.S. Treasury securities | $14,844,000 | 156 |
| U.S. Government agency obligations | $861,291,000 | 129 |
| Securities issued by states & political subdivisions | $60,094,000 | 279 |
| Other domestic debt securities | $15,838,000 | 570 |
| Privately issued residential mortgage-backed securities | $6,936,000 | 514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,902,000 | 464 |
| 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 | $338,273,000 | 194 |
| Mortgage-backed securities | $863,042,000 | 113 |
| Certificates of participation in pools of residential mortgages | $199,539,000 | 201 |
| Issued or guaranteed by U.S. | $199,539,000 | 194 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $663,503,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $656,567,000 | 48 |
| Privately issued | $6,936,000 | 486 |
| 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) | $199,152,000 | 106 |
| Available-for-sale securities (fair market value) | $752,915,000 | 164 |
| Total debt securities | $952,067,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $896,507,000 | 176 |
| U.S. Government securities | $823,903,000 | 145 |
| U.S. Treasury securities | $17,106,000 | 164 |
| U.S. Government agency obligations | $806,797,000 | 145 |
| Securities issued by states & political subdivisions | $54,958,000 | 303 |
| Other domestic debt securities | $17,646,000 | 514 |
| Privately issued residential mortgage-backed securities | $8,788,000 | 437 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,858,000 | 434 |
| 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 | $322,893,000 | 206 |
| Mortgage-backed securities | $806,588,000 | 126 |
| Certificates of participation in pools of residential mortgages | $142,564,000 | 279 |
| Issued or guaranteed by U.S. | $142,564,000 | 272 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $664,024,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $655,236,000 | 52 |
| Privately issued | $8,788,000 | 415 |
| 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) | $208,615,000 | 100 |
| Available-for-sale securities (fair market value) | $687,892,000 | 178 |
| Total debt securities | $896,507,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $900,832,000 | 176 |
| U.S. Government securities | $828,155,000 | 145 |
| U.S. Treasury securities | $17,539,000 | 178 |
| U.S. Government agency obligations | $810,616,000 | 145 |
| Securities issued by states & political subdivisions | $54,639,000 | 308 |
| Other domestic debt securities | $18,038,000 | 512 |
| Privately issued residential mortgage-backed securities | $9,170,000 | 419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,868,000 | 444 |
| 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 | $347,204,000 | 205 |
| Mortgage-backed securities | $807,727,000 | 122 |
| Certificates of participation in pools of residential mortgages | $137,109,000 | 295 |
| Issued or guaranteed by U.S. | $137,109,000 | 287 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $670,618,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $661,448,000 | 53 |
| Privately issued | $9,170,000 | 396 |
| 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) | $217,206,000 | 106 |
| Available-for-sale securities (fair market value) | $683,626,000 | 181 |
| Total debt securities | $900,832,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $969,629,000 | 174 |
| U.S. Government securities | $896,212,000 | 151 |
| U.S. Treasury securities | $26,383,000 | 130 |
| U.S. Government agency obligations | $869,829,000 | 145 |
| Securities issued by states & political subdivisions | $55,135,000 | 304 |
| Other domestic debt securities | $18,282,000 | 504 |
| Privately issued residential mortgage-backed securities | $9,420,000 | 408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,862,000 | 449 |
| 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 | $454,631,000 | 164 |
| Mortgage-backed securities | $869,326,000 | 121 |
| Certificates of participation in pools of residential mortgages | $143,975,000 | 283 |
| Issued or guaranteed by U.S. | $143,975,000 | 276 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $725,351,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $715,931,000 | 48 |
| Privately issued | $9,420,000 | 389 |
| 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) | $227,513,000 | 101 |
| Available-for-sale securities (fair market value) | $742,116,000 | 174 |
| Total debt securities | $969,629,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $980,074,000 | 179 |
| U.S. Government securities | $905,718,000 | 146 |
| U.S. Treasury securities | $22,490,000 | 161 |
| U.S. Government agency obligations | $883,228,000 | 144 |
| Securities issued by states & political subdivisions | $55,665,000 | 290 |
| Other domestic debt securities | $18,691,000 | 505 |
| Privately issued residential mortgage-backed securities | $9,818,000 | 397 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,873,000 | 444 |
| 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 | $479,440,000 | 157 |
| Mortgage-backed securities | $893,046,000 | 121 |
| Certificates of participation in pools of residential mortgages | $151,997,000 | 284 |
| Issued or guaranteed by U.S. | $151,997,000 | 277 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $741,049,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $731,231,000 | 58 |
| Privately issued | $9,818,000 | 375 |
| 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) | $237,608,000 | 101 |
| Available-for-sale securities (fair market value) | $742,466,000 | 181 |
| Total debt securities | $980,074,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $988,804,000 | 182 |
| U.S. Government securities | $913,719,000 | 148 |
| U.S. Treasury securities | $21,631,000 | 181 |
| U.S. Government agency obligations | $892,088,000 | 143 |
| Securities issued by states & political subdivisions | $56,140,000 | 282 |
| Other domestic debt securities | $18,945,000 | 505 |
| Privately issued residential mortgage-backed securities | $10,019,000 | 381 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,926,000 | 445 |
| 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 | $505,513,000 | 153 |
| Mortgage-backed securities | $898,858,000 | 121 |
| Certificates of participation in pools of residential mortgages | $161,075,000 | 278 |
| Issued or guaranteed by U.S. | $161,075,000 | 273 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $737,783,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $727,764,000 | 58 |
| Privately issued | $10,019,000 | 362 |
| 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) | $247,160,000 | 98 |
| Available-for-sale securities (fair market value) | $741,644,000 | 181 |
| Total debt securities | $988,804,000 | 179 |
| Structured notes | ||
| Amortized cost | $3,395,000 | 1,173 |
| Fair value | $3,249,000 | 1,181 |
| 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 | $945,093,000 | 191 |
| U.S. Government securities | $871,427,000 | 164 |
| U.S. Treasury securities | $27,018,000 | 156 |
| U.S. Government agency obligations | $844,409,000 | 160 |
| Securities issued by states & political subdivisions | $55,434,000 | 290 |
| Other domestic debt securities | $18,232,000 | 528 |
| Privately issued residential mortgage-backed securities | $10,616,000 | 376 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,616,000 | 536 |
| 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 | $474,307,000 | 156 |
| Mortgage-backed securities | $849,598,000 | 130 |
| Certificates of participation in pools of residential mortgages | $169,475,000 | 269 |
| Issued or guaranteed by U.S. | $169,475,000 | 262 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $680,123,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $669,507,000 | 59 |
| Privately issued | $10,616,000 | 355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $221,943,000 | 111 |
| Available-for-sale securities (fair market value) | $723,150,000 | 190 |
| Total debt securities | $945,093,000 | 190 |
| Structured notes | ||
| Amortized cost | $3,564,000 | 1,139 |
| Fair value | $3,433,000 | 1,162 |
| 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 | $942,996,000 | 194 |
| U.S. Government securities | $860,949,000 | 163 |
| U.S. Treasury securities | $23,770,000 | 180 |
| U.S. Government agency obligations | $837,179,000 | 161 |
| Securities issued by states & political subdivisions | $68,339,000 | 217 |
| Other domestic debt securities | $13,708,000 | 619 |
| Privately issued residential mortgage-backed securities | $6,102,000 | 469 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,606,000 | 553 |
| 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 | $528,927,000 | 146 |
| Mortgage-backed securities | $821,756,000 | 138 |
| Certificates of participation in pools of residential mortgages | $187,348,000 | 255 |
| Issued or guaranteed by U.S. | $187,348,000 | 249 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $634,408,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $628,306,000 | 64 |
| Privately issued | $6,102,000 | 446 |
| 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) | $229,321,000 | 110 |
| Available-for-sale securities (fair market value) | $713,675,000 | 193 |
| Total debt securities | $942,996,000 | 192 |
| Structured notes | ||
| Amortized cost | $3,709,000 | 1,117 |
| Fair value | $3,606,000 | 1,121 |
| 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 | $903,319,000 | 195 |
| U.S. Government securities | $812,779,000 | 175 |
| U.S. Treasury securities | $18,820,000 | 216 |
| U.S. Government agency obligations | $793,959,000 | 169 |
| Securities issued by states & political subdivisions | $76,346,000 | 193 |
| Other domestic debt securities | $14,194,000 | 612 |
| Privately issued residential mortgage-backed securities | $6,570,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,624,000 | 566 |
| 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 | $552,289,000 | 140 |
| Mortgage-backed securities | $793,661,000 | 145 |
| Certificates of participation in pools of residential mortgages | $201,487,000 | 243 |
| Issued or guaranteed by U.S. | $201,487,000 | 238 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $592,174,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $585,604,000 | 66 |
| Privately issued | $6,570,000 | 420 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $229,113,000 | 111 |
| Available-for-sale securities (fair market value) | $674,206,000 | 199 |
| Total debt securities | $903,319,000 | 193 |
| Structured notes | ||
| Amortized cost | $3,942,000 | 1,054 |
| Fair value | $3,847,000 | 1,064 |
| 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 | $884,929,000 | 199 |
| U.S. Government securities | $797,126,000 | 177 |
| U.S. Treasury securities | $16,110,000 | 243 |
| U.S. Government agency obligations | $781,016,000 | 173 |
| Securities issued by states & political subdivisions | $76,217,000 | 191 |
| Other domestic debt securities | $11,586,000 | 699 |
| Privately issued residential mortgage-backed securities | $3,941,000 | 530 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,645,000 | 572 |
| 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 | $522,312,000 | 145 |
| Mortgage-backed securities | $774,736,000 | 149 |
| Certificates of participation in pools of residential mortgages | $196,606,000 | 255 |
| Issued or guaranteed by U.S. | $196,606,000 | 248 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $578,130,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $574,189,000 | 69 |
| Privately issued | $3,941,000 | 496 |
| 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) | $232,540,000 | 106 |
| Available-for-sale securities (fair market value) | $652,389,000 | 210 |
| Total debt securities | $884,929,000 | 197 |
| Structured notes | ||
| Amortized cost | $4,236,000 | 963 |
| Fair value | $4,199,000 | 962 |
| 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 | $866,383,000 | 203 |
| U.S. Government securities | $767,477,000 | 184 |
| U.S. Treasury securities | $3,944,000 | 738 |
| U.S. Government agency obligations | $763,533,000 | 174 |
| Securities issued by states & political subdivisions | $83,347,000 | 163 |
| Other domestic debt securities | $15,559,000 | 601 |
| Privately issued residential mortgage-backed securities | $7,939,000 | 405 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,620,000 | 613 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $525,505,000 | 141 |
| Mortgage-backed securities | $737,605,000 | 154 |
| Certificates of participation in pools of residential mortgages | $191,607,000 | 260 |
| Issued or guaranteed by U.S. | $191,607,000 | 254 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $545,998,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $538,059,000 | 69 |
| Privately issued | $7,939,000 | 375 |
| 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) | $239,865,000 | 104 |
| Available-for-sale securities (fair market value) | $626,518,000 | 214 |
| Total debt securities | $866,383,000 | 201 |
| Structured notes | ||
| Amortized cost | $4,503,000 | 926 |
| Fair value | $4,395,000 | 953 |
| 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 | $854,068,000 | 211 |
| U.S. Government securities | $756,381,000 | 183 |
| U.S. Treasury securities | $3,988,000 | 730 |
| U.S. Government agency obligations | $752,393,000 | 176 |
| Securities issued by states & political subdivisions | $84,172,000 | 158 |
| Other domestic debt securities | $13,515,000 | 682 |
| Privately issued residential mortgage-backed securities | $8,021,000 | 399 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,494,000 | 792 |
| 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 | $515,444,000 | 154 |
| Mortgage-backed securities | $720,533,000 | 162 |
| Certificates of participation in pools of residential mortgages | $213,523,000 | 247 |
| Issued or guaranteed by U.S. | $213,523,000 | 240 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $507,010,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $498,989,000 | 71 |
| Privately issued | $8,021,000 | 372 |
| 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) | $241,058,000 | 103 |
| Available-for-sale securities (fair market value) | $613,010,000 | 216 |
| Total debt securities | $854,068,000 | 208 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $791,844,000 | 222 |
| U.S. Government securities | $692,758,000 | 196 |
| U.S. Treasury securities | $4,001,000 | 713 |
| U.S. Government agency obligations | $688,757,000 | 186 |
| Securities issued by states & political subdivisions | $85,077,000 | 157 |
| Other domestic debt securities | $14,009,000 | 671 |
| Privately issued residential mortgage-backed securities | $8,512,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,497,000 | 811 |
| 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 | $478,380,000 | 164 |
| Mortgage-backed securities | $663,189,000 | 168 |
| Certificates of participation in pools of residential mortgages | $209,378,000 | 251 |
| Issued or guaranteed by U.S. | $209,378,000 | 245 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $453,811,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $445,299,000 | 75 |
| Privately issued | $8,512,000 | 343 |
| 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) | $247,256,000 | 100 |
| Available-for-sale securities (fair market value) | $544,588,000 | 248 |
| Total debt securities | $791,844,000 | 219 |
| 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 | $771,591,000 | 224 |
| U.S. Government securities | $681,999,000 | 194 |
| U.S. Treasury securities | $6,997,000 | 504 |
| U.S. Government agency obligations | $675,002,000 | 187 |
| Securities issued by states & political subdivisions | $79,005,000 | 169 |
| Other domestic debt securities | $10,587,000 | 786 |
| Privately issued residential mortgage-backed securities | $9,132,000 | 346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,455,000 | 1,794 |
| 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 | $496,076,000 | 156 |
| Mortgage-backed securities | $660,229,000 | 170 |
| Certificates of participation in pools of residential mortgages | $230,160,000 | 235 |
| Issued or guaranteed by U.S. | $230,160,000 | 227 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $430,069,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $420,937,000 | 78 |
| Privately issued | $9,132,000 | 323 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $253,005,000 | 99 |
| Available-for-sale securities (fair market value) | $518,586,000 | 265 |
| Total debt securities | $771,591,000 | 222 |
| 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 | $751,198,000 | 229 |
| U.S. Government securities | $650,106,000 | 205 |
| U.S. Treasury securities | $7,052,000 | 485 |
| U.S. Government agency obligations | $643,054,000 | 201 |
| Securities issued by states & political subdivisions | $89,660,000 | 144 |
| Other domestic debt securities | $11,432,000 | 806 |
| Privately issued residential mortgage-backed securities | $10,295,000 | 339 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,137,000 | 2,010 |
| 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 | $476,469,000 | 158 |
| Mortgage-backed securities | $631,368,000 | 177 |
| Certificates of participation in pools of residential mortgages | $236,978,000 | 234 |
| Issued or guaranteed by U.S. | $236,978,000 | 227 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $394,390,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $384,095,000 | 87 |
| Privately issued | $10,295,000 | 318 |
| 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) | $49,743,000 | 437 |
| Available-for-sale securities (fair market value) | $701,455,000 | 216 |
| Total debt securities | $751,198,000 | 228 |
| 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 | $735,839,000 | 235 |
| U.S. Government securities | $620,929,000 | 217 |
| U.S. Treasury securities | $20,946,000 | 240 |
| U.S. Government agency obligations | $599,983,000 | 217 |
| Securities issued by states & political subdivisions | $101,807,000 | 124 |
| Other domestic debt securities | $13,103,000 | 725 |
| Privately issued residential mortgage-backed securities | $11,995,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,108,000 | 2,152 |
| 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 | $503,168,000 | 144 |
| Mortgage-backed securities | $590,963,000 | 184 |
| Certificates of participation in pools of residential mortgages | $257,650,000 | 229 |
| Issued or guaranteed by U.S. | $257,650,000 | 223 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $333,313,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $321,318,000 | 107 |
| Privately issued | $11,995,000 | 218 |
| 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) | $6,382,000 | 1,869 |
| Available-for-sale securities (fair market value) | $729,457,000 | 212 |
| Total debt securities | $735,839,000 | 233 |
| 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 | $714,375,000 | 233 |
| U.S. Government securities | $587,084,000 | 222 |
| U.S. Treasury securities | $20,553,000 | 240 |
| U.S. Government agency obligations | $566,531,000 | 221 |
| Securities issued by states & political subdivisions | $112,678,000 | 115 |
| Other domestic debt securities | $14,613,000 | 693 |
| Privately issued residential mortgage-backed securities | $13,518,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,095,000 | 2,270 |
| 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 | $427,290,000 | 157 |
| Mortgage-backed securities | $578,041,000 | 185 |
| Certificates of participation in pools of residential mortgages | $280,306,000 | 212 |
| Issued or guaranteed by U.S. | $280,306,000 | 206 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $297,735,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $284,217,000 | 118 |
| Privately issued | $13,518,000 | 206 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $714,375,000 | 210 |
| Total debt securities | $714,375,000 | 229 |
| 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 | $686,365,000 | 243 |
| U.S. Government securities | $575,074,000 | 224 |
| U.S. Treasury securities | $21,319,000 | 236 |
| U.S. Government agency obligations | $553,755,000 | 217 |
| Securities issued by states & political subdivisions | $94,377,000 | 134 |
| Other domestic debt securities | $16,914,000 | 664 |
| Privately issued residential mortgage-backed securities | $16,193,000 | 227 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $721,000 | 2,684 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $415,607,000 | 154 |
| Mortgage-backed securities | $567,927,000 | 187 |
| Certificates of participation in pools of residential mortgages | $320,532,000 | 178 |
| Issued or guaranteed by U.S. | $320,532,000 | 175 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $247,395,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $231,202,000 | 152 |
| Privately issued | $16,193,000 | 202 |
| 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) | $686,365,000 | 217 |
| Total debt securities | $686,365,000 | 238 |
| 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 | $604,994,000 | 270 |
| U.S. Government securities | $502,495,000 | 256 |
| U.S. Treasury securities | $14,047,000 | 338 |
| U.S. Government agency obligations | $488,448,000 | 248 |
| Securities issued by states & political subdivisions | $82,793,000 | 152 |
| Other domestic debt securities | $19,706,000 | 604 |
| Privately issued residential mortgage-backed securities | $19,556,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 3,341 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $354,347,000 | 177 |
| Mortgage-backed securities | $492,089,000 | 206 |
| Certificates of participation in pools of residential mortgages | $290,318,000 | 184 |
| Issued or guaranteed by U.S. | $290,318,000 | 180 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $201,771,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $182,215,000 | 187 |
| Privately issued | $19,556,000 | 180 |
| 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) | $604,994,000 | 236 |
| Total debt securities | $604,994,000 | 267 |
| 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 | $640,524,000 | 243 |
| U.S. Government securities | $500,351,000 | 245 |
| U.S. Treasury securities | $26,854,000 | 215 |
| U.S. Government agency obligations | $473,497,000 | 242 |
| Securities issued by states & political subdivisions | $111,646,000 | 109 |
| Other domestic debt securities | $28,527,000 | 462 |
| Privately issued residential mortgage-backed securities | $28,377,000 | 170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 3,371 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,502,000 | 155 |
| Mortgage-backed securities | $489,015,000 | 198 |
| Certificates of participation in pools of residential mortgages | $292,318,000 | 177 |
| Issued or guaranteed by U.S. | $292,318,000 | 172 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $196,697,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $168,320,000 | 183 |
| Privately issued | $28,377,000 | 149 |
| 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) | $640,524,000 | 211 |
| Total debt securities | $640,524,000 | 240 |
| 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 | $612,896,000 | 236 |
| U.S. Government securities | $439,371,000 | 234 |
| U.S. Treasury securities | $11,065,000 | 436 |
| U.S. Government agency obligations | $428,306,000 | 227 |
| Securities issued by states & political subdivisions | $126,421,000 | 97 |
| Other domestic debt securities | $47,104,000 | 329 |
| Privately issued residential mortgage-backed securities | $47,001,000 | 141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $103,000 | 3,388 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $376,236,000 | 156 |
| Mortgage-backed securities | $454,078,000 | 191 |
| Certificates of participation in pools of residential mortgages | $254,487,000 | 185 |
| Issued or guaranteed by U.S. | $254,487,000 | 182 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $199,591,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $152,590,000 | 180 |
| Privately issued | $47,001,000 | 122 |
| 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) | $612,896,000 | 205 |
| Total debt securities | $612,896,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $593,758,000 | 232 |
| U.S. Government securities | $371,570,000 | 265 |
| U.S. Treasury securities | $6,015,000 | 935 |
| U.S. Government agency obligations | $365,555,000 | 246 |
| Securities issued by states & political subdivisions | $100,144,000 | 114 |
| Other domestic debt securities | $101,818,000 | 168 |
| Privately issued residential mortgage-backed securities | $90,082,000 | 89 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,736,000 | 603 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $20,226,000 | 289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,955,000 | 170 |
| Mortgage-backed securities | $412,247,000 | 182 |
| Certificates of participation in pools of residential mortgages | $233,394,000 | 176 |
| Issued or guaranteed by U.S. | $233,394,000 | 176 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $178,853,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $88,771,000 | 226 |
| Privately issued | $90,082,000 | 78 |
| 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) | $247,469,000 | 117 |
| Available-for-sale securities (fair market value) | $346,289,000 | 297 |
| Total debt securities | $573,532,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $548,569,000 | 263 |
| U.S. Government securities | $321,328,000 | 328 |
| U.S. Treasury securities | $9,467,000 | 930 |
| U.S. Government agency obligations | $311,861,000 | 306 |
| Securities issued by states & political subdivisions | $98,591,000 | 109 |
| Other domestic debt securities | $110,107,000 | 173 |
| Privately issued residential mortgage-backed securities | $99,752,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,355,000 | 649 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $18,543,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $436,357,000 | 159 |
| Mortgage-backed securities | $347,574,000 | 233 |
| Certificates of participation in pools of residential mortgages | $119,467,000 | 307 |
| Issued or guaranteed by U.S. | $119,467,000 | 301 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $228,107,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $128,355,000 | 195 |
| Privately issued | $99,752,000 | 88 |
| 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) | $160,106,000 | 179 |
| Available-for-sale securities (fair market value) | $388,463,000 | 291 |
| Total debt securities | $530,026,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $487,969,000 | 294 |
| U.S. Government securities | $278,439,000 | 391 |
| U.S. Treasury securities | $19,198,000 | 707 |
| U.S. Government agency obligations | $259,241,000 | 365 |
| Securities issued by states & political subdivisions | $90,533,000 | 128 |
| Other domestic debt securities | $104,826,000 | 154 |
| Privately issued residential mortgage-backed securities | $103,487,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,339,000 | 1,627 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $14,171,000 | 389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,409,000 | 168 |
| Mortgage-backed securities | $341,004,000 | 238 |
| Certificates of participation in pools of residential mortgages | $41,203,000 | 744 |
| Issued or guaranteed by U.S. | $41,203,000 | 734 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $299,801,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $196,314,000 | 143 |
| Privately issued | $103,487,000 | 75 |
| 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) | $8,157,000 | 2,637 |
| Available-for-sale securities (fair market value) | $479,812,000 | 240 |
| Total debt securities | $473,798,000 | 287 |
| Structured notes | ||
| Amortized cost | $347,000 | 1,253 |
| Fair value | $347,000 | 1,251 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $216,506,000 | 574 |
| U.S. Government securities | $129,034,000 | 741 |
| U.S. Treasury securities | $19,956,000 | 962 |
| U.S. Government agency obligations | $109,078,000 | 710 |
| Securities issued by states & political subdivisions | $47,658,000 | 215 |
| Other domestic debt securities | $36,556,000 | 253 |
| Privately issued residential mortgage-backed securities | $33,770,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,786,000 | 903 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $3,258,000 | 1,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,844,000 | 1,026 |
| Mortgage-backed securities | $141,413,000 | 448 |
| Certificates of participation in pools of residential mortgages | $9,530,000 | 1,995 |
| Issued or guaranteed by U.S. | $9,530,000 | 1,982 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $131,883,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $98,113,000 | 223 |
| Privately issued | $33,770,000 | 95 |
| 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) | $14,466,000 | 2,163 |
| Available-for-sale securities (fair market value) | $202,040,000 | 450 |
| Total debt securities | $213,248,000 | 567 |
| Structured notes | ||
| Amortized cost | $804,000 | 1,558 |
| Fair value | $799,000 | 1,559 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $174,401,000 | 719 |
| U.S. Government securities | $112,859,000 | 895 |
| U.S. Treasury securities | $5,054,000 | 3,718 |
| U.S. Government agency obligations | $107,805,000 | 735 |
| Securities issued by states & political subdivisions | $40,239,000 | 262 |
| Other domestic debt securities | $19,083,000 | 376 |
| Privately issued residential mortgage-backed securities | $16,132,000 | 211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,951,000 | 886 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,220,000 | 1,374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,474,000 | 1,819 |
| Mortgage-backed securities | $114,356,000 | 537 |
| Certificates of participation in pools of residential mortgages | $33,401,000 | 916 |
| Issued or guaranteed by U.S. | $33,401,000 | 900 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $80,955,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $64,823,000 | 315 |
| Privately issued | $16,132,000 | 144 |
| 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) | $25,516,000 | 1,558 |
| Available-for-sale securities (fair market value) | $148,885,000 | 587 |
| Total debt securities | $172,181,000 | 705 |
| Structured notes | ||
| Amortized cost | $1,124,000 | 1,594 |
| Fair value | $1,110,000 | 1,592 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $178,438,000 | 743 |
| U.S. Government securities | $128,856,000 | 824 |
| U.S. Treasury securities | $7,064,000 | 3,588 |
| U.S. Government agency obligations | $121,792,000 | 661 |
| Securities issued by states & political subdivisions | $41,261,000 | 264 |
| Other domestic debt securities | $6,209,000 | 934 |
| Privately issued residential mortgage-backed securities | $4,744,000 | 408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,465,000 | 1,618 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,112,000 | 1,376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,042,000 | 1,597 |
| Mortgage-backed securities | $99,407,000 | 614 |
| Certificates of participation in pools of residential mortgages | $41,391,000 | 795 |
| Issued or guaranteed by U.S. | $41,391,000 | 774 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $58,016,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $53,272,000 | 395 |
| Privately issued | $4,744,000 | 279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,619,000 | 1,193 |
| Available-for-sale securities (fair market value) | $141,819,000 | 632 |
| Total debt securities | $176,326,000 | 735 |
| Structured notes | ||
| Amortized cost | $4,663,000 | 776 |
| Fair value | $4,656,000 | 763 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $172,805,000 | 782 |
| U.S. Government securities | $136,495,000 | 800 |
| U.S. Treasury securities | $16,870,000 | 2,092 |
| U.S. Government agency obligations | $119,625,000 | 663 |
| Securities issued by states & political subdivisions | $30,544,000 | 360 |
| Other domestic debt securities | $3,761,000 | 1,387 |
| Privately issued residential mortgage-backed securities | $3,509,000 | 494 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,000 | 3,448 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,005,000 | 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 | $11,663,000 | 2,585 |
| Mortgage-backed securities | $88,080,000 | 702 |
| Certificates of participation in pools of residential mortgages | $47,641,000 | 731 |
| Issued or guaranteed by U.S. | $47,641,000 | 715 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $40,439,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $36,930,000 | 558 |
| Privately issued | $3,509,000 | 352 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $117,451,000 | 641 |
| Available-for-sale securities (fair market value) | $55,354,000 | 1,019 |
| Total debt securities | $170,800,000 | 769 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $187,204,000 | 759 |
| U.S. Government securities | $145,172,000 | 792 |
| U.S. Treasury securities | $29,278,000 | 1,281 |
| U.S. Government agency obligations | $115,894,000 | 678 |
| Securities issued by states & political subdivisions | $32,993,000 | 328 |
| Other domestic debt securities | $7,100,000 | 1,096 |
| Privately issued residential mortgage-backed securities | $4,542,000 | 534 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,558,000 | 1,566 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,939,000 | 1,454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,578,000 | 1,987 |
| Mortgage-backed securities | $116,204,000 | 596 |
| Certificates of participation in pools of residential mortgages | $56,052,000 | 666 |
| Issued or guaranteed by U.S. | $56,052,000 | 635 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $60,152,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $55,610,000 | 449 |
| Privately issued | $4,542,000 | 351 |
| 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 | $185,265,000 | 748 |
| 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 | $179,600,000 | 770 |
| U.S. Government securities | $150,927,000 | 728 |
| U.S. Treasury securities | $37,877,000 | 981 |
| U.S. Government agency obligations | $113,050,000 | 659 |
| Securities issued by states & political subdivisions | $16,204,000 | 749 |
| Other domestic debt securities | $12,200,000 | 901 |
| Privately issued residential mortgage-backed securities | $9,057,000 | 465 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,143,000 | 1,583 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $269,000 | 3,497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,506,000 | 2,220 |
| Mortgage-backed securities | $120,245,000 | 566 |
| Certificates of participation in pools of residential mortgages | $77,976,000 | 530 |
| Issued or guaranteed by U.S. | $77,976,000 | 496 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $42,269,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $33,212,000 | 617 |
| Privately issued | $9,057,000 | 289 |
| 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 | $179,331,000 | 755 |
| 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 |