Home > WesBanco Bank, Inc. > Securities
WesBanco Bank, Inc., Securities
| 2024-12-31 | Rank | |
| Total securities | $3,401,368,000 | 102 |
| U.S. Government securities | $2,201,370,000 | 101 |
| U.S. Treasury securities | $146,114,000 | 158 |
| U.S. Government agency obligations | $2,055,256,000 | 91 |
| Securities issued by states & political subdivisions | $1,167,578,000 | 32 |
| Other domestic debt securities | $23,057,000 | 651 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $23,057,000 | 383 |
| Foreign debt securities | $6,974,000 | 74 |
| 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 | $2,227,337,000 | 84 |
| Mortgage-backed securities | $1,858,026,000 | 98 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $646,361,000 | 121 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $979,885,000 | 61 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $25,002,000 | 266 |
| Other commercial mortgage-backed securities | $206,778,000 | 86 |
| Held to maturity securities (book value) | $1,152,907,000 | 81 |
| Available-for-sale securities (fair market value) | $2,246,072,000 | 108 |
| Total debt securities | $3,398,978,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $10,892,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-09-30 | Rank | |
| Total securities | $3,393,368,000 | 103 |
| U.S. Government securities | $2,182,349,000 | 104 |
| U.S. Treasury securities | $97,660,000 | 221 |
| U.S. Government agency obligations | $2,084,689,000 | 92 |
| Securities issued by states & political subdivisions | $1,178,397,000 | 34 |
| Other domestic debt securities | $23,140,000 | 637 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $23,140,000 | 388 |
| Foreign debt securities | $7,000,000 | 81 |
| 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 | $2,237,845,000 | 86 |
| Mortgage-backed securities | $1,878,003,000 | 99 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $636,912,000 | 126 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $992,466,000 | 64 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $25,660,000 | 268 |
| Other commercial mortgage-backed securities | $222,965,000 | 91 |
| Held to maturity securities (book value) | $1,162,360,000 | 83 |
| Available-for-sale securities (fair market value) | $2,228,526,000 | 114 |
| Total debt securities | $3,390,884,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $10,725,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank | |
| Total securities | $3,284,175,000 | 106 |
| U.S. Government securities | $2,057,655,000 | 105 |
| U.S. Treasury securities | $49,103,000 | 415 |
| U.S. Government agency obligations | $2,008,552,000 | 92 |
| Securities issued by states & political subdivisions | $1,194,151,000 | 30 |
| Other domestic debt securities | $23,034,000 | 642 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $23,034,000 | 393 |
| Foreign debt securities | $6,967,000 | 83 |
| 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 | $2,095,313,000 | 87 |
| Mortgage-backed securities | $1,805,994,000 | 98 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $630,841,000 | 126 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $918,963,000 | 67 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $35,491,000 | 216 |
| Other commercial mortgage-backed securities | $220,699,000 | 89 |
| Held to maturity securities (book value) | $1,179,684,000 | 80 |
| Available-for-sale securities (fair market value) | $2,102,123,000 | 118 |
| Total debt securities | $3,281,808,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $10,560,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $3,311,639,000 | 103 |
| U.S. Government securities | $2,075,116,000 | 106 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $2,075,116,000 | 92 |
| Securities issued by states & political subdivisions | $1,202,116,000 | 31 |
| Other domestic debt securities | $25,072,000 | 619 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $25,072,000 | 333 |
| Foreign debt securities | $6,978,000 | 87 |
| 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 | $2,167,133,000 | 87 |
| Mortgage-backed securities | $1,869,874,000 | 95 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $657,112,000 | 123 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $952,915,000 | 61 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $35,442,000 | 214 |
| Other commercial mortgage-backed securities | $224,405,000 | 90 |
| Held to maturity securities (book value) | $1,190,010,000 | 81 |
| Available-for-sale securities (fair market value) | $2,119,272,000 | 116 |
| Total debt securities | $3,309,282,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $10,534,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $3,396,240,000 | 101 |
| U.S. Government securities | $2,148,837,000 | 103 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $2,148,837,000 | 87 |
| Securities issued by states & political subdivisions | $1,212,904,000 | 29 |
| Other domestic debt securities | $25,141,000 | 634 |
| 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 | $25,141,000 | 345 |
| Foreign debt securities | $6,974,000 | 87 |
| 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 | $2,154,681,000 | 86 |
| Mortgage-backed securities | $1,936,884,000 | 93 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $683,076,000 | 114 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $985,501,000 | 58 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $35,414,000 | 217 |
| Other commercial mortgage-backed securities | $232,893,000 | 89 |
| Held to maturity securities (book value) | $1,199,527,000 | 81 |
| Available-for-sale securities (fair market value) | $2,194,329,000 | 110 |
| Total debt securities | $3,393,857,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $9,744,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $3,409,399,000 | 101 |
| U.S. Government securities | $2,154,368,000 | 102 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $2,154,368,000 | 90 |
| Securities issued by states & political subdivisions | $1,220,810,000 | 30 |
| Other domestic debt securities | $25,025,000 | 631 |
| 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 | $25,025,000 | 349 |
| Foreign debt securities | $6,931,000 | 88 |
| 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 | $2,041,301,000 | 90 |
| Mortgage-backed securities | $1,949,049,000 | 95 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $682,243,000 | 118 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $973,559,000 | 59 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $35,020,000 | 211 |
| Other commercial mortgage-backed securities | $258,227,000 | 83 |
| Held to maturity securities (book value) | $1,210,993,000 | 80 |
| Available-for-sale securities (fair market value) | $2,196,141,000 | 107 |
| Total debt securities | $3,407,134,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $9,008,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $3,553,375,000 | 101 |
| U.S. Government securities | $2,282,671,000 | 99 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $2,282,671,000 | 91 |
| Securities issued by states & political subdivisions | $1,236,320,000 | 28 |
| Other domestic debt securities | $25,122,000 | 633 |
| 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 | $25,122,000 | 345 |
| Foreign debt securities | $6,912,000 | 91 |
| 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 | $1,924,966,000 | 93 |
| Mortgage-backed securities | $2,066,832,000 | 90 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $728,998,000 | 108 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,032,592,000 | 58 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $34,960,000 | 210 |
| Other commercial mortgage-backed securities | $270,282,000 | 78 |
| Held to maturity securities (book value) | $1,224,470,000 | 79 |
| Available-for-sale securities (fair market value) | $2,326,555,000 | 106 |
| Total debt securities | $3,551,025,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $9,405,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $3,704,927,000 | 104 |
| U.S. Government securities | $2,413,053,000 | 101 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $2,413,053,000 | 86 |
| Securities issued by states & political subdivisions | $1,254,376,000 | 32 |
| Other domestic debt securities | $28,229,000 | 614 |
| 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 | $28,229,000 | 331 |
| Foreign debt securities | $6,901,000 | 79 |
| 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 | $2,118,528,000 | 85 |
| Mortgage-backed securities | $2,185,361,000 | 92 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $780,612,000 | 110 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,079,009,000 | 58 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $76,096,000 | 138 |
| Other commercial mortgage-backed securities | $249,644,000 | 87 |
| Held to maturity securities (book value) | $1,239,247,000 | 81 |
| Available-for-sale securities (fair market value) | $2,463,312,000 | 109 |
| Total debt securities | $3,702,559,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $9,262,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $3,777,420,000 | 107 |
| U.S. Government securities | $2,469,350,000 | 104 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $2,469,350,000 | 89 |
| Securities issued by states & political subdivisions | $1,270,214,000 | 34 |
| Other domestic debt securities | $28,667,000 | 625 |
| 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 | $28,667,000 | 344 |
| Foreign debt securities | $6,868,000 | 83 |
| 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 | $2,069,763,000 | 77 |
| Mortgage-backed securities | $2,239,023,000 | 94 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $798,336,000 | 115 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,090,956,000 | 62 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $81,957,000 | 131 |
| Other commercial mortgage-backed securities | $267,774,000 | 86 |
| Held to maturity securities (book value) | $1,248,629,000 | 84 |
| Available-for-sale securities (fair market value) | $2,526,470,000 | 117 |
| Total debt securities | $3,775,098,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $8,965,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $3,907,842,000 | 105 |
| U.S. Government securities | $2,586,970,000 | 104 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $2,586,970,000 | 91 |
| Securities issued by states & political subdivisions | $1,283,045,000 | 36 |
| Other domestic debt securities | $28,668,000 | 602 |
| 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 | $28,668,000 | 340 |
| Foreign debt securities | $6,853,000 | 81 |
| 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 | $2,025,363,000 | 74 |
| Mortgage-backed securities | $2,353,252,000 | 93 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $821,020,000 | 115 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,133,934,000 | 63 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $84,051,000 | 130 |
| Other commercial mortgage-backed securities | $314,247,000 | 84 |
| Held to maturity securities (book value) | $1,262,467,000 | 81 |
| Available-for-sale securities (fair market value) | $2,643,069,000 | 111 |
| Total debt securities | $3,905,537,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $9,433,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $4,166,350,000 | 103 |
| U.S. Government securities | $2,823,643,000 | 103 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $2,823,643,000 | 89 |
| Securities issued by states & political subdivisions | $1,299,708,000 | 37 |
| Other domestic debt securities | $33,765,000 | 506 |
| 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 | $33,765,000 | 289 |
| Foreign debt securities | $6,838,000 | 87 |
| 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 | $2,052,860,000 | 72 |
| Mortgage-backed securities | $2,569,709,000 | 92 |
| Certificates of participation in pools of residential mortgages | $887,772,000 | 114 |
| Issued or guaranteed by U.S. | $887,772,000 | 113 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,250,109,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $1,250,109,000 | 58 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $431,828,000 | 113 |
| Commercial mortgage pass-through securities | $108,499,000 | 111 |
| Other commercial mortgage-backed securities | $323,329,000 | 94 |
| Held to maturity securities (book value) | $1,281,295,000 | 77 |
| Available-for-sale securities (fair market value) | $2,882,659,000 | 107 |
| Total debt securities | $4,163,955,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $8,752,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $4,071,021,000 | 105 |
| U.S. Government securities | $2,853,724,000 | 99 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,853,724,000 | 91 |
| Securities issued by states & political subdivisions | $1,167,488,000 | 39 |
| Other domestic debt securities | $40,406,000 | 438 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $40,406,000 | 248 |
| Foreign debt securities | $6,922,000 | 86 |
| 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 | $2,075,219,000 | 71 |
| Mortgage-backed securities | $2,607,495,000 | 96 |
| Certificates of participation in pools of residential mortgages | $934,611,000 | 115 |
| Issued or guaranteed by U.S. | $934,611,000 | 113 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,278,796,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $1,278,796,000 | 59 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $394,088,000 | 114 |
| Commercial mortgage pass-through securities | $134,335,000 | 101 |
| Other commercial mortgage-backed securities | $259,753,000 | 103 |
| Held to maturity securities (book value) | $1,157,202,000 | 76 |
| Available-for-sale securities (fair market value) | $2,911,338,000 | 114 |
| Total debt securities | $4,068,540,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $9,991,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $4,020,875,000 | 108 |
| U.S. Government securities | $2,953,728,000 | 101 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,953,728,000 | 92 |
| Securities issued by states & political subdivisions | $1,013,989,000 | 44 |
| Other domestic debt securities | $43,530,000 | 413 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $43,530,000 | 227 |
| Foreign debt securities | $6,990,000 | 80 |
| 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 | $2,078,867,000 | 71 |
| Mortgage-backed securities | $2,710,806,000 | 97 |
| Certificates of participation in pools of residential mortgages | $947,626,000 | 114 |
| Issued or guaranteed by U.S. | $947,626,000 | 113 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,395,687,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,395,687,000 | 54 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $367,493,000 | 118 |
| Commercial mortgage pass-through securities | $153,325,000 | 95 |
| Other commercial mortgage-backed securities | $214,168,000 | 109 |
| Held to maturity securities (book value) | $1,004,823,000 | 72 |
| Available-for-sale securities (fair market value) | $3,013,414,000 | 117 |
| Total debt securities | $4,018,237,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $10,560,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $3,943,342,000 | 108 |
| U.S. Government securities | $2,929,701,000 | 106 |
| U.S. Treasury securities | $10,000,000 | 859 |
| U.S. Government agency obligations | $2,919,701,000 | 95 |
| Securities issued by states & political subdivisions | $960,319,000 | 45 |
| Other domestic debt securities | $43,644,000 | 389 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $43,644,000 | 210 |
| Foreign debt securities | $6,999,000 | 76 |
| 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 | $2,025,214,000 | 73 |
| Mortgage-backed securities | $2,679,627,000 | 99 |
| Certificates of participation in pools of residential mortgages | $874,697,000 | 114 |
| Issued or guaranteed by U.S. | $874,697,000 | 113 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,483,381,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,483,381,000 | 54 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $321,549,000 | 128 |
| Commercial mortgage pass-through securities | $162,832,000 | 95 |
| Other commercial mortgage-backed securities | $158,717,000 | 126 |
| Held to maturity securities (book value) | $953,920,000 | 69 |
| Available-for-sale securities (fair market value) | $2,986,743,000 | 116 |
| Total debt securities | $3,940,663,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $10,515,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $3,869,087,000 | 106 |
| U.S. Government securities | $2,907,074,000 | 107 |
| U.S. Treasury securities | $19,998,000 | 494 |
| U.S. Government agency obligations | $2,887,076,000 | 92 |
| Securities issued by states & political subdivisions | $901,539,000 | 48 |
| Other domestic debt securities | $50,748,000 | 329 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $50,748,000 | 174 |
| Foreign debt securities | $7,000,000 | 75 |
| 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 | $1,869,767,000 | 74 |
| Mortgage-backed securities | $2,667,719,000 | 96 |
| Certificates of participation in pools of residential mortgages | $787,282,000 | 115 |
| Issued or guaranteed by U.S. | $787,282,000 | 114 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,564,152,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,564,152,000 | 53 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $316,285,000 | 125 |
| Commercial mortgage pass-through securities | $176,548,000 | 90 |
| Other commercial mortgage-backed securities | $139,737,000 | 126 |
| Held to maturity securities (book value) | $902,172,000 | 67 |
| Available-for-sale securities (fair market value) | $2,964,189,000 | 113 |
| Total debt securities | $3,866,361,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $10,542,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $3,591,520,000 | 108 |
| U.S. Government securities | $2,726,696,000 | 104 |
| U.S. Treasury securities | $29,997,000 | 270 |
| U.S. Government agency obligations | $2,696,699,000 | 94 |
| Securities issued by states & political subdivisions | $804,414,000 | 47 |
| Other domestic debt securities | $50,750,000 | 313 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $50,750,000 | 157 |
| Foreign debt securities | $7,000,000 | 77 |
| 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 | $1,787,786,000 | 75 |
| Mortgage-backed securities | $2,512,760,000 | 95 |
| Certificates of participation in pools of residential mortgages | $746,095,000 | 115 |
| Issued or guaranteed by U.S. | $746,095,000 | 113 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,474,984,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,474,984,000 | 55 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $291,681,000 | 126 |
| Commercial mortgage pass-through securities | $183,385,000 | 81 |
| Other commercial mortgage-backed securities | $108,296,000 | 135 |
| Held to maturity securities (book value) | $813,741,000 | 66 |
| Available-for-sale securities (fair market value) | $2,775,119,000 | 111 |
| Total debt securities | $3,588,861,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $10,173,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $2,711,908,000 | 124 |
| U.S. Government securities | $1,933,320,000 | 115 |
| U.S. Treasury securities | $39,982,000 | 164 |
| U.S. Government agency obligations | $1,893,338,000 | 111 |
| Securities issued by states & political subdivisions | $716,890,000 | 52 |
| Other domestic debt securities | $52,029,000 | 297 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $52,029,000 | 151 |
| Foreign debt securities | $7,000,000 | 75 |
| 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 | $1,774,636,000 | 77 |
| Mortgage-backed securities | $1,673,877,000 | 115 |
| Certificates of participation in pools of residential mortgages | $497,736,000 | 142 |
| Issued or guaranteed by U.S. | $497,736,000 | 141 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $856,043,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $856,043,000 | 74 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $320,098,000 | 113 |
| Commercial mortgage pass-through securities | $206,167,000 | 66 |
| Other commercial mortgage-backed securities | $113,931,000 | 132 |
| Held to maturity securities (book value) | $731,212,000 | 62 |
| Available-for-sale securities (fair market value) | $1,978,027,000 | 129 |
| Total debt securities | $2,709,239,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $10,052,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,795,103,000 | 117 |
| U.S. Government securities | $1,936,843,000 | 110 |
| U.S. Treasury securities | $19,992,000 | 291 |
| U.S. Government agency obligations | $1,916,851,000 | 103 |
| Securities issued by states & political subdivisions | $732,175,000 | 50 |
| Other domestic debt securities | $116,547,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $52,089,000 | 142 |
| Foreign debt securities | $6,995,000 | 76 |
| 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 | $1,936,730,000 | 71 |
| Mortgage-backed securities | $1,780,205,000 | 104 |
| Certificates of participation in pools of residential mortgages | $545,608,000 | 122 |
| Issued or guaranteed by U.S. | $545,608,000 | 121 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $974,987,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $974,987,000 | 65 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $259,610,000 | 126 |
| Commercial mortgage pass-through securities | $259,610,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $746,767,000 | 56 |
| Available-for-sale securities (fair market value) | $2,045,793,000 | 126 |
| Total debt securities | $2,792,560,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $9,513,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,842,681,000 | 112 |
| U.S. Government securities | $2,014,104,000 | 107 |
| U.S. Treasury securities | $19,979,000 | 298 |
| U.S. Government agency obligations | $1,994,125,000 | 99 |
| Securities issued by states & political subdivisions | $748,091,000 | 45 |
| Other domestic debt securities | $71,017,000 | 221 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $71,017,000 | 116 |
| Foreign debt securities | $7,000,000 | 74 |
| 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 | $1,985,618,000 | 68 |
| Mortgage-backed securities | $1,822,830,000 | 99 |
| Certificates of participation in pools of residential mortgages | $583,872,000 | 109 |
| Issued or guaranteed by U.S. | $583,872,000 | 108 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,017,593,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,017,593,000 | 64 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $221,365,000 | 132 |
| Commercial mortgage pass-through securities | $180,375,000 | 66 |
| Other commercial mortgage-backed securities | $40,990,000 | 219 |
| Held to maturity securities (book value) | $766,416,000 | 58 |
| Available-for-sale securities (fair market value) | $2,073,796,000 | 120 |
| Total debt securities | $2,840,212,000 | 112 |
| Structured notes | ||
| Amortized cost | $6,002,000 | 59 |
| Fair value | $6,010,000 | 57 |
| Trading account assets | $8,841,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $3,079,356,000 | 100 |
| U.S. Government securities | $2,201,267,000 | 102 |
| U.S. Treasury securities | $21,508,000 | 265 |
| U.S. Government agency obligations | $2,179,759,000 | 96 |
| Securities issued by states & political subdivisions | $797,524,000 | 42 |
| Other domestic debt securities | $70,532,000 | 216 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $70,532,000 | 105 |
| Foreign debt securities | $7,000,000 | 73 |
| 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 | $2,083,039,000 | 65 |
| Mortgage-backed securities | $2,011,339,000 | 94 |
| Certificates of participation in pools of residential mortgages | $622,776,000 | 105 |
| Issued or guaranteed by U.S. | $622,776,000 | 105 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,164,734,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,164,734,000 | 58 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $223,829,000 | 130 |
| Commercial mortgage pass-through securities | $182,685,000 | 62 |
| Other commercial mortgage-backed securities | $41,144,000 | 220 |
| Held to maturity securities (book value) | $814,413,000 | 58 |
| Available-for-sale securities (fair market value) | $2,261,910,000 | 111 |
| Total debt securities | $3,076,323,000 | 99 |
| Structured notes | ||
| Amortized cost | $6,007,000 | 88 |
| Fair value | $6,024,000 | 86 |
| Trading account assets | $7,829,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $3,248,348,000 | 94 |
| U.S. Government securities | $2,330,825,000 | 99 |
| U.S. Treasury securities | $32,837,000 | 206 |
| U.S. Government agency obligations | $2,297,988,000 | 90 |
| Securities issued by states & political subdivisions | $831,984,000 | 37 |
| Other domestic debt securities | $75,313,000 | 195 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $75,313,000 | 91 |
| Foreign debt securities | $7,000,000 | 65 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,026,128,000 | 57 |
| Mortgage-backed securities | $2,129,144,000 | 91 |
| Certificates of participation in pools of residential mortgages | $792,946,000 | 92 |
| Issued or guaranteed by U.S. | $792,946,000 | 92 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,145,789,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,145,789,000 | 57 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $190,409,000 | 139 |
| Commercial mortgage pass-through securities | $190,409,000 | 59 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $851,753,000 | 59 |
| Available-for-sale securities (fair market value) | $2,393,369,000 | 105 |
| Total debt securities | $3,245,122,000 | 93 |
| Structured notes | ||
| Amortized cost | $10,305,000 | 71 |
| Fair value | $10,521,000 | 70 |
| Trading account assets | $8,892,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $3,064,763,000 | 93 |
| U.S. Government securities | $2,159,129,000 | 102 |
| U.S. Treasury securities | $29,878,000 | 212 |
| U.S. Government agency obligations | $2,129,251,000 | 94 |
| Securities issued by states & political subdivisions | $831,294,000 | 35 |
| Other domestic debt securities | $71,389,000 | 201 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $71,389,000 | 93 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,999,504,000 | 58 |
| Mortgage-backed securities | $1,998,956,000 | 93 |
| Certificates of participation in pools of residential mortgages | $694,589,000 | 98 |
| Issued or guaranteed by U.S. | $694,589,000 | 98 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,116,062,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,116,062,000 | 62 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $188,305,000 | 136 |
| Commercial mortgage pass-through securities | $188,305,000 | 59 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $852,824,000 | 63 |
| Available-for-sale securities (fair market value) | $2,208,988,000 | 114 |
| Total debt securities | $3,061,812,000 | 92 |
| Structured notes | ||
| Amortized cost | $24,304,000 | 47 |
| Fair value | $24,537,000 | 47 |
| Trading account assets | $8,470,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $3,032,584,000 | 89 |
| U.S. Government securities | $2,052,778,000 | 101 |
| U.S. Treasury securities | $29,781,000 | 215 |
| U.S. Government agency obligations | $2,022,997,000 | 93 |
| Securities issued by states & political subdivisions | $903,577,000 | 33 |
| Other domestic debt securities | $73,297,000 | 187 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $73,297,000 | 90 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,967,140,000 | 63 |
| Mortgage-backed securities | $1,878,389,000 | 95 |
| Certificates of participation in pools of residential mortgages | $663,986,000 | 100 |
| Issued or guaranteed by U.S. | $663,986,000 | 100 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,035,746,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $1,035,746,000 | 65 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $178,657,000 | 136 |
| Commercial mortgage pass-through securities | $178,657,000 | 54 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $900,605,000 | 61 |
| Available-for-sale securities (fair market value) | $2,129,047,000 | 111 |
| Total debt securities | $3,029,652,000 | 88 |
| Structured notes | ||
| Amortized cost | $35,243,000 | 42 |
| Fair value | $35,841,000 | 41 |
| Trading account assets | $8,667,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $3,084,201,000 | 93 |
| U.S. Government securities | $2,072,087,000 | 99 |
| U.S. Treasury securities | $19,712,000 | 292 |
| U.S. Government agency obligations | $2,052,375,000 | 90 |
| Securities issued by states & political subdivisions | $935,719,000 | 33 |
| Other domestic debt securities | $73,505,000 | 180 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $73,505,000 | 87 |
| 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 | $1,968,840,000 | 61 |
| Mortgage-backed securities | $1,902,459,000 | 94 |
| Certificates of participation in pools of residential mortgages | $668,311,000 | 100 |
| Issued or guaranteed by U.S. | $668,311,000 | 100 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,057,143,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,057,143,000 | 62 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $177,005,000 | 127 |
| Commercial mortgage pass-through securities | $177,005,000 | 56 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $936,484,000 | 61 |
| Available-for-sale securities (fair market value) | $2,144,827,000 | 104 |
| Total debt securities | $3,081,311,000 | 92 |
| Structured notes | ||
| Amortized cost | $35,230,000 | 47 |
| Fair value | $35,551,000 | 47 |
| Trading account assets | $8,454,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $3,137,629,000 | 91 |
| U.S. Government securities | $2,050,595,000 | 100 |
| U.S. Treasury securities | $19,879,000 | 284 |
| U.S. Government agency obligations | $2,030,716,000 | 89 |
| Securities issued by states & political subdivisions | $1,013,633,000 | 34 |
| Other domestic debt securities | $70,549,000 | 181 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $70,549,000 | 93 |
| 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 | $1,961,368,000 | 59 |
| Mortgage-backed securities | $1,878,240,000 | 91 |
| Certificates of participation in pools of residential mortgages | $685,507,000 | 95 |
| Issued or guaranteed by U.S. | $685,507,000 | 95 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,023,761,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $1,023,761,000 | 64 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $168,972,000 | 128 |
| Commercial mortgage pass-through securities | $168,972,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,020,934,000 | 60 |
| Available-for-sale securities (fair market value) | $2,113,843,000 | 108 |
| Total debt securities | $3,134,776,000 | 90 |
| Structured notes | ||
| Amortized cost | $35,219,000 | 46 |
| Fair value | $35,122,000 | 45 |
| Trading account assets | $7,673,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $3,036,284,000 | 88 |
| U.S. Government securities | $1,943,805,000 | 101 |
| U.S. Treasury securities | $9,937,000 | 438 |
| U.S. Government agency obligations | $1,933,868,000 | 90 |
| Securities issued by states & political subdivisions | $1,013,165,000 | 34 |
| Other domestic debt securities | $76,487,000 | 166 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $76,487,000 | 87 |
| 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 | $1,897,443,000 | 59 |
| Mortgage-backed securities | $1,772,220,000 | 93 |
| Certificates of participation in pools of residential mortgages | $642,232,000 | 100 |
| Issued or guaranteed by U.S. | $642,232,000 | 100 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $961,227,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $961,227,000 | 65 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $168,761,000 | 123 |
| Commercial mortgage pass-through securities | $168,761,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,025,538,000 | 61 |
| Available-for-sale securities (fair market value) | $2,007,919,000 | 109 |
| Total debt securities | $3,033,457,000 | 87 |
| Structured notes | ||
| Amortized cost | $35,208,000 | 45 |
| Fair value | $34,657,000 | 44 |
| Trading account assets | $8,478,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,818,822,000 | 95 |
| U.S. Government securities | $1,797,282,000 | 104 |
| U.S. Treasury securities | $9,913,000 | 431 |
| U.S. Government agency obligations | $1,787,369,000 | 94 |
| Securities issued by states & political subdivisions | $940,253,000 | 37 |
| Other domestic debt securities | $78,436,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $78,436,000 | 80 |
| 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 | $1,590,595,000 | 67 |
| Mortgage-backed securities | $1,674,810,000 | 95 |
| Certificates of participation in pools of residential mortgages | $562,252,000 | 112 |
| Issued or guaranteed by U.S. | $562,252,000 | 110 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $971,911,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $971,911,000 | 63 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $140,647,000 | 133 |
| Commercial mortgage pass-through securities | $140,647,000 | 56 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,019,746,000 | 61 |
| Available-for-sale securities (fair market value) | $1,796,225,000 | 118 |
| Total debt securities | $2,815,971,000 | 94 |
| Structured notes | ||
| Amortized cost | $22,022,000 | 65 |
| Fair value | $21,791,000 | 62 |
| Trading account assets | $8,333,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,736,918,000 | 97 |
| U.S. Government securities | $1,765,481,000 | 106 |
| U.S. Treasury securities | $9,894,000 | 430 |
| U.S. Government agency obligations | $1,755,587,000 | 94 |
| Securities issued by states & political subdivisions | $899,966,000 | 37 |
| Other domestic debt securities | $68,598,000 | 173 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $68,598,000 | 89 |
| 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 | $1,521,199,000 | 70 |
| Mortgage-backed securities | $1,647,866,000 | 93 |
| Certificates of participation in pools of residential mortgages | $537,022,000 | 117 |
| Issued or guaranteed by U.S. | $537,022,000 | 116 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $969,917,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $969,917,000 | 63 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $140,927,000 | 128 |
| Commercial mortgage pass-through securities | $140,927,000 | 52 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,006,042,000 | 61 |
| Available-for-sale securities (fair market value) | $1,728,003,000 | 119 |
| Total debt securities | $2,734,045,000 | 96 |
| Structured notes | ||
| Amortized cost | $22,026,000 | 60 |
| Fair value | $21,843,000 | 59 |
| Trading account assets | $8,339,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,273,881,000 | 109 |
| U.S. Government securities | $1,302,712,000 | 119 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,302,712,000 | 111 |
| Securities issued by states & political subdivisions | $899,485,000 | 36 |
| Other domestic debt securities | $68,758,000 | 175 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $68,758,000 | 92 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,926,000 | 309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,346,494,000 | 80 |
| Mortgage-backed securities | $1,219,406,000 | 110 |
| Certificates of participation in pools of residential mortgages | $419,678,000 | 134 |
| Issued or guaranteed by U.S. | $419,678,000 | 132 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $684,861,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $684,861,000 | 74 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $114,867,000 | 128 |
| Commercial mortgage pass-through securities | $114,867,000 | 51 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,009,500,000 | 61 |
| Available-for-sale securities (fair market value) | $1,264,381,000 | 139 |
| Total debt securities | $2,270,955,000 | 108 |
| Structured notes | ||
| Amortized cost | $22,029,000 | 59 |
| Fair value | $21,956,000 | 58 |
| Trading account assets | $7,844,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,328,159,000 | 105 |
| U.S. Government securities | $1,347,732,000 | 117 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,347,732,000 | 110 |
| Securities issued by states & political subdivisions | $908,607,000 | 35 |
| Other domestic debt securities | $68,873,000 | 165 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $68,873,000 | 91 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,947,000 | 318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,337,286,000 | 78 |
| Mortgage-backed securities | $1,263,285,000 | 107 |
| Certificates of participation in pools of residential mortgages | $441,835,000 | 131 |
| Issued or guaranteed by U.S. | $441,835,000 | 129 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $699,614,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $699,614,000 | 70 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $121,836,000 | 125 |
| Commercial mortgage pass-through securities | $121,836,000 | 50 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,025,688,000 | 62 |
| Available-for-sale securities (fair market value) | $1,302,471,000 | 135 |
| Total debt securities | $2,325,212,000 | 104 |
| Structured notes | ||
| Amortized cost | $22,033,000 | 58 |
| Fair value | $22,012,000 | 58 |
| Trading account assets | $7,930,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,266,985,000 | 106 |
| U.S. Government securities | $1,285,339,000 | 123 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,285,339,000 | 114 |
| Securities issued by states & political subdivisions | $908,980,000 | 35 |
| Other domestic debt securities | $69,722,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $69,722,000 | 93 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,944,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,295,781,000 | 80 |
| Mortgage-backed securities | $1,229,183,000 | 110 |
| Certificates of participation in pools of residential mortgages | $461,649,000 | 128 |
| Issued or guaranteed by U.S. | $461,649,000 | 127 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $652,012,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $652,012,000 | 76 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $115,522,000 | 128 |
| Commercial mortgage pass-through securities | $115,522,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,030,394,000 | 62 |
| Available-for-sale securities (fair market value) | $1,236,591,000 | 141 |
| Total debt securities | $2,264,041,000 | 105 |
| Structured notes | ||
| Amortized cost | $22,036,000 | 68 |
| Fair value | $21,813,000 | 68 |
| Trading account assets | $7,880,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,279,766,000 | 107 |
| U.S. Government securities | $1,290,384,000 | 121 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,290,384,000 | 114 |
| Securities issued by states & political subdivisions | $916,655,000 | 37 |
| Other domestic debt securities | $69,794,000 | 168 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $69,794,000 | 96 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,933,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,245,756,000 | 84 |
| Mortgage-backed securities | $1,233,520,000 | 111 |
| Certificates of participation in pools of residential mortgages | $580,082,000 | 112 |
| Issued or guaranteed by U.S. | $580,082,000 | 111 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $653,438,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $653,438,000 | 77 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,057,753,000 | 62 |
| Available-for-sale securities (fair market value) | $1,222,013,000 | 139 |
| Total debt securities | $2,276,833,000 | 106 |
| Structured notes | ||
| Amortized cost | $22,040,000 | 69 |
| Fair value | $21,784,000 | 69 |
| Trading account assets | $7,773,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,306,448,000 | 104 |
| U.S. Government securities | $1,317,114,000 | 118 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,317,114,000 | 109 |
| Securities issued by states & political subdivisions | $916,682,000 | 36 |
| Other domestic debt securities | $69,714,000 | 165 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $69,714,000 | 98 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,938,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,239,409,000 | 81 |
| Mortgage-backed securities | $1,249,676,000 | 106 |
| Certificates of participation in pools of residential mortgages | $590,682,000 | 104 |
| Issued or guaranteed by U.S. | $590,682,000 | 103 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $658,994,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $658,994,000 | 76 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,067,967,000 | 63 |
| Available-for-sale securities (fair market value) | $1,238,481,000 | 132 |
| Total debt securities | $2,303,510,000 | 103 |
| Structured notes | ||
| Amortized cost | $22,043,000 | 60 |
| Fair value | $21,780,000 | 60 |
| Trading account assets | $7,071,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,348,564,000 | 105 |
| U.S. Government securities | $1,359,440,000 | 113 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,359,440,000 | 108 |
| Securities issued by states & political subdivisions | $916,149,000 | 34 |
| Other domestic debt securities | $69,951,000 | 166 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $69,951,000 | 98 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $3,024,000 | 322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,267,460,000 | 82 |
| Mortgage-backed securities | $1,281,821,000 | 105 |
| Certificates of participation in pools of residential mortgages | $628,544,000 | 98 |
| Issued or guaranteed by U.S. | $628,544,000 | 97 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $653,277,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $653,277,000 | 75 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,049,093,000 | 63 |
| Available-for-sale securities (fair market value) | $1,299,471,000 | 124 |
| Total debt securities | $2,345,540,000 | 103 |
| Structured notes | ||
| Amortized cost | $22,047,000 | 64 |
| Fair value | $22,001,000 | 65 |
| Trading account assets | $7,070,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,243,613,000 | 105 |
| U.S. Government securities | $1,329,360,000 | 112 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,329,360,000 | 108 |
| Securities issued by states & political subdivisions | $841,542,000 | 35 |
| Other domestic debt securities | $69,930,000 | 170 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $69,930,000 | 100 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,781,000 | 341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,075,117,000 | 91 |
| Mortgage-backed securities | $1,272,924,000 | 103 |
| Certificates of participation in pools of residential mortgages | $693,795,000 | 93 |
| Issued or guaranteed by U.S. | $693,795,000 | 92 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $579,129,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $579,129,000 | 81 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $997,354,000 | 64 |
| Available-for-sale securities (fair market value) | $1,246,259,000 | 127 |
| Total debt securities | $2,240,832,000 | 104 |
| Structured notes | ||
| Amortized cost | $22,050,000 | 71 |
| Fair value | $22,061,000 | 72 |
| Trading account assets | $6,919,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,377,184,000 | 102 |
| U.S. Government securities | $1,460,209,000 | 105 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,460,209,000 | 101 |
| Securities issued by states & political subdivisions | $838,462,000 | 33 |
| Other domestic debt securities | $75,744,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $75,744,000 | 96 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,769,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,089,265,000 | 95 |
| Mortgage-backed securities | $1,390,843,000 | 95 |
| Certificates of participation in pools of residential mortgages | $742,070,000 | 86 |
| Issued or guaranteed by U.S. | $742,070,000 | 85 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $648,773,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $648,773,000 | 74 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,004,925,000 | 64 |
| Available-for-sale securities (fair market value) | $1,372,259,000 | 118 |
| Total debt securities | $2,374,415,000 | 102 |
| Structured notes | ||
| Amortized cost | $25,759,000 | 63 |
| Fair value | $25,907,000 | 63 |
| Trading account assets | $6,872,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,414,108,000 | 99 |
| U.S. Government securities | $1,476,004,000 | 108 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,476,004,000 | 100 |
| Securities issued by states & political subdivisions | $842,304,000 | 33 |
| Other domestic debt securities | $93,065,000 | 146 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $93,065,000 | 84 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,735,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,023,465,000 | 96 |
| Mortgage-backed securities | $1,392,499,000 | 96 |
| Certificates of participation in pools of residential mortgages | $722,818,000 | 86 |
| Issued or guaranteed by U.S. | $722,818,000 | 85 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $669,681,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $669,681,000 | 70 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,012,930,000 | 64 |
| Available-for-sale securities (fair market value) | $1,401,178,000 | 113 |
| Total debt securities | $2,411,373,000 | 99 |
| Structured notes | ||
| Amortized cost | $34,678,000 | 55 |
| Fair value | $35,826,000 | 52 |
| Trading account assets | $6,451,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,509,030,000 | 90 |
| U.S. Government securities | $1,492,751,000 | 102 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,492,751,000 | 95 |
| Securities issued by states & political subdivisions | $856,732,000 | 32 |
| Other domestic debt securities | $156,783,000 | 104 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $156,783,000 | 49 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,764,000 | 351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,098,505,000 | 91 |
| Mortgage-backed securities | $1,411,942,000 | 93 |
| Certificates of participation in pools of residential mortgages | $765,134,000 | 84 |
| Issued or guaranteed by U.S. | $765,134,000 | 83 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $646,808,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $646,808,000 | 69 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $957,352,000 | 63 |
| Available-for-sale securities (fair market value) | $1,551,678,000 | 105 |
| Total debt securities | $2,506,266,000 | 90 |
| Structured notes | ||
| Amortized cost | $35,126,000 | 69 |
| Fair value | $36,431,000 | 64 |
| Trading account assets | $6,294,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,434,712,000 | 93 |
| U.S. Government securities | $1,434,036,000 | 107 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,434,036,000 | 100 |
| Securities issued by states & political subdivisions | $811,001,000 | 32 |
| Other domestic debt securities | $186,924,000 | 92 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $186,924,000 | 47 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,751,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,081,849,000 | 94 |
| Mortgage-backed securities | $1,352,998,000 | 96 |
| Certificates of participation in pools of residential mortgages | $770,184,000 | 84 |
| Issued or guaranteed by U.S. | $770,184,000 | 83 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $582,814,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $582,814,000 | 81 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $848,417,000 | 62 |
| Available-for-sale securities (fair market value) | $1,586,295,000 | 104 |
| Total debt securities | $2,431,961,000 | 93 |
| Structured notes | ||
| Amortized cost | $49,095,000 | 55 |
| Fair value | $50,176,000 | 53 |
| Trading account assets | $6,721,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,389,667,000 | 95 |
| U.S. Government securities | $1,491,148,000 | 99 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,491,148,000 | 94 |
| Securities issued by states & political subdivisions | $705,902,000 | 34 |
| Other domestic debt securities | $189,830,000 | 92 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $189,830,000 | 46 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,787,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,109,133,000 | 95 |
| Mortgage-backed securities | $1,410,380,000 | 93 |
| Certificates of participation in pools of residential mortgages | $811,298,000 | 78 |
| Issued or guaranteed by U.S. | $811,298,000 | 77 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $599,082,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $599,082,000 | 78 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $743,925,000 | 74 |
| Available-for-sale securities (fair market value) | $1,645,742,000 | 96 |
| Total debt securities | $2,386,880,000 | 95 |
| Structured notes | ||
| Amortized cost | $49,067,000 | 56 |
| Fair value | $50,426,000 | 54 |
| Trading account assets | $6,780,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,502,716,000 | 129 |
| U.S. Government securities | $867,851,000 | 146 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $867,851,000 | 141 |
| Securities issued by states & political subdivisions | $599,360,000 | 38 |
| Other domestic debt securities | $32,735,000 | 280 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $32,735,000 | 179 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,770,000 | 352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $702,669,000 | 118 |
| Mortgage-backed securities | $780,116,000 | 138 |
| Certificates of participation in pools of residential mortgages | $173,554,000 | 261 |
| Issued or guaranteed by U.S. | $173,554,000 | 260 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $606,562,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $606,562,000 | 78 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $593,670,000 | 81 |
| Available-for-sale securities (fair market value) | $909,046,000 | 155 |
| Total debt securities | $1,499,946,000 | 129 |
| Structured notes | ||
| Amortized cost | $49,938,000 | 60 |
| Fair value | $50,910,000 | 58 |
| Trading account assets | $6,188,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,546,033,000 | 124 |
| U.S. Government securities | $892,568,000 | 141 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $892,568,000 | 137 |
| Securities issued by states & political subdivisions | $608,181,000 | 36 |
| Other domestic debt securities | $42,535,000 | 234 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $6,818,000 | 168 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $35,717,000 | 172 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,749,000 | 352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $718,272,000 | 116 |
| Mortgage-backed securities | $812,046,000 | 130 |
| Certificates of participation in pools of residential mortgages | $180,351,000 | 252 |
| Issued or guaranteed by U.S. | $180,351,000 | 251 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $631,695,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $631,695,000 | 77 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $594,860,000 | 78 |
| Available-for-sale securities (fair market value) | $951,173,000 | 151 |
| Total debt securities | $1,543,284,000 | 124 |
| Structured notes | ||
| Amortized cost | $50,385,000 | 73 |
| Fair value | $50,649,000 | 72 |
| Trading account assets | $6,072,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,603,970,000 | 123 |
| U.S. Government securities | $935,282,000 | 134 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $935,282,000 | 131 |
| Securities issued by states & political subdivisions | $623,296,000 | 35 |
| Other domestic debt securities | $42,631,000 | 244 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $6,823,000 | 178 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $35,808,000 | 178 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,761,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $703,010,000 | 121 |
| Mortgage-backed securities | $856,334,000 | 129 |
| Certificates of participation in pools of residential mortgages | $189,946,000 | 245 |
| Issued or guaranteed by U.S. | $189,946,000 | 244 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $666,388,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $666,388,000 | 74 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $607,695,000 | 77 |
| Available-for-sale securities (fair market value) | $996,275,000 | 148 |
| Total debt securities | $1,601,209,000 | 122 |
| Structured notes | ||
| Amortized cost | $58,152,000 | 66 |
| Fair value | $58,421,000 | 66 |
| Trading account assets | $6,096,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,547,467,000 | 125 |
| U.S. Government securities | $889,169,000 | 144 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $889,169,000 | 141 |
| Securities issued by states & political subdivisions | $614,065,000 | 35 |
| Other domestic debt securities | $41,508,000 | 260 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $6,819,000 | 181 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $34,689,000 | 191 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,725,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $711,613,000 | 121 |
| Mortgage-backed securities | $817,121,000 | 134 |
| Certificates of participation in pools of residential mortgages | $122,595,000 | 357 |
| Issued or guaranteed by U.S. | $122,595,000 | 357 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $694,526,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $694,526,000 | 73 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $597,624,000 | 76 |
| Available-for-sale securities (fair market value) | $949,843,000 | 153 |
| Total debt securities | $1,544,742,000 | 123 |
| Structured notes | ||
| Amortized cost | $33,263,000 | 120 |
| Fair value | $33,096,000 | 119 |
| Trading account assets | $5,892,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,523,557,000 | 127 |
| U.S. Government securities | $866,909,000 | 145 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $866,909,000 | 143 |
| Securities issued by states & political subdivisions | $612,741,000 | 36 |
| Other domestic debt securities | $41,196,000 | 271 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $6,768,000 | 173 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $34,428,000 | 199 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,711,000 | 380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $699,009,000 | 119 |
| Mortgage-backed securities | $793,632,000 | 137 |
| Certificates of participation in pools of residential mortgages | $130,831,000 | 334 |
| Issued or guaranteed by U.S. | $130,831,000 | 333 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $662,801,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $662,801,000 | 75 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $598,519,000 | 72 |
| Available-for-sale securities (fair market value) | $925,038,000 | 153 |
| Total debt securities | $1,520,846,000 | 127 |
| Structured notes | ||
| Amortized cost | $23,862,000 | 185 |
| Fair value | $23,347,000 | 174 |
| Trading account assets | $5,236,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,526,817,000 | 121 |
| U.S. Government securities | $857,576,000 | 143 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $857,576,000 | 141 |
| Securities issued by states & political subdivisions | $622,200,000 | 34 |
| Other domestic debt securities | $44,295,000 | 264 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $6,726,000 | 179 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $37,569,000 | 183 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,746,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $705,252,000 | 117 |
| Mortgage-backed securities | $786,165,000 | 131 |
| Certificates of participation in pools of residential mortgages | $127,773,000 | 347 |
| Issued or guaranteed by U.S. | $127,773,000 | 346 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $658,392,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $658,392,000 | 76 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $602,588,000 | 67 |
| Available-for-sale securities (fair market value) | $924,229,000 | 148 |
| Total debt securities | $1,524,071,000 | 121 |
| Structured notes | ||
| Amortized cost | $16,984,000 | 259 |
| Fair value | $16,721,000 | 248 |
| Trading account assets | $4,848,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,571,589,000 | 120 |
| U.S. Government securities | $902,987,000 | 139 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $902,987,000 | 136 |
| Securities issued by states & political subdivisions | $620,526,000 | 34 |
| Other domestic debt securities | $45,319,000 | 257 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $6,642,000 | 175 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $38,677,000 | 179 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,757,000 | 389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $687,974,000 | 119 |
| Mortgage-backed securities | $831,265,000 | 129 |
| Certificates of participation in pools of residential mortgages | $128,400,000 | 344 |
| Issued or guaranteed by U.S. | $128,400,000 | 343 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $702,865,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $702,865,000 | 73 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $608,761,000 | 57 |
| Available-for-sale securities (fair market value) | $962,828,000 | 147 |
| Total debt securities | $1,568,832,000 | 120 |
| Structured notes | ||
| Amortized cost | $16,983,000 | 248 |
| Fair value | $16,760,000 | 246 |
| Trading account assets | $4,526,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,577,028,000 | 121 |
| U.S. Government securities | $937,576,000 | 133 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $937,576,000 | 131 |
| Securities issued by states & political subdivisions | $598,161,000 | 34 |
| Other domestic debt securities | $38,443,000 | 303 |
| Privately issued residential mortgage-backed securities | $306,000 | 744 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $6,740,000 | 159 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $31,397,000 | 208 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,848,000 | 399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $702,148,000 | 115 |
| Mortgage-backed securities | $871,408,000 | 130 |
| Certificates of participation in pools of residential mortgages | $133,960,000 | 345 |
| Issued or guaranteed by U.S. | $133,960,000 | 344 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $737,448,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $737,142,000 | 71 |
| Privately issued | $306,000 | 714 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $592,033,000 | 54 |
| Available-for-sale securities (fair market value) | $984,995,000 | 147 |
| Total debt securities | $1,574,179,000 | 121 |
| Structured notes | ||
| Amortized cost | $19,983,000 | 217 |
| Fair value | $19,994,000 | 214 |
| Trading account assets | $4,414,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,615,489,000 | 121 |
| U.S. Government securities | $974,960,000 | 133 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $974,960,000 | 131 |
| Securities issued by states & political subdivisions | $597,917,000 | 34 |
| Other domestic debt securities | $39,774,000 | 291 |
| Privately issued residential mortgage-backed securities | $353,000 | 755 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $6,736,000 | 151 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $32,685,000 | 197 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,838,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $702,899,000 | 115 |
| Mortgage-backed securities | $877,585,000 | 128 |
| Certificates of participation in pools of residential mortgages | $151,460,000 | 304 |
| Issued or guaranteed by U.S. | $151,460,000 | 302 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $726,125,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $725,772,000 | 71 |
| Privately issued | $353,000 | 723 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $602,508,000 | 54 |
| Available-for-sale securities (fair market value) | $1,012,981,000 | 143 |
| Total debt securities | $1,612,651,000 | 121 |
| Structured notes | ||
| Amortized cost | $45,003,000 | 85 |
| Fair value | $44,834,000 | 85 |
| Trading account assets | $3,695,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,547,015,000 | 121 |
| U.S. Government securities | $967,714,000 | 138 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $967,714,000 | 136 |
| Securities issued by states & political subdivisions | $547,203,000 | 36 |
| Other domestic debt securities | $32,098,000 | 341 |
| Privately issued residential mortgage-backed securities | $400,000 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $31,698,000 | 214 |
| 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 | $766,049,000 | 106 |
| Mortgage-backed securities | $881,992,000 | 131 |
| Certificates of participation in pools of residential mortgages | $171,212,000 | 293 |
| Issued or guaranteed by U.S. | $171,212,000 | 290 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $710,780,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $710,380,000 | 73 |
| Privately issued | $400,000 | 748 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $559,156,000 | 56 |
| Available-for-sale securities (fair market value) | $987,859,000 | 149 |
| Total debt securities | $1,547,015,000 | 120 |
| Structured notes | ||
| Amortized cost | $36,983,000 | 110 |
| Fair value | $36,872,000 | 110 |
| Trading account assets | $3,535,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,590,217,000 | 121 |
| U.S. Government securities | $1,010,665,000 | 136 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,010,665,000 | 132 |
| Securities issued by states & political subdivisions | $540,530,000 | 35 |
| Other domestic debt securities | $39,022,000 | 293 |
| Privately issued residential mortgage-backed securities | $451,000 | 819 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $38,571,000 | 179 |
| 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 | $687,725,000 | 113 |
| Mortgage-backed securities | $915,046,000 | 124 |
| Certificates of participation in pools of residential mortgages | $190,448,000 | 261 |
| Issued or guaranteed by U.S. | $190,448,000 | 258 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $724,598,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $724,147,000 | 70 |
| Privately issued | $451,000 | 788 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $572,671,000 | 54 |
| Available-for-sale securities (fair market value) | $1,017,546,000 | 143 |
| Total debt securities | $1,590,217,000 | 120 |
| Structured notes | ||
| Amortized cost | $39,964,000 | 101 |
| Fair value | $39,585,000 | 103 |
| Trading account assets | $3,266,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,660,066,000 | 121 |
| U.S. Government securities | $1,081,616,000 | 129 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,081,616,000 | 125 |
| Securities issued by states & political subdivisions | $533,895,000 | 33 |
| Other domestic debt securities | $44,555,000 | 270 |
| Privately issued residential mortgage-backed securities | $679,000 | 780 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $43,876,000 | 154 |
| 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 | $730,424,000 | 115 |
| Mortgage-backed securities | $934,897,000 | 120 |
| Certificates of participation in pools of residential mortgages | $231,686,000 | 222 |
| Issued or guaranteed by U.S. | $231,686,000 | 221 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $703,211,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $702,532,000 | 75 |
| Privately issued | $679,000 | 755 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $577,923,000 | 55 |
| Available-for-sale securities (fair market value) | $1,082,143,000 | 140 |
| Total debt securities | $1,660,066,000 | 120 |
| Structured notes | ||
| Amortized cost | $101,241,000 | 29 |
| Fair value | $100,245,000 | 31 |
| Trading account assets | $3,252,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,604,235,000 | 116 |
| U.S. Government securities | $1,034,748,000 | 131 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,034,748,000 | 128 |
| Securities issued by states & political subdivisions | $523,185,000 | 34 |
| Other domestic debt securities | $46,302,000 | 266 |
| Privately issued residential mortgage-backed securities | $783,000 | 828 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $45,519,000 | 141 |
| 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 | $682,167,000 | 113 |
| Mortgage-backed securities | $836,811,000 | 127 |
| Certificates of participation in pools of residential mortgages | $253,471,000 | 191 |
| Issued or guaranteed by U.S. | $253,471,000 | 191 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $583,340,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $582,557,000 | 80 |
| Privately issued | $783,000 | 789 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $592,925,000 | 49 |
| Available-for-sale securities (fair market value) | $1,011,310,000 | 140 |
| Total debt securities | $1,604,235,000 | 117 |
| Structured notes | ||
| Amortized cost | $130,964,000 | 21 |
| Fair value | $130,339,000 | 22 |
| Trading account assets | $2,698,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,552,425,000 | 121 |
| U.S. Government securities | $1,007,121,000 | 132 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,007,121,000 | 128 |
| Securities issued by states & political subdivisions | $511,136,000 | 34 |
| Other domestic debt securities | $34,168,000 | 325 |
| Privately issued residential mortgage-backed securities | $876,000 | 834 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $33,292,000 | 175 |
| 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 | $725,692,000 | 107 |
| Mortgage-backed securities | $732,969,000 | 138 |
| Certificates of participation in pools of residential mortgages | $283,811,000 | 167 |
| Issued or guaranteed by U.S. | $283,811,000 | 166 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $449,158,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $448,282,000 | 96 |
| Privately issued | $876,000 | 791 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $604,993,000 | 49 |
| Available-for-sale securities (fair market value) | $947,432,000 | 146 |
| Total debt securities | $1,552,425,000 | 120 |
| Structured notes | ||
| Amortized cost | $200,521,000 | 7 |
| Fair value | $200,057,000 | 8 |
| Trading account assets | $2,436,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,519,770,000 | 125 |
| U.S. Government securities | $997,761,000 | 136 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $997,761,000 | 131 |
| Securities issued by states & political subdivisions | $488,552,000 | 34 |
| Other domestic debt securities | $33,457,000 | 317 |
| Privately issued residential mortgage-backed securities | $962,000 | 835 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $32,495,000 | 160 |
| 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 | $675,352,000 | 114 |
| Mortgage-backed securities | $669,726,000 | 142 |
| Certificates of participation in pools of residential mortgages | $297,209,000 | 165 |
| Issued or guaranteed by U.S. | $297,209,000 | 164 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $372,517,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $371,555,000 | 104 |
| Privately issued | $962,000 | 793 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $586,353,000 | 49 |
| Available-for-sale securities (fair market value) | $933,417,000 | 148 |
| Total debt securities | $1,519,770,000 | 124 |
| Structured notes | ||
| Amortized cost | $234,004,000 | 6 |
| Fair value | $231,154,000 | 6 |
| Trading account assets | $2,680,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,461,993,000 | 128 |
| U.S. Government securities | $950,387,000 | 138 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $950,387,000 | 132 |
| Securities issued by states & political subdivisions | $486,616,000 | 34 |
| Other domestic debt securities | $24,990,000 | 403 |
| Privately issued residential mortgage-backed securities | $1,058,000 | 847 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $23,932,000 | 206 |
| 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 | $675,852,000 | 116 |
| Mortgage-backed securities | $591,293,000 | 155 |
| Certificates of participation in pools of residential mortgages | $267,174,000 | 175 |
| Issued or guaranteed by U.S. | $267,174,000 | 174 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $324,119,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $323,061,000 | 119 |
| Privately issued | $1,058,000 | 808 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $531,284,000 | 52 |
| Available-for-sale securities (fair market value) | $930,709,000 | 151 |
| Total debt securities | $1,461,993,000 | 128 |
| Structured notes | ||
| Amortized cost | $254,006,000 | 6 |
| Fair value | $248,345,000 | 6 |
| Trading account assets | $2,576,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,421,581,000 | 127 |
| U.S. Government securities | $918,541,000 | 136 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $918,541,000 | 129 |
| Securities issued by states & political subdivisions | $474,781,000 | 37 |
| Other domestic debt securities | $28,259,000 | 403 |
| Privately issued residential mortgage-backed securities | $1,225,000 | 849 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $27,034,000 | 187 |
| 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 | $640,568,000 | 118 |
| Mortgage-backed securities | $556,632,000 | 160 |
| Certificates of participation in pools of residential mortgages | $249,180,000 | 179 |
| Issued or guaranteed by U.S. | $249,180,000 | 178 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $307,452,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $306,227,000 | 116 |
| Privately issued | $1,225,000 | 810 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $468,711,000 | 57 |
| Available-for-sale securities (fair market value) | $952,870,000 | 139 |
| Total debt securities | $1,421,581,000 | 127 |
| Structured notes | ||
| Amortized cost | $239,044,000 | 6 |
| Fair value | $233,562,000 | 6 |
| Trading account assets | $2,217,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,354,328,000 | 122 |
| U.S. Government securities | $905,120,000 | 136 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $905,120,000 | 129 |
| Securities issued by states & political subdivisions | $420,439,000 | 38 |
| Other domestic debt securities | $28,769,000 | 395 |
| Privately issued residential mortgage-backed securities | $1,437,000 | 878 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $27,332,000 | 185 |
| 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 | $629,119,000 | 116 |
| Mortgage-backed securities | $570,006,000 | 152 |
| Certificates of participation in pools of residential mortgages | $285,155,000 | 156 |
| Issued or guaranteed by U.S. | $285,155,000 | 155 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $284,851,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $283,414,000 | 112 |
| Privately issued | $1,437,000 | 837 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $465,297,000 | 52 |
| Available-for-sale securities (fair market value) | $889,031,000 | 142 |
| Total debt securities | $1,354,328,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $1,988,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,266,004,000 | 126 |
| U.S. Government securities | $891,082,000 | 133 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $891,082,000 | 127 |
| Securities issued by states & political subdivisions | $367,003,000 | 40 |
| Other domestic debt securities | $7,919,000 | 888 |
| Privately issued residential mortgage-backed securities | $1,595,000 | 885 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $10,000 | 223 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $6,314,000 | 486 |
| 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 | $596,319,000 | 121 |
| Mortgage-backed securities | $593,817,000 | 144 |
| Certificates of participation in pools of residential mortgages | $300,205,000 | 148 |
| Issued or guaranteed by U.S. | $300,205,000 | 147 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $293,612,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $292,017,000 | 102 |
| Privately issued | $1,595,000 | 851 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $430,196,000 | 55 |
| Available-for-sale securities (fair market value) | $835,808,000 | 149 |
| Total debt securities | $1,266,004,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $1,741,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,208,585,000 | 128 |
| U.S. Government securities | $843,009,000 | 139 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $843,009,000 | 129 |
| Securities issued by states & political subdivisions | $357,443,000 | 42 |
| Other domestic debt securities | $8,133,000 | 915 |
| Privately issued residential mortgage-backed securities | $1,721,000 | 910 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $23,000 | 222 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $6,389,000 | 501 |
| 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 | $580,589,000 | 124 |
| Mortgage-backed securities | $626,345,000 | 146 |
| Certificates of participation in pools of residential mortgages | $347,387,000 | 133 |
| Issued or guaranteed by U.S. | $347,387,000 | 132 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $278,958,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $277,237,000 | 107 |
| Privately issued | $1,721,000 | 873 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,451,000 | 2,161 |
| Available-for-sale securities (fair market value) | $1,207,134,000 | 112 |
| Total debt securities | $1,208,586,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $1,845,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,259,456,000 | 130 |
| U.S. Government securities | $888,864,000 | 127 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $888,864,000 | 121 |
| Securities issued by states & political subdivisions | $363,619,000 | 40 |
| Other domestic debt securities | $6,973,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $2,558,000 | 822 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $33,000 | 242 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $4,382,000 | 663 |
| 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 | $568,773,000 | 132 |
| Mortgage-backed securities | $700,696,000 | 136 |
| Certificates of participation in pools of residential mortgages | $409,048,000 | 122 |
| Issued or guaranteed by U.S. | $409,048,000 | 121 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $291,648,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $289,090,000 | 105 |
| Privately issued | $2,558,000 | 786 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,450,000 | 2,208 |
| Available-for-sale securities (fair market value) | $1,258,006,000 | 114 |
| Total debt securities | $1,259,456,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $1,655,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,415,375,000 | 124 |
| U.S. Government securities | $1,025,161,000 | 115 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,025,161,000 | 111 |
| Securities issued by states & political subdivisions | $361,108,000 | 42 |
| Other domestic debt securities | $29,090,000 | 442 |
| Privately issued residential mortgage-backed securities | $3,463,000 | 807 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $42,000 | 244 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $25,585,000 | 182 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $16,000 | 1,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $592,292,000 | 129 |
| Mortgage-backed securities | $808,302,000 | 123 |
| Certificates of participation in pools of residential mortgages | $457,424,000 | 117 |
| Issued or guaranteed by U.S. | $457,424,000 | 115 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $350,878,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $347,415,000 | 77 |
| Privately issued | $3,463,000 | 771 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,450,000 | 2,278 |
| Available-for-sale securities (fair market value) | $1,413,925,000 | 103 |
| Total debt securities | $1,415,360,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $1,511,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,481,318,000 | 121 |
| U.S. Government securities | $1,033,864,000 | 113 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,033,864,000 | 110 |
| Securities issued by states & political subdivisions | $376,720,000 | 42 |
| Other domestic debt securities | $43,014,000 | 349 |
| Privately issued residential mortgage-backed securities | $3,637,000 | 811 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $43,000 | 268 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $39,334,000 | 146 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $27,720,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $576,977,000 | 129 |
| Mortgage-backed securities | $826,593,000 | 124 |
| Certificates of participation in pools of residential mortgages | $452,558,000 | 121 |
| Issued or guaranteed by U.S. | $452,558,000 | 119 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $374,035,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $370,398,000 | 74 |
| Privately issued | $3,637,000 | 776 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,450,000 | 2,308 |
| Available-for-sale securities (fair market value) | $1,479,868,000 | 100 |
| Total debt securities | $1,453,598,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $1,286,000 | 180 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,411,944,000 | 127 |
| U.S. Government securities | $805,394,000 | 135 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $805,394,000 | 130 |
| Securities issued by states & political subdivisions | $378,346,000 | 38 |
| Other domestic debt securities | $28,072,000 | 452 |
| Privately issued residential mortgage-backed securities | $3,972,000 | 781 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $52,000 | 333 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,048,000 | 193 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $200,132,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $577,494,000 | 131 |
| Mortgage-backed securities | $606,067,000 | 155 |
| Certificates of participation in pools of residential mortgages | $300,790,000 | 172 |
| Issued or guaranteed by U.S. | $300,790,000 | 169 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $305,277,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $301,305,000 | 91 |
| Privately issued | $3,972,000 | 750 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,450,000 | 2,344 |
| Available-for-sale securities (fair market value) | $1,410,494,000 | 108 |
| Total debt securities | $1,211,812,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $1,053,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $932,310,000 | 160 |
| U.S. Government securities | $563,906,000 | 189 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $563,906,000 | 187 |
| Securities issued by states & political subdivisions | $359,426,000 | 42 |
| Other domestic debt securities | $8,748,000 | 904 |
| Privately issued residential mortgage-backed securities | $4,095,000 | 748 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $54,000 | 312 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,599,000 | 694 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $230,000 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $562,681,000 | 138 |
| Mortgage-backed securities | $527,992,000 | 174 |
| Certificates of participation in pools of residential mortgages | $229,164,000 | 214 |
| Issued or guaranteed by U.S. | $229,164,000 | 211 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $298,828,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $294,733,000 | 90 |
| Privately issued | $4,095,000 | 716 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,450,000 | 2,360 |
| Available-for-sale securities (fair market value) | $930,860,000 | 136 |
| Total debt securities | $932,080,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $892,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $863,669,000 | 164 |
| U.S. Government securities | $503,141,000 | 185 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $503,141,000 | 184 |
| Securities issued by states & political subdivisions | $351,596,000 | 40 |
| Other domestic debt securities | $8,648,000 | 887 |
| Privately issued residential mortgage-backed securities | $4,125,000 | 747 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,000 | 297 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,481,000 | 677 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $284,000 | 1,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $582,006,000 | 126 |
| Mortgage-backed securities | $464,617,000 | 182 |
| Certificates of participation in pools of residential mortgages | $222,265,000 | 203 |
| Issued or guaranteed by U.S. | $222,265,000 | 199 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $242,352,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $238,227,000 | 97 |
| Privately issued | $4,125,000 | 714 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,447,000 | 2,377 |
| Available-for-sale securities (fair market value) | $862,222,000 | 140 |
| Total debt securities | $863,384,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $936,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $895,652,000 | 166 |
| U.S. Government securities | $534,061,000 | 183 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $534,061,000 | 181 |
| Securities issued by states & political subdivisions | $355,354,000 | 42 |
| Other domestic debt securities | $5,897,000 | 1,139 |
| Privately issued residential mortgage-backed securities | $4,362,000 | 737 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $86,000 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,449,000 | 1,367 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $340,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,847,000 | 178 |
| Mortgage-backed securities | $487,730,000 | 174 |
| Certificates of participation in pools of residential mortgages | $230,722,000 | 197 |
| Issued or guaranteed by U.S. | $230,722,000 | 192 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $257,008,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $252,646,000 | 99 |
| Privately issued | $4,362,000 | 702 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,449,000 | 2,387 |
| Available-for-sale securities (fair market value) | $894,203,000 | 144 |
| Total debt securities | $895,312,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $985,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $784,617,000 | 193 |
| U.S. Government securities | $450,234,000 | 207 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $450,234,000 | 202 |
| Securities issued by states & political subdivisions | $329,382,000 | 48 |
| Other domestic debt securities | $4,689,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $4,689,000 | 681 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $312,000 | 1,436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $285,007,000 | 230 |
| Mortgage-backed securities | $410,647,000 | 202 |
| Certificates of participation in pools of residential mortgages | $195,859,000 | 231 |
| Issued or guaranteed by U.S. | $195,859,000 | 223 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $214,788,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $210,099,000 | 111 |
| Privately issued | $4,689,000 | 645 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $784,617,000 | 170 |
| Total debt securities | $784,304,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $920,000 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $792,730,000 | 187 |
| U.S. Government securities | $445,314,000 | 209 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $445,314,000 | 202 |
| Securities issued by states & political subdivisions | $342,326,000 | 44 |
| Other domestic debt securities | $4,822,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $4,822,000 | 629 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $268,000 | 1,442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,853,000 | 225 |
| Mortgage-backed securities | $377,356,000 | 208 |
| Certificates of participation in pools of residential mortgages | $159,588,000 | 254 |
| Issued or guaranteed by U.S. | $159,588,000 | 248 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $217,768,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $212,946,000 | 110 |
| Privately issued | $4,822,000 | 592 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $792,730,000 | 161 |
| Total debt securities | $792,462,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $731,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $729,174,000 | 199 |
| U.S. Government securities | $383,842,000 | 243 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $383,842,000 | 235 |
| Securities issued by states & political subdivisions | $340,467,000 | 49 |
| Other domestic debt securities | $4,865,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $4,865,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $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 | $289,594,000 | 223 |
| Mortgage-backed securities | $298,902,000 | 240 |
| Certificates of participation in pools of residential mortgages | $93,508,000 | 393 |
| Issued or guaranteed by U.S. | $93,508,000 | 388 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $205,394,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $200,529,000 | 113 |
| Privately issued | $4,865,000 | 568 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $729,174,000 | 167 |
| Total debt securities | $729,174,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $717,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $721,233,000 | 203 |
| U.S. Government securities | $370,633,000 | 259 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $370,633,000 | 248 |
| Securities issued by states & political subdivisions | $345,640,000 | 48 |
| Other domestic debt securities | $4,960,000 | 1,030 |
| Privately issued residential mortgage-backed securities | $4,960,000 | 556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $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 | $302,068,000 | 222 |
| Mortgage-backed securities | $272,752,000 | 253 |
| Certificates of participation in pools of residential mortgages | $65,918,000 | 510 |
| Issued or guaranteed by U.S. | $65,918,000 | 502 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $206,834,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $201,874,000 | 123 |
| Privately issued | $4,960,000 | 524 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $721,233,000 | 174 |
| Total debt securities | $721,233,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $627,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $743,687,000 | 206 |
| U.S. Government securities | $380,073,000 | 254 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $380,073,000 | 246 |
| Securities issued by states & political subdivisions | $358,375,000 | 46 |
| Other domestic debt securities | $5,239,000 | 1,002 |
| Privately issued residential mortgage-backed securities | $5,239,000 | 525 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $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 | $297,220,000 | 227 |
| Mortgage-backed securities | $282,111,000 | 254 |
| Certificates of participation in pools of residential mortgages | $69,942,000 | 489 |
| Issued or guaranteed by U.S. | $69,942,000 | 482 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $212,169,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $206,930,000 | 118 |
| Privately issued | $5,239,000 | 491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $743,687,000 | 170 |
| Total debt securities | $743,687,000 | 202 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $523,000 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $730,542,000 | 208 |
| U.S. Government securities | $366,365,000 | 269 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $366,365,000 | 260 |
| Securities issued by states & political subdivisions | $358,773,000 | 47 |
| Other domestic debt securities | $5,404,000 | 985 |
| Privately issued residential mortgage-backed securities | $5,404,000 | 516 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,306,000 | 220 |
| Mortgage-backed securities | $254,703,000 | 274 |
| Certificates of participation in pools of residential mortgages | $72,649,000 | 478 |
| Issued or guaranteed by U.S. | $72,649,000 | 473 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $182,054,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $176,650,000 | 135 |
| Privately issued | $5,404,000 | 487 |
| 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) | $341,187,000 | 69 |
| Available-for-sale securities (fair market value) | $389,355,000 | 289 |
| Total debt securities | $730,541,000 | 204 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $292,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $710,281,000 | 216 |
| U.S. Government securities | $339,141,000 | 296 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $339,141,000 | 283 |
| Securities issued by states & political subdivisions | $365,556,000 | 45 |
| Other domestic debt securities | $5,584,000 | 986 |
| Privately issued residential mortgage-backed securities | $5,584,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| 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 | $330,366,000 | 212 |
| Mortgage-backed securities | $171,181,000 | 370 |
| Certificates of participation in pools of residential mortgages | $75,332,000 | 481 |
| Issued or guaranteed by U.S. | $75,332,000 | 475 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $95,849,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $90,265,000 | 208 |
| Privately issued | $5,584,000 | 476 |
| 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) | $347,944,000 | 68 |
| Available-for-sale securities (fair market value) | $362,337,000 | 313 |
| Total debt securities | $710,280,000 | 214 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $209,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $714,086,000 | 221 |
| U.S. Government securities | $332,025,000 | 302 |
| U.S. Treasury securities | $3,585,000 | 622 |
| U.S. Government agency obligations | $328,440,000 | 293 |
| Securities issued by states & political subdivisions | $376,417,000 | 42 |
| Other domestic debt securities | $5,644,000 | 960 |
| Privately issued residential mortgage-backed securities | $5,644,000 | 488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| 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 | $324,134,000 | 218 |
| Mortgage-backed securities | $176,672,000 | 365 |
| Certificates of participation in pools of residential mortgages | $77,169,000 | 475 |
| Issued or guaranteed by U.S. | $77,169,000 | 470 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $99,503,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $93,859,000 | 203 |
| Privately issued | $5,644,000 | 461 |
| 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) | $358,676,000 | 70 |
| Available-for-sale securities (fair market value) | $355,410,000 | 321 |
| Total debt securities | $714,085,000 | 219 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $125,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $930,228,000 | 193 |
| U.S. Government securities | $520,288,000 | 226 |
| U.S. Treasury securities | $7,158,000 | 413 |
| U.S. Government agency obligations | $513,130,000 | 218 |
| Securities issued by states & political subdivisions | $398,050,000 | 37 |
| Other domestic debt securities | $11,890,000 | 651 |
| Privately issued residential mortgage-backed securities | $5,911,000 | 488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,979,000 | 620 |
| 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 | $354,902,000 | 202 |
| Mortgage-backed securities | $279,732,000 | 271 |
| Certificates of participation in pools of residential mortgages | $112,094,000 | 367 |
| Issued or guaranteed by U.S. | $112,094,000 | 361 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $167,638,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $161,727,000 | 147 |
| Privately issued | $5,911,000 | 460 |
| 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) | $378,025,000 | 66 |
| Available-for-sale securities (fair market value) | $552,203,000 | 230 |
| Total debt securities | $930,226,000 | 192 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $986,958,000 | 190 |
| U.S. Government securities | $549,150,000 | 223 |
| U.S. Treasury securities | $11,398,000 | 311 |
| U.S. Government agency obligations | $537,752,000 | 211 |
| Securities issued by states & political subdivisions | $425,621,000 | 34 |
| Other domestic debt securities | $12,187,000 | 657 |
| Privately issued residential mortgage-backed securities | $6,181,000 | 466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,006,000 | 641 |
| 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 | $434,882,000 | 175 |
| Mortgage-backed securities | $295,822,000 | 267 |
| Certificates of participation in pools of residential mortgages | $117,569,000 | 368 |
| Issued or guaranteed by U.S. | $117,569,000 | 362 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $178,253,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $172,072,000 | 141 |
| Privately issued | $6,181,000 | 443 |
| 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) | $389,395,000 | 69 |
| Available-for-sale securities (fair market value) | $597,563,000 | 222 |
| Total debt securities | $986,956,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,027,994,000 | 181 |
| U.S. Government securities | $582,670,000 | 212 |
| U.S. Treasury securities | $6,133,000 | 452 |
| U.S. Government agency obligations | $576,537,000 | 206 |
| Securities issued by states & political subdivisions | $432,816,000 | 31 |
| Other domestic debt securities | $12,508,000 | 661 |
| Privately issued residential mortgage-backed securities | $6,466,000 | 448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,042,000 | 653 |
| 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 | $460,696,000 | 161 |
| Mortgage-backed securities | $316,934,000 | 257 |
| Certificates of participation in pools of residential mortgages | $125,414,000 | 360 |
| Issued or guaranteed by U.S. | $125,414,000 | 355 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $191,520,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $185,054,000 | 135 |
| Privately issued | $6,466,000 | 422 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $392,061,000 | 69 |
| Available-for-sale securities (fair market value) | $635,933,000 | 206 |
| Total debt securities | $1,027,993,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,082,267,000 | 178 |
| U.S. Government securities | $628,623,000 | 201 |
| U.S. Treasury securities | $6,164,000 | 479 |
| U.S. Government agency obligations | $622,459,000 | 196 |
| Securities issued by states & political subdivisions | $440,743,000 | 27 |
| Other domestic debt securities | $12,901,000 | 658 |
| Privately issued residential mortgage-backed securities | $6,799,000 | 433 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,102,000 | 671 |
| 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 | $498,153,000 | 151 |
| Mortgage-backed securities | $343,997,000 | 251 |
| Certificates of participation in pools of residential mortgages | $135,033,000 | 343 |
| Issued or guaranteed by U.S. | $135,033,000 | 336 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $208,964,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $202,165,000 | 133 |
| Privately issued | $6,799,000 | 408 |
| 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) | $396,989,000 | 69 |
| Available-for-sale securities (fair market value) | $685,278,000 | 199 |
| Total debt securities | $1,082,262,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,132,430,000 | 174 |
| U.S. Government securities | $662,363,000 | 201 |
| U.S. Treasury securities | $3,200,000 | 803 |
| U.S. Government agency obligations | $659,163,000 | 192 |
| Securities issued by states & political subdivisions | $448,392,000 | 24 |
| Other domestic debt securities | $21,297,000 | 515 |
| Privately issued residential mortgage-backed securities | $15,201,000 | 316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,096,000 | 712 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $378,000 | 1,541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $444,003,000 | 165 |
| Mortgage-backed securities | $349,700,000 | 247 |
| Certificates of participation in pools of residential mortgages | $139,402,000 | 345 |
| Issued or guaranteed by U.S. | $139,402,000 | 340 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $210,298,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $195,097,000 | 136 |
| Privately issued | $15,201,000 | 294 |
| 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) | $398,944,000 | 70 |
| Available-for-sale securities (fair market value) | $733,486,000 | 193 |
| Total debt securities | $1,132,055,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,128,224,000 | 173 |
| U.S. Government securities | $684,790,000 | 194 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $684,790,000 | 187 |
| Securities issued by states & political subdivisions | $410,281,000 | 26 |
| Other domestic debt securities | $33,153,000 | 397 |
| Privately issued residential mortgage-backed securities | $26,951,000 | 239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,202,000 | 728 |
| 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 | $450,114,000 | 166 |
| Mortgage-backed securities | $397,342,000 | 238 |
| Certificates of participation in pools of residential mortgages | $158,772,000 | 313 |
| Issued or guaranteed by U.S. | $158,772,000 | 307 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $238,570,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $211,619,000 | 132 |
| Privately issued | $26,951,000 | 223 |
| 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) | $367,785,000 | 72 |
| Available-for-sale securities (fair market value) | $760,439,000 | 193 |
| Total debt securities | $1,128,229,000 | 173 |
| 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 | $1,101,511,000 | 176 |
| U.S. Government securities | $669,077,000 | 199 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $669,077,000 | 191 |
| Securities issued by states & political subdivisions | $397,431,000 | 31 |
| Other domestic debt securities | $35,003,000 | 374 |
| Privately issued residential mortgage-backed securities | $28,733,000 | 216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,270,000 | 751 |
| 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 | $430,023,000 | 175 |
| Mortgage-backed securities | $338,117,000 | 258 |
| Certificates of participation in pools of residential mortgages | $145,410,000 | 337 |
| Issued or guaranteed by U.S. | $145,410,000 | 332 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $192,707,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $163,974,000 | 169 |
| Privately issued | $28,733,000 | 199 |
| 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) | $376,744,000 | 69 |
| Available-for-sale securities (fair market value) | $724,767,000 | 204 |
| Total debt securities | $1,101,511,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,124,466,000 | 174 |
| U.S. Government securities | $728,442,000 | 186 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $728,442,000 | 177 |
| Securities issued by states & political subdivisions | $392,781,000 | 30 |
| Other domestic debt securities | $3,243,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $621,000 | 778 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,622,000 | 1,328 |
| 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 | $439,852,000 | 172 |
| Mortgage-backed securities | $339,421,000 | 261 |
| Certificates of participation in pools of residential mortgages | $180,950,000 | 285 |
| Issued or guaranteed by U.S. | $180,950,000 | 277 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $158,471,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $157,850,000 | 175 |
| Privately issued | $621,000 | 723 |
| 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) | $382,870,000 | 68 |
| Available-for-sale securities (fair market value) | $741,596,000 | 203 |
| Total debt securities | $1,124,465,000 | 174 |
| 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 | $1,111,733,000 | 178 |
| U.S. Government securities | $725,952,000 | 188 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $725,952,000 | 179 |
| Securities issued by states & political subdivisions | $381,278,000 | 30 |
| Other domestic debt securities | $4,503,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $954,000 | 738 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,549,000 | 1,190 |
| 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 | $437,541,000 | 167 |
| Mortgage-backed securities | $319,222,000 | 274 |
| Certificates of participation in pools of residential mortgages | $168,366,000 | 305 |
| Issued or guaranteed by U.S. | $168,366,000 | 300 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $150,856,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $149,902,000 | 183 |
| Privately issued | $954,000 | 688 |
| 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) | $391,408,000 | 64 |
| Available-for-sale securities (fair market value) | $720,325,000 | 210 |
| Total debt securities | $1,111,730,000 | 176 |
| 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 | $1,169,669,000 | 170 |
| U.S. Government securities | $773,542,000 | 182 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $773,542,000 | 173 |
| Securities issued by states & political subdivisions | $387,563,000 | 33 |
| Other domestic debt securities | $8,564,000 | 935 |
| Privately issued residential mortgage-backed securities | $1,532,000 | 553 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,032,000 | 827 |
| 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 | $445,679,000 | 161 |
| Mortgage-backed securities | $348,080,000 | 258 |
| Certificates of participation in pools of residential mortgages | $181,639,000 | 297 |
| Issued or guaranteed by U.S. | $181,639,000 | 292 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $166,441,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $164,909,000 | 187 |
| Privately issued | $1,532,000 | 484 |
| 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) | $409,395,000 | 57 |
| Available-for-sale securities (fair market value) | $760,274,000 | 206 |
| Total debt securities | $1,169,669,000 | 169 |
| 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 | $1,203,156,000 | 162 |
| U.S. Government securities | $801,188,000 | 175 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $801,188,000 | 165 |
| Securities issued by states & political subdivisions | $390,804,000 | 33 |
| Other domestic debt securities | $11,164,000 | 819 |
| Privately issued residential mortgage-backed securities | $4,072,000 | 420 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,092,000 | 873 |
| 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 | $415,010,000 | 160 |
| Mortgage-backed securities | $391,111,000 | 233 |
| Certificates of participation in pools of residential mortgages | $211,685,000 | 255 |
| Issued or guaranteed by U.S. | $211,685,000 | 248 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $179,426,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $175,354,000 | 179 |
| Privately issued | $4,072,000 | 373 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $425,341,000 | 53 |
| Available-for-sale securities (fair market value) | $777,815,000 | 202 |
| Total debt securities | $1,203,156,000 | 161 |
| 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 | $1,236,081,000 | 154 |
| U.S. Government securities | $824,716,000 | 166 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $824,716,000 | 161 |
| Securities issued by states & political subdivisions | $392,909,000 | 31 |
| Other domestic debt securities | $18,456,000 | 619 |
| Privately issued residential mortgage-backed securities | $11,768,000 | 274 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,688,000 | 920 |
| 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 | $424,010,000 | 153 |
| Mortgage-backed securities | $423,453,000 | 232 |
| Certificates of participation in pools of residential mortgages | $208,411,000 | 256 |
| Issued or guaranteed by U.S. | $208,411,000 | 247 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $215,042,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $203,274,000 | 175 |
| Privately issued | $11,768,000 | 240 |
| 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) | $442,754,000 | 51 |
| Available-for-sale securities (fair market value) | $793,327,000 | 191 |
| Total debt securities | $1,236,080,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,165,325,000 | 157 |
| U.S. Government securities | $767,627,000 | 175 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $767,627,000 | 168 |
| Securities issued by states & political subdivisions | $374,288,000 | 33 |
| Other domestic debt securities | $23,410,000 | 533 |
| Privately issued residential mortgage-backed securities | $17,676,000 | 218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,734,000 | 1,041 |
| 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 | $375,583,000 | 169 |
| Mortgage-backed securities | $351,229,000 | 260 |
| Certificates of participation in pools of residential mortgages | $216,499,000 | 242 |
| Issued or guaranteed by U.S. | $216,499,000 | 235 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $134,730,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $117,054,000 | 253 |
| Privately issued | $17,676,000 | 193 |
| 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) | $441,776,000 | 58 |
| Available-for-sale securities (fair market value) | $723,549,000 | 204 |
| Total debt securities | $1,165,324,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,151,272,000 | 162 |
| U.S. Government securities | $725,119,000 | 179 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $725,119,000 | 169 |
| Securities issued by states & political subdivisions | $384,536,000 | 33 |
| Other domestic debt securities | $41,617,000 | 348 |
| Privately issued residential mortgage-backed securities | $21,650,000 | 196 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,967,000 | 429 |
| 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 | $385,826,000 | 165 |
| Mortgage-backed securities | $297,924,000 | 274 |
| Certificates of participation in pools of residential mortgages | $254,644,000 | 202 |
| Issued or guaranteed by U.S. | $254,644,000 | 194 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $43,280,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $21,630,000 | 724 |
| Privately issued | $21,650,000 | 173 |
| 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) | $468,903,000 | 56 |
| Available-for-sale securities (fair market value) | $682,369,000 | 202 |
| Total debt securities | $1,151,273,000 | 157 |
| 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 | $725,417,000 | 204 |
| U.S. Government securities | $451,850,000 | 223 |
| U.S. Treasury securities | $200,000 | 2,989 |
| U.S. Government agency obligations | $451,650,000 | 215 |
| Securities issued by states & political subdivisions | $224,226,000 | 51 |
| Other domestic debt securities | $49,341,000 | 320 |
| Privately issued residential mortgage-backed securities | $35,324,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,017,000 | 560 |
| 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 | $359,429,000 | 163 |
| Mortgage-backed securities | $178,916,000 | 372 |
| Certificates of participation in pools of residential mortgages | $138,430,000 | 278 |
| Issued or guaranteed by U.S. | $138,430,000 | 273 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $40,486,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $5,162,000 | 1,705 |
| Privately issued | $35,324,000 | 145 |
| 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) | $222,874,000 | 98 |
| Available-for-sale securities (fair market value) | $502,543,000 | 233 |
| Total debt securities | $725,414,000 | 200 |
| 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 | $532,252,000 | 246 |
| U.S. Government securities | $334,456,000 | 284 |
| U.S. Treasury securities | $501,000 | 3,380 |
| U.S. Government agency obligations | $333,955,000 | 268 |
| Securities issued by states & political subdivisions | $176,805,000 | 59 |
| Other domestic debt securities | $12,126,000 | 723 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,126,000 | 584 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $8,865,000 | 554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $291,699,000 | 189 |
| Mortgage-backed securities | $123,815,000 | 422 |
| Certificates of participation in pools of residential mortgages | $123,474,000 | 281 |
| Issued or guaranteed by U.S. | $123,474,000 | 274 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $341,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 3,392 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $187,237,000 | 153 |
| Available-for-sale securities (fair market value) | $345,015,000 | 298 |
| Total debt securities | $523,387,000 | 240 |
| 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 | $355,394,000 | 385 |
| U.S. Government securities | $215,371,000 | 467 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $215,371,000 | 429 |
| Securities issued by states & political subdivisions | $123,636,000 | 82 |
| Other domestic debt securities | $12,061,000 | 742 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,061,000 | 587 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $4,326,000 | 916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,106,000 | 268 |
| Mortgage-backed securities | $92,802,000 | 553 |
| Certificates of participation in pools of residential mortgages | $92,802,000 | 364 |
| Issued or guaranteed by U.S. | $92,802,000 | 356 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $139,228,000 | 210 |
| Available-for-sale securities (fair market value) | $216,166,000 | 456 |
| Total debt securities | $351,068,000 | 377 |
| Structured notes | ||
| Amortized cost | $5,005,000 | 106 |
| Fair value | $4,987,000 | 106 |
| 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 | $426,807,000 | 328 |
| U.S. Government securities | $299,413,000 | 366 |
| U.S. Treasury securities | $7,432,000 | 1,681 |
| U.S. Government agency obligations | $291,981,000 | 334 |
| Securities issued by states & political subdivisions | $108,778,000 | 98 |
| Other domestic debt securities | $18,091,000 | 532 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,091,000 | 395 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $525,000 | 3,471 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,379,000 | 235 |
| Mortgage-backed securities | $89,921,000 | 579 |
| Certificates of participation in pools of residential mortgages | $89,921,000 | 407 |
| Issued or guaranteed by U.S. | $89,921,000 | 396 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $138,880,000 | 220 |
| Available-for-sale securities (fair market value) | $287,927,000 | 360 |
| Total debt securities | $426,282,000 | 318 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 98 |
| Fair value | $6,950,000 | 99 |
| 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 | $320,942,000 | 422 |
| U.S. Government securities | $230,856,000 | 465 |
| U.S. Treasury securities | $26,442,000 | 716 |
| U.S. Government agency obligations | $204,414,000 | 432 |
| Securities issued by states & political subdivisions | $81,421,000 | 114 |
| Other domestic debt securities | $8,140,000 | 648 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,140,000 | 483 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $525,000 | 3,514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,073,000 | 372 |
| Mortgage-backed securities | $58,441,000 | 771 |
| Certificates of participation in pools of residential mortgages | $58,441,000 | 575 |
| Issued or guaranteed by U.S. | $58,441,000 | 564 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $129,164,000 | 290 |
| Available-for-sale securities (fair market value) | $191,778,000 | 471 |
| Total debt securities | $320,417,000 | 410 |
| Structured notes | ||
| Amortized cost | $10,950,000 | 118 |
| Fair value | $10,911,000 | 118 |
| 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 | $325,357,000 | 435 |
| U.S. Government securities | $239,127,000 | 481 |
| U.S. Treasury securities | $49,477,000 | 477 |
| U.S. Government agency obligations | $189,650,000 | 483 |
| Securities issued by states & political subdivisions | $80,505,000 | 108 |
| Other domestic debt securities | $5,200,000 | 869 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,200,000 | 605 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $525,000 | 3,417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,792,000 | 434 |
| Mortgage-backed securities | $63,831,000 | 786 |
| Certificates of participation in pools of residential mortgages | $63,831,000 | 565 |
| Issued or guaranteed by U.S. | $63,831,000 | 553 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $150,347,000 | 270 |
| Available-for-sale securities (fair market value) | $175,010,000 | 500 |
| Total debt securities | $324,832,000 | 420 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $200,741,000 | 668 |
| U.S. Government securities | $153,676,000 | 702 |
| U.S. Treasury securities | $57,356,000 | 480 |
| U.S. Government agency obligations | $96,320,000 | 809 |
| Securities issued by states & political subdivisions | $46,340,000 | 226 |
| Other domestic debt securities | $200,000 | 4,023 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,154 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $525,000 | 3,195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,896,000 | 449 |
| Mortgage-backed securities | $877,000 | 7,459 |
| Certificates of participation in pools of residential mortgages | $877,000 | 6,272 |
| Issued or guaranteed by U.S. | $877,000 | 6,240 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $119,619,000 | 353 |
| Available-for-sale securities (fair market value) | $81,122,000 | 1,045 |
| Total debt securities | $200,216,000 | 656 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $153,782,000 | 860 |
| U.S. Government securities | $117,517,000 | 911 |
| U.S. Treasury securities | $47,999,000 | 732 |
| U.S. Government agency obligations | $69,518,000 | 1,043 |
| Securities issued by states & political subdivisions | $35,540,000 | 300 |
| Other domestic debt securities | $200,000 | 4,578 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,654 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $525,000 | 2,979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,116,000 | 656 |
| Mortgage-backed securities | $562,000 | 8,408 |
| Certificates of participation in pools of residential mortgages | $562,000 | 7,238 |
| Issued or guaranteed by U.S. | $562,000 | 7,211 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $88,843,000 | 851 |
| Available-for-sale securities (fair market value) | $64,939,000 | 888 |
| Total debt securities | $153,257,000 | 843 |
| 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 | $132,554,000 | 1,038 |
| U.S. Government securities | $97,937,000 | 1,131 |
| U.S. Treasury securities | $24,351,000 | 1,547 |
| U.S. Government agency obligations | $73,586,000 | 1,022 |
| Securities issued by states & political subdivisions | $31,655,000 | 342 |
| Other domestic debt securities | $2,437,000 | 2,134 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,437,000 | 1,616 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $525,000 | 2,961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,087,000 | 710 |
| Mortgage-backed securities | $27,000 | 10,561 |
| Certificates of participation in pools of residential mortgages | $27,000 | 9,784 |
| Issued or guaranteed by U.S. | $27,000 | 9,731 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $132,029,000 | 1,008 |
| 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 | $115,523,000 | 1,173 |
| U.S. Government securities | $88,527,000 | 1,235 |
| U.S. Treasury securities | $12,443,000 | 2,930 |
| U.S. Government agency obligations | $76,084,000 | 950 |
| Securities issued by states & political subdivisions | $20,175,000 | 569 |
| Other domestic debt securities | $5,274,000 | 1,631 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,274,000 | 1,148 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,547,000 | 1,473 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,745,000 | 709 |
| Mortgage-backed securities | $45,000 | 10,953 |
| Certificates of participation in pools of residential mortgages | $45,000 | 10,036 |
| Issued or guaranteed by U.S. | $45,000 | 9,962 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $113,976,000 | 1,163 |
| 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 |