Home > Westamerica Bank > Securities
Westamerica Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $4,075,397,000 | 94 |
| U.S. Government securities | $603,630,000 | 260 |
| U.S. Treasury securities | $0 | 2,481 |
| U.S. Government agency obligations | $603,630,000 | 236 |
| Securities issued by states & political subdivisions | $109,256,000 | 367 |
| Other domestic debt securities | $2,636,943,000 | 28 |
| Privately issued residential mortgage-backed securities | $464,000 | 523 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $822,111,000 | 33 |
| Other domestic debt securities - All other | $1,814,368,000 | 13 |
| Foreign debt securities | $725,569,000 | 12 |
| 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 | $1,987,534,000 | 93 |
| Mortgage-backed securities | $304,372,000 | 348 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $213,680,000 | 276 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $43,726,000 | 489 |
| Privately issued | $464,000 | 436 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $46,502,000 | 191 |
| Held to maturity securities (book value) | $839,349,000 | 97 |
| Available-for-sale securities (fair market value) | $3,236,049,000 | 89 |
| Total debt securities | $4,075,399,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 157 |
| 2024-12-31 | Rank | |
| Total securities | $4,240,444,000 | 90 |
| U.S. Government securities | $572,553,000 | 275 |
| U.S. Treasury securities | $4,955,000 | 1,578 |
| U.S. Government agency obligations | $567,598,000 | 243 |
| Securities issued by states & political subdivisions | $113,447,000 | 367 |
| Other domestic debt securities | $2,803,838,000 | 26 |
| Privately issued residential mortgage-backed securities | $472,000 | 526 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $982,589,000 | 30 |
| Other domestic debt securities - All other | $1,820,777,000 | 15 |
| Foreign debt securities | $750,607,000 | 10 |
| 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 | $2,049,954,000 | 89 |
| Mortgage-backed securities | $275,953,000 | 370 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $223,118,000 | 265 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $45,397,000 | 455 |
| Privately issued | $472,000 | 442 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $6,966,000 | 578 |
| Held to maturity securities (book value) | $844,635,000 | 97 |
| Available-for-sale securities (fair market value) | $3,395,810,000 | 84 |
| Total debt securities | $4,240,445,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-06-30 | Rank | |
| Total securities | $4,560,186,000 | 84 |
| U.S. Government securities | $586,103,000 | 266 |
| U.S. Treasury securities | $4,820,000 | 1,682 |
| U.S. Government agency obligations | $581,283,000 | 238 |
| Securities issued by states & political subdivisions | $130,801,000 | 306 |
| Other domestic debt securities | $3,067,540,000 | 25 |
| Privately issued residential mortgage-backed securities | $506,000 | 515 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $1,255,110,000 | 27 |
| Other domestic debt securities - All other | $1,811,924,000 | 18 |
| Foreign debt securities | $775,743,000 | 11 |
| 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 | $2,339,848,000 | 79 |
| Mortgage-backed securities | $290,583,000 | 347 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $249,237,000 | 240 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $40,840,000 | 463 |
| Privately issued | $506,000 | 440 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $860,869,000 | 99 |
| Available-for-sale securities (fair market value) | $3,699,318,000 | 76 |
| Total debt securities | $4,560,182,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $4,757,902,000 | 82 |
| U.S. Government securities | $590,638,000 | 271 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $590,638,000 | 252 |
| Securities issued by states & political subdivisions | $135,819,000 | 295 |
| Other domestic debt securities | $3,248,973,000 | 25 |
| Privately issued residential mortgage-backed securities | $532,000 | 512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $1,420,584,000 | 24 |
| Other domestic debt securities - All other | $1,827,857,000 | 9 |
| Foreign debt securities | $782,473,000 | 12 |
| 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 | $1,900,842,000 | 94 |
| Mortgage-backed securities | $298,587,000 | 346 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $264,207,000 | 236 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $33,848,000 | 526 |
| Privately issued | $532,000 | 388 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $868,726,000 | 98 |
| Available-for-sale securities (fair market value) | $3,889,177,000 | 74 |
| Total debt securities | $4,757,901,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $4,878,197,000 | 80 |
| U.S. Government securities | $612,398,000 | 257 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $612,398,000 | 239 |
| Securities issued by states & political subdivisions | $142,465,000 | 294 |
| Other domestic debt securities | $3,300,250,000 | 25 |
| Privately issued residential mortgage-backed securities | $541,000 | 535 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $1,484,596,000 | 24 |
| Other domestic debt securities - All other | $1,815,113,000 | 9 |
| Foreign debt securities | $823,085,000 | 12 |
| 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 | $2,034,706,000 | 91 |
| Mortgage-backed securities | $318,020,000 | 329 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $281,612,000 | 230 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,867,000 | 492 |
| Privately issued | $541,000 | 395 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $878,397,000 | 99 |
| Available-for-sale securities (fair market value) | $3,999,801,000 | 73 |
| Total debt securities | $4,878,198,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $4,795,089,000 | 81 |
| U.S. Government securities | $602,867,000 | 262 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $602,867,000 | 244 |
| Securities issued by states & political subdivisions | $147,198,000 | 270 |
| Other domestic debt securities | $3,254,668,000 | 27 |
| Privately issued residential mortgage-backed securities | $572,000 | 513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $1,503,078,000 | 24 |
| Other domestic debt securities - All other | $1,751,018,000 | 9 |
| Foreign debt securities | $790,357,000 | 11 |
| 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 | $1,962,357,000 | 94 |
| Mortgage-backed securities | $324,075,000 | 316 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $286,041,000 | 226 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $37,462,000 | 468 |
| Privately issued | $572,000 | 388 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $888,857,000 | 100 |
| Available-for-sale securities (fair market value) | $3,906,233,000 | 75 |
| Total debt securities | $4,795,090,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $4,946,814,000 | 80 |
| U.S. Government securities | $641,122,000 | 252 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $641,122,000 | 235 |
| Securities issued by states & political subdivisions | $163,364,000 | 261 |
| Other domestic debt securities | $3,341,075,000 | 27 |
| Privately issued residential mortgage-backed securities | $611,000 | 517 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $1,514,962,000 | 22 |
| Other domestic debt securities - All other | $1,825,502,000 | 9 |
| Foreign debt securities | $801,254,000 | 11 |
| 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 | $2,041,757,000 | 89 |
| Mortgage-backed securities | $350,331,000 | 306 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $309,519,000 | 217 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $40,201,000 | 455 |
| Privately issued | $611,000 | 384 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $900,357,000 | 99 |
| Available-for-sale securities (fair market value) | $4,046,458,000 | 73 |
| Total debt securities | $4,946,812,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $5,126,832,000 | 85 |
| U.S. Government securities | $670,601,000 | 256 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $670,601,000 | 225 |
| Securities issued by states & political subdivisions | $170,439,000 | 257 |
| Other domestic debt securities | $3,467,792,000 | 26 |
| Privately issued residential mortgage-backed securities | $623,000 | 540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $1,542,377,000 | 23 |
| Other domestic debt securities - All other | $1,924,792,000 | 9 |
| Foreign debt securities | $818,001,000 | 12 |
| 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 | $1,730,989,000 | 97 |
| Mortgage-backed securities | $374,084,000 | 303 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $330,306,000 | 213 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $43,155,000 | 455 |
| Privately issued | $623,000 | 397 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $909,320,000 | 101 |
| Available-for-sale securities (fair market value) | $4,217,513,000 | 73 |
| Total debt securities | $5,126,832,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $5,247,656,000 | 89 |
| U.S. Government securities | $681,120,000 | 266 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $681,120,000 | 230 |
| Securities issued by states & political subdivisions | $171,212,000 | 264 |
| Other domestic debt securities | $3,588,914,000 | 26 |
| Privately issued residential mortgage-backed securities | $633,000 | 559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $1,572,883,000 | 23 |
| Other domestic debt securities - All other | $2,015,398,000 | 8 |
| Foreign debt securities | $806,411,000 | 13 |
| 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 | $1,180,010,000 | 101 |
| Mortgage-backed securities | $390,900,000 | 295 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $344,899,000 | 212 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $45,368,000 | 450 |
| Privately issued | $633,000 | 400 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $915,914,000 | 108 |
| Available-for-sale securities (fair market value) | $4,331,743,000 | 79 |
| Total debt securities | $5,247,657,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $5,312,598,000 | 90 |
| U.S. Government securities | $680,941,000 | 266 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $680,941,000 | 234 |
| Securities issued by states & political subdivisions | $184,736,000 | 244 |
| Other domestic debt securities | $3,656,332,000 | 26 |
| Privately issued residential mortgage-backed securities | $643,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $1,587,622,000 | 21 |
| Other domestic debt securities - All other | $2,068,067,000 | 8 |
| Foreign debt securities | $790,596,000 | 13 |
| 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 | $1,023,398,000 | 107 |
| Mortgage-backed securities | $409,059,000 | 290 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $359,987,000 | 209 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $48,429,000 | 431 |
| Privately issued | $643,000 | 407 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $936,274,000 | 105 |
| Available-for-sale securities (fair market value) | $4,376,331,000 | 81 |
| Total debt securities | $5,312,605,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $5,049,468,000 | 94 |
| U.S. Government securities | $743,407,000 | 259 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $743,407,000 | 228 |
| Securities issued by states & political subdivisions | $225,911,000 | 211 |
| Other domestic debt securities | $3,422,910,000 | 23 |
| Privately issued residential mortgage-backed securities | $655,000 | 560 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $1,601,333,000 | 13 |
| Other domestic debt securities - All other | $1,820,922,000 | 10 |
| Foreign debt securities | $657,247,000 | 12 |
| 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 | $1,004,740,000 | 113 |
| Mortgage-backed securities | $453,235,000 | 274 |
| Certificates of participation in pools of residential mortgages | $399,264,000 | 205 |
| Issued or guaranteed by U.S. | $399,264,000 | 205 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $53,971,000 | 443 |
| CMOs issued by government agencies or sponsored agencies | $53,316,000 | 409 |
| Privately issued | $655,000 | 409 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $442,361,000 | 158 |
| Available-for-sale securities (fair market value) | $4,607,114,000 | 80 |
| Total debt securities | $5,049,475,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $4,897,108,000 | 92 |
| U.S. Government securities | $496,352,000 | 338 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $496,352,000 | 297 |
| Securities issued by states & political subdivisions | $236,368,000 | 206 |
| Other domestic debt securities | $3,412,996,000 | 23 |
| Privately issued residential mortgage-backed securities | $693,000 | 530 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $1,616,584,000 | 10 |
| Other domestic debt securities - All other | $1,795,719,000 | 10 |
| Foreign debt securities | $751,399,000 | 12 |
| 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 | $1,002,363,000 | 112 |
| Mortgage-backed securities | $496,935,000 | 266 |
| Certificates of participation in pools of residential mortgages | $437,524,000 | 199 |
| Issued or guaranteed by U.S. | $437,524,000 | 199 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $59,411,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $58,718,000 | 388 |
| Privately issued | $693,000 | 380 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $280,527,000 | 195 |
| Available-for-sale securities (fair market value) | $4,616,588,000 | 83 |
| Total debt securities | $4,897,115,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $4,945,251,000 | 94 |
| U.S. Government securities | $559,477,000 | 302 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $559,477,000 | 279 |
| Securities issued by states & political subdivisions | $251,933,000 | 200 |
| Other domestic debt securities | $3,336,356,000 | 21 |
| Privately issued residential mortgage-backed securities | $758,000 | 491 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $1,386,355,000 | 9 |
| Other domestic debt securities - All other | $1,949,243,000 | 10 |
| Foreign debt securities | $797,492,000 | 12 |
| 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 | $1,021,566,000 | 111 |
| Mortgage-backed securities | $560,116,000 | 252 |
| Certificates of participation in pools of residential mortgages | $492,402,000 | 188 |
| Issued or guaranteed by U.S. | $492,402,000 | 187 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $67,714,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $66,956,000 | 350 |
| Privately issued | $758,000 | 334 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $306,403,000 | 146 |
| Available-for-sale securities (fair market value) | $4,638,855,000 | 84 |
| Total debt securities | $4,945,258,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $4,958,812,000 | 92 |
| U.S. Government securities | $624,103,000 | 272 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $624,103,000 | 255 |
| Securities issued by states & political subdivisions | $285,761,000 | 165 |
| Other domestic debt securities | $3,315,581,000 | 20 |
| Privately issued residential mortgage-backed securities | $1,033,000 | 428 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $1,379,533,000 | 9 |
| Other domestic debt securities - All other | $1,935,015,000 | 9 |
| Foreign debt securities | $733,374,000 | 13 |
| 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 | $899,099,000 | 116 |
| Mortgage-backed securities | $625,008,000 | 227 |
| Certificates of participation in pools of residential mortgages | $548,798,000 | 172 |
| Issued or guaranteed by U.S. | $548,798,000 | 171 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $76,210,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $75,177,000 | 340 |
| Privately issued | $1,033,000 | 290 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $356,113,000 | 123 |
| Available-for-sale securities (fair market value) | $4,602,706,000 | 82 |
| Total debt securities | $4,958,819,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $4,718,575,000 | 92 |
| U.S. Government securities | $697,299,000 | 245 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $697,299,000 | 225 |
| Securities issued by states & political subdivisions | $331,124,000 | 130 |
| Other domestic debt securities | $3,050,105,000 | 21 |
| Privately issued residential mortgage-backed securities | $1,199,000 | 417 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $1,092,112,000 | 10 |
| Other domestic debt securities - All other | $1,956,794,000 | 9 |
| Foreign debt securities | $640,056,000 | 12 |
| 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 | $866,373,000 | 117 |
| Mortgage-backed securities | $698,361,000 | 201 |
| Certificates of participation in pools of residential mortgages | $612,280,000 | 140 |
| Issued or guaranteed by U.S. | $612,280,000 | 138 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $86,081,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $84,882,000 | 305 |
| Privately issued | $1,199,000 | 267 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $414,422,000 | 104 |
| Available-for-sale securities (fair market value) | $4,304,162,000 | 85 |
| Total debt securities | $4,718,583,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $4,459,829,000 | 90 |
| U.S. Government securities | $790,098,000 | 214 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $790,098,000 | 202 |
| Securities issued by states & political subdivisions | $361,656,000 | 113 |
| Other domestic debt securities | $2,704,278,000 | 23 |
| Privately issued residential mortgage-backed securities | $1,266,000 | 414 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $1,157,452,000 | 9 |
| Other domestic debt securities - All other | $1,545,560,000 | 11 |
| Foreign debt securities | $603,806,000 | 13 |
| 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 | $844,502,000 | 113 |
| Mortgage-backed securities | $791,219,000 | 182 |
| Certificates of participation in pools of residential mortgages | $693,208,000 | 120 |
| Issued or guaranteed by U.S. | $693,208,000 | 119 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $98,011,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $96,745,000 | 264 |
| Privately issued | $1,266,000 | 260 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $469,268,000 | 90 |
| Available-for-sale securities (fair market value) | $3,990,570,000 | 85 |
| Total debt securities | $4,459,838,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $4,578,774,000 | 85 |
| U.S. Government securities | $893,438,000 | 189 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $893,438,000 | 178 |
| Securities issued by states & political subdivisions | $384,932,000 | 106 |
| Other domestic debt securities | $2,693,291,000 | 21 |
| Privately issued residential mortgage-backed securities | $1,344,000 | 377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $1,156,101,000 | 9 |
| Other domestic debt securities - All other | $1,535,846,000 | 11 |
| Foreign debt securities | $607,122,000 | 13 |
| 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 | $888,577,000 | 114 |
| Mortgage-backed securities | $894,628,000 | 161 |
| Certificates of participation in pools of residential mortgages | $784,165,000 | 100 |
| Issued or guaranteed by U.S. | $784,165,000 | 99 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $110,463,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $109,119,000 | 243 |
| Privately issued | $1,344,000 | 246 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $515,598,000 | 77 |
| Available-for-sale securities (fair market value) | $4,063,185,000 | 79 |
| Total debt securities | $4,578,785,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $4,561,789,000 | 79 |
| U.S. Government securities | $1,021,505,000 | 164 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,021,505,000 | 156 |
| Securities issued by states & political subdivisions | $430,503,000 | 82 |
| Other domestic debt securities | $2,492,663,000 | 20 |
| Privately issued residential mortgage-backed securities | $2,020,000 | 341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $124,887,000 | 55 |
| Structured financial products - Total | $670,134,000 | 12 |
| Other domestic debt securities - All other | $1,695,622,000 | 11 |
| Foreign debt securities | $617,134,000 | 12 |
| 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 | $850,245,000 | 116 |
| Mortgage-backed securities | $1,023,362,000 | 144 |
| Certificates of participation in pools of residential mortgages | $894,896,000 | 87 |
| Issued or guaranteed by U.S. | $894,896,000 | 87 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $124,881,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $122,861,000 | 220 |
| Privately issued | $2,020,000 | 202 |
| Commercial mortgage-backed securities | $3,585,000 | 1,168 |
| Commercial mortgage pass-through securities | $3,585,000 | 742 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $577,811,000 | 66 |
| Available-for-sale securities (fair market value) | $3,983,994,000 | 77 |
| Total debt securities | $4,561,805,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $4,346,651,000 | 78 |
| U.S. Government securities | $1,148,324,000 | 150 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,148,324,000 | 138 |
| Securities issued by states & political subdivisions | $483,900,000 | 66 |
| Other domestic debt securities | $2,079,135,000 | 22 |
| Privately issued residential mortgage-backed securities | $2,112,000 | 313 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $174,633,000 | 41 |
| Structured financial products - Total | $143,338,000 | 27 |
| Other domestic debt securities - All other | $1,759,052,000 | 11 |
| Foreign debt securities | $635,308,000 | 12 |
| 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 | $868,665,000 | 115 |
| Mortgage-backed securities | $1,150,265,000 | 133 |
| Certificates of participation in pools of residential mortgages | $1,007,633,000 | 78 |
| Issued or guaranteed by U.S. | $1,007,633,000 | 78 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $139,003,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $136,891,000 | 212 |
| Privately issued | $2,112,000 | 191 |
| Commercial mortgage-backed securities | $3,629,000 | 1,142 |
| Commercial mortgage pass-through securities | $3,629,000 | 731 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $638,297,000 | 64 |
| Available-for-sale securities (fair market value) | $3,708,370,000 | 75 |
| Total debt securities | $4,346,666,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $3,892,510,000 | 84 |
| U.S. Government securities | $1,246,390,000 | 144 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,246,390,000 | 132 |
| Securities issued by states & political subdivisions | $505,455,000 | 58 |
| Other domestic debt securities | $1,625,131,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,168,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $56,545,000 | 38 |
| Other domestic debt securities - All other | $1,566,418,000 | 11 |
| Foreign debt securities | $515,550,000 | 14 |
| 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 | $749,596,000 | 122 |
| Mortgage-backed securities | $1,248,037,000 | 124 |
| Certificates of participation in pools of residential mortgages | $1,092,818,000 | 78 |
| Issued or guaranteed by U.S. | $1,092,818,000 | 78 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $151,553,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $149,385,000 | 198 |
| Privately issued | $2,168,000 | 190 |
| Commercial mortgage-backed securities | $3,666,000 | 1,120 |
| Commercial mortgage pass-through securities | $3,666,000 | 707 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $681,837,000 | 63 |
| Available-for-sale securities (fair market value) | $3,210,689,000 | 83 |
| Total debt securities | $3,892,528,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $3,816,918,000 | 84 |
| U.S. Government securities | $1,429,106,000 | 132 |
| U.S. Treasury securities | $20,000,000 | 282 |
| U.S. Government agency obligations | $1,409,106,000 | 123 |
| Securities issued by states & political subdivisions | $544,920,000 | 51 |
| Other domestic debt securities | $1,523,661,000 | 25 |
| Privately issued residential mortgage-backed securities | $2,354,000 | 302 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $6,755,000 | 76 |
| Other domestic debt securities - All other | $1,514,552,000 | 9 |
| Foreign debt securities | $319,231,000 | 18 |
| 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 | $760,365,000 | 115 |
| Mortgage-backed securities | $1,299,749,000 | 123 |
| Certificates of participation in pools of residential mortgages | $1,136,206,000 | 75 |
| Issued or guaranteed by U.S. | $1,136,206,000 | 75 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $159,835,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $157,481,000 | 192 |
| Privately issued | $2,354,000 | 183 |
| Commercial mortgage-backed securities | $3,708,000 | 1,097 |
| Commercial mortgage pass-through securities | $3,708,000 | 701 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $738,072,000 | 65 |
| Available-for-sale securities (fair market value) | $3,078,846,000 | 86 |
| Total debt securities | $3,816,917,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $3,776,983,000 | 80 |
| U.S. Government securities | $1,529,208,000 | 126 |
| U.S. Treasury securities | $44,826,000 | 165 |
| U.S. Government agency obligations | $1,484,382,000 | 119 |
| Securities issued by states & political subdivisions | $578,153,000 | 46 |
| Other domestic debt securities | $1,411,991,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,575,000 | 295 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,409,416,000 | 10 |
| Foreign debt securities | $257,631,000 | 18 |
| 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 | $721,741,000 | 116 |
| Mortgage-backed securities | $1,364,072,000 | 119 |
| Certificates of participation in pools of residential mortgages | $1,189,057,000 | 74 |
| Issued or guaranteed by U.S. | $1,189,057,000 | 74 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $171,264,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $168,689,000 | 185 |
| Privately issued | $2,575,000 | 171 |
| Commercial mortgage-backed securities | $3,751,000 | 1,077 |
| Commercial mortgage pass-through securities | $3,751,000 | 695 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $793,216,000 | 67 |
| Available-for-sale securities (fair market value) | $2,983,767,000 | 80 |
| Total debt securities | $3,776,985,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $3,645,685,000 | 81 |
| U.S. Government securities | $1,608,047,000 | 118 |
| U.S. Treasury securities | $44,573,000 | 167 |
| U.S. Government agency obligations | $1,563,474,000 | 112 |
| Securities issued by states & political subdivisions | $638,072,000 | 42 |
| Other domestic debt securities | $1,270,139,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,722,000 | 277 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,267,417,000 | 11 |
| Foreign debt securities | $127,630,000 | 20 |
| 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 | $746,876,000 | 116 |
| Mortgage-backed securities | $1,398,250,000 | 112 |
| Certificates of participation in pools of residential mortgages | $1,210,566,000 | 72 |
| Issued or guaranteed by U.S. | $1,210,566,000 | 72 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $182,063,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $179,341,000 | 178 |
| Privately issued | $2,722,000 | 178 |
| Commercial mortgage-backed securities | $5,621,000 | 900 |
| Commercial mortgage pass-through securities | $5,621,000 | 578 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $867,989,000 | 62 |
| Available-for-sale securities (fair market value) | $2,775,899,000 | 84 |
| Total debt securities | $3,643,888,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $3,627,201,000 | 78 |
| U.S. Government securities | $1,635,121,000 | 116 |
| U.S. Treasury securities | $109,054,000 | 95 |
| U.S. Government agency obligations | $1,526,067,000 | 112 |
| Securities issued by states & political subdivisions | $664,732,000 | 42 |
| Other domestic debt securities | $1,214,478,000 | 25 |
| Privately issued residential mortgage-backed securities | $3,236,000 | 265 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,211,242,000 | 11 |
| Foreign debt securities | $111,099,000 | 20 |
| 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 | $716,434,000 | 117 |
| Mortgage-backed securities | $1,362,483,000 | 113 |
| Certificates of participation in pools of residential mortgages | $1,170,215,000 | 73 |
| Issued or guaranteed by U.S. | $1,170,215,000 | 73 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $190,431,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $187,195,000 | 173 |
| Privately issued | $3,236,000 | 172 |
| Commercial mortgage-backed securities | $1,837,000 | 1,270 |
| Commercial mortgage pass-through securities | $1,837,000 | 901 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $923,190,000 | 62 |
| Available-for-sale securities (fair market value) | $2,702,240,000 | 87 |
| Total debt securities | $3,625,428,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $3,641,026,000 | 77 |
| U.S. Government securities | $1,607,756,000 | 120 |
| U.S. Treasury securities | $139,574,000 | 87 |
| U.S. Government agency obligations | $1,468,182,000 | 113 |
| Securities issued by states & political subdivisions | $712,981,000 | 44 |
| Other domestic debt securities | $1,204,422,000 | 27 |
| Privately issued residential mortgage-backed securities | $3,501,000 | 235 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,200,921,000 | 11 |
| Foreign debt securities | $114,120,000 | 20 |
| 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 | $728,161,000 | 120 |
| Mortgage-backed securities | $1,306,546,000 | 115 |
| Certificates of participation in pools of residential mortgages | $1,107,573,000 | 77 |
| Issued or guaranteed by U.S. | $1,107,573,000 | 77 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $197,131,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $193,630,000 | 169 |
| Privately issued | $3,501,000 | 166 |
| Commercial mortgage-backed securities | $1,842,000 | 1,248 |
| Commercial mortgage pass-through securities | $1,842,000 | 893 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $984,609,000 | 61 |
| Available-for-sale securities (fair market value) | $2,654,670,000 | 91 |
| Total debt securities | $3,639,281,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $3,506,341,000 | 78 |
| U.S. Government securities | $1,511,184,000 | 120 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,511,184,000 | 106 |
| Securities issued by states & political subdivisions | $734,164,000 | 46 |
| Other domestic debt securities | $1,140,965,000 | 27 |
| Privately issued residential mortgage-backed securities | $3,648,000 | 190 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,137,317,000 | 13 |
| Foreign debt securities | $118,294,000 | 19 |
| 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 | $740,177,000 | 120 |
| Mortgage-backed securities | $1,351,878,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,145,461,000 | 76 |
| Issued or guaranteed by U.S. | $1,145,461,000 | 76 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $204,570,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $200,922,000 | 168 |
| Privately issued | $3,648,000 | 164 |
| Commercial mortgage-backed securities | $1,847,000 | 1,227 |
| Commercial mortgage pass-through securities | $1,847,000 | 881 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,025,699,000 | 60 |
| Available-for-sale securities (fair market value) | $2,478,908,000 | 90 |
| Total debt securities | $3,504,608,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $3,441,400,000 | 78 |
| U.S. Government securities | $1,474,106,000 | 116 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,474,106,000 | 106 |
| Securities issued by states & political subdivisions | $760,646,000 | 47 |
| Other domestic debt securities | $1,086,628,000 | 28 |
| Privately issued residential mortgage-backed securities | $3,871,000 | 324 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,082,757,000 | 13 |
| Foreign debt securities | $118,270,000 | 19 |
| 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 | $718,005,000 | 117 |
| Mortgage-backed securities | $1,359,172,000 | 111 |
| Certificates of participation in pools of residential mortgages | $1,138,346,000 | 77 |
| Issued or guaranteed by U.S. | $1,138,346,000 | 77 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $216,762,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $212,891,000 | 159 |
| Privately issued | $3,871,000 | 166 |
| Commercial mortgage-backed securities | $4,064,000 | 910 |
| Commercial mortgage pass-through securities | $4,064,000 | 610 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,076,456,000 | 60 |
| Available-for-sale securities (fair market value) | $2,363,194,000 | 94 |
| Total debt securities | $3,439,652,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $3,468,021,000 | 77 |
| U.S. Government securities | $1,491,304,000 | 113 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,491,304,000 | 104 |
| Securities issued by states & political subdivisions | $768,736,000 | 43 |
| Other domestic debt securities | $1,206,217,000 | 28 |
| Privately issued residential mortgage-backed securities | $4,318,000 | 165 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,201,899,000 | 11 |
| 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 | $696,058,000 | 120 |
| Mortgage-backed securities | $1,376,155,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,142,908,000 | 78 |
| Issued or guaranteed by U.S. | $1,142,908,000 | 77 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $229,155,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $224,837,000 | 152 |
| Privately issued | $4,318,000 | 156 |
| Commercial mortgage-backed securities | $4,092,000 | 790 |
| Commercial mortgage pass-through securities | $4,092,000 | 485 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,114,287,000 | 59 |
| Available-for-sale securities (fair market value) | $2,351,970,000 | 90 |
| Total debt securities | $3,466,259,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $3,352,371,000 | 73 |
| U.S. Government securities | $1,445,758,000 | 112 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,445,758,000 | 104 |
| Securities issued by states & political subdivisions | $784,699,000 | 41 |
| Other domestic debt securities | $1,120,114,000 | 26 |
| Privately issued residential mortgage-backed securities | $4,616,000 | 163 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,115,498,000 | 14 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,800,000 | 396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $715,774,000 | 122 |
| Mortgage-backed securities | $1,329,465,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,075,711,000 | 76 |
| Issued or guaranteed by U.S. | $1,075,711,000 | 75 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $242,494,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $237,878,000 | 139 |
| Privately issued | $4,616,000 | 155 |
| Commercial mortgage-backed securities | $11,260,000 | 495 |
| Commercial mortgage pass-through securities | $11,260,000 | 274 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,158,864,000 | 57 |
| Available-for-sale securities (fair market value) | $2,193,507,000 | 95 |
| Total debt securities | $3,350,571,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $3,294,717,000 | 74 |
| U.S. Government securities | $1,446,479,000 | 110 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,446,479,000 | 102 |
| Securities issued by states & political subdivisions | $795,982,000 | 39 |
| Other domestic debt securities | $1,040,882,000 | 28 |
| Privately issued residential mortgage-backed securities | $4,793,000 | 161 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,036,089,000 | 15 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $11,374,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $771,257,000 | 120 |
| Mortgage-backed securities | $1,329,044,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,061,246,000 | 75 |
| Issued or guaranteed by U.S. | $1,061,246,000 | 74 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $256,782,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $251,989,000 | 133 |
| Privately issued | $4,793,000 | 153 |
| Commercial mortgage-backed securities | $11,016,000 | 484 |
| Commercial mortgage pass-through securities | $11,016,000 | 274 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,204,240,000 | 58 |
| Available-for-sale securities (fair market value) | $2,090,477,000 | 95 |
| Total debt securities | $3,283,342,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $3,237,137,000 | 75 |
| U.S. Government securities | $1,442,714,000 | 110 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,442,714,000 | 104 |
| Securities issued by states & political subdivisions | $822,127,000 | 39 |
| Other domestic debt securities | $963,159,000 | 30 |
| Privately issued residential mortgage-backed securities | $5,094,000 | 167 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $958,065,000 | 15 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $9,137,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $795,007,000 | 115 |
| Mortgage-backed securities | $1,325,660,000 | 105 |
| Certificates of participation in pools of residential mortgages | $1,042,891,000 | 76 |
| Issued or guaranteed by U.S. | $1,042,891,000 | 75 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $271,668,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $266,574,000 | 129 |
| Privately issued | $5,094,000 | 158 |
| Commercial mortgage-backed securities | $11,101,000 | 488 |
| Commercial mortgage pass-through securities | $11,101,000 | 271 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,261,321,000 | 58 |
| Available-for-sale securities (fair market value) | $1,975,816,000 | 97 |
| Total debt securities | $3,227,999,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $3,191,262,000 | 78 |
| U.S. Government securities | $1,507,834,000 | 106 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,507,834,000 | 98 |
| Securities issued by states & political subdivisions | $827,428,000 | 39 |
| Other domestic debt securities | $844,790,000 | 34 |
| Privately issued residential mortgage-backed securities | $5,299,000 | 166 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $355,000 | 297 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $839,136,000 | 14 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $11,210,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $774,283,000 | 116 |
| Mortgage-backed securities | $1,371,719,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,077,401,000 | 72 |
| Issued or guaranteed by U.S. | $1,077,401,000 | 71 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $285,060,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $279,761,000 | 125 |
| Privately issued | $5,299,000 | 159 |
| Commercial mortgage-backed securities | $9,258,000 | 516 |
| Commercial mortgage pass-through securities | $9,258,000 | 299 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,298,414,000 | 56 |
| Available-for-sale securities (fair market value) | $1,892,848,000 | 100 |
| Total debt securities | $3,180,053,000 | 77 |
| Structured notes | ||
| Amortized cost | $10,001,000 | 143 |
| Fair value | $9,987,000 | 143 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $3,236,414,000 | 75 |
| U.S. Government securities | $1,508,306,000 | 105 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,508,306,000 | 98 |
| Securities issued by states & political subdivisions | $846,205,000 | 39 |
| Other domestic debt securities | $869,219,000 | 36 |
| Privately issued residential mortgage-backed securities | $5,641,000 | 168 |
| Commercial mortgage-backed securities - Total | $2,025,000 | 93 |
| Asset backed securities | $696,000 | 279 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $860,857,000 | 15 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $12,684,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $768,845,000 | 114 |
| Mortgage-backed securities | $1,376,732,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,062,369,000 | 72 |
| Issued or guaranteed by U.S. | $1,062,369,000 | 71 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $303,006,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $297,365,000 | 120 |
| Privately issued | $5,641,000 | 159 |
| Commercial mortgage-backed securities | $11,357,000 | 442 |
| Commercial mortgage pass-through securities | $9,332,000 | 285 |
| Other commercial mortgage-backed securities | $2,025,000 | 574 |
| Held to maturity securities (book value) | $1,346,312,000 | 53 |
| Available-for-sale securities (fair market value) | $1,890,102,000 | 96 |
| Total debt securities | $3,223,730,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $3,172,816,000 | 76 |
| U.S. Government securities | $1,394,030,000 | 111 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,394,030,000 | 105 |
| Securities issued by states & political subdivisions | $868,340,000 | 35 |
| Other domestic debt securities | $904,330,000 | 36 |
| Privately issued residential mortgage-backed securities | $5,980,000 | 166 |
| Commercial mortgage-backed securities - Total | $2,118,000 | 89 |
| Asset backed securities | $1,000,000 | 255 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $895,232,000 | 15 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $6,116,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $755,762,000 | 117 |
| Mortgage-backed securities | $1,229,661,000 | 111 |
| Certificates of participation in pools of residential mortgages | $888,088,000 | 82 |
| Issued or guaranteed by U.S. | $888,088,000 | 81 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $330,051,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $324,071,000 | 119 |
| Privately issued | $5,980,000 | 160 |
| Commercial mortgage-backed securities | $11,522,000 | 422 |
| Commercial mortgage pass-through securities | $9,404,000 | 257 |
| Other commercial mortgage-backed securities | $2,118,000 | 553 |
| Held to maturity securities (book value) | $1,411,019,000 | 51 |
| Available-for-sale securities (fair market value) | $1,761,797,000 | 104 |
| Total debt securities | $3,166,700,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $3,003,849,000 | 79 |
| U.S. Government securities | $1,295,936,000 | 114 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,295,936,000 | 109 |
| Securities issued by states & political subdivisions | $847,352,000 | 33 |
| Other domestic debt securities | $852,463,000 | 37 |
| Privately issued residential mortgage-backed securities | $6,318,000 | 171 |
| Commercial mortgage-backed securities - Total | $2,214,000 | 96 |
| Asset backed securities | $1,317,000 | 239 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $842,614,000 | 14 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $8,098,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $744,632,000 | 117 |
| Mortgage-backed securities | $964,463,000 | 129 |
| Certificates of participation in pools of residential mortgages | $594,818,000 | 101 |
| Issued or guaranteed by U.S. | $594,818,000 | 100 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $351,419,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $345,101,000 | 113 |
| Privately issued | $6,318,000 | 161 |
| Commercial mortgage-backed securities | $18,226,000 | 313 |
| Commercial mortgage pass-through securities | $16,012,000 | 187 |
| Other commercial mortgage-backed securities | $2,214,000 | 530 |
| Held to maturity securities (book value) | $1,473,357,000 | 52 |
| Available-for-sale securities (fair market value) | $1,530,492,000 | 105 |
| Total debt securities | $2,995,745,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,943,406,000 | 82 |
| U.S. Government securities | $1,207,543,000 | 123 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,207,543,000 | 114 |
| Securities issued by states & political subdivisions | $847,737,000 | 32 |
| Other domestic debt securities | $882,475,000 | 37 |
| Privately issued residential mortgage-backed securities | $9,768,000 | 140 |
| Commercial mortgage-backed securities - Total | $2,302,000 | 98 |
| Asset backed securities | $1,658,000 | 222 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $868,747,000 | 14 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $5,651,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $712,412,000 | 121 |
| Mortgage-backed securities | $858,171,000 | 140 |
| Certificates of participation in pools of residential mortgages | $465,391,000 | 122 |
| Issued or guaranteed by U.S. | $465,391,000 | 121 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $374,342,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $364,574,000 | 115 |
| Privately issued | $9,768,000 | 133 |
| Commercial mortgage-backed securities | $18,438,000 | 298 |
| Commercial mortgage pass-through securities | $16,136,000 | 176 |
| Other commercial mortgage-backed securities | $2,302,000 | 507 |
| Held to maturity securities (book value) | $1,358,139,000 | 53 |
| Available-for-sale securities (fair market value) | $1,585,267,000 | 106 |
| Total debt securities | $2,937,754,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,885,300,000 | 83 |
| U.S. Government securities | $1,116,951,000 | 129 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,116,951,000 | 122 |
| Securities issued by states & political subdivisions | $851,392,000 | 32 |
| Other domestic debt securities | $910,789,000 | 37 |
| Privately issued residential mortgage-backed securities | $10,037,000 | 135 |
| Commercial mortgage-backed securities - Total | $2,380,000 | 87 |
| Asset backed securities | $2,003,000 | 220 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $896,369,000 | 14 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $6,168,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $738,865,000 | 118 |
| Mortgage-backed securities | $826,722,000 | 137 |
| Certificates of participation in pools of residential mortgages | $419,258,000 | 129 |
| Issued or guaranteed by U.S. | $419,258,000 | 128 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $388,826,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $378,789,000 | 111 |
| Privately issued | $10,037,000 | 126 |
| Commercial mortgage-backed securities | $18,638,000 | 280 |
| Commercial mortgage pass-through securities | $16,258,000 | 168 |
| Other commercial mortgage-backed securities | $2,380,000 | 472 |
| Held to maturity securities (book value) | $1,316,075,000 | 55 |
| Available-for-sale securities (fair market value) | $1,569,225,000 | 105 |
| Total debt securities | $2,879,132,000 | 83 |
| Structured notes | ||
| Amortized cost | $27,997,000 | 71 |
| Fair value | $28,020,000 | 70 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,849,601,000 | 83 |
| U.S. Government securities | $1,146,188,000 | 123 |
| U.S. Treasury securities | $3,001,000 | 696 |
| U.S. Government agency obligations | $1,143,187,000 | 115 |
| Securities issued by states & political subdivisions | $843,973,000 | 33 |
| Other domestic debt securities | $851,082,000 | 36 |
| Privately issued residential mortgage-backed securities | $10,361,000 | 128 |
| Commercial mortgage-backed securities - Total | $2,552,000 | 95 |
| Asset backed securities | $2,330,000 | 223 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $835,839,000 | 14 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $8,358,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $715,879,000 | 121 |
| Mortgage-backed securities | $812,861,000 | 135 |
| Certificates of participation in pools of residential mortgages | $383,515,000 | 137 |
| Issued or guaranteed by U.S. | $383,515,000 | 135 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $410,414,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $400,053,000 | 105 |
| Privately issued | $10,361,000 | 121 |
| Commercial mortgage-backed securities | $18,932,000 | 263 |
| Commercial mortgage pass-through securities | $16,380,000 | 155 |
| Other commercial mortgage-backed securities | $2,552,000 | 440 |
| Held to maturity securities (book value) | $1,278,815,000 | 54 |
| Available-for-sale securities (fair market value) | $1,570,786,000 | 103 |
| Total debt securities | $2,841,241,000 | 83 |
| Structured notes | ||
| Amortized cost | $42,994,000 | 49 |
| Fair value | $43,121,000 | 49 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,793,496,000 | 82 |
| U.S. Government securities | $1,116,819,000 | 125 |
| U.S. Treasury securities | $3,503,000 | 662 |
| U.S. Government agency obligations | $1,113,316,000 | 120 |
| Securities issued by states & political subdivisions | $860,837,000 | 31 |
| Other domestic debt securities | $808,193,000 | 38 |
| Privately issued residential mortgage-backed securities | $10,781,000 | 126 |
| Commercial mortgage-backed securities - Total | $2,632,000 | 87 |
| Asset backed securities | $2,659,000 | 218 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $792,121,000 | 15 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $7,647,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $758,847,000 | 116 |
| Mortgage-backed securities | $693,881,000 | 151 |
| Certificates of participation in pools of residential mortgages | $242,779,000 | 188 |
| Issued or guaranteed by U.S. | $242,779,000 | 187 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $431,972,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $421,191,000 | 104 |
| Privately issued | $10,781,000 | 121 |
| Commercial mortgage-backed securities | $19,130,000 | 239 |
| Commercial mortgage pass-through securities | $16,498,000 | 145 |
| Other commercial mortgage-backed securities | $2,632,000 | 421 |
| Held to maturity securities (book value) | $1,159,581,000 | 57 |
| Available-for-sale securities (fair market value) | $1,633,915,000 | 99 |
| Total debt securities | $2,785,848,000 | 82 |
| Structured notes | ||
| Amortized cost | $188,436,000 | 12 |
| Fair value | $188,975,000 | 12 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,791,645,000 | 79 |
| U.S. Government securities | $1,169,031,000 | 120 |
| U.S. Treasury securities | $3,504,000 | 652 |
| U.S. Government agency obligations | $1,165,527,000 | 116 |
| Securities issued by states & political subdivisions | $888,068,000 | 31 |
| Other domestic debt securities | $726,204,000 | 40 |
| Privately issued residential mortgage-backed securities | $11,135,000 | 123 |
| Commercial mortgage-backed securities - Total | $2,820,000 | 83 |
| Asset backed securities | $2,992,000 | 215 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $709,257,000 | 17 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $8,342,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $720,036,000 | 118 |
| Mortgage-backed securities | $544,878,000 | 183 |
| Certificates of participation in pools of residential mortgages | $81,557,000 | 527 |
| Issued or guaranteed by U.S. | $81,557,000 | 527 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $460,501,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $449,366,000 | 101 |
| Privately issued | $11,135,000 | 117 |
| Commercial mortgage-backed securities | $2,820,000 | 605 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,820,000 | 393 |
| Held to maturity securities (book value) | $1,015,231,000 | 60 |
| Available-for-sale securities (fair market value) | $1,776,414,000 | 92 |
| Total debt securities | $2,783,302,000 | 79 |
| Structured notes | ||
| Amortized cost | $566,685,000 | 4 |
| Fair value | $568,145,000 | 4 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,638,530,000 | 81 |
| U.S. Government securities | $1,194,142,000 | 116 |
| U.S. Treasury securities | $3,504,000 | 661 |
| U.S. Government agency obligations | $1,190,638,000 | 110 |
| Securities issued by states & political subdivisions | $901,988,000 | 28 |
| Other domestic debt securities | $535,356,000 | 47 |
| Privately issued residential mortgage-backed securities | $11,884,000 | 120 |
| Commercial mortgage-backed securities - Total | $2,919,000 | 84 |
| Asset backed securities | $8,314,000 | 149 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $512,239,000 | 23 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $7,044,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $757,623,000 | 113 |
| Mortgage-backed securities | $569,186,000 | 176 |
| Certificates of participation in pools of residential mortgages | $85,484,000 | 520 |
| Issued or guaranteed by U.S. | $85,484,000 | 518 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $480,783,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $468,899,000 | 95 |
| Privately issued | $11,884,000 | 112 |
| Commercial mortgage-backed securities | $2,919,000 | 585 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $2,919,000 | 368 |
| Held to maturity securities (book value) | $1,038,658,000 | 58 |
| Available-for-sale securities (fair market value) | $1,599,872,000 | 98 |
| Total debt securities | $2,631,486,000 | 81 |
| Structured notes | ||
| Amortized cost | $519,851,000 | 5 |
| Fair value | $519,663,000 | 5 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,425,608,000 | 85 |
| U.S. Government securities | $1,021,384,000 | 124 |
| U.S. Treasury securities | $3,509,000 | 660 |
| U.S. Government agency obligations | $1,017,875,000 | 120 |
| Securities issued by states & political subdivisions | $890,175,000 | 28 |
| Other domestic debt securities | $497,583,000 | 50 |
| Privately issued residential mortgage-backed securities | $12,785,000 | 120 |
| Commercial mortgage-backed securities - Total | $3,021,000 | 89 |
| Asset backed securities | $8,639,000 | 154 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $473,138,000 | 25 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $16,466,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $773,297,000 | 114 |
| Mortgage-backed securities | $590,981,000 | 169 |
| Certificates of participation in pools of residential mortgages | $87,535,000 | 519 |
| Issued or guaranteed by U.S. | $87,535,000 | 518 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $500,425,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $487,640,000 | 90 |
| Privately issued | $12,785,000 | 113 |
| Commercial mortgage-backed securities | $3,021,000 | 553 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $3,021,000 | 330 |
| Held to maturity securities (book value) | $1,035,041,000 | 57 |
| Available-for-sale securities (fair market value) | $1,390,567,000 | 114 |
| Total debt securities | $2,409,140,000 | 86 |
| Structured notes | ||
| Amortized cost | $332,132,000 | 9 |
| Fair value | $331,200,000 | 9 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,346,578,000 | 91 |
| U.S. Government securities | $948,477,000 | 133 |
| U.S. Treasury securities | $3,510,000 | 614 |
| U.S. Government agency obligations | $944,967,000 | 130 |
| Securities issued by states & political subdivisions | $907,644,000 | 27 |
| Other domestic debt securities | $471,385,000 | 53 |
| Privately issued residential mortgage-backed securities | $13,339,000 | 123 |
| Commercial mortgage-backed securities - Total | $3,135,000 | 92 |
| Asset backed securities | $8,946,000 | 164 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $445,965,000 | 27 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $19,072,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $870,761,000 | 108 |
| Mortgage-backed securities | $619,715,000 | 162 |
| Certificates of participation in pools of residential mortgages | $91,789,000 | 493 |
| Issued or guaranteed by U.S. | $91,789,000 | 492 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $524,791,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $511,452,000 | 84 |
| Privately issued | $13,339,000 | 118 |
| Commercial mortgage-backed securities | $3,135,000 | 545 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $3,135,000 | 316 |
| Held to maturity securities (book value) | $1,069,135,000 | 55 |
| Available-for-sale securities (fair market value) | $1,277,443,000 | 118 |
| Total debt securities | $2,327,497,000 | 91 |
| Structured notes | ||
| Amortized cost | $259,774,000 | 10 |
| Fair value | $259,629,000 | 10 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,349,810,000 | 89 |
| U.S. Government securities | $959,775,000 | 134 |
| U.S. Treasury securities | $3,508,000 | 556 |
| U.S. Government agency obligations | $956,267,000 | 131 |
| Securities issued by states & political subdivisions | $935,943,000 | 25 |
| Other domestic debt securities | $435,197,000 | 56 |
| Privately issued residential mortgage-backed securities | $13,608,000 | 122 |
| Commercial mortgage-backed securities - Total | $3,221,000 | 92 |
| Asset backed securities | $9,271,000 | 155 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $409,097,000 | 29 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $18,895,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $876,491,000 | 109 |
| Mortgage-backed securities | $643,358,000 | 156 |
| Certificates of participation in pools of residential mortgages | $94,974,000 | 490 |
| Issued or guaranteed by U.S. | $94,974,000 | 489 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $545,163,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $531,555,000 | 86 |
| Privately issued | $13,608,000 | 116 |
| Commercial mortgage-backed securities | $3,221,000 | 513 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $3,221,000 | 293 |
| Held to maturity securities (book value) | $1,110,329,000 | 54 |
| Available-for-sale securities (fair market value) | $1,239,481,000 | 121 |
| Total debt securities | $2,330,915,000 | 90 |
| Structured notes | ||
| Amortized cost | $320,021,000 | 10 |
| Fair value | $318,702,000 | 10 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,210,379,000 | 97 |
| U.S. Government securities | $782,602,000 | 155 |
| U.S. Treasury securities | $3,506,000 | 532 |
| U.S. Government agency obligations | $779,096,000 | 153 |
| Securities issued by states & political subdivisions | $948,093,000 | 24 |
| Other domestic debt securities | $464,471,000 | 55 |
| Privately issued residential mortgage-backed securities | $14,060,000 | 127 |
| Commercial mortgage-backed securities - Total | $3,425,000 | 91 |
| Asset backed securities | $14,555,000 | 125 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $432,431,000 | 28 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $15,213,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $778,588,000 | 116 |
| Mortgage-backed securities | $664,488,000 | 154 |
| Certificates of participation in pools of residential mortgages | $99,252,000 | 446 |
| Issued or guaranteed by U.S. | $99,252,000 | 445 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $561,811,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $547,751,000 | 84 |
| Privately issued | $14,060,000 | 121 |
| Commercial mortgage-backed securities | $3,425,000 | 479 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $3,425,000 | 276 |
| Held to maturity securities (book value) | $1,132,299,000 | 52 |
| Available-for-sale securities (fair market value) | $1,078,080,000 | 134 |
| Total debt securities | $2,195,167,000 | 95 |
| Structured notes | ||
| Amortized cost | $121,452,000 | 27 |
| Fair value | $120,824,000 | 26 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,200,443,000 | 96 |
| U.S. Government securities | $777,890,000 | 152 |
| U.S. Treasury securities | $3,524,000 | 517 |
| U.S. Government agency obligations | $774,366,000 | 150 |
| Securities issued by states & political subdivisions | $942,729,000 | 23 |
| Other domestic debt securities | $468,858,000 | 57 |
| Privately issued residential mortgage-backed securities | $15,707,000 | 123 |
| Commercial mortgage-backed securities - Total | $3,582,000 | 92 |
| Asset backed securities | $14,869,000 | 127 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $434,700,000 | 27 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $10,966,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $769,576,000 | 112 |
| Mortgage-backed securities | $696,073,000 | 141 |
| Certificates of participation in pools of residential mortgages | $104,466,000 | 430 |
| Issued or guaranteed by U.S. | $104,466,000 | 430 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $588,025,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $572,318,000 | 83 |
| Privately issued | $15,707,000 | 114 |
| Commercial mortgage-backed securities | $3,582,000 | 458 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $3,582,000 | 275 |
| Held to maturity securities (book value) | $1,141,083,000 | 48 |
| Available-for-sale securities (fair market value) | $1,059,360,000 | 135 |
| Total debt securities | $2,189,474,000 | 95 |
| Structured notes | ||
| Amortized cost | $81,144,000 | 41 |
| Fair value | $81,006,000 | 40 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,138,566,000 | 100 |
| U.S. Government securities | $756,162,000 | 154 |
| U.S. Treasury securities | $3,534,000 | 520 |
| U.S. Government agency obligations | $752,628,000 | 153 |
| Securities issued by states & political subdivisions | $921,523,000 | 23 |
| Other domestic debt securities | $450,985,000 | 56 |
| Privately issued residential mortgage-backed securities | $16,680,000 | 121 |
| Commercial mortgage-backed securities - Total | $3,789,000 | 90 |
| Asset backed securities | $15,203,000 | 116 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $415,313,000 | 27 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $9,896,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $815,646,000 | 106 |
| Mortgage-backed securities | $732,460,000 | 139 |
| Certificates of participation in pools of residential mortgages | $106,014,000 | 426 |
| Issued or guaranteed by U.S. | $106,014,000 | 425 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $622,657,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $605,977,000 | 81 |
| Privately issued | $16,680,000 | 114 |
| Commercial mortgage-backed securities | $3,789,000 | 430 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $3,789,000 | 238 |
| Held to maturity securities (book value) | $1,134,615,000 | 40 |
| Available-for-sale securities (fair market value) | $1,003,951,000 | 144 |
| Total debt securities | $2,128,671,000 | 99 |
| Structured notes | ||
| Amortized cost | $23,994,000 | 172 |
| Fair value | $23,634,000 | 166 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,133,249,000 | 106 |
| U.S. Government securities | $790,949,000 | 150 |
| U.S. Treasury securities | $3,547,000 | 535 |
| U.S. Government agency obligations | $787,402,000 | 151 |
| Securities issued by states & political subdivisions | $928,606,000 | 22 |
| Other domestic debt securities | $406,072,000 | 60 |
| Privately issued residential mortgage-backed securities | $17,656,000 | 132 |
| Commercial mortgage-backed securities - Total | $3,890,000 | 90 |
| Asset backed securities | $15,613,000 | 105 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $368,913,000 | 32 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,622,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $872,470,000 | 101 |
| Mortgage-backed securities | $761,808,000 | 136 |
| Certificates of participation in pools of residential mortgages | $117,326,000 | 394 |
| Issued or guaranteed by U.S. | $117,326,000 | 393 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $640,592,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $622,936,000 | 80 |
| Privately issued | $17,656,000 | 126 |
| Commercial mortgage-backed securities | $3,890,000 | 375 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $3,890,000 | 197 |
| Held to maturity securities (book value) | $1,162,358,000 | 33 |
| Available-for-sale securities (fair market value) | $970,891,000 | 149 |
| Total debt securities | $2,125,628,000 | 105 |
| Structured notes | ||
| Amortized cost | $29,493,000 | 136 |
| Fair value | $29,534,000 | 135 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,980,216,000 | 106 |
| U.S. Government securities | $787,749,000 | 151 |
| U.S. Treasury securities | $3,558,000 | 536 |
| U.S. Government agency obligations | $784,191,000 | 150 |
| Securities issued by states & political subdivisions | $896,049,000 | 22 |
| Other domestic debt securities | $291,598,000 | 73 |
| Privately issued residential mortgage-backed securities | $18,610,000 | 135 |
| Commercial mortgage-backed securities - Total | $4,145,000 | 88 |
| Asset backed securities | $16,005,000 | 100 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $252,838,000 | 41 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $4,820,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,421,000 | 103 |
| Mortgage-backed securities | $754,189,000 | 134 |
| Certificates of participation in pools of residential mortgages | $129,739,000 | 349 |
| Issued or guaranteed by U.S. | $129,739,000 | 348 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $620,305,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $601,695,000 | 81 |
| Privately issued | $18,610,000 | 128 |
| Commercial mortgage-backed securities | $4,145,000 | 305 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $4,145,000 | 162 |
| Held to maturity securities (book value) | $1,156,041,000 | 34 |
| Available-for-sale securities (fair market value) | $824,175,000 | 162 |
| Total debt securities | $1,975,395,000 | 106 |
| Structured notes | ||
| Amortized cost | $34,493,000 | 116 |
| Fair value | $34,551,000 | 115 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,895,348,000 | 109 |
| U.S. Government securities | $749,900,000 | 156 |
| U.S. Treasury securities | $3,569,000 | 481 |
| U.S. Government agency obligations | $746,331,000 | 155 |
| Securities issued by states & political subdivisions | $877,396,000 | 22 |
| Other domestic debt securities | $265,017,000 | 83 |
| Privately issued residential mortgage-backed securities | $19,917,000 | 136 |
| Commercial mortgage-backed securities - Total | $4,288,000 | 87 |
| Asset backed securities | $16,353,000 | 94 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $224,459,000 | 46 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,035,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $833,972,000 | 99 |
| Mortgage-backed securities | $681,155,000 | 151 |
| Certificates of participation in pools of residential mortgages | $143,032,000 | 340 |
| Issued or guaranteed by U.S. | $143,032,000 | 339 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $533,835,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $513,918,000 | 91 |
| Privately issued | $19,917,000 | 130 |
| Commercial mortgage-backed securities | $4,288,000 | 283 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $4,288,000 | 162 |
| Held to maturity securities (book value) | $1,158,731,000 | 34 |
| Available-for-sale securities (fair market value) | $736,617,000 | 186 |
| Total debt securities | $1,892,315,000 | 110 |
| Structured notes | ||
| Amortized cost | $55,539,000 | 63 |
| Fair value | $55,702,000 | 61 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,912,803,000 | 107 |
| U.S. Government securities | $745,692,000 | 157 |
| U.S. Treasury securities | $3,573,000 | 475 |
| U.S. Government agency obligations | $742,119,000 | 154 |
| Securities issued by states & political subdivisions | $903,578,000 | 21 |
| Other domestic debt securities | $258,892,000 | 85 |
| Privately issued residential mortgage-backed securities | $21,083,000 | 141 |
| Commercial mortgage-backed securities - Total | $4,371,000 | 85 |
| Asset backed securities | $16,746,000 | 85 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $216,692,000 | 47 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $4,641,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $896,271,000 | 96 |
| Mortgage-backed securities | $662,387,000 | 154 |
| Certificates of participation in pools of residential mortgages | $159,785,000 | 313 |
| Issued or guaranteed by U.S. | $159,785,000 | 312 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $498,231,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $477,148,000 | 94 |
| Privately issued | $21,083,000 | 136 |
| Commercial mortgage-backed securities | $4,371,000 | 263 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $4,371,000 | 153 |
| Held to maturity securities (book value) | $1,206,646,000 | 31 |
| Available-for-sale securities (fair market value) | $706,157,000 | 192 |
| Total debt securities | $1,908,162,000 | 106 |
| Structured notes | ||
| Amortized cost | $55,538,000 | 62 |
| Fair value | $55,761,000 | 61 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,675,718,000 | 119 |
| U.S. Government securities | $609,429,000 | 197 |
| U.S. Treasury securities | $3,580,000 | 505 |
| U.S. Government agency obligations | $605,849,000 | 195 |
| Securities issued by states & political subdivisions | $890,274,000 | 20 |
| Other domestic debt securities | $172,126,000 | 108 |
| Privately issued residential mortgage-backed securities | $32,089,000 | 114 |
| Commercial mortgage-backed securities - Total | $4,448,000 | 82 |
| Asset backed securities | $17,090,000 | 78 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $118,499,000 | 82 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $3,889,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $910,759,000 | 97 |
| Mortgage-backed securities | $519,734,000 | 189 |
| Certificates of participation in pools of residential mortgages | $171,086,000 | 303 |
| Issued or guaranteed by U.S. | $171,086,000 | 302 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $344,200,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $312,111,000 | 142 |
| Privately issued | $32,089,000 | 108 |
| Commercial mortgage-backed securities | $4,448,000 | 234 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $4,448,000 | 137 |
| Held to maturity securities (book value) | $1,038,493,000 | 34 |
| Available-for-sale securities (fair market value) | $637,225,000 | 216 |
| Total debt securities | $1,671,830,000 | 118 |
| Structured notes | ||
| Amortized cost | $68,880,000 | 60 |
| Fair value | $67,086,000 | 63 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,559,370,000 | 119 |
| U.S. Government securities | $499,446,000 | 227 |
| U.S. Treasury securities | $3,596,000 | 475 |
| U.S. Government agency obligations | $495,850,000 | 226 |
| Securities issued by states & political subdivisions | $871,483,000 | 20 |
| Other domestic debt securities | $184,642,000 | 113 |
| Privately issued residential mortgage-backed securities | $60,607,000 | 96 |
| Commercial mortgage-backed securities - Total | $4,530,000 | 63 |
| Asset backed securities | $7,306,000 | 83 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $112,199,000 | 80 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $3,799,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $903,807,000 | 91 |
| Mortgage-backed securities | $443,515,000 | 206 |
| Certificates of participation in pools of residential mortgages | $145,278,000 | 340 |
| Issued or guaranteed by U.S. | $145,278,000 | 339 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $293,707,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $233,100,000 | 165 |
| Privately issued | $60,607,000 | 93 |
| Commercial mortgage-backed securities | $4,530,000 | 184 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $4,530,000 | 106 |
| Held to maturity securities (book value) | $922,803,000 | 36 |
| Available-for-sale securities (fair market value) | $636,567,000 | 213 |
| Total debt securities | $1,555,571,000 | 120 |
| Structured notes | ||
| Amortized cost | $61,895,000 | 69 |
| Fair value | $62,055,000 | 68 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,437,222,000 | 132 |
| U.S. Government securities | $476,288,000 | 235 |
| U.S. Treasury securities | $3,600,000 | 493 |
| U.S. Government agency obligations | $472,688,000 | 231 |
| Securities issued by states & political subdivisions | $779,635,000 | 21 |
| Other domestic debt securities | $176,553,000 | 117 |
| Privately issued residential mortgage-backed securities | $51,501,000 | 116 |
| Commercial mortgage-backed securities - Total | $4,624,000 | 58 |
| Asset backed securities | $7,651,000 | 79 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $112,777,000 | 84 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $4,746,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $897,254,000 | 92 |
| Mortgage-backed securities | $400,315,000 | 222 |
| Certificates of participation in pools of residential mortgages | $133,379,000 | 343 |
| Issued or guaranteed by U.S. | $133,379,000 | 340 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $262,312,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $210,811,000 | 178 |
| Privately issued | $51,501,000 | 111 |
| Commercial mortgage-backed securities | $4,624,000 | 152 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $4,624,000 | 88 |
| Held to maturity securities (book value) | $755,906,000 | 44 |
| Available-for-sale securities (fair market value) | $681,316,000 | 197 |
| Total debt securities | $1,432,476,000 | 131 |
| Structured notes | ||
| Amortized cost | $44,985,000 | 100 |
| Fair value | $45,053,000 | 100 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,372,144,000 | 132 |
| U.S. Government securities | $456,593,000 | 245 |
| U.S. Treasury securities | $3,573,000 | 557 |
| U.S. Government agency obligations | $453,020,000 | 237 |
| Securities issued by states & political subdivisions | $771,400,000 | 22 |
| Other domestic debt securities | $137,972,000 | 135 |
| Privately issued residential mortgage-backed securities | $41,211,000 | 141 |
| Commercial mortgage-backed securities - Total | $4,831,000 | 49 |
| Asset backed securities | $8,024,000 | 67 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $83,906,000 | 91 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $6,179,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $880,551,000 | 94 |
| Mortgage-backed securities | $332,198,000 | 264 |
| Certificates of participation in pools of residential mortgages | $138,318,000 | 328 |
| Issued or guaranteed by U.S. | $138,318,000 | 326 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $189,049,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $147,838,000 | 213 |
| Privately issued | $41,211,000 | 136 |
| Commercial mortgage-backed securities | $4,831,000 | 135 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $4,831,000 | 72 |
| Held to maturity securities (book value) | $669,452,000 | 46 |
| Available-for-sale securities (fair market value) | $702,692,000 | 193 |
| Total debt securities | $1,365,965,000 | 132 |
| Structured notes | ||
| Amortized cost | $75,266,000 | 58 |
| Fair value | $75,222,000 | 58 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,330,677,000 | 132 |
| U.S. Government securities | $421,110,000 | 266 |
| U.S. Treasury securities | $3,525,000 | 596 |
| U.S. Government agency obligations | $417,585,000 | 258 |
| Securities issued by states & political subdivisions | $763,027,000 | 22 |
| Other domestic debt securities | $141,799,000 | 135 |
| Privately issued residential mortgage-backed securities | $39,212,000 | 155 |
| Commercial mortgage-backed securities - Total | $4,924,000 | 48 |
| Asset backed securities | $8,309,000 | 67 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $89,354,000 | 88 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $4,741,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $883,055,000 | 98 |
| Mortgage-backed securities | $285,475,000 | 291 |
| Certificates of participation in pools of residential mortgages | $146,325,000 | 310 |
| Issued or guaranteed by U.S. | $146,325,000 | 309 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $134,226,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $95,014,000 | 293 |
| Privately issued | $39,212,000 | 152 |
| Commercial mortgage-backed securities | $4,924,000 | 124 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $4,924,000 | 67 |
| Held to maturity securities (book value) | $591,923,000 | 47 |
| Available-for-sale securities (fair market value) | $738,754,000 | 185 |
| Total debt securities | $1,325,935,000 | 132 |
| Structured notes | ||
| Amortized cost | $89,281,000 | 46 |
| Fair value | $88,470,000 | 46 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,248,870,000 | 134 |
| U.S. Government securities | $395,135,000 | 264 |
| U.S. Treasury securities | $3,542,000 | 594 |
| U.S. Government agency obligations | $391,593,000 | 257 |
| Securities issued by states & political subdivisions | $716,505,000 | 23 |
| Other domestic debt securities | $134,615,000 | 138 |
| Privately issued residential mortgage-backed securities | $42,073,000 | 153 |
| Commercial mortgage-backed securities - Total | $5,065,000 | 106 |
| Asset backed securities | $8,286,000 | 61 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $79,191,000 | 94 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,615,000 | 372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $898,124,000 | 96 |
| Mortgage-backed securities | $265,853,000 | 301 |
| Certificates of participation in pools of residential mortgages | $150,360,000 | 290 |
| Issued or guaranteed by U.S. | $150,360,000 | 288 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $110,428,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $68,355,000 | 364 |
| Privately issued | $42,073,000 | 149 |
| Commercial mortgage-backed securities | $5,065,000 | 106 |
| Commercial mortgage pass-through securities | $5,065,000 | 59 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $580,729,000 | 47 |
| Available-for-sale securities (fair market value) | $668,141,000 | 195 |
| Total debt securities | $1,246,255,000 | 134 |
| Structured notes | ||
| Amortized cost | $70,761,000 | 53 |
| Fair value | $69,768,000 | 55 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,185,085,000 | 132 |
| U.S. Government securities | $367,507,000 | 264 |
| U.S. Treasury securities | $3,511,000 | 546 |
| U.S. Government agency obligations | $363,996,000 | 260 |
| Securities issued by states & political subdivisions | $684,946,000 | 20 |
| Other domestic debt securities | $130,031,000 | 139 |
| Privately issued residential mortgage-backed securities | $46,638,000 | 148 |
| Commercial mortgage-backed securities - Total | $5,191,000 | 91 |
| Asset backed securities | $8,420,000 | 61 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $69,782,000 | 99 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,601,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,984,000 | 83 |
| Mortgage-backed securities | $296,991,000 | 259 |
| Certificates of participation in pools of residential mortgages | $163,017,000 | 245 |
| Issued or guaranteed by U.S. | $163,017,000 | 242 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $128,783,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $82,145,000 | 316 |
| Privately issued | $46,638,000 | 144 |
| Commercial mortgage-backed securities | $5,191,000 | 91 |
| Commercial mortgage pass-through securities | $5,191,000 | 51 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $618,838,000 | 40 |
| Available-for-sale securities (fair market value) | $566,247,000 | 212 |
| Total debt securities | $1,182,484,000 | 130 |
| Structured notes | ||
| Amortized cost | $56,840,000 | 72 |
| Fair value | $56,851,000 | 70 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,116,185,000 | 138 |
| U.S. Government securities | $355,484,000 | 272 |
| U.S. Treasury securities | $2,997,000 | 580 |
| U.S. Government agency obligations | $352,487,000 | 265 |
| Securities issued by states & political subdivisions | $670,482,000 | 24 |
| Other domestic debt securities | $87,444,000 | 173 |
| Privately issued residential mortgage-backed securities | $49,376,000 | 145 |
| Commercial mortgage-backed securities - Total | $5,255,000 | 90 |
| Asset backed securities | $8,529,000 | 56 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $24,284,000 | 184 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,775,000 | 404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,019,793,000 | 87 |
| Mortgage-backed securities | $334,711,000 | 226 |
| Certificates of participation in pools of residential mortgages | $181,372,000 | 227 |
| Issued or guaranteed by U.S. | $181,372,000 | 224 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $148,084,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $98,708,000 | 265 |
| Privately issued | $49,376,000 | 141 |
| Commercial mortgage-backed securities | $5,255,000 | 90 |
| Commercial mortgage pass-through securities | $5,255,000 | 48 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $652,959,000 | 37 |
| Available-for-sale securities (fair market value) | $463,226,000 | 250 |
| Total debt securities | $1,113,410,000 | 139 |
| Structured notes | ||
| Amortized cost | $46,050,000 | 104 |
| Fair value | $46,103,000 | 105 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,102,470,000 | 141 |
| U.S. Government securities | $354,988,000 | 278 |
| U.S. Treasury securities | $2,994,000 | 579 |
| U.S. Government agency obligations | $351,994,000 | 269 |
| Securities issued by states & political subdivisions | $667,884,000 | 24 |
| Other domestic debt securities | $76,006,000 | 199 |
| Privately issued residential mortgage-backed securities | $51,982,000 | 151 |
| Commercial mortgage-backed securities - Total | $5,402,000 | 93 |
| Asset backed securities | $8,779,000 | 54 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $9,843,000 | 365 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,592,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,976,000 | 83 |
| Mortgage-backed securities | $368,225,000 | 213 |
| Certificates of participation in pools of residential mortgages | $194,250,000 | 221 |
| Issued or guaranteed by U.S. | $194,250,000 | 219 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $168,573,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $116,591,000 | 231 |
| Privately issued | $51,982,000 | 148 |
| Commercial mortgage-backed securities | $5,402,000 | 93 |
| Commercial mortgage pass-through securities | $5,402,000 | 49 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $690,585,000 | 35 |
| Available-for-sale securities (fair market value) | $411,885,000 | 284 |
| Total debt securities | $1,098,878,000 | 142 |
| Structured notes | ||
| Amortized cost | $20,004,000 | 264 |
| Fair value | $20,004,000 | 267 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,108,439,000 | 143 |
| U.S. Government securities | $367,240,000 | 260 |
| U.S. Treasury securities | $2,987,000 | 533 |
| U.S. Government agency obligations | $364,253,000 | 251 |
| Securities issued by states & political subdivisions | $674,789,000 | 25 |
| Other domestic debt securities | $62,881,000 | 241 |
| Privately issued residential mortgage-backed securities | $54,542,000 | 151 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $8,339,000 | 64 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,529,000 | 368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,034,773,000 | 81 |
| Mortgage-backed securities | $397,754,000 | 200 |
| Certificates of participation in pools of residential mortgages | $207,897,000 | 223 |
| Issued or guaranteed by U.S. | $207,897,000 | 221 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $189,857,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $135,315,000 | 191 |
| Privately issued | $54,542,000 | 148 |
| 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) | $726,935,000 | 34 |
| Available-for-sale securities (fair market value) | $381,504,000 | 304 |
| Total debt securities | $1,104,910,000 | 140 |
| Structured notes | ||
| Amortized cost | $20,009,000 | 175 |
| Fair value | $19,979,000 | 174 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,169,864,000 | 140 |
| U.S. Government securities | $401,543,000 | 239 |
| U.S. Treasury securities | $3,023,000 | 472 |
| U.S. Government agency obligations | $398,520,000 | 232 |
| Securities issued by states & political subdivisions | $698,216,000 | 24 |
| Other domestic debt securities | $65,402,000 | 250 |
| Privately issued residential mortgage-backed securities | $57,537,000 | 165 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $7,865,000 | 72 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $4,703,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,051,706,000 | 83 |
| Mortgage-backed securities | $429,974,000 | 195 |
| Certificates of participation in pools of residential mortgages | $221,347,000 | 212 |
| Issued or guaranteed by U.S. | $221,347,000 | 210 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $208,627,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $151,090,000 | 169 |
| Privately issued | $57,537,000 | 163 |
| 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) | $780,846,000 | 41 |
| Available-for-sale securities (fair market value) | $389,018,000 | 302 |
| Total debt securities | $1,165,161,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,235,585,000 | 136 |
| U.S. Government securities | $449,173,000 | 208 |
| U.S. Treasury securities | $3,043,000 | 450 |
| U.S. Government agency obligations | $446,130,000 | 204 |
| Securities issued by states & political subdivisions | $710,971,000 | 24 |
| Other domestic debt securities | $72,029,000 | 250 |
| Privately issued residential mortgage-backed securities | $64,425,000 | 165 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $7,604,000 | 81 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $3,412,000 | 450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,131,023,000 | 82 |
| Mortgage-backed securities | $464,489,000 | 185 |
| Certificates of participation in pools of residential mortgages | $231,955,000 | 206 |
| Issued or guaranteed by U.S. | $231,955,000 | 203 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $232,534,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $168,109,000 | 146 |
| Privately issued | $64,425,000 | 158 |
| 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) | $830,618,000 | 31 |
| Available-for-sale securities (fair market value) | $404,967,000 | 285 |
| Total debt securities | $1,232,173,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,353,320,000 | 130 |
| U.S. Government securities | $550,388,000 | 195 |
| U.S. Treasury securities | $3,060,000 | 402 |
| U.S. Government agency obligations | $547,328,000 | 192 |
| Securities issued by states & political subdivisions | $725,424,000 | 24 |
| Other domestic debt securities | $74,649,000 | 240 |
| Privately issued residential mortgage-backed securities | $67,629,000 | 173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,020,000 | 104 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,859,000 | 503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,216,214,000 | 80 |
| Mortgage-backed securities | $513,867,000 | 183 |
| Certificates of participation in pools of residential mortgages | $250,418,000 | 206 |
| Issued or guaranteed by U.S. | $250,418,000 | 201 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $263,449,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $195,820,000 | 130 |
| Privately issued | $67,629,000 | 164 |
| 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) | $918,745,000 | 25 |
| Available-for-sale securities (fair market value) | $434,575,000 | 266 |
| Total debt securities | $1,350,461,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,234,781,000 | 129 |
| U.S. Government securities | $452,275,000 | 213 |
| U.S. Treasury securities | $3,081,000 | 381 |
| U.S. Government agency obligations | $449,194,000 | 211 |
| Securities issued by states & political subdivisions | $706,284,000 | 25 |
| Other domestic debt securities | $73,510,000 | 238 |
| Privately issued residential mortgage-backed securities | $67,063,000 | 171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,447,000 | 103 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,712,000 | 471 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,131,027,000 | 81 |
| Mortgage-backed securities | $395,180,000 | 215 |
| Certificates of participation in pools of residential mortgages | $126,917,000 | 377 |
| Issued or guaranteed by U.S. | $126,917,000 | 372 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $268,263,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $201,200,000 | 121 |
| Privately issued | $67,063,000 | 162 |
| 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) | $949,326,000 | 26 |
| Available-for-sale securities (fair market value) | $285,455,000 | 381 |
| Total debt securities | $1,232,069,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,262,290,000 | 121 |
| U.S. Government securities | $465,126,000 | 198 |
| U.S. Treasury securities | $3,050,000 | 392 |
| U.S. Government agency obligations | $462,076,000 | 196 |
| Securities issued by states & political subdivisions | $715,090,000 | 23 |
| Other domestic debt securities | $77,334,000 | 247 |
| Privately issued residential mortgage-backed securities | $69,134,000 | 170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,200,000 | 96 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,740,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $874,117,000 | 88 |
| Mortgage-backed securities | $410,180,000 | 202 |
| Certificates of participation in pools of residential mortgages | $131,715,000 | 342 |
| Issued or guaranteed by U.S. | $131,715,000 | 337 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $278,465,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $209,331,000 | 113 |
| Privately issued | $69,134,000 | 161 |
| 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) | $962,621,000 | 23 |
| Available-for-sale securities (fair market value) | $299,669,000 | 357 |
| Total debt securities | $1,257,550,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,365,323,000 | 113 |
| U.S. Government securities | $513,331,000 | 189 |
| U.S. Treasury securities | $3,034,000 | 385 |
| U.S. Government agency obligations | $510,297,000 | 190 |
| Securities issued by states & political subdivisions | $725,744,000 | 21 |
| Other domestic debt securities | $124,284,000 | 182 |
| Privately issued residential mortgage-backed securities | $71,123,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,702,000 | 92 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,459,000 | 130 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,964,000 | 777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $865,493,000 | 92 |
| Mortgage-backed securities | $430,259,000 | 193 |
| Certificates of participation in pools of residential mortgages | $137,845,000 | 334 |
| Issued or guaranteed by U.S. | $137,845,000 | 329 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $292,414,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $221,291,000 | 115 |
| Privately issued | $71,123,000 | 160 |
| 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) | $978,297,000 | 27 |
| Available-for-sale securities (fair market value) | $387,026,000 | 280 |
| Total debt securities | $1,363,359,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,490,185,000 | 118 |
| U.S. Government securities | $613,696,000 | 170 |
| U.S. Treasury securities | $3,075,000 | 402 |
| U.S. Government agency obligations | $610,621,000 | 165 |
| Securities issued by states & political subdivisions | $744,415,000 | 19 |
| Other domestic debt securities | $130,046,000 | 171 |
| Privately issued residential mortgage-backed securities | $72,470,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,229,000 | 97 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $48,347,000 | 129 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $2,028,000 | 796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,138,000 | 190 |
| Mortgage-backed securities | $462,502,000 | 181 |
| Certificates of participation in pools of residential mortgages | $147,349,000 | 307 |
| Issued or guaranteed by U.S. | $147,349,000 | 301 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $315,153,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $242,683,000 | 103 |
| Privately issued | $72,470,000 | 156 |
| 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) | $1,016,613,000 | 24 |
| Available-for-sale securities (fair market value) | $473,572,000 | 240 |
| Total debt securities | $1,488,157,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,573,853,000 | 117 |
| U.S. Government securities | $686,876,000 | 157 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $686,876,000 | 155 |
| Securities issued by states & political subdivisions | $749,658,000 | 19 |
| Other domestic debt securities | $135,237,000 | 163 |
| Privately issued residential mortgage-backed securities | $74,502,000 | 159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,700,000 | 98 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,035,000 | 130 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $2,082,000 | 739 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $872,900,000 | 95 |
| Mortgage-backed securities | $487,252,000 | 172 |
| Certificates of participation in pools of residential mortgages | $154,491,000 | 263 |
| Issued or guaranteed by U.S. | $154,491,000 | 257 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $332,761,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $258,259,000 | 95 |
| Privately issued | $74,502,000 | 148 |
| 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) | $1,045,288,000 | 27 |
| Available-for-sale securities (fair market value) | $528,565,000 | 218 |
| Total debt securities | $1,571,771,000 | 114 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 93 |
| Fair value | $20,004,000 | 93 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,647,164,000 | 121 |
| U.S. Government securities | $735,400,000 | 153 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $735,400,000 | 149 |
| Securities issued by states & political subdivisions | $762,526,000 | 20 |
| Other domestic debt securities | $147,103,000 | 155 |
| Privately issued residential mortgage-backed securities | $75,816,000 | 158 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,013,000 | 93 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,274,000 | 117 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,135,000 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $921,524,000 | 91 |
| Mortgage-backed securities | $507,963,000 | 164 |
| Certificates of participation in pools of residential mortgages | $160,033,000 | 248 |
| Issued or guaranteed by U.S. | $160,033,000 | 242 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $347,930,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $272,114,000 | 90 |
| Privately issued | $75,816,000 | 147 |
| 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) | $1,081,010,000 | 29 |
| Available-for-sale securities (fair market value) | $566,154,000 | 201 |
| Total debt securities | $1,645,029,000 | 117 |
| Structured notes | ||
| Amortized cost | $30,200,000 | 64 |
| Fair value | $29,985,000 | 64 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,682,129,000 | 125 |
| U.S. Government securities | $761,481,000 | 153 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $761,481,000 | 148 |
| Securities issued by states & political subdivisions | $768,023,000 | 19 |
| Other domestic debt securities | $150,491,000 | 155 |
| Privately issued residential mortgage-backed securities | $77,963,000 | 152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,020,000 | 86 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $62,508,000 | 113 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,134,000 | 727 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $923,555,000 | 99 |
| Mortgage-backed securities | $537,657,000 | 160 |
| Certificates of participation in pools of residential mortgages | $166,599,000 | 243 |
| Issued or guaranteed by U.S. | $166,599,000 | 235 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $371,058,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $293,095,000 | 92 |
| Privately issued | $77,963,000 | 138 |
| 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) | $1,104,131,000 | 27 |
| Available-for-sale securities (fair market value) | $577,998,000 | 203 |
| Total debt securities | $1,679,995,000 | 121 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 65 |
| Fair value | $29,439,000 | 65 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,739,313,000 | 119 |
| U.S. Government securities | $800,364,000 | 149 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $800,364,000 | 146 |
| Securities issued by states & political subdivisions | $778,793,000 | 17 |
| Other domestic debt securities | $158,029,000 | 154 |
| Privately issued residential mortgage-backed securities | $81,514,000 | 148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,158,000 | 83 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $66,357,000 | 108 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,127,000 | 743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $911,564,000 | 99 |
| Mortgage-backed securities | $569,887,000 | 156 |
| Certificates of participation in pools of residential mortgages | $169,230,000 | 248 |
| Issued or guaranteed by U.S. | $169,230,000 | 237 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $400,657,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $319,143,000 | 90 |
| Privately issued | $81,514,000 | 135 |
| 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) | $1,142,382,000 | 30 |
| Available-for-sale securities (fair market value) | $596,931,000 | 197 |
| Total debt securities | $1,737,186,000 | 117 |
| Structured notes | ||
| Amortized cost | $29,996,000 | 69 |
| Fair value | $29,996,000 | 69 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,775,072,000 | 118 |
| U.S. Government securities | $825,307,000 | 158 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $825,307,000 | 150 |
| Securities issued by states & political subdivisions | $787,327,000 | 17 |
| Other domestic debt securities | $160,296,000 | 149 |
| Privately issued residential mortgage-backed securities | $84,300,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,274,000 | 77 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,722,000 | 113 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,142,000 | 758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $937,861,000 | 98 |
| Mortgage-backed securities | $598,460,000 | 153 |
| Certificates of participation in pools of residential mortgages | $176,281,000 | 240 |
| Issued or guaranteed by U.S. | $176,281,000 | 232 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $422,179,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $337,879,000 | 90 |
| Privately issued | $84,300,000 | 124 |
| 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) | $1,165,092,000 | 27 |
| Available-for-sale securities (fair market value) | $609,980,000 | 197 |
| Total debt securities | $1,772,930,000 | 115 |
| Structured notes | ||
| Amortized cost | $29,987,000 | 80 |
| Fair value | $29,884,000 | 80 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,824,191,000 | 120 |
| U.S. Government securities | $850,752,000 | 158 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $850,752,000 | 151 |
| Securities issued by states & political subdivisions | $798,976,000 | 16 |
| Other domestic debt securities | $172,340,000 | 154 |
| Privately issued residential mortgage-backed securities | $87,026,000 | 140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,420,000 | 86 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $74,894,000 | 104 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $2,123,000 | 773 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $957,088,000 | 98 |
| Mortgage-backed securities | $627,000,000 | 149 |
| Certificates of participation in pools of residential mortgages | $182,882,000 | 239 |
| Issued or guaranteed by U.S. | $182,882,000 | 231 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $444,118,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $357,092,000 | 92 |
| Privately issued | $87,026,000 | 124 |
| 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) | $1,211,589,000 | 27 |
| Available-for-sale securities (fair market value) | $612,602,000 | 199 |
| Total debt securities | $1,822,068,000 | 117 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 94 |
| Fair value | $29,854,000 | 94 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,859,306,000 | 115 |
| U.S. Government securities | $875,920,000 | 156 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $875,920,000 | 147 |
| Securities issued by states & political subdivisions | $805,383,000 | 14 |
| Other domestic debt securities | $175,958,000 | 152 |
| Privately issued residential mortgage-backed securities | $89,259,000 | 140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,652,000 | 83 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $76,047,000 | 101 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,045,000 | 769 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $912,395,000 | 103 |
| Mortgage-backed securities | $657,021,000 | 150 |
| Certificates of participation in pools of residential mortgages | $190,888,000 | 240 |
| Issued or guaranteed by U.S. | $190,888,000 | 233 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $466,133,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $376,874,000 | 85 |
| Privately issued | $89,259,000 | 124 |
| 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) | $1,243,935,000 | 27 |
| Available-for-sale securities (fair market value) | $615,371,000 | 207 |
| Total debt securities | $1,857,263,000 | 113 |
| Structured notes | ||
| Amortized cost | $60,000,000 | 43 |
| Fair value | $59,037,000 | 42 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,945,553,000 | 113 |
| U.S. Government securities | $946,113,000 | 151 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $946,113,000 | 140 |
| Securities issued by states & political subdivisions | $812,823,000 | 15 |
| Other domestic debt securities | $184,532,000 | 145 |
| Privately issued residential mortgage-backed securities | $88,953,000 | 141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,941,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,638,000 | 100 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,085,000 | 793 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $936,197,000 | 97 |
| Mortgage-backed securities | $696,435,000 | 148 |
| Certificates of participation in pools of residential mortgages | $202,028,000 | 235 |
| Issued or guaranteed by U.S. | $202,028,000 | 227 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $494,407,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $405,454,000 | 79 |
| Privately issued | $88,953,000 | 125 |
| 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) | $1,307,847,000 | 27 |
| Available-for-sale securities (fair market value) | $637,706,000 | 204 |
| Total debt securities | $1,943,468,000 | 111 |
| Structured notes | ||
| Amortized cost | $80,000,000 | 33 |
| Fair value | $79,169,000 | 33 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,993,926,000 | 117 |
| U.S. Government securities | $976,443,000 | 152 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $976,443,000 | 143 |
| Securities issued by states & political subdivisions | $818,829,000 | 15 |
| Other domestic debt securities | $196,548,000 | 140 |
| Privately issued residential mortgage-backed securities | $95,621,000 | 137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,256,000 | 83 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $89,671,000 | 94 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,106,000 | 805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,345,000 | 105 |
| Mortgage-backed securities | $732,900,000 | 145 |
| Certificates of participation in pools of residential mortgages | $211,961,000 | 236 |
| Issued or guaranteed by U.S. | $211,961,000 | 229 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $520,939,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $425,318,000 | 81 |
| Privately issued | $95,621,000 | 123 |
| 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) | $1,337,216,000 | 26 |
| Available-for-sale securities (fair market value) | $656,710,000 | 206 |
| Total debt securities | $1,991,820,000 | 115 |
| Structured notes | ||
| Amortized cost | $80,000,000 | 32 |
| Fair value | $79,163,000 | 31 |
| 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 | $2,013,088,000 | 115 |
| U.S. Government securities | $1,008,690,000 | 141 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,008,690,000 | 137 |
| Securities issued by states & political subdivisions | $827,921,000 | 13 |
| Other domestic debt securities | $174,370,000 | 157 |
| Privately issued residential mortgage-backed securities | $84,277,000 | 141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,715,000 | 151 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $88,378,000 | 95 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,107,000 | 815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $795,998,000 | 110 |
| Mortgage-backed securities | $753,224,000 | 148 |
| Certificates of participation in pools of residential mortgages | $222,587,000 | 224 |
| Issued or guaranteed by U.S. | $222,587,000 | 219 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $530,637,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $446,360,000 | 79 |
| Privately issued | $84,277,000 | 128 |
| 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) | $1,358,266,000 | 24 |
| Available-for-sale securities (fair market value) | $654,822,000 | 204 |
| Total debt securities | $2,010,981,000 | 112 |
| Structured notes | ||
| Amortized cost | $80,000,000 | 29 |
| Fair value | $79,305,000 | 29 |
| 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 | $2,034,628,000 | 114 |
| U.S. Government securities | $1,024,635,000 | 140 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,024,635,000 | 137 |
| Securities issued by states & political subdivisions | $848,506,000 | 11 |
| Other domestic debt securities | $159,295,000 | 165 |
| Privately issued residential mortgage-backed securities | $66,581,000 | 160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,149,000 | 145 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $90,565,000 | 85 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,192,000 | 813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $670,456,000 | 126 |
| Mortgage-backed securities | $745,252,000 | 152 |
| Certificates of participation in pools of residential mortgages | $236,207,000 | 221 |
| Issued or guaranteed by U.S. | $236,207,000 | 216 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $509,045,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $442,464,000 | 79 |
| Privately issued | $66,581,000 | 147 |
| 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) | $1,349,555,000 | 25 |
| Available-for-sale securities (fair market value) | $685,073,000 | 200 |
| Total debt securities | $2,032,436,000 | 114 |
| Structured notes | ||
| Amortized cost | $80,000,000 | 28 |
| Fair value | $79,631,000 | 27 |
| 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 | $2,044,025,000 | 116 |
| U.S. Government securities | $1,044,098,000 | 147 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,044,098,000 | 141 |
| Securities issued by states & political subdivisions | $851,512,000 | 11 |
| Other domestic debt securities | $146,262,000 | 166 |
| Privately issued residential mortgage-backed securities | $42,646,000 | 194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,719,000 | 128 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,897,000 | 77 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,153,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $727,357,000 | 119 |
| Mortgage-backed securities | $724,757,000 | 159 |
| Certificates of participation in pools of residential mortgages | $247,992,000 | 216 |
| Issued or guaranteed by U.S. | $247,992,000 | 209 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $476,765,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $434,119,000 | 79 |
| Privately issued | $42,646,000 | 182 |
| 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) | $1,331,870,000 | 24 |
| Available-for-sale securities (fair market value) | $712,155,000 | 198 |
| Total debt securities | $2,041,872,000 | 114 |
| Structured notes | ||
| Amortized cost | $97,378,000 | 21 |
| Fair value | $96,622,000 | 21 |
| 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 | $2,184,087,000 | 111 |
| U.S. Government securities | $1,253,131,000 | 132 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,253,131,000 | 128 |
| Securities issued by states & political subdivisions | $772,426,000 | 15 |
| Other domestic debt securities | $156,285,000 | 164 |
| Privately issued residential mortgage-backed securities | $40,064,000 | 195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,256,000 | 125 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $112,965,000 | 77 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,245,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $814,755,000 | 114 |
| Mortgage-backed securities | $761,049,000 | 157 |
| Certificates of participation in pools of residential mortgages | $258,521,000 | 213 |
| Issued or guaranteed by U.S. | $258,521,000 | 205 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $502,528,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $462,464,000 | 77 |
| Privately issued | $40,064,000 | 180 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,260,832,000 | 27 |
| Available-for-sale securities (fair market value) | $923,255,000 | 173 |
| Total debt securities | $2,181,842,000 | 110 |
| Structured notes | ||
| Amortized cost | $97,370,000 | 24 |
| Fair value | $97,102,000 | 24 |
| 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 | $2,039,750,000 | 117 |
| U.S. Government securities | $1,178,264,000 | 140 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,178,264,000 | 133 |
| Securities issued by states & political subdivisions | $700,560,000 | 16 |
| Other domestic debt securities | $158,709,000 | 161 |
| Privately issued residential mortgage-backed securities | $39,324,000 | 184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,780,000 | 121 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,605,000 | 77 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,217,000 | 888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $798,700,000 | 118 |
| Mortgage-backed securities | $676,917,000 | 165 |
| Certificates of participation in pools of residential mortgages | $255,614,000 | 216 |
| Issued or guaranteed by U.S. | $255,614,000 | 210 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $421,303,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $381,979,000 | 80 |
| Privately issued | $39,324,000 | 170 |
| 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) | $1,080,392,000 | 31 |
| Available-for-sale securities (fair market value) | $959,358,000 | 171 |
| Total debt securities | $2,037,533,000 | 117 |
| Structured notes | ||
| Amortized cost | $95,463,000 | 22 |
| Fair value | $95,295,000 | 22 |
| 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 | $1,977,758,000 | 126 |
| U.S. Government securities | $1,131,512,000 | 143 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,131,512,000 | 138 |
| Securities issued by states & political subdivisions | $687,203,000 | 15 |
| Other domestic debt securities | $156,838,000 | 156 |
| Privately issued residential mortgage-backed securities | $35,328,000 | 186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,844,000 | 104 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $113,666,000 | 77 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,205,000 | 910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $782,307,000 | 114 |
| Mortgage-backed securities | $654,937,000 | 171 |
| Certificates of participation in pools of residential mortgages | $221,698,000 | 245 |
| Issued or guaranteed by U.S. | $221,698,000 | 237 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $433,239,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $397,911,000 | 82 |
| Privately issued | $35,328,000 | 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) | $960,522,000 | 31 |
| Available-for-sale securities (fair market value) | $1,017,236,000 | 167 |
| Total debt securities | $1,975,553,000 | 126 |
| Structured notes | ||
| Amortized cost | $95,452,000 | 22 |
| Fair value | $94,797,000 | 22 |
| 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 | $1,797,925,000 | 131 |
| U.S. Government securities | $911,104,000 | 167 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $911,104,000 | 159 |
| Securities issued by states & political subdivisions | $690,465,000 | 17 |
| Other domestic debt securities | $181,598,000 | 147 |
| Privately issued residential mortgage-backed securities | $39,253,000 | 189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,055,000 | 99 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $131,290,000 | 65 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $14,758,000 | 292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $644,423,000 | 129 |
| Mortgage-backed securities | $481,995,000 | 212 |
| Certificates of participation in pools of residential mortgages | $118,699,000 | 403 |
| Issued or guaranteed by U.S. | $118,699,000 | 400 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $363,296,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $324,043,000 | 94 |
| Privately issued | $39,253,000 | 176 |
| 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) | $586,172,000 | 49 |
| Available-for-sale securities (fair market value) | $1,211,753,000 | 149 |
| Total debt securities | $1,783,167,000 | 131 |
| Structured notes | ||
| Amortized cost | $14,966,000 | 218 |
| Fair value | $15,111,000 | 213 |
| 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 | $1,928,465,000 | 124 |
| U.S. Government securities | $1,019,896,000 | 152 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,019,896,000 | 146 |
| Securities issued by states & political subdivisions | $696,378,000 | 17 |
| Other domestic debt securities | $200,951,000 | 116 |
| Privately issued residential mortgage-backed securities | $40,117,000 | 146 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,312,000 | 89 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $141,522,000 | 68 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $11,240,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $722,396,000 | 114 |
| Mortgage-backed securities | $564,964,000 | 189 |
| Certificates of participation in pools of residential mortgages | $107,361,000 | 453 |
| Issued or guaranteed by U.S. | $107,361,000 | 448 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $457,603,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $417,486,000 | 95 |
| Privately issued | $40,117,000 | 123 |
| 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) | $522,593,000 | 45 |
| Available-for-sale securities (fair market value) | $1,405,872,000 | 133 |
| Total debt securities | $1,917,225,000 | 124 |
| 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 | $1,793,354,000 | 125 |
| U.S. Government securities | $885,091,000 | 161 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $885,091,000 | 157 |
| Securities issued by states & political subdivisions | $706,301,000 | 15 |
| Other domestic debt securities | $190,737,000 | 117 |
| Privately issued residential mortgage-backed securities | $15,836,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,211,000 | 82 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,690,000 | 63 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $11,225,000 | 370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $664,531,000 | 119 |
| Mortgage-backed securities | $382,407,000 | 238 |
| Certificates of participation in pools of residential mortgages | $94,118,000 | 503 |
| Issued or guaranteed by U.S. | $94,118,000 | 498 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $288,289,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $272,453,000 | 124 |
| Privately issued | $15,836,000 | 194 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $554,520,000 | 44 |
| Available-for-sale securities (fair market value) | $1,238,834,000 | 145 |
| Total debt securities | $1,782,129,000 | 125 |
| 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 | $1,817,579,000 | 127 |
| U.S. Government securities | $966,456,000 | 149 |
| U.S. Treasury securities | $11,006,000 | 374 |
| U.S. Government agency obligations | $955,450,000 | 147 |
| Securities issued by states & political subdivisions | $652,084,000 | 17 |
| Other domestic debt securities | $191,717,000 | 117 |
| Privately issued residential mortgage-backed securities | $6,955,000 | 344 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,936,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $161,826,000 | 59 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,322,000 | 531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $883,505,000 | 95 |
| Mortgage-backed securities | $424,395,000 | 230 |
| Certificates of participation in pools of residential mortgages | $61,063,000 | 643 |
| Issued or guaranteed by U.S. | $61,063,000 | 639 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $363,332,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $356,377,000 | 112 |
| Privately issued | $6,955,000 | 308 |
| 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) | $572,852,000 | 40 |
| Available-for-sale securities (fair market value) | $1,244,727,000 | 139 |
| Total debt securities | $1,810,257,000 | 127 |
| 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 | $1,548,383,000 | 139 |
| U.S. Government securities | $789,103,000 | 170 |
| U.S. Treasury securities | $11,009,000 | 399 |
| U.S. Government agency obligations | $778,094,000 | 165 |
| Securities issued by states & political subdivisions | $552,654,000 | 18 |
| Other domestic debt securities | $199,306,000 | 107 |
| Privately issued residential mortgage-backed securities | $15,329,000 | 237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,689,000 | 75 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $156,288,000 | 60 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,320,000 | 542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $633,137,000 | 112 |
| Mortgage-backed securities | $367,609,000 | 247 |
| Certificates of participation in pools of residential mortgages | $36,701,000 | 946 |
| Issued or guaranteed by U.S. | $36,701,000 | 942 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $330,908,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $315,579,000 | 122 |
| Privately issued | $15,329,000 | 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) | $505,620,000 | 52 |
| Available-for-sale securities (fair market value) | $1,042,763,000 | 149 |
| Total debt securities | $1,540,238,000 | 140 |
| 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 | $1,365,942,000 | 148 |
| U.S. Government securities | $607,918,000 | 207 |
| U.S. Treasury securities | $21,088,000 | 259 |
| U.S. Government agency obligations | $586,830,000 | 202 |
| Securities issued by states & political subdivisions | $508,828,000 | 21 |
| Other domestic debt securities | $241,904,000 | 96 |
| Privately issued residential mortgage-backed securities | $164,000 | 1,083 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $51,844,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $189,896,000 | 48 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $7,292,000 | 540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $694,770,000 | 105 |
| Mortgage-backed securities | $231,652,000 | 333 |
| Certificates of participation in pools of residential mortgages | $30,019,000 | 1,073 |
| Issued or guaranteed by U.S. | $30,019,000 | 1,064 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $201,633,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $201,469,000 | 172 |
| Privately issued | $164,000 | 969 |
| 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) | $423,825,000 | 62 |
| Available-for-sale securities (fair market value) | $942,117,000 | 159 |
| Total debt securities | $1,357,825,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,139,081,000 | 157 |
| U.S. Government securities | $403,599,000 | 252 |
| U.S. Treasury securities | $135,086,000 | 57 |
| U.S. Government agency obligations | $268,513,000 | 331 |
| Securities issued by states & political subdivisions | $444,760,000 | 25 |
| Other domestic debt securities | $288,363,000 | 92 |
| Privately issued residential mortgage-backed securities | $261,000 | 1,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,283,000 | 60 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $254,819,000 | 37 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,359,000 | 969 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $737,061,000 | 92 |
| Mortgage-backed securities | $64,499,000 | 783 |
| Certificates of participation in pools of residential mortgages | $36,074,000 | 826 |
| Issued or guaranteed by U.S. | $36,074,000 | 818 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $28,425,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $28,164,000 | 601 |
| Privately issued | $261,000 | 990 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $197,032,000 | 109 |
| Available-for-sale securities (fair market value) | $942,049,000 | 155 |
| Total debt securities | $1,136,722,000 | 153 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 32 |
| Fair value | $10,006,000 | 33 |
| 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 | $1,140,315,000 | 150 |
| U.S. Government securities | $459,979,000 | 216 |
| U.S. Treasury securities | $188,513,000 | 44 |
| U.S. Government agency obligations | $271,466,000 | 321 |
| Securities issued by states & political subdivisions | $393,132,000 | 27 |
| Other domestic debt securities | $275,556,000 | 84 |
| Privately issued residential mortgage-backed securities | $342,000 | 1,003 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,214,000 | 41 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $11,648,000 | 451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $742,924,000 | 96 |
| Mortgage-backed securities | $74,347,000 | 589 |
| Certificates of participation in pools of residential mortgages | $43,650,000 | 594 |
| Issued or guaranteed by U.S. | $43,650,000 | 588 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $30,697,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $30,355,000 | 458 |
| Privately issued | $342,000 | 873 |
| 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) | $216,697,000 | 135 |
| Available-for-sale securities (fair market value) | $923,618,000 | 145 |
| Total debt securities | $1,128,667,000 | 147 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 38 |
| Fair value | $9,909,000 | 38 |
| 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 | $1,174,917,000 | 161 |
| U.S. Government securities | $433,719,000 | 248 |
| U.S. Treasury securities | $180,442,000 | 62 |
| U.S. Government agency obligations | $253,277,000 | 364 |
| Securities issued by states & political subdivisions | $379,950,000 | 26 |
| Other domestic debt securities | $350,614,000 | 83 |
| Privately issued residential mortgage-backed securities | $397,000 | 997 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,217,000 | 45 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $10,634,000 | 475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $755,513,000 | 108 |
| Mortgage-backed securities | $81,519,000 | 603 |
| Certificates of participation in pools of residential mortgages | $46,426,000 | 642 |
| Issued or guaranteed by U.S. | $46,426,000 | 635 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $35,093,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $34,696,000 | 453 |
| Privately issued | $397,000 | 874 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $217,739,000 | 135 |
| Available-for-sale securities (fair market value) | $957,178,000 | 148 |
| Total debt securities | $1,164,283,000 | 157 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 49 |
| Fair value | $9,735,000 | 49 |
| 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 | $1,161,466,000 | 148 |
| U.S. Government securities | $427,046,000 | 257 |
| U.S. Treasury securities | $237,400,000 | 65 |
| U.S. Government agency obligations | $189,646,000 | 458 |
| Securities issued by states & political subdivisions | $348,751,000 | 26 |
| Other domestic debt securities | $375,254,000 | 61 |
| Privately issued residential mortgage-backed securities | $591,000 | 854 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $374,663,000 | 28 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $10,415,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $598,465,000 | 103 |
| Mortgage-backed securities | $94,214,000 | 557 |
| Certificates of participation in pools of residential mortgages | $42,821,000 | 722 |
| Issued or guaranteed by U.S. | $42,821,000 | 714 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $51,393,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $50,802,000 | 349 |
| Privately issued | $591,000 | 728 |
| 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) | $207,468,000 | 144 |
| Available-for-sale securities (fair market value) | $953,998,000 | 127 |
| Total debt securities | $1,151,051,000 | 142 |
| Structured notes | ||
| Amortized cost | $14,507,000 | 53 |
| Fair value | $14,435,000 | 53 |
| 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 | $1,176,496,000 | 139 |
| U.S. Government securities | $525,778,000 | 225 |
| U.S. Treasury securities | $264,517,000 | 86 |
| U.S. Government agency obligations | $261,261,000 | 367 |
| Securities issued by states & political subdivisions | $332,626,000 | 19 |
| Other domestic debt securities | $308,027,000 | 60 |
| Privately issued residential mortgage-backed securities | $823,000 | 658 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $307,204,000 | 28 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $10,065,000 | 432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $527,916,000 | 112 |
| Mortgage-backed securities | $137,552,000 | 454 |
| Certificates of participation in pools of residential mortgages | $56,435,000 | 590 |
| Issued or guaranteed by U.S. | $56,435,000 | 579 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $81,117,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $80,294,000 | 264 |
| Privately issued | $823,000 | 505 |
| 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) | $211,508,000 | 176 |
| Available-for-sale securities (fair market value) | $964,988,000 | 126 |
| Total debt securities | $1,166,431,000 | 137 |
| Structured notes | ||
| Amortized cost | $87,148,000 | 13 |
| Fair value | $87,011,000 | 13 |
| 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 | $840,947,000 | 194 |
| U.S. Government securities | $455,168,000 | 270 |
| U.S. Treasury securities | $263,344,000 | 95 |
| U.S. Government agency obligations | $191,824,000 | 478 |
| Securities issued by states & political subdivisions | $222,559,000 | 30 |
| Other domestic debt securities | $160,379,000 | 95 |
| Privately issued residential mortgage-backed securities | $1,035,000 | 720 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $159,344,000 | 39 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,841,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $356,780,000 | 153 |
| Mortgage-backed securities | $146,896,000 | 452 |
| Certificates of participation in pools of residential mortgages | $34,339,000 | 892 |
| Issued or guaranteed by U.S. | $34,339,000 | 876 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $112,557,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $111,522,000 | 200 |
| Privately issued | $1,035,000 | 543 |
| 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) | $185,989,000 | 223 |
| Available-for-sale securities (fair market value) | $654,958,000 | 172 |
| Total debt securities | $838,106,000 | 192 |
| Structured notes | ||
| Amortized cost | $29,515,000 | 43 |
| Fair value | $29,495,000 | 43 |
| 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 | $745,866,000 | 243 |
| U.S. Government securities | $421,482,000 | 311 |
| U.S. Treasury securities | $197,740,000 | 147 |
| U.S. Government agency obligations | $223,742,000 | 413 |
| Securities issued by states & political subdivisions | $199,164,000 | 41 |
| Other domestic debt securities | $118,771,000 | 137 |
| 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 | $118,771,000 | 61 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $6,449,000 | 584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,500,000 | 198 |
| Mortgage-backed securities | $195,363,000 | 393 |
| Certificates of participation in pools of residential mortgages | $24,355,000 | 1,162 |
| Issued or guaranteed by U.S. | $24,355,000 | 1,141 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $171,008,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $171,008,000 | 171 |
| 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) | $211,076,000 | 213 |
| Available-for-sale securities (fair market value) | $534,790,000 | 234 |
| Total debt securities | $739,417,000 | 241 |
| Structured notes | ||
| Amortized cost | $12,548,000 | 207 |
| Fair value | $12,416,000 | 206 |
| 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 | $640,436,000 | 280 |
| U.S. Government securities | $418,773,000 | 333 |
| U.S. Treasury securities | $194,912,000 | 198 |
| U.S. Government agency obligations | $223,861,000 | 402 |
| Securities issued by states & political subdivisions | $167,405,000 | 45 |
| Other domestic debt securities | $49,254,000 | 262 |
| 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 | $49,254,000 | 144 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $5,004,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,800,000 | 240 |
| Mortgage-backed securities | $209,823,000 | 379 |
| Certificates of participation in pools of residential mortgages | $23,891,000 | 1,215 |
| Issued or guaranteed by U.S. | $23,891,000 | 1,194 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $185,932,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $185,932,000 | 180 |
| 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) | $504,238,000 | 214 |
| Available-for-sale securities (fair market value) | $136,198,000 | 431 |
| Total debt securities | $635,432,000 | 280 |
| 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 | $640,853,000 | 296 |
| U.S. Government securities | $447,834,000 | 324 |
| U.S. Treasury securities | $214,247,000 | 200 |
| U.S. Government agency obligations | $233,587,000 | 380 |
| Securities issued by states & political subdivisions | $112,512,000 | 82 |
| Other domestic debt securities | $75,013,000 | 212 |
| Privately issued residential mortgage-backed securities | $65,433,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,580,000 | 645 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $5,494,000 | 667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,600,000 | 297 |
| Mortgage-backed securities | $283,448,000 | 314 |
| Certificates of participation in pools of residential mortgages | $33,238,000 | 1,011 |
| Issued or guaranteed by U.S. | $33,238,000 | 977 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $250,210,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $184,777,000 | 183 |
| Privately issued | $65,433,000 | 61 |
| 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 | $635,359,000 | 294 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $10,000 | 325 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $460,192,000 | 354 |
| U.S. Government securities | $301,306,000 | 412 |
| U.S. Treasury securities | $104,106,000 | 359 |
| U.S. Government agency obligations | $197,200,000 | 414 |
| Securities issued by states & political subdivisions | $65,216,000 | 144 |
| Other domestic debt securities | $91,299,000 | 191 |
| Privately issued residential mortgage-backed securities | $82,270,000 | 115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,029,000 | 766 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $2,371,000 | 1,109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,100,000 | 300 |
| Mortgage-backed securities | $279,470,000 | 303 |
| Certificates of participation in pools of residential mortgages | $31,336,000 | 1,068 |
| Issued or guaranteed by U.S. | $31,336,000 | 1,036 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $248,134,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $165,864,000 | 181 |
| Privately issued | $82,270,000 | 51 |
| 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 | $457,821,000 | 348 |
| 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 |