Home > Western Alliance Bank > Securities
Western Alliance Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $12,673,314,000 | 41 |
| U.S. Government securities | $7,125,573,000 | 49 |
| U.S. Treasury securities | $4,846,049,000 | 25 |
| U.S. Government agency obligations | $2,279,524,000 | 83 |
| Securities issued by states & political subdivisions | $2,101,042,000 | 16 |
| Other domestic debt securities | $3,359,580,000 | 24 |
| Privately issued residential mortgage-backed securities | $1,302,313,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $1,626,176,000 | 22 |
| Other domestic debt securities - All other | $412,992,000 | 31 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,742,477,000 | 35 |
| Mortgage-backed securities | $3,599,936,000 | 66 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,638,596,000 | 65 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $334,025,000 | 121 |
| Privately issued | $1,302,313,000 | 11 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,578,000 | 421 |
| Other commercial mortgage-backed securities | $313,424,000 | 75 |
| Held to maturity securities (book value) | $1,428,863,000 | 70 |
| Available-for-sale securities (fair market value) | $11,157,332,000 | 34 |
| Total debt securities | $12,582,614,000 | 41 |
| 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 | $10,915,285,000 | 42 |
| U.S. Government securities | $4,995,073,000 | 63 |
| U.S. Treasury securities | $2,938,301,000 | 30 |
| U.S. Government agency obligations | $2,056,772,000 | 92 |
| Securities issued by states & political subdivisions | $1,984,588,000 | 16 |
| Other domestic debt securities | $3,850,421,000 | 24 |
| Privately issued residential mortgage-backed securities | $1,257,058,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $2,168,164,000 | 19 |
| Other domestic debt securities - All other | $405,991,000 | 29 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,525,710,000 | 47 |
| Mortgage-backed securities | $3,333,038,000 | 71 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,450,055,000 | 70 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $327,016,000 | 121 |
| Privately issued | $1,257,058,000 | 11 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,805,000 | 400 |
| Other commercial mortgage-backed securities | $287,104,000 | 79 |
| Held to maturity securities (book value) | $1,400,935,000 | 72 |
| Available-for-sale securities (fair market value) | $9,429,147,000 | 39 |
| Total debt securities | $10,826,647,000 | 42 |
| 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 | $10,088,603,000 | 44 |
| U.S. Government securities | $4,102,246,000 | 72 |
| U.S. Treasury securities | $2,277,990,000 | 36 |
| U.S. Government agency obligations | $1,824,256,000 | 116 |
| Securities issued by states & political subdivisions | $2,004,422,000 | 16 |
| Other domestic debt securities | $3,883,825,000 | 24 |
| Privately issued residential mortgage-backed securities | $1,332,489,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $2,147,550,000 | 19 |
| Other domestic debt securities - All other | $383,625,000 | 31 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,339,964,000 | 38 |
| Mortgage-backed securities | $3,176,906,000 | 72 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,412,674,000 | 71 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $352,238,000 | 115 |
| Privately issued | $1,332,489,000 | 10 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,259,000 | 393 |
| Other commercial mortgage-backed securities | $67,246,000 | 157 |
| Held to maturity securities (book value) | $1,367,272,000 | 69 |
| Available-for-sale securities (fair market value) | $8,623,221,000 | 43 |
| Total debt securities | $9,987,052,000 | 45 |
| 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 | $9,061,716,000 | 56 |
| U.S. Government securities | $2,740,994,000 | 96 |
| U.S. Treasury securities | $892,412,000 | 54 |
| U.S. Government agency obligations | $1,848,582,000 | 111 |
| Securities issued by states & political subdivisions | $1,986,788,000 | 19 |
| Other domestic debt securities | $4,235,426,000 | 24 |
| Privately issued residential mortgage-backed securities | $1,370,746,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $2,438,899,000 | 18 |
| Other domestic debt securities - All other | $404,181,000 | 34 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,530,285,000 | 41 |
| Mortgage-backed securities | $3,240,928,000 | 77 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,415,689,000 | 77 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $371,285,000 | 116 |
| Privately issued | $1,370,746,000 | 9 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,730,000 | 405 |
| Other commercial mortgage-backed securities | $70,478,000 | 158 |
| Held to maturity securities (book value) | $1,325,352,000 | 74 |
| Available-for-sale securities (fair market value) | $7,637,856,000 | 49 |
| Total debt securities | $8,960,578,000 | 55 |
| 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 | $8,502,254,000 | 62 |
| U.S. Government securities | $1,837,271,000 | 134 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,837,271,000 | 117 |
| Securities issued by states & political subdivisions | $1,975,104,000 | 23 |
| Other domestic debt securities | $4,568,847,000 | 22 |
| Privately issued residential mortgage-backed securities | $1,396,763,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $2,712,261,000 | 17 |
| Other domestic debt securities - All other | $435,641,000 | 34 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,719,940,000 | 84 |
| Mortgage-backed securities | $3,258,216,000 | 80 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,366,873,000 | 83 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $373,312,000 | 120 |
| Privately issued | $1,396,763,000 | 9 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,040,000 | 406 |
| Other commercial mortgage-backed securities | $108,228,000 | 124 |
| Held to maturity securities (book value) | $1,288,862,000 | 82 |
| Available-for-sale securities (fair market value) | $7,092,360,000 | 53 |
| Total debt securities | $8,374,862,000 | 62 |
| 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 | $8,356,944,000 | 63 |
| U.S. Government securities | $1,756,200,000 | 143 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,756,200,000 | 124 |
| Securities issued by states & political subdivisions | $1,933,507,000 | 27 |
| Other domestic debt securities | $4,540,136,000 | 23 |
| Privately issued residential mortgage-backed securities | $1,429,527,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $2,647,668,000 | 16 |
| Other domestic debt securities - All other | $436,606,000 | 34 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,709,112,000 | 82 |
| Mortgage-backed securities | $3,212,062,000 | 81 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,305,356,000 | 86 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $389,020,000 | 120 |
| Privately issued | $1,429,527,000 | 9 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,497,000 | 406 |
| Other commercial mortgage-backed securities | $74,662,000 | 168 |
| Held to maturity securities (book value) | $1,269,628,000 | 80 |
| Available-for-sale securities (fair market value) | $6,960,215,000 | 58 |
| Total debt securities | $8,222,604,000 | 63 |
| 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 | $8,615,435,000 | 63 |
| U.S. Government securities | $1,880,934,000 | 141 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,880,934,000 | 122 |
| Securities issued by states & political subdivisions | $1,926,933,000 | 31 |
| Other domestic debt securities | $4,677,465,000 | 20 |
| Privately issued residential mortgage-backed securities | $1,518,716,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $2,685,932,000 | 10 |
| Other domestic debt securities - All other | $444,985,000 | 35 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,887,674,000 | 74 |
| Mortgage-backed securities | $3,427,482,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,387,133,000 | 87 |
| Issued or guaranteed by U.S. | $1,387,133,000 | 87 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,952,187,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $433,471,000 | 112 |
| Privately issued | $1,518,716,000 | 9 |
| Commercial mortgage-backed securities | $88,162,000 | 243 |
| Commercial mortgage pass-through securities | $14,208,000 | 401 |
| Other commercial mortgage-backed securities | $73,954,000 | 194 |
| Held to maturity securities (book value) | $1,217,915,000 | 80 |
| Available-for-sale securities (fair market value) | $7,267,417,000 | 60 |
| Total debt securities | $8,477,865,000 | 65 |
| 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 | $8,132,787,000 | 69 |
| U.S. Government securities | $1,966,661,000 | 140 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,966,661,000 | 119 |
| Securities issued by states & political subdivisions | $1,936,156,000 | 28 |
| Other domestic debt securities | $4,109,974,000 | 19 |
| Privately issued residential mortgage-backed securities | $1,554,251,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $2,063,538,000 | 8 |
| Other domestic debt securities - All other | $463,951,000 | 36 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,925,816,000 | 73 |
| Mortgage-backed securities | $3,549,146,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,421,888,000 | 91 |
| Issued or guaranteed by U.S. | $1,421,888,000 | 91 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,036,875,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $482,624,000 | 103 |
| Privately issued | $1,554,251,000 | 9 |
| Commercial mortgage-backed securities | $90,383,000 | 246 |
| Commercial mortgage pass-through securities | $14,809,000 | 395 |
| Other commercial mortgage-backed securities | $75,574,000 | 195 |
| Held to maturity securities (book value) | $1,160,965,000 | 73 |
| Available-for-sale securities (fair market value) | $6,851,826,000 | 61 |
| Total debt securities | $8,004,524,000 | 70 |
| 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 | $7,407,206,000 | 70 |
| U.S. Government securities | $2,074,391,000 | 135 |
| U.S. Treasury securities | $12,999,000 | 886 |
| U.S. Government agency obligations | $2,061,392,000 | 123 |
| Securities issued by states & political subdivisions | $2,097,251,000 | 23 |
| Other domestic debt securities | $3,123,785,000 | 23 |
| Privately issued residential mortgage-backed securities | $1,724,948,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $935,797,000 | 15 |
| Other domestic debt securities - All other | $429,581,000 | 37 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,193,128,000 | 67 |
| Mortgage-backed securities | $3,819,799,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,432,691,000 | 89 |
| Issued or guaranteed by U.S. | $1,432,691,000 | 89 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,285,156,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $560,208,000 | 101 |
| Privately issued | $1,724,948,000 | 9 |
| Commercial mortgage-backed securities | $101,952,000 | 229 |
| Commercial mortgage pass-through securities | $15,670,000 | 381 |
| Other commercial mortgage-backed securities | $86,282,000 | 174 |
| Held to maturity securities (book value) | $1,107,133,000 | 69 |
| Available-for-sale securities (fair market value) | $6,188,294,000 | 70 |
| Total debt securities | $7,285,798,000 | 70 |
| 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 | $7,560,477,000 | 68 |
| U.S. Government securities | $2,053,417,000 | 133 |
| U.S. Treasury securities | $10,000,000 | 859 |
| U.S. Government agency obligations | $2,043,417,000 | 124 |
| Securities issued by states & political subdivisions | $2,140,990,000 | 22 |
| Other domestic debt securities | $3,235,047,000 | 21 |
| Privately issued residential mortgage-backed securities | $1,836,083,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $973,228,000 | 13 |
| Other domestic debt securities - All other | $392,823,000 | 35 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,265,359,000 | 67 |
| Mortgage-backed securities | $3,912,413,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,338,781,000 | 91 |
| Issued or guaranteed by U.S. | $1,338,781,000 | 91 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,465,245,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $629,162,000 | 92 |
| Privately issued | $1,836,083,000 | 9 |
| Commercial mortgage-backed securities | $108,387,000 | 218 |
| Commercial mortgage pass-through securities | $16,373,000 | 355 |
| Other commercial mortgage-backed securities | $92,014,000 | 164 |
| Held to maturity securities (book value) | $1,046,942,000 | 66 |
| Available-for-sale securities (fair market value) | $6,382,511,000 | 67 |
| Total debt securities | $7,420,121,000 | 68 |
| 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 | $7,706,912,000 | 63 |
| U.S. Government securities | $2,194,506,000 | 120 |
| U.S. Treasury securities | $9,314,000 | 813 |
| U.S. Government agency obligations | $2,185,192,000 | 112 |
| Securities issued by states & political subdivisions | $2,079,482,000 | 22 |
| Other domestic debt securities | $3,307,860,000 | 20 |
| Privately issued residential mortgage-backed securities | $1,940,593,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $946,465,000 | 13 |
| Other domestic debt securities - All other | $391,002,000 | 33 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,355,414,000 | 60 |
| Mortgage-backed securities | $4,155,585,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,400,350,000 | 83 |
| Issued or guaranteed by U.S. | $1,400,350,000 | 83 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,643,940,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $703,347,000 | 82 |
| Privately issued | $1,940,593,000 | 7 |
| Commercial mortgage-backed securities | $111,295,000 | 206 |
| Commercial mortgage pass-through securities | $16,779,000 | 340 |
| Other commercial mortgage-backed securities | $94,516,000 | 155 |
| Held to maturity securities (book value) | $968,669,000 | 65 |
| Available-for-sale securities (fair market value) | $6,613,179,000 | 63 |
| Total debt securities | $7,572,464,000 | 63 |
| 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 | $7,756,219,000 | 62 |
| U.S. Government securities | $2,383,926,000 | 110 |
| U.S. Treasury securities | $50,042,000 | 164 |
| U.S. Government agency obligations | $2,333,884,000 | 104 |
| Securities issued by states & political subdivisions | $2,020,096,000 | 21 |
| Other domestic debt securities | $3,230,413,000 | 20 |
| Privately issued residential mortgage-backed securities | $1,900,609,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $987,577,000 | 12 |
| Other domestic debt securities - All other | $312,425,000 | 44 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $693,191,000 | 134 |
| Mortgage-backed securities | $4,264,295,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,431,301,000 | 83 |
| Issued or guaranteed by U.S. | $1,431,301,000 | 83 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,715,359,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $814,750,000 | 75 |
| Privately issued | $1,900,609,000 | 6 |
| Commercial mortgage-backed securities | $117,635,000 | 190 |
| Commercial mortgage pass-through securities | $17,246,000 | 316 |
| Other commercial mortgage-backed securities | $100,389,000 | 144 |
| Held to maturity securities (book value) | $697,968,000 | 71 |
| Available-for-sale securities (fair market value) | $6,936,467,000 | 59 |
| Total debt securities | $7,627,566,000 | 63 |
| 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 | $5,382,831,000 | 78 |
| U.S. Government securities | $1,566,043,000 | 132 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,566,043,000 | 123 |
| Securities issued by states & political subdivisions | $1,748,880,000 | 25 |
| Other domestic debt securities | $1,957,187,000 | 25 |
| Privately issued residential mortgage-backed securities | $1,476,920,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $153,757,000 | 28 |
| Other domestic debt securities - All other | $296,717,000 | 42 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $778,019,000 | 121 |
| Mortgage-backed securities | $3,072,756,000 | 77 |
| Certificates of participation in pools of residential mortgages | $569,648,000 | 126 |
| Issued or guaranteed by U.S. | $569,648,000 | 126 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,388,742,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $911,822,000 | 70 |
| Privately issued | $1,476,920,000 | 7 |
| Commercial mortgage-backed securities | $114,366,000 | 188 |
| Commercial mortgage pass-through securities | $18,097,000 | 288 |
| Other commercial mortgage-backed securities | $96,269,000 | 146 |
| Held to maturity securities (book value) | $568,759,000 | 71 |
| Available-for-sale securities (fair market value) | $4,703,351,000 | 74 |
| Total debt securities | $5,265,241,000 | 77 |
| 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 | $4,580,371,000 | 77 |
| U.S. Government securities | $1,451,010,000 | 132 |
| U.S. Treasury securities | $600,000 | 1,055 |
| U.S. Government agency obligations | $1,450,410,000 | 124 |
| Securities issued by states & political subdivisions | $1,507,852,000 | 30 |
| Other domestic debt securities | $1,514,036,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,264,237,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $8,176,000 | 65 |
| Other domestic debt securities - All other | $211,816,000 | 54 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $830,364,000 | 117 |
| Mortgage-backed securities | $2,744,454,000 | 75 |
| Certificates of participation in pools of residential mortgages | $357,278,000 | 171 |
| Issued or guaranteed by U.S. | $357,278,000 | 168 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,261,712,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $997,475,000 | 64 |
| Privately issued | $1,264,237,000 | 8 |
| Commercial mortgage-backed securities | $125,464,000 | 178 |
| Commercial mortgage pass-through securities | $18,396,000 | 279 |
| Other commercial mortgage-backed securities | $107,068,000 | 134 |
| Held to maturity securities (book value) | $504,476,000 | 71 |
| Available-for-sale securities (fair market value) | $3,968,422,000 | 78 |
| Total debt securities | $4,472,899,000 | 80 |
| 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 | $4,069,433,000 | 83 |
| U.S. Government securities | $1,431,792,000 | 131 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,431,792,000 | 118 |
| Securities issued by states & political subdivisions | $1,386,247,000 | 28 |
| Other domestic debt securities | $1,169,186,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,015,785,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $7,302,000 | 68 |
| Other domestic debt securities - All other | $116,099,000 | 72 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $950,744,000 | 110 |
| Mortgage-backed securities | $2,477,577,000 | 82 |
| Certificates of participation in pools of residential mortgages | $294,510,000 | 182 |
| Issued or guaranteed by U.S. | $294,510,000 | 180 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,052,657,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,036,872,000 | 63 |
| Privately issued | $1,015,785,000 | 9 |
| Commercial mortgage-backed securities | $130,410,000 | 179 |
| Commercial mortgage pass-through securities | $18,786,000 | 271 |
| Other commercial mortgage-backed securities | $111,624,000 | 138 |
| Held to maturity securities (book value) | $479,380,000 | 74 |
| Available-for-sale securities (fair market value) | $3,507,845,000 | 79 |
| Total debt securities | $3,987,227,000 | 82 |
| 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 | $4,229,940,000 | 75 |
| U.S. Government securities | $1,588,409,000 | 126 |
| U.S. Treasury securities | $1,001,000 | 1,095 |
| U.S. Government agency obligations | $1,587,408,000 | 116 |
| Securities issued by states & political subdivisions | $1,231,170,000 | 30 |
| Other domestic debt securities | $1,329,319,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,180,517,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $7,351,000 | 70 |
| Other domestic debt securities - All other | $111,451,000 | 71 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,035,951,000 | 103 |
| Mortgage-backed securities | $2,797,925,000 | 72 |
| Certificates of participation in pools of residential mortgages | $267,083,000 | 200 |
| Issued or guaranteed by U.S. | $267,083,000 | 198 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,396,201,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,215,684,000 | 56 |
| Privately issued | $1,180,517,000 | 8 |
| Commercial mortgage-backed securities | $134,641,000 | 170 |
| Commercial mortgage pass-through securities | $18,712,000 | 258 |
| Other commercial mortgage-backed securities | $115,929,000 | 131 |
| Held to maturity securities (book value) | $483,776,000 | 75 |
| Available-for-sale securities (fair market value) | $3,665,122,000 | 75 |
| Total debt securities | $4,148,897,000 | 74 |
| 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 | $3,910,228,000 | 78 |
| U.S. Government securities | $1,504,546,000 | 126 |
| U.S. Treasury securities | $999,000 | 1,136 |
| U.S. Government agency obligations | $1,503,547,000 | 118 |
| Securities issued by states & political subdivisions | $1,047,734,000 | 30 |
| Other domestic debt securities | $1,266,370,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,129,227,000 | 7 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $10,142,000 | 68 |
| Other domestic debt securities - All other | $127,001,000 | 59 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $962,490,000 | 100 |
| Mortgage-backed securities | $2,622,774,000 | 78 |
| Certificates of participation in pools of residential mortgages | $122,250,000 | 356 |
| Issued or guaranteed by U.S. | $122,250,000 | 347 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,406,272,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,277,045,000 | 53 |
| Privately issued | $1,129,227,000 | 7 |
| Commercial mortgage-backed securities | $94,252,000 | 199 |
| Commercial mortgage pass-through securities | $18,636,000 | 265 |
| Other commercial mortgage-backed securities | $75,616,000 | 160 |
| Held to maturity securities (book value) | $485,107,000 | 78 |
| Available-for-sale securities (fair market value) | $3,333,543,000 | 77 |
| Total debt securities | $3,818,649,000 | 82 |
| 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 | $4,009,642,000 | 75 |
| U.S. Government securities | $1,697,014,000 | 116 |
| U.S. Treasury securities | $997,000 | 1,189 |
| U.S. Government agency obligations | $1,696,017,000 | 109 |
| Securities issued by states & political subdivisions | $974,311,000 | 31 |
| Other domestic debt securities | $1,269,050,000 | 26 |
| Privately issued residential mortgage-backed securities | $1,130,983,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $15,026,000 | 59 |
| Other domestic debt securities - All other | $123,041,000 | 60 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $967,371,000 | 96 |
| Mortgage-backed securities | $2,786,998,000 | 69 |
| Certificates of participation in pools of residential mortgages | $128,293,000 | 328 |
| Issued or guaranteed by U.S. | $128,293,000 | 321 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,559,594,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,428,611,000 | 48 |
| Privately issued | $1,130,983,000 | 8 |
| Commercial mortgage-backed securities | $99,111,000 | 191 |
| Commercial mortgage pass-through securities | $19,228,000 | 265 |
| Other commercial mortgage-backed securities | $79,883,000 | 151 |
| Held to maturity securities (book value) | $442,396,000 | 86 |
| Available-for-sale securities (fair market value) | $3,497,979,000 | 68 |
| Total debt securities | $3,940,374,000 | 74 |
| 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 | $3,741,164,000 | 79 |
| U.S. Government securities | $1,579,472,000 | 122 |
| U.S. Treasury securities | $995,000 | 1,226 |
| U.S. Government agency obligations | $1,578,477,000 | 110 |
| Securities issued by states & political subdivisions | $1,005,478,000 | 32 |
| Other domestic debt securities | $1,088,057,000 | 27 |
| Privately issued residential mortgage-backed securities | $949,763,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $15,026,000 | 55 |
| Other domestic debt securities - All other | $123,268,000 | 62 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $876,826,000 | 107 |
| Mortgage-backed securities | $2,488,335,000 | 74 |
| Certificates of participation in pools of residential mortgages | $74,445,000 | 502 |
| Issued or guaranteed by U.S. | $74,445,000 | 498 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,313,048,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,363,285,000 | 50 |
| Privately issued | $949,763,000 | 9 |
| Commercial mortgage-backed securities | $100,842,000 | 182 |
| Commercial mortgage pass-through securities | $19,884,000 | 254 |
| Other commercial mortgage-backed securities | $80,958,000 | 147 |
| Held to maturity securities (book value) | $435,996,000 | 90 |
| Available-for-sale securities (fair market value) | $3,237,011,000 | 70 |
| Total debt securities | $3,673,009,000 | 78 |
| 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 | $3,606,313,000 | 80 |
| U.S. Government securities | $1,615,246,000 | 118 |
| U.S. Treasury securities | $989,000 | 1,248 |
| U.S. Government agency obligations | $1,614,257,000 | 102 |
| Securities issued by states & political subdivisions | $847,855,000 | 36 |
| Other domestic debt securities | $1,076,031,000 | 28 |
| Privately issued residential mortgage-backed securities | $935,346,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $15,026,000 | 55 |
| Other domestic debt securities - All other | $125,659,000 | 58 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $908,987,000 | 105 |
| Mortgage-backed securities | $2,510,702,000 | 76 |
| Certificates of participation in pools of residential mortgages | $62,877,000 | 571 |
| Issued or guaranteed by U.S. | $62,877,000 | 568 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,348,726,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,413,380,000 | 51 |
| Privately issued | $935,346,000 | 9 |
| Commercial mortgage-backed securities | $99,099,000 | 174 |
| Commercial mortgage pass-through securities | $19,206,000 | 263 |
| Other commercial mortgage-backed securities | $79,893,000 | 136 |
| Held to maturity securities (book value) | $310,865,000 | 110 |
| Available-for-sale securities (fair market value) | $3,228,267,000 | 72 |
| Total debt securities | $3,539,131,000 | 80 |
| 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 | $3,628,677,000 | 78 |
| U.S. Government securities | $1,653,948,000 | 118 |
| U.S. Treasury securities | $1,984,000 | 1,008 |
| U.S. Government agency obligations | $1,651,964,000 | 103 |
| Securities issued by states & political subdivisions | $841,573,000 | 37 |
| Other domestic debt securities | $1,067,918,000 | 31 |
| Privately issued residential mortgage-backed securities | $924,594,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $15,327,000 | 50 |
| Other domestic debt securities - All other | $127,997,000 | 56 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,415,000 | 118 |
| Mortgage-backed securities | $2,538,370,000 | 75 |
| Certificates of participation in pools of residential mortgages | $66,768,000 | 553 |
| Issued or guaranteed by U.S. | $66,768,000 | 549 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,371,496,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,446,902,000 | 51 |
| Privately issued | $924,594,000 | 9 |
| Commercial mortgage-backed securities | $100,106,000 | 171 |
| Commercial mortgage pass-through securities | $19,311,000 | 251 |
| Other commercial mortgage-backed securities | $80,795,000 | 134 |
| Held to maturity securities (book value) | $302,905,000 | 118 |
| Available-for-sale securities (fair market value) | $3,260,534,000 | 68 |
| Total debt securities | $3,563,440,000 | 78 |
| 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 | $3,490,822,000 | 79 |
| U.S. Government securities | $1,582,623,000 | 114 |
| U.S. Treasury securities | $2,475,000 | 904 |
| U.S. Government agency obligations | $1,580,148,000 | 100 |
| Securities issued by states & political subdivisions | $793,197,000 | 41 |
| Other domestic debt securities | $1,003,090,000 | 30 |
| Privately issued residential mortgage-backed securities | $855,941,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $19,148,000 | 48 |
| Other domestic debt securities - All other | $128,001,000 | 52 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $761,996,000 | 113 |
| Mortgage-backed securities | $2,390,488,000 | 74 |
| Certificates of participation in pools of residential mortgages | $52,282,000 | 651 |
| Issued or guaranteed by U.S. | $52,282,000 | 648 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,237,263,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,381,322,000 | 52 |
| Privately issued | $855,941,000 | 11 |
| Commercial mortgage-backed securities | $100,943,000 | 168 |
| Commercial mortgage pass-through securities | $19,235,000 | 250 |
| Other commercial mortgage-backed securities | $81,708,000 | 125 |
| Held to maturity securities (book value) | $288,290,000 | 121 |
| Available-for-sale securities (fair market value) | $3,090,620,000 | 72 |
| Total debt securities | $3,378,911,000 | 79 |
| 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 | $3,575,098,000 | 77 |
| U.S. Government securities | $1,707,850,000 | 108 |
| U.S. Treasury securities | $2,474,000 | 887 |
| U.S. Government agency obligations | $1,705,376,000 | 98 |
| Securities issued by states & political subdivisions | $772,523,000 | 44 |
| Other domestic debt securities | $981,831,000 | 30 |
| Privately issued residential mortgage-backed securities | $831,387,000 | 13 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $21,846,000 | 48 |
| Other domestic debt securities - All other | $128,598,000 | 51 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $695,014,000 | 119 |
| Mortgage-backed securities | $2,476,856,000 | 72 |
| Certificates of participation in pools of residential mortgages | $55,676,000 | 645 |
| Issued or guaranteed by U.S. | $55,676,000 | 636 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,318,486,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,487,099,000 | 49 |
| Privately issued | $831,387,000 | 12 |
| Commercial mortgage-backed securities | $102,694,000 | 158 |
| Commercial mortgage pass-through securities | $19,807,000 | 236 |
| Other commercial mortgage-backed securities | $82,887,000 | 123 |
| Held to maturity securities (book value) | $280,186,000 | 122 |
| Available-for-sale securities (fair market value) | $3,182,018,000 | 66 |
| Total debt securities | $3,462,205,000 | 76 |
| 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 | $3,629,761,000 | 76 |
| U.S. Government securities | $1,787,173,000 | 104 |
| U.S. Treasury securities | $2,474,000 | 852 |
| U.S. Government agency obligations | $1,784,699,000 | 92 |
| Securities issued by states & political subdivisions | $760,225,000 | 44 |
| Other domestic debt securities | $968,744,000 | 31 |
| Privately issued residential mortgage-backed securities | $818,996,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $19,454,000 | 48 |
| Other domestic debt securities - All other | $130,294,000 | 51 |
| 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 | $991,836,000 | 100 |
| Mortgage-backed securities | $2,543,405,000 | 70 |
| Certificates of participation in pools of residential mortgages | $58,429,000 | 637 |
| Issued or guaranteed by U.S. | $58,429,000 | 637 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,380,003,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,561,007,000 | 45 |
| Privately issued | $818,996,000 | 10 |
| Commercial mortgage-backed securities | $104,973,000 | 147 |
| Commercial mortgage pass-through securities | $20,678,000 | 188 |
| Other commercial mortgage-backed securities | $84,295,000 | 121 |
| Held to maturity securities (book value) | $262,304,000 | 131 |
| Available-for-sale securities (fair market value) | $3,253,838,000 | 64 |
| Total debt securities | $3,516,142,000 | 75 |
| 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 | $3,719,871,000 | 72 |
| U.S. Government securities | $1,854,597,000 | 100 |
| U.S. Treasury securities | $2,482,000 | 807 |
| U.S. Government agency obligations | $1,852,115,000 | 89 |
| Securities issued by states & political subdivisions | $765,960,000 | 43 |
| Other domestic debt securities | $1,022,481,000 | 29 |
| Privately issued residential mortgage-backed securities | $868,524,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $21,857,000 | 48 |
| Other domestic debt securities - All other | $132,100,000 | 48 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $76,833,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $893,533,000 | 108 |
| Mortgage-backed securities | $2,659,177,000 | 67 |
| Certificates of participation in pools of residential mortgages | $62,444,000 | 614 |
| Issued or guaranteed by U.S. | $62,444,000 | 614 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,487,657,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,619,133,000 | 43 |
| Privately issued | $868,524,000 | 10 |
| Commercial mortgage-backed securities | $109,076,000 | 136 |
| Commercial mortgage pass-through securities | $21,176,000 | 178 |
| Other commercial mortgage-backed securities | $87,900,000 | 113 |
| Held to maturity securities (book value) | $255,050,000 | 133 |
| Available-for-sale securities (fair market value) | $3,464,821,000 | 61 |
| Total debt securities | $3,643,038,000 | 71 |
| 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 | $3,655,008,000 | 70 |
| U.S. Government securities | $1,988,723,000 | 94 |
| U.S. Treasury securities | $2,497,000 | 775 |
| U.S. Government agency obligations | $1,986,226,000 | 85 |
| Securities issued by states & political subdivisions | $617,693,000 | 50 |
| Other domestic debt securities | $946,391,000 | 30 |
| Privately issued residential mortgage-backed securities | $797,615,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $15,553,000 | 54 |
| Other domestic debt securities - All other | $133,223,000 | 47 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $102,201,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $936,818,000 | 109 |
| Mortgage-backed securities | $2,722,205,000 | 63 |
| Certificates of participation in pools of residential mortgages | $95,699,000 | 428 |
| Issued or guaranteed by U.S. | $95,699,000 | 426 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,512,712,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,715,097,000 | 41 |
| Privately issued | $797,615,000 | 10 |
| Commercial mortgage-backed securities | $113,794,000 | 133 |
| Commercial mortgage pass-through securities | $21,759,000 | 181 |
| Other commercial mortgage-backed securities | $92,035,000 | 108 |
| Held to maturity securities (book value) | $154,920,000 | 193 |
| Available-for-sale securities (fair market value) | $3,500,088,000 | 60 |
| Total debt securities | $3,552,808,000 | 69 |
| 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 | $3,163,372,000 | 76 |
| U.S. Government securities | $1,735,761,000 | 98 |
| U.S. Treasury securities | $2,498,000 | 793 |
| U.S. Government agency obligations | $1,733,263,000 | 90 |
| Securities issued by states & political subdivisions | $536,992,000 | 56 |
| Other domestic debt securities | $789,128,000 | 35 |
| Privately issued residential mortgage-backed securities | $680,248,000 | 14 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $15,553,000 | 58 |
| Other domestic debt securities - All other | $93,327,000 | 76 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $101,491,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $954,892,000 | 101 |
| Mortgage-backed securities | $2,342,120,000 | 70 |
| Certificates of participation in pools of residential mortgages | $84,807,000 | 487 |
| Issued or guaranteed by U.S. | $84,807,000 | 486 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,141,985,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,461,737,000 | 47 |
| Privately issued | $680,248,000 | 12 |
| Commercial mortgage-backed securities | $115,328,000 | 129 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $115,328,000 | 93 |
| Held to maturity securities (book value) | $132,802,000 | 214 |
| Available-for-sale securities (fair market value) | $3,030,570,000 | 65 |
| Total debt securities | $3,061,880,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,754,608,000 | 93 |
| U.S. Government securities | $1,536,921,000 | 105 |
| U.S. Treasury securities | $2,502,000 | 821 |
| U.S. Government agency obligations | $1,534,419,000 | 96 |
| Securities issued by states & political subdivisions | $506,705,000 | 60 |
| Other domestic debt securities | $613,166,000 | 41 |
| Privately issued residential mortgage-backed securities | $497,067,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $20,024,000 | 53 |
| Other domestic debt securities - All other | $96,075,000 | 73 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $97,816,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $871,484,000 | 108 |
| Mortgage-backed securities | $1,975,566,000 | 80 |
| Certificates of participation in pools of residential mortgages | $91,278,000 | 470 |
| Issued or guaranteed by U.S. | $91,278,000 | 469 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,768,588,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,271,521,000 | 50 |
| Privately issued | $497,067,000 | 13 |
| Commercial mortgage-backed securities | $115,700,000 | 125 |
| Commercial mortgage pass-through securities | $22,188,000 | 164 |
| Other commercial mortgage-backed securities | $93,512,000 | 99 |
| Held to maturity securities (book value) | $102,590,000 | 255 |
| Available-for-sale securities (fair market value) | $2,652,018,000 | 76 |
| Total debt securities | $2,656,793,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $1,019,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,666,897,000 | 98 |
| U.S. Government securities | $1,531,521,000 | 104 |
| U.S. Treasury securities | $2,502,000 | 798 |
| U.S. Government agency obligations | $1,529,019,000 | 96 |
| Securities issued by states & political subdivisions | $500,312,000 | 58 |
| Other domestic debt securities | $537,852,000 | 43 |
| Privately issued residential mortgage-backed securities | $433,685,000 | 18 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $13,490,000 | 68 |
| Other domestic debt securities - All other | $90,677,000 | 75 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $97,212,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $763,043,000 | 116 |
| Mortgage-backed securities | $1,906,682,000 | 82 |
| Certificates of participation in pools of residential mortgages | $95,213,000 | 443 |
| Issued or guaranteed by U.S. | $95,213,000 | 442 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,693,677,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,259,992,000 | 49 |
| Privately issued | $433,685,000 | 16 |
| Commercial mortgage-backed securities | $117,792,000 | 121 |
| Commercial mortgage pass-through securities | $24,480,000 | 156 |
| Other commercial mortgage-backed securities | $93,312,000 | 101 |
| Held to maturity securities (book value) | $92,079,000 | 278 |
| Available-for-sale securities (fair market value) | $2,574,818,000 | 77 |
| Total debt securities | $2,569,684,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $1,054,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,666,073,000 | 94 |
| U.S. Government securities | $1,583,776,000 | 101 |
| U.S. Treasury securities | $2,536,000 | 688 |
| U.S. Government agency obligations | $1,581,240,000 | 96 |
| Securities issued by states & political subdivisions | $455,878,000 | 66 |
| Other domestic debt securities | $523,717,000 | 44 |
| Privately issued residential mortgage-backed securities | $463,092,000 | 18 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $10,552,000 | 72 |
| Other domestic debt securities - All other | $50,073,000 | 133 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $102,702,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $815,798,000 | 112 |
| Mortgage-backed securities | $1,985,331,000 | 77 |
| Certificates of participation in pools of residential mortgages | $93,138,000 | 453 |
| Issued or guaranteed by U.S. | $93,138,000 | 452 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,765,598,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,302,506,000 | 46 |
| Privately issued | $463,092,000 | 16 |
| Commercial mortgage-backed securities | $126,595,000 | 111 |
| Commercial mortgage pass-through securities | $25,850,000 | 150 |
| Other commercial mortgage-backed securities | $100,745,000 | 92 |
| Held to maturity securities (book value) | $52,421,000 | 392 |
| Available-for-sale securities (fair market value) | $2,613,652,000 | 74 |
| Total debt securities | $2,563,370,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $1,279,000 | 178 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,156,733,000 | 109 |
| U.S. Government securities | $1,288,795,000 | 116 |
| U.S. Treasury securities | $2,551,000 | 715 |
| U.S. Government agency obligations | $1,286,244,000 | 110 |
| Securities issued by states & political subdivisions | $383,690,000 | 77 |
| Other domestic debt securities | $385,323,000 | 65 |
| Privately issued residential mortgage-backed securities | $339,355,000 | 21 |
| Commercial mortgage-backed securities - Total | $3,721,000 | 85 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $10,184,000 | 75 |
| Other domestic debt securities - All other | $32,063,000 | 196 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $98,925,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $820,712,000 | 111 |
| Mortgage-backed securities | $1,595,317,000 | 85 |
| Certificates of participation in pools of residential mortgages | $54,325,000 | 729 |
| Issued or guaranteed by U.S. | $54,325,000 | 726 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,492,773,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,153,418,000 | 48 |
| Privately issued | $339,355,000 | 18 |
| Commercial mortgage-backed securities | $48,219,000 | 182 |
| Commercial mortgage pass-through securities | $27,050,000 | 133 |
| Other commercial mortgage-backed securities | $21,169,000 | 182 |
| Held to maturity securities (book value) | $36,929,000 | 513 |
| Available-for-sale securities (fair market value) | $2,119,804,000 | 89 |
| Total debt securities | $2,057,800,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $1,326,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,009,612,000 | 110 |
| U.S. Government securities | $1,157,623,000 | 129 |
| U.S. Treasury securities | $2,538,000 | 724 |
| U.S. Government agency obligations | $1,155,085,000 | 121 |
| Securities issued by states & political subdivisions | $364,547,000 | 77 |
| Other domestic debt securities | $391,843,000 | 63 |
| Privately issued residential mortgage-backed securities | $343,727,000 | 21 |
| Commercial mortgage-backed securities - Total | $3,882,000 | 88 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $9,076,000 | 76 |
| Other domestic debt securities - All other | $35,158,000 | 185 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $95,599,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $729,038,000 | 119 |
| Mortgage-backed securities | $1,502,694,000 | 88 |
| Certificates of participation in pools of residential mortgages | $56,614,000 | 709 |
| Issued or guaranteed by U.S. | $56,614,000 | 709 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,422,689,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,078,962,000 | 50 |
| Privately issued | $343,727,000 | 18 |
| Commercial mortgage-backed securities | $23,391,000 | 265 |
| Commercial mortgage pass-through securities | $2,112,000 | 479 |
| Other commercial mortgage-backed securities | $21,279,000 | 171 |
| Held to maturity securities (book value) | $21,514,000 | 731 |
| Available-for-sale securities (fair market value) | $1,988,098,000 | 91 |
| Total debt securities | $1,914,012,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $1,381,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,932,017,000 | 111 |
| U.S. Government securities | $1,192,329,000 | 121 |
| U.S. Treasury securities | $2,994,000 | 725 |
| U.S. Government agency obligations | $1,189,335,000 | 114 |
| Securities issued by states & political subdivisions | $334,830,000 | 83 |
| Other domestic debt securities | $309,444,000 | 71 |
| Privately issued residential mortgage-backed securities | $257,128,000 | 24 |
| Commercial mortgage-backed securities - Total | $4,691,000 | 71 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $10,060,000 | 69 |
| Other domestic debt securities - All other | $37,565,000 | 172 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $95,414,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $791,864,000 | 112 |
| Mortgage-backed securities | $1,451,154,000 | 91 |
| Certificates of participation in pools of residential mortgages | $57,926,000 | 701 |
| Issued or guaranteed by U.S. | $57,926,000 | 701 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,369,423,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,112,295,000 | 51 |
| Privately issued | $257,128,000 | 21 |
| Commercial mortgage-backed securities | $23,805,000 | 235 |
| Commercial mortgage pass-through securities | $2,063,000 | 454 |
| Other commercial mortgage-backed securities | $21,742,000 | 150 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,932,017,000 | 90 |
| Total debt securities | $1,836,605,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $1,481,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,881,743,000 | 117 |
| U.S. Government securities | $1,156,671,000 | 122 |
| U.S. Treasury securities | $3,027,000 | 675 |
| U.S. Government agency obligations | $1,153,644,000 | 114 |
| Securities issued by states & political subdivisions | $334,065,000 | 82 |
| Other domestic debt securities | $297,352,000 | 72 |
| Privately issued residential mortgage-backed securities | $244,148,000 | 23 |
| Commercial mortgage-backed securities - Total | $4,915,000 | 77 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $10,211,000 | 69 |
| Other domestic debt securities - All other | $38,078,000 | 166 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $93,655,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $792,602,000 | 114 |
| Mortgage-backed securities | $1,384,074,000 | 95 |
| Certificates of participation in pools of residential mortgages | $54,825,000 | 725 |
| Issued or guaranteed by U.S. | $54,825,000 | 725 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,304,734,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,060,586,000 | 51 |
| Privately issued | $244,148,000 | 20 |
| Commercial mortgage-backed securities | $24,515,000 | 222 |
| Commercial mortgage pass-through securities | $2,127,000 | 433 |
| Other commercial mortgage-backed securities | $22,388,000 | 141 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,881,743,000 | 92 |
| Total debt securities | $1,788,088,000 | 119 |
| Structured notes | ||
| Amortized cost | $18,700,000 | 137 |
| Fair value | $18,633,000 | 137 |
| Trading account assets | $1,537,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,427,453,000 | 139 |
| U.S. Government securities | $913,063,000 | 141 |
| U.S. Treasury securities | $3,891,000 | 650 |
| U.S. Government agency obligations | $909,172,000 | 138 |
| Securities issued by states & political subdivisions | $292,413,000 | 89 |
| Other domestic debt securities | $156,844,000 | 100 |
| Privately issued residential mortgage-backed securities | $102,071,000 | 39 |
| Commercial mortgage-backed securities - Total | $4,980,000 | 69 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $10,805,000 | 68 |
| Other domestic debt securities - All other | $38,988,000 | 159 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $65,133,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $623,433,000 | 127 |
| Mortgage-backed securities | $991,614,000 | 116 |
| Certificates of participation in pools of residential mortgages | $48,037,000 | 843 |
| Issued or guaranteed by U.S. | $36,824,000 | 1,033 |
| Privately issued | $11,213,000 | 11 |
| Collaterized mortgage obligations | $925,389,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $834,531,000 | 62 |
| Privately issued | $90,858,000 | 40 |
| Commercial mortgage-backed securities | $18,188,000 | 247 |
| Commercial mortgage pass-through securities | $13,208,000 | 158 |
| Other commercial mortgage-backed securities | $4,980,000 | 312 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,427,453,000 | 112 |
| Total debt securities | $1,362,320,000 | 141 |
| Structured notes | ||
| Amortized cost | $18,700,000 | 170 |
| Fair value | $18,403,000 | 171 |
| Trading account assets | $1,701,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,347,046,000 | 138 |
| U.S. Government securities | $875,260,000 | 146 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $875,260,000 | 139 |
| Securities issued by states & political subdivisions | $295,505,000 | 86 |
| Other domestic debt securities | $117,977,000 | 121 |
| Privately issued residential mortgage-backed securities | $63,358,000 | 48 |
| Commercial mortgage-backed securities - Total | $5,097,000 | 71 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $10,521,000 | 58 |
| Other domestic debt securities - All other | $39,001,000 | 162 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $58,304,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $699,872,000 | 121 |
| Mortgage-backed securities | $925,140,000 | 121 |
| Certificates of participation in pools of residential mortgages | $37,491,000 | 1,027 |
| Issued or guaranteed by U.S. | $37,491,000 | 1,026 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $880,370,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $817,012,000 | 63 |
| Privately issued | $63,358,000 | 45 |
| Commercial mortgage-backed securities | $7,279,000 | 394 |
| Commercial mortgage pass-through securities | $2,182,000 | 388 |
| Other commercial mortgage-backed securities | $5,097,000 | 297 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,347,046,000 | 115 |
| Total debt securities | $1,288,742,000 | 142 |
| Structured notes | ||
| Amortized cost | $18,700,000 | 178 |
| Fair value | $18,575,000 | 180 |
| Trading account assets | $1,788,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,468,902,000 | 131 |
| U.S. Government securities | $911,659,000 | 140 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $911,659,000 | 134 |
| Securities issued by states & political subdivisions | $299,037,000 | 82 |
| Other domestic debt securities | $155,034,000 | 104 |
| Privately issued residential mortgage-backed securities | $70,264,000 | 48 |
| Commercial mortgage-backed securities - Total | $5,150,000 | 70 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $11,445,000 | 58 |
| Other domestic debt securities - All other | $68,175,000 | 101 |
| Foreign debt securities | $9,860,000 | 67 |
| Equity securities | $93,312,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $717,093,000 | 116 |
| Mortgage-backed securities | $968,728,000 | 116 |
| Certificates of participation in pools of residential mortgages | $39,012,000 | 1,011 |
| Issued or guaranteed by U.S. | $39,012,000 | 1,008 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $922,419,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $852,155,000 | 61 |
| Privately issued | $70,264,000 | 44 |
| Commercial mortgage-backed securities | $7,297,000 | 390 |
| Commercial mortgage pass-through securities | $2,147,000 | 390 |
| Other commercial mortgage-backed securities | $5,150,000 | 272 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,468,902,000 | 109 |
| Total debt securities | $1,375,589,000 | 136 |
| Structured notes | ||
| Amortized cost | $18,700,000 | 179 |
| Fair value | $18,345,000 | 181 |
| Trading account assets | $1,858,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,517,902,000 | 129 |
| U.S. Government securities | $926,601,000 | 137 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $926,601,000 | 133 |
| Securities issued by states & political subdivisions | $307,395,000 | 79 |
| Other domestic debt securities | $165,762,000 | 102 |
| Privately issued residential mortgage-backed securities | $53,667,000 | 51 |
| Commercial mortgage-backed securities - Total | $5,336,000 | 72 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $8,053,000 | 65 |
| Other domestic debt securities - All other | $98,706,000 | 84 |
| Foreign debt securities | $24,460,000 | 47 |
| Equity securities | $93,684,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $721,696,000 | 115 |
| Mortgage-backed securities | $967,611,000 | 113 |
| Certificates of participation in pools of residential mortgages | $40,535,000 | 1,009 |
| Issued or guaranteed by U.S. | $40,535,000 | 1,008 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $919,623,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $865,956,000 | 63 |
| Privately issued | $53,667,000 | 49 |
| Commercial mortgage-backed securities | $7,453,000 | 368 |
| Commercial mortgage pass-through securities | $2,117,000 | 392 |
| Other commercial mortgage-backed securities | $5,336,000 | 253 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,517,902,000 | 105 |
| Total debt securities | $1,424,221,000 | 132 |
| Structured notes | ||
| Amortized cost | $18,699,000 | 207 |
| Fair value | $17,993,000 | 208 |
| Trading account assets | $1,935,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,536,056,000 | 129 |
| U.S. Government securities | $967,653,000 | 130 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $967,653,000 | 127 |
| Securities issued by states & political subdivisions | $305,282,000 | 76 |
| Other domestic debt securities | $145,576,000 | 108 |
| Privately issued residential mortgage-backed securities | $34,860,000 | 69 |
| Commercial mortgage-backed securities - Total | $5,394,000 | 78 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $7,357,000 | 66 |
| Other domestic debt securities - All other | $97,965,000 | 85 |
| Foreign debt securities | $23,556,000 | 47 |
| Equity securities | $93,989,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $721,771,000 | 119 |
| Mortgage-backed securities | $989,997,000 | 117 |
| Certificates of participation in pools of residential mortgages | $43,302,000 | 973 |
| Issued or guaranteed by U.S. | $43,302,000 | 972 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $939,217,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $904,357,000 | 63 |
| Privately issued | $34,860,000 | 66 |
| Commercial mortgage-backed securities | $7,478,000 | 369 |
| Commercial mortgage pass-through securities | $2,084,000 | 405 |
| Other commercial mortgage-backed securities | $5,394,000 | 245 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,536,056,000 | 102 |
| Total debt securities | $1,442,068,000 | 134 |
| Structured notes | ||
| Amortized cost | $18,698,000 | 232 |
| Fair value | $17,910,000 | 233 |
| Trading account assets | $2,793,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,599,514,000 | 123 |
| U.S. Government securities | $1,047,088,000 | 125 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,047,088,000 | 121 |
| Securities issued by states & political subdivisions | $296,789,000 | 74 |
| Other domestic debt securities | $138,607,000 | 109 |
| Privately issued residential mortgage-backed securities | $35,640,000 | 72 |
| Commercial mortgage-backed securities - Total | $5,412,000 | 74 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $51,000 | 260 |
| Other domestic debt securities - All other | $97,504,000 | 87 |
| Foreign debt securities | $25,000,000 | 45 |
| Equity securities | $92,030,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $701,180,000 | 123 |
| Mortgage-backed securities | $1,030,469,000 | 115 |
| Certificates of participation in pools of residential mortgages | $40,139,000 | 1,038 |
| Issued or guaranteed by U.S. | $40,139,000 | 1,037 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $982,884,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $947,244,000 | 58 |
| Privately issued | $35,640,000 | 69 |
| Commercial mortgage-backed securities | $7,446,000 | 348 |
| Commercial mortgage pass-through securities | $2,034,000 | 393 |
| Other commercial mortgage-backed securities | $5,412,000 | 229 |
| Held to maturity securities (book value) | $275,738,000 | 120 |
| Available-for-sale securities (fair market value) | $1,323,776,000 | 115 |
| Total debt securities | $1,507,484,000 | 129 |
| Structured notes | ||
| Amortized cost | $59,112,000 | 64 |
| Fair value | $57,671,000 | 64 |
| Trading account assets | $2,943,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,620,697,000 | 119 |
| U.S. Government securities | $1,068,145,000 | 123 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,068,145,000 | 119 |
| Securities issued by states & political subdivisions | $299,248,000 | 72 |
| Other domestic debt securities | $140,024,000 | 114 |
| Privately issued residential mortgage-backed securities | $36,357,000 | 73 |
| Commercial mortgage-backed securities - Total | $5,433,000 | 75 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $28,000 | 288 |
| Other domestic debt securities - All other | $98,206,000 | 87 |
| Foreign debt securities | $25,000,000 | 46 |
| Equity securities | $88,280,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $630,710,000 | 126 |
| Mortgage-backed securities | $1,062,958,000 | 112 |
| Certificates of participation in pools of residential mortgages | $41,787,000 | 996 |
| Issued or guaranteed by U.S. | $41,787,000 | 995 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,015,738,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $979,381,000 | 58 |
| Privately issued | $36,357,000 | 69 |
| Commercial mortgage-backed securities | $5,433,000 | 388 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $5,433,000 | 215 |
| Held to maturity securities (book value) | $283,006,000 | 116 |
| Available-for-sale securities (fair market value) | $1,337,691,000 | 113 |
| Total debt securities | $1,532,417,000 | 126 |
| Structured notes | ||
| Amortized cost | $49,110,000 | 83 |
| Fair value | $46,976,000 | 80 |
| Trading account assets | $5,422,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $2,386,000 | 80 |
| Revaluation losses on off-balance sheet contracts | $702,000 | 107 |
| 2013-09-30 | Rank | |
| Total securities | $421,973,000 | 367 |
| U.S. Government securities | $248,037,000 | 448 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $248,037,000 | 434 |
| Securities issued by states & political subdivisions | $96,116,000 | 302 |
| Other domestic debt securities | $35,600,000 | 306 |
| Privately issued residential mortgage-backed securities | $14,024,000 | 144 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $21,576,000 | 283 |
| Foreign debt securities | $10,000,000 | 67 |
| Equity securities | $32,220,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,197,000 | 301 |
| Mortgage-backed securities | $262,061,000 | 309 |
| Certificates of participation in pools of residential mortgages | $14,427,000 | 2,202 |
| Issued or guaranteed by U.S. | $14,427,000 | 2,200 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $247,634,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $233,610,000 | 156 |
| Privately issued | $14,024,000 | 134 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $104,199,000 | 239 |
| Available-for-sale securities (fair market value) | $317,774,000 | 412 |
| Total debt securities | $389,758,000 | 392 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $3,596,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $336,764,000 | 455 |
| U.S. Government securities | $187,942,000 | 572 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $187,942,000 | 551 |
| Securities issued by states & political subdivisions | $81,491,000 | 376 |
| Other domestic debt securities | $23,847,000 | 403 |
| Privately issued residential mortgage-backed securities | $2,226,000 | 385 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $21,621,000 | 287 |
| Foreign debt securities | $10,000,000 | 67 |
| Equity securities | $33,484,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,069,000 | 347 |
| Mortgage-backed securities | $190,168,000 | 415 |
| Certificates of participation in pools of residential mortgages | $15,603,000 | 2,095 |
| Issued or guaranteed by U.S. | $15,603,000 | 2,093 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $174,565,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $172,339,000 | 194 |
| Privately issued | $2,226,000 | 367 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $104,506,000 | 222 |
| Available-for-sale securities (fair market value) | $232,258,000 | 591 |
| Total debt securities | $303,282,000 | 500 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $3,956,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $344,046,000 | 451 |
| U.S. Government securities | $189,724,000 | 574 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $189,724,000 | 556 |
| Securities issued by states & political subdivisions | $82,416,000 | 370 |
| Other domestic debt securities | $24,278,000 | 402 |
| Privately issued residential mortgage-backed securities | $2,697,000 | 372 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $21,581,000 | 277 |
| Foreign debt securities | $10,000,000 | 67 |
| Equity securities | $37,628,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $270,150,000 | 255 |
| Mortgage-backed securities | $192,421,000 | 421 |
| Certificates of participation in pools of residential mortgages | $16,673,000 | 2,035 |
| Issued or guaranteed by U.S. | $16,673,000 | 2,033 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $175,748,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $173,051,000 | 199 |
| Privately issued | $2,697,000 | 358 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $104,813,000 | 205 |
| Available-for-sale securities (fair market value) | $239,233,000 | 588 |
| Total debt securities | $306,417,000 | 501 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $4,737,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $348,515,000 | 440 |
| U.S. Government securities | $193,814,000 | 548 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $193,814,000 | 527 |
| Securities issued by states & political subdivisions | $82,864,000 | 348 |
| Other domestic debt securities | $24,545,000 | 390 |
| Privately issued residential mortgage-backed securities | $3,016,000 | 370 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $21,529,000 | 266 |
| Foreign debt securities | $10,000,000 | 68 |
| Equity securities | $37,292,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,699,000 | 315 |
| Mortgage-backed securities | $196,830,000 | 405 |
| Certificates of participation in pools of residential mortgages | $13,698,000 | 2,244 |
| Issued or guaranteed by U.S. | $13,698,000 | 2,243 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $183,132,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $180,116,000 | 195 |
| Privately issued | $3,016,000 | 359 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $105,120,000 | 206 |
| Available-for-sale securities (fair market value) | $243,395,000 | 561 |
| Total debt securities | $311,223,000 | 479 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $5,008,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $379,145,000 | 406 |
| U.S. Government securities | $234,721,000 | 485 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $234,721,000 | 468 |
| Securities issued by states & political subdivisions | $76,000,000 | 387 |
| Other domestic debt securities | $24,875,000 | 396 |
| Privately issued residential mortgage-backed securities | $3,428,000 | 386 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $21,447,000 | 283 |
| Foreign debt securities | $10,000,000 | 69 |
| Equity securities | $33,549,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $253,827,000 | 272 |
| Mortgage-backed securities | $238,149,000 | 367 |
| Certificates of participation in pools of residential mortgages | $22,959,000 | 1,681 |
| Issued or guaranteed by U.S. | $22,959,000 | 1,680 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $215,190,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $211,762,000 | 182 |
| Privately issued | $3,428,000 | 372 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $105,428,000 | 202 |
| Available-for-sale securities (fair market value) | $273,717,000 | 512 |
| Total debt securities | $345,597,000 | 436 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $5,442,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $393,278,000 | 389 |
| U.S. Government securities | $245,989,000 | 462 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $245,989,000 | 442 |
| Securities issued by states & political subdivisions | $76,304,000 | 363 |
| Other domestic debt securities | $35,245,000 | 326 |
| Privately issued residential mortgage-backed securities | $3,861,000 | 386 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $31,384,000 | 214 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $35,740,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,161,000 | 291 |
| Mortgage-backed securities | $249,850,000 | 357 |
| Certificates of participation in pools of residential mortgages | $25,007,000 | 1,617 |
| Issued or guaranteed by U.S. | $25,007,000 | 1,616 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $224,843,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $220,982,000 | 181 |
| Privately issued | $3,861,000 | 374 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $105,734,000 | 194 |
| Available-for-sale securities (fair market value) | $287,544,000 | 484 |
| Total debt securities | $357,539,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $5,823,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $409,943,000 | 382 |
| U.S. Government securities | $263,699,000 | 437 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $263,699,000 | 420 |
| Securities issued by states & political subdivisions | $76,610,000 | 342 |
| Other domestic debt securities | $35,673,000 | 313 |
| Privately issued residential mortgage-backed securities | $4,241,000 | 386 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $31,432,000 | 204 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $33,961,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,493,000 | 274 |
| Mortgage-backed securities | $267,940,000 | 343 |
| Certificates of participation in pools of residential mortgages | $26,612,000 | 1,528 |
| Issued or guaranteed by U.S. | $26,612,000 | 1,525 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $241,328,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $237,087,000 | 177 |
| Privately issued | $4,241,000 | 373 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $106,042,000 | 194 |
| Available-for-sale securities (fair market value) | $303,901,000 | 469 |
| Total debt securities | $375,982,000 | 401 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $6,085,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $448,666,000 | 344 |
| U.S. Government securities | $304,324,000 | 355 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $304,324,000 | 347 |
| Securities issued by states & political subdivisions | $76,662,000 | 342 |
| Other domestic debt securities | $36,083,000 | 315 |
| Privately issued residential mortgage-backed securities | $4,800,000 | 427 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $31,283,000 | 183 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $31,597,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $253,055,000 | 251 |
| Mortgage-backed securities | $282,312,000 | 316 |
| Certificates of participation in pools of residential mortgages | $27,714,000 | 1,413 |
| Issued or guaranteed by U.S. | $27,714,000 | 1,411 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $254,598,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $249,798,000 | 151 |
| Privately issued | $4,800,000 | 410 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $106,349,000 | 189 |
| Available-for-sale securities (fair market value) | $342,317,000 | 388 |
| Total debt securities | $417,069,000 | 361 |
| Structured notes | ||
| Amortized cost | $26,747,000 | 196 |
| Fair value | $26,812,000 | 196 |
| Trading account assets | $6,409,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $377,504,000 | 385 |
| U.S. Government securities | $268,552,000 | 397 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $268,552,000 | 383 |
| Securities issued by states & political subdivisions | $39,712,000 | 748 |
| Other domestic debt securities | $36,384,000 | 314 |
| Privately issued residential mortgage-backed securities | $5,071,000 | 427 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $31,313,000 | 182 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $32,856,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,532,000 | 345 |
| Mortgage-backed securities | $231,783,000 | 359 |
| Certificates of participation in pools of residential mortgages | $19,105,000 | 1,794 |
| Issued or guaranteed by U.S. | $19,105,000 | 1,790 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $212,678,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $207,607,000 | 182 |
| Privately issued | $5,071,000 | 409 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $69,357,000 | 263 |
| Available-for-sale securities (fair market value) | $308,147,000 | 421 |
| Total debt securities | $344,648,000 | 414 |
| Structured notes | ||
| Amortized cost | $41,731,000 | 112 |
| Fair value | $41,840,000 | 112 |
| Trading account assets | $6,828,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $354,345,000 | 407 |
| U.S. Government securities | $304,447,000 | 357 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $304,447,000 | 346 |
| Securities issued by states & political subdivisions | $306,000 | 5,450 |
| Other domestic debt securities | $22,064,000 | 420 |
| Privately issued residential mortgage-backed securities | $5,444,000 | 439 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $16,620,000 | 281 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $27,528,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,683,000 | 431 |
| Mortgage-backed securities | $236,906,000 | 338 |
| Certificates of participation in pools of residential mortgages | $50,572,000 | 822 |
| Issued or guaranteed by U.S. | $50,572,000 | 819 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $186,334,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $180,890,000 | 189 |
| Privately issued | $5,444,000 | 420 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $15,000,000 | 828 |
| Available-for-sale securities (fair market value) | $339,345,000 | 372 |
| Total debt securities | $326,818,000 | 434 |
| Structured notes | ||
| Amortized cost | $74,975,000 | 60 |
| Fair value | $72,985,000 | 61 |
| Trading account assets | $7,060,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $435,793,000 | 337 |
| U.S. Government securities | $397,756,000 | 274 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $397,756,000 | 266 |
| Securities issued by states & political subdivisions | $301,000 | 5,466 |
| Other domestic debt securities | $16,699,000 | 533 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,265 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $36,000 | 323 |
| Other domestic debt securities - All other | $16,620,000 | 285 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $21,037,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,057,000 | 412 |
| Mortgage-backed securities | $279,763,000 | 297 |
| Certificates of participation in pools of residential mortgages | $63,765,000 | 639 |
| Issued or guaranteed by U.S. | $63,765,000 | 635 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $215,998,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $215,955,000 | 157 |
| Privately issued | $43,000 | 1,205 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $15,036,000 | 825 |
| Available-for-sale securities (fair market value) | $420,757,000 | 310 |
| Total debt securities | $414,756,000 | 344 |
| Structured notes | ||
| Amortized cost | $121,962,000 | 25 |
| Fair value | $118,037,000 | 25 |
| Trading account assets | $10,188,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $444,464,000 | 321 |
| U.S. Government securities | $406,858,000 | 257 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $406,858,000 | 250 |
| Securities issued by states & political subdivisions | $303,000 | 5,477 |
| Other domestic debt securities | $16,527,000 | 559 |
| Privately issued residential mortgage-backed securities | $45,000 | 1,322 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $36,000 | 316 |
| Other domestic debt securities - All other | $16,446,000 | 277 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $20,776,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,273,000 | 580 |
| Mortgage-backed securities | $285,983,000 | 288 |
| Certificates of participation in pools of residential mortgages | $69,286,000 | 567 |
| Issued or guaranteed by U.S. | $69,286,000 | 564 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $216,697,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $216,652,000 | 153 |
| Privately issued | $45,000 | 1,259 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $15,036,000 | 823 |
| Available-for-sale securities (fair market value) | $429,428,000 | 292 |
| Total debt securities | $423,687,000 | 325 |
| Structured notes | ||
| Amortized cost | $121,958,000 | 22 |
| Fair value | $120,920,000 | 22 |
| Trading account assets | $13,622,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $280,445,000 | 470 |
| U.S. Government securities | $274,133,000 | 353 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $274,133,000 | 343 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $40,000 | 3,033 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $40,000 | 327 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,272,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,769,000 | 1,971 |
| Mortgage-backed securities | $156,916,000 | 433 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $156,916,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $156,916,000 | 195 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $40,000 | 2,991 |
| Available-for-sale securities (fair market value) | $280,405,000 | 417 |
| Total debt securities | $274,173,000 | 475 |
| Structured notes | ||
| Amortized cost | $116,473,000 | 26 |
| Fair value | $117,217,000 | 27 |
| Trading account assets | $13,197,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $290,585,000 | 450 |
| U.S. Government securities | $289,249,000 | 328 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $289,249,000 | 318 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $42,000 | 3,033 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $42,000 | 326 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,294,000 | 589 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,629,000 | 1,627 |
| Mortgage-backed securities | $173,272,000 | 390 |
| Certificates of participation in pools of residential mortgages | $56,000 | 5,633 |
| Issued or guaranteed by U.S. | $56,000 | 5,622 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $173,216,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $173,216,000 | 166 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $42,000 | 3,059 |
| Available-for-sale securities (fair market value) | $290,543,000 | 395 |
| Total debt securities | $289,291,000 | 443 |
| Structured notes | ||
| Amortized cost | $115,467,000 | 27 |
| Fair value | $115,977,000 | 27 |
| Trading account assets | $14,320,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $232,779,000 | 568 |
| U.S. Government securities | $179,928,000 | 534 |
| U.S. Treasury securities | $19,062,000 | 199 |
| U.S. Government agency obligations | $160,866,000 | 567 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $51,580,000 | 266 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $100,000 | 319 |
| Other domestic debt securities - All other | $51,480,000 | 110 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,271,000 | 583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,040,000 | 1,329 |
| Mortgage-backed securities | $160,866,000 | 438 |
| Certificates of participation in pools of residential mortgages | $23,384,000 | 1,444 |
| Issued or guaranteed by U.S. | $23,384,000 | 1,440 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $137,482,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $137,482,000 | 204 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $100,000 | 2,986 |
| Available-for-sale securities (fair market value) | $232,679,000 | 501 |
| Total debt securities | $231,507,000 | 566 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $15,318,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $189,635,000 | 688 |
| U.S. Government securities | $137,004,000 | 677 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $137,004,000 | 648 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $51,210,000 | 273 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $100,000 | 322 |
| Other domestic debt securities - All other | $51,110,000 | 107 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,421,000 | 579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,594,000 | 1,346 |
| Mortgage-backed securities | $137,004,000 | 510 |
| Certificates of participation in pools of residential mortgages | $25,106,000 | 1,418 |
| Issued or guaranteed by U.S. | $25,106,000 | 1,411 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $111,898,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $111,898,000 | 217 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $100,000 | 3,045 |
| Available-for-sale securities (fair market value) | $189,535,000 | 594 |
| Total debt securities | $188,215,000 | 682 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $17,293,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $98,557,000 | 1,296 |
| U.S. Government securities | $97,099,000 | 911 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $97,099,000 | 883 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $100,000 | 3,166 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $100,000 | 342 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,358,000 | 642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,466,000 | 1,140 |
| Mortgage-backed securities | $97,099,000 | 674 |
| Certificates of participation in pools of residential mortgages | $27,339,000 | 1,366 |
| Issued or guaranteed by U.S. | $27,339,000 | 1,358 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $69,760,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $69,760,000 | 308 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $100,000 | 3,132 |
| Available-for-sale securities (fair market value) | $98,457,000 | 1,139 |
| Total debt securities | $97,199,000 | 1,285 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $18,985,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $53,219,000 | 2,205 |
| U.S. Government securities | $51,797,000 | 1,624 |
| U.S. Treasury securities | $3,023,000 | 454 |
| U.S. Government agency obligations | $48,774,000 | 1,661 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $100,000 | 3,244 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $100,000 | 377 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,322,000 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,761,000 | 1,039 |
| Mortgage-backed securities | $48,774,000 | 1,237 |
| Certificates of participation in pools of residential mortgages | $28,972,000 | 1,331 |
| Issued or guaranteed by U.S. | $28,972,000 | 1,322 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $19,802,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $19,802,000 | 711 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $100,000 | 3,174 |
| Available-for-sale securities (fair market value) | $53,119,000 | 1,942 |
| Total debt securities | $51,896,000 | 2,225 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $20,502,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $47,655,000 | 2,432 |
| U.S. Government securities | $44,475,000 | 1,890 |
| U.S. Treasury securities | $8,083,000 | 233 |
| U.S. Government agency obligations | $36,392,000 | 2,201 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $100,000 | 3,186 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,398 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,080,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,338,000 | 1,209 |
| Mortgage-backed securities | $36,392,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $19,954,000 | 1,824 |
| Issued or guaranteed by U.S. | $19,954,000 | 1,813 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,438,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $16,438,000 | 782 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $100,000 | 3,212 |
| Available-for-sale securities (fair market value) | $47,555,000 | 2,149 |
| Total debt securities | $44,574,000 | 2,530 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $21,791,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $48,382,000 | 2,370 |
| U.S. Government securities | $45,827,000 | 1,838 |
| U.S. Treasury securities | $8,171,000 | 208 |
| U.S. Government agency obligations | $37,656,000 | 2,147 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $100,000 | 3,104 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,321 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,455,000 | 499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,765,000 | 1,187 |
| Mortgage-backed securities | $37,656,000 | 1,476 |
| Certificates of participation in pools of residential mortgages | $20,779,000 | 1,724 |
| Issued or guaranteed by U.S. | $20,779,000 | 1,714 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $16,877,000 | 962 |
| CMOs issued by government agencies or sponsored agencies | $16,877,000 | 745 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $100,000 | 3,235 |
| Available-for-sale securities (fair market value) | $48,282,000 | 2,087 |
| Total debt securities | $45,927,000 | 2,456 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $22,163,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $53,201,000 | 2,127 |
| U.S. Government securities | $43,255,000 | 1,888 |
| U.S. Treasury securities | $8,171,000 | 210 |
| U.S. Government agency obligations | $35,084,000 | 2,220 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $9,946,000 | 831 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,946,000 | 379 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,197,000 | 1,526 |
| Mortgage-backed securities | $22,671,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $9,000,000 | 2,801 |
| Issued or guaranteed by U.S. | $9,000,000 | 2,787 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $13,671,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $13,671,000 | 826 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,802,000 | 1,429 |
| Available-for-sale securities (fair market value) | $46,399,000 | 2,111 |
| Total debt securities | $53,201,000 | 2,100 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $22,027,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $41,727,000 | 2,680 |
| U.S. Government securities | $29,228,000 | 2,679 |
| U.S. Treasury securities | $2,995,000 | 398 |
| U.S. Government agency obligations | $26,233,000 | 2,860 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $12,499,000 | 772 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,499,000 | 367 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,137,000 | 1,666 |
| Mortgage-backed securities | $23,763,000 | 1,987 |
| Certificates of participation in pools of residential mortgages | $9,477,000 | 2,723 |
| Issued or guaranteed by U.S. | $9,477,000 | 2,707 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $14,286,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $14,286,000 | 785 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,606,000 | 1,344 |
| Available-for-sale securities (fair market value) | $34,121,000 | 2,804 |
| Total debt securities | $41,727,000 | 2,642 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $22,785,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $49,239,000 | 2,345 |
| U.S. Government securities | $36,281,000 | 2,248 |
| U.S. Treasury securities | $5,984,000 | 256 |
| U.S. Government agency obligations | $30,297,000 | 2,544 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $12,958,000 | 732 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,958,000 | 364 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,250,000 | 1,367 |
| Mortgage-backed securities | $25,303,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $10,068,000 | 2,540 |
| Issued or guaranteed by U.S. | $10,068,000 | 2,527 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,235,000 | 942 |
| CMOs issued by government agencies or sponsored agencies | $15,235,000 | 732 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $49,239,000 | 2,060 |
| Total debt securities | $49,238,000 | 2,292 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $24,128,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $50,855,000 | 2,267 |
| U.S. Government securities | $34,552,000 | 2,346 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $34,552,000 | 2,299 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $16,303,000 | 585 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,303,000 | 298 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,552,000 | 1,427 |
| Mortgage-backed securities | $24,463,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $17,461,000 | 1,559 |
| Issued or guaranteed by U.S. | $17,461,000 | 1,551 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,002,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $7,002,000 | 1,140 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $50,855,000 | 1,977 |
| Total debt securities | $50,855,000 | 2,222 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $22,103,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $53,677,000 | 2,150 |
| U.S. Government securities | $34,910,000 | 2,341 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $34,910,000 | 2,292 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $18,767,000 | 507 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,767,000 | 250 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,749,000 | 1,576 |
| Mortgage-backed securities | $24,899,000 | 1,524 |
| Certificates of participation in pools of residential mortgages | $17,714,000 | 1,452 |
| Issued or guaranteed by U.S. | $17,714,000 | 1,442 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,185,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $7,185,000 | 1,090 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $53,677,000 | 1,863 |
| Total debt securities | $53,677,000 | 2,104 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $22,508,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $41,739,000 | 2,679 |
| U.S. Government securities | $22,378,000 | 3,359 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $22,378,000 | 3,276 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $11,967,000 | 637 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,967,000 | 334 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $7,394,000 | 341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,352,000 | 1,997 |
| Mortgage-backed securities | $22,378,000 | 1,612 |
| Certificates of participation in pools of residential mortgages | $17,885,000 | 1,402 |
| Issued or guaranteed by U.S. | $17,885,000 | 1,393 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,493,000 | 1,624 |
| CMOs issued by government agencies or sponsored agencies | $4,493,000 | 1,366 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $41,739,000 | 2,333 |
| Total debt securities | $34,345,000 | 3,086 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $23,773,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $43,355,000 | 2,596 |
| U.S. Government securities | $23,946,000 | 3,228 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $23,946,000 | 3,133 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $11,938,000 | 655 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,938,000 | 352 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $7,471,000 | 348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,728,000 | 1,906 |
| Mortgage-backed securities | $23,946,000 | 1,532 |
| Certificates of participation in pools of residential mortgages | $18,935,000 | 1,338 |
| Issued or guaranteed by U.S. | $18,935,000 | 1,329 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,011,000 | 1,520 |
| CMOs issued by government agencies or sponsored agencies | $5,011,000 | 1,280 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $43,355,000 | 2,258 |
| Total debt securities | $35,884,000 | 2,994 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $25,620,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $70,582,000 | 1,683 |
| U.S. Government securities | $35,322,000 | 2,406 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $35,322,000 | 2,339 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $35,260,000 | 345 |
| Privately issued residential mortgage-backed securities | $15,959,000 | 307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,943,000 | 93 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,358,000 | 346 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,281,000 | 983 |
| Mortgage-backed securities | $51,281,000 | 908 |
| Certificates of participation in pools of residential mortgages | $28,597,000 | 985 |
| Issued or guaranteed by U.S. | $28,597,000 | 976 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $22,684,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $6,725,000 | 1,097 |
| Privately issued | $15,959,000 | 293 |
| 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) | $10,995,000 | 1,235 |
| Available-for-sale securities (fair market value) | $59,587,000 | 1,711 |
| Total debt securities | $70,583,000 | 1,653 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $62,702,000 | 1,906 |
| U.S. Government securities | $44,400,000 | 1,970 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $44,400,000 | 1,906 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $18,302,000 | 509 |
| Privately issued residential mortgage-backed securities | $18,302,000 | 298 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,702,000 | 820 |
| Mortgage-backed securities | $62,702,000 | 785 |
| Certificates of participation in pools of residential mortgages | $36,383,000 | 860 |
| Issued or guaranteed by U.S. | $36,383,000 | 850 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $26,319,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $8,017,000 | 967 |
| Privately issued | $18,302,000 | 279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,236,000 | 1,258 |
| Available-for-sale securities (fair market value) | $51,466,000 | 1,963 |
| Total debt securities | $62,701,000 | 1,863 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $65,334,000 | 1,834 |
| U.S. Government securities | $46,548,000 | 1,889 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $46,548,000 | 1,828 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $18,786,000 | 508 |
| Privately issued residential mortgage-backed securities | $18,786,000 | 297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,334,000 | 800 |
| Mortgage-backed securities | $65,334,000 | 763 |
| Certificates of participation in pools of residential mortgages | $38,186,000 | 842 |
| Issued or guaranteed by U.S. | $38,186,000 | 834 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $27,148,000 | 577 |
| CMOs issued by government agencies or sponsored agencies | $8,362,000 | 932 |
| Privately issued | $18,786,000 | 280 |
| 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) | $11,964,000 | 1,224 |
| Available-for-sale securities (fair market value) | $53,370,000 | 1,870 |
| Total debt securities | $65,334,000 | 1,796 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $69,288,000 | 1,758 |
| U.S. Government securities | $49,492,000 | 1,827 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $49,492,000 | 1,764 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $19,796,000 | 504 |
| Privately issued residential mortgage-backed securities | $19,796,000 | 287 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,288,000 | 747 |
| Mortgage-backed securities | $69,288,000 | 730 |
| Certificates of participation in pools of residential mortgages | $40,632,000 | 808 |
| Issued or guaranteed by U.S. | $40,632,000 | 799 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $28,656,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $8,860,000 | 915 |
| Privately issued | $19,796,000 | 270 |
| 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) | $12,394,000 | 1,230 |
| Available-for-sale securities (fair market value) | $56,894,000 | 1,789 |
| Total debt securities | $69,288,000 | 1,724 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $71,436,000 | 1,708 |
| U.S. Government securities | $50,830,000 | 1,786 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $50,830,000 | 1,721 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $20,606,000 | 503 |
| Privately issued residential mortgage-backed securities | $20,606,000 | 282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,436,000 | 724 |
| Mortgage-backed securities | $71,436,000 | 719 |
| Certificates of participation in pools of residential mortgages | $41,559,000 | 812 |
| Issued or guaranteed by U.S. | $41,559,000 | 807 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $29,877,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $9,271,000 | 888 |
| Privately issued | $20,606,000 | 266 |
| 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) | $12,685,000 | 1,255 |
| Available-for-sale securities (fair market value) | $58,751,000 | 1,741 |
| Total debt securities | $71,436,000 | 1,670 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $75,995,000 | 1,603 |
| U.S. Government securities | $53,735,000 | 1,671 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $53,735,000 | 1,605 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $22,260,000 | 481 |
| Privately issued residential mortgage-backed securities | $22,260,000 | 266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,873,000 | 728 |
| Mortgage-backed securities | $75,995,000 | 688 |
| Certificates of participation in pools of residential mortgages | $43,826,000 | 785 |
| Issued or guaranteed by U.S. | $43,826,000 | 781 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $32,169,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $9,909,000 | 873 |
| Privately issued | $22,260,000 | 253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,106,000 | 1,235 |
| Available-for-sale securities (fair market value) | $62,889,000 | 1,614 |
| Total debt securities | $75,995,000 | 1,559 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $70,863,000 | 1,728 |
| U.S. Government securities | $47,042,000 | 1,899 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $47,042,000 | 1,830 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $23,821,000 | 464 |
| Privately issued residential mortgage-backed securities | $23,821,000 | 265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,761,000 | 932 |
| Mortgage-backed securities | $70,863,000 | 739 |
| Certificates of participation in pools of residential mortgages | $36,540,000 | 914 |
| Issued or guaranteed by U.S. | $36,540,000 | 907 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $34,323,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $10,502,000 | 879 |
| Privately issued | $23,821,000 | 251 |
| 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) | $13,718,000 | 1,215 |
| Available-for-sale securities (fair market value) | $57,145,000 | 1,766 |
| Total debt securities | $70,863,000 | 1,687 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $62,298,000 | 1,984 |
| U.S. Government securities | $36,967,000 | 2,397 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $36,967,000 | 2,314 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $25,331,000 | 455 |
| Privately issued residential mortgage-backed securities | $25,331,000 | 251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,138,000 | 899 |
| Mortgage-backed securities | $62,298,000 | 842 |
| Certificates of participation in pools of residential mortgages | $26,058,000 | 1,226 |
| Issued or guaranteed by U.S. | $26,058,000 | 1,217 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $36,240,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $10,909,000 | 881 |
| Privately issued | $25,331,000 | 234 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,429,000 | 1,192 |
| Available-for-sale securities (fair market value) | $47,869,000 | 2,074 |
| Total debt securities | $62,297,000 | 1,933 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $66,495,000 | 1,878 |
| U.S. Government securities | $38,888,000 | 2,288 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $38,888,000 | 2,202 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $27,607,000 | 443 |
| Privately issued residential mortgage-backed securities | $27,607,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,529,000 | 791 |
| Mortgage-backed securities | $66,495,000 | 819 |
| Certificates of participation in pools of residential mortgages | $27,426,000 | 1,190 |
| Issued or guaranteed by U.S. | $27,426,000 | 1,181 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $39,069,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $11,462,000 | 878 |
| Privately issued | $27,607,000 | 217 |
| 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) | $15,229,000 | 1,134 |
| Available-for-sale securities (fair market value) | $51,266,000 | 2,001 |
| Total debt securities | $66,495,000 | 1,826 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $71,181,000 | 1,747 |
| U.S. Government securities | $41,332,000 | 2,147 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $41,332,000 | 2,065 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $29,849,000 | 415 |
| Privately issued residential mortgage-backed securities | $29,849,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,981,000 | 819 |
| Mortgage-backed securities | $71,181,000 | 783 |
| Certificates of participation in pools of residential mortgages | $29,401,000 | 1,129 |
| Issued or guaranteed by U.S. | $29,401,000 | 1,122 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $41,780,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $11,931,000 | 869 |
| Privately issued | $29,849,000 | 198 |
| 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) | $16,537,000 | 1,079 |
| Available-for-sale securities (fair market value) | $54,644,000 | 1,884 |
| Total debt securities | $71,180,000 | 1,700 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $73,341,000 | 1,734 |
| U.S. Government securities | $41,945,000 | 2,150 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $41,945,000 | 2,075 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $31,396,000 | 406 |
| Privately issued residential mortgage-backed securities | $31,396,000 | 205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,463,000 | 777 |
| Mortgage-backed securities | $73,341,000 | 785 |
| Certificates of participation in pools of residential mortgages | $29,854,000 | 1,135 |
| Issued or guaranteed by U.S. | $29,854,000 | 1,128 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $43,487,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $12,091,000 | 866 |
| Privately issued | $31,396,000 | 190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,127,000 | 1,061 |
| Available-for-sale securities (fair market value) | $56,214,000 | 1,855 |
| Total debt securities | $73,342,000 | 1,683 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $82,850,000 | 1,561 |
| U.S. Government securities | $45,239,000 | 2,030 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $45,239,000 | 1,953 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $37,611,000 | 368 |
| Privately issued residential mortgage-backed securities | $37,611,000 | 194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,845,000 | 685 |
| Mortgage-backed securities | $82,850,000 | 737 |
| Certificates of participation in pools of residential mortgages | $31,656,000 | 1,101 |
| Issued or guaranteed by U.S. | $31,656,000 | 1,093 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $51,194,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $13,583,000 | 830 |
| Privately issued | $37,611,000 | 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) | $18,761,000 | 973 |
| Available-for-sale securities (fair market value) | $64,089,000 | 1,661 |
| Total debt securities | $82,850,000 | 1,517 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $62,037,000 | 2,068 |
| U.S. Government securities | $33,343,000 | 2,683 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $33,343,000 | 2,594 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $28,694,000 | 431 |
| Privately issued residential mortgage-backed securities | $28,694,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,277,000 | 770 |
| Mortgage-backed securities | $62,037,000 | 916 |
| Certificates of participation in pools of residential mortgages | $19,482,000 | 1,589 |
| Issued or guaranteed by U.S. | $19,482,000 | 1,576 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $42,555,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $13,861,000 | 881 |
| Privately issued | $28,694,000 | 151 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,221,000 | 969 |
| Available-for-sale securities (fair market value) | $42,816,000 | 2,443 |
| Total debt securities | $62,036,000 | 2,008 |
| 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 | $66,994,000 | 1,896 |
| U.S. Government securities | $33,889,000 | 2,589 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $33,889,000 | 2,503 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $30,615,000 | 423 |
| Privately issued residential mortgage-backed securities | $30,615,000 | 153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,490,000 | 972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,739,000 | 758 |
| Mortgage-backed securities | $64,504,000 | 872 |
| Certificates of participation in pools of residential mortgages | $19,696,000 | 1,542 |
| Issued or guaranteed by U.S. | $19,696,000 | 1,533 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $44,808,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $14,193,000 | 880 |
| Privately issued | $30,615,000 | 134 |
| 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) | $19,654,000 | 949 |
| Available-for-sale securities (fair market value) | $47,340,000 | 2,186 |
| Total debt securities | $64,504,000 | 1,897 |
| 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 | $52,454,000 | 2,302 |
| U.S. Government securities | $25,078,000 | 3,150 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,078,000 | 3,019 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $24,879,000 | 510 |
| Privately issued residential mortgage-backed securities | $24,879,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,497,000 | 999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,994,000 | 1,137 |
| Mortgage-backed securities | $49,957,000 | 1,067 |
| Certificates of participation in pools of residential mortgages | $10,205,000 | 2,377 |
| Issued or guaranteed by U.S. | $10,205,000 | 2,366 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $39,752,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $14,873,000 | 904 |
| Privately issued | $24,879,000 | 163 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $52,454,000 | 1,954 |
| Total debt securities | $49,957,000 | 2,326 |
| 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 | $0 | 9,153 |
| U.S. Government securities | $0 | 9,007 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $0 | 8,906 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $0 | 9,097 |
| 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 |