Home > First National Bank of Pennsylvania > Securities
First National Bank of Pennsylvania, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,164,982,000 | 66 |
| U.S. Government securities | $6,058,128,000 | 58 |
| U.S. Treasury securities | $420,904,000 | 88 |
| U.S. Government agency obligations | $5,637,224,000 | 53 |
| Securities issued by states & political subdivisions | $1,044,229,000 | 39 |
| Other domestic debt securities | $62,903,000 | 341 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $10,470,000 | 258 |
| Other domestic debt securities - All other | $52,433,000 | 168 |
| 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 | $6,439,915,000 | 45 |
| Mortgage-backed securities | $5,266,623,000 | 52 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,808,898,000 | 61 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,656,087,000 | 45 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $654,307,000 | 33 |
| Other commercial mortgage-backed securities | $1,147,331,000 | 33 |
| Held to maturity securities (book value) | $3,911,753,000 | 35 |
| Available-for-sale securities (fair market value) | $3,253,507,000 | 83 |
| Total debt securities | $7,165,260,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $110,706,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $325,352,000 | 24 |
| 2023-09-30 | Rank | |
| Total securities | $7,066,988,000 | 66 |
| U.S. Government securities | $5,965,669,000 | 59 |
| U.S. Treasury securities | $306,976,000 | 112 |
| U.S. Government agency obligations | $5,658,693,000 | 53 |
| Securities issued by states & political subdivisions | $1,043,509,000 | 37 |
| Other domestic debt securities | $58,107,000 | 362 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $11,132,000 | 245 |
| Other domestic debt securities - All other | $46,975,000 | 196 |
| 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 | $6,275,892,000 | 43 |
| Mortgage-backed securities | $5,176,956,000 | 53 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,084,015,000 | 60 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,691,864,000 | 45 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $375,695,000 | 50 |
| Other commercial mortgage-backed securities | $1,025,382,000 | 34 |
| Held to maturity securities (book value) | $3,922,182,000 | 35 |
| Available-for-sale securities (fair market value) | $3,145,103,000 | 88 |
| Total debt securities | $7,067,285,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $143,427,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $462,039,000 | 25 |
| 2023-06-30 | Rank | |
| Total securities | $7,164,268,000 | 65 |
| U.S. Government securities | $6,046,966,000 | 58 |
| U.S. Treasury securities | $306,338,000 | 108 |
| U.S. Government agency obligations | $5,740,628,000 | 55 |
| Securities issued by states & political subdivisions | $1,058,682,000 | 37 |
| Other domestic debt securities | $58,943,000 | 360 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $12,281,000 | 217 |
| Other domestic debt securities - All other | $46,662,000 | 192 |
| 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 | $6,112,210,000 | 45 |
| Mortgage-backed securities | $5,300,390,000 | 51 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,207,634,000 | 59 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,777,322,000 | 42 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $320,854,000 | 58 |
| Other commercial mortgage-backed securities | $994,580,000 | 36 |
| Held to maturity securities (book value) | $3,987,963,000 | 34 |
| Available-for-sale securities (fair market value) | $3,176,628,000 | 86 |
| Total debt securities | $7,164,591,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $101,772,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $384,464,000 | 24 |
| 2023-03-31 | Rank | |
| Total securities | $7,273,756,000 | 69 |
| U.S. Government securities | $6,162,331,000 | 61 |
| U.S. Treasury securities | $261,130,000 | 119 |
| U.S. Government agency obligations | $5,901,201,000 | 54 |
| Securities issued by states & political subdivisions | $1,061,780,000 | 39 |
| Other domestic debt securities | $49,969,000 | 417 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $13,863,000 | 209 |
| Other domestic debt securities - All other | $36,106,000 | 257 |
| 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 | $6,185,957,000 | 44 |
| Mortgage-backed securities | $5,447,605,000 | 54 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,326,088,000 | 62 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,870,335,000 | 40 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $320,953,000 | 63 |
| Other commercial mortgage-backed securities | $930,229,000 | 42 |
| Held to maturity securities (book value) | $4,072,734,000 | 38 |
| Available-for-sale securities (fair market value) | $3,201,346,000 | 91 |
| Total debt securities | $7,274,080,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $80,805,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $318,877,000 | 24 |
| 2022-12-31 | Rank | |
| Total securities | $7,361,978,000 | 72 |
| U.S. Government securities | $6,262,440,000 | 65 |
| U.S. Treasury securities | $257,977,000 | 133 |
| U.S. Government agency obligations | $6,004,463,000 | 57 |
| Securities issued by states & political subdivisions | $1,054,039,000 | 41 |
| Other domestic debt securities | $45,728,000 | 448 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $13,913,000 | 223 |
| Other domestic debt securities - All other | $31,815,000 | 304 |
| 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 | $6,751,224,000 | 32 |
| Mortgage-backed securities | $5,582,441,000 | 56 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,410,098,000 | 62 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,924,954,000 | 44 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $300,815,000 | 64 |
| Other commercial mortgage-backed securities | $946,574,000 | 43 |
| Held to maturity securities (book value) | $4,086,989,000 | 40 |
| Available-for-sale securities (fair market value) | $3,275,218,000 | 94 |
| Total debt securities | $7,362,207,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $95,439,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $396,836,000 | 24 |
| 2022-09-30 | Rank | |
| Total securities | $7,212,687,000 | 75 |
| U.S. Government securities | $6,173,729,000 | 67 |
| U.S. Treasury securities | $256,492,000 | 134 |
| U.S. Government agency obligations | $5,917,237,000 | 60 |
| Securities issued by states & political subdivisions | $999,504,000 | 43 |
| Other domestic debt securities | $39,577,000 | 470 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $13,961,000 | 175 |
| Other domestic debt securities - All other | $25,616,000 | 367 |
| 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 | $6,896,826,000 | 28 |
| Mortgage-backed securities | $5,538,874,000 | 61 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,462,365,000 | 61 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,014,325,000 | 44 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $164,068,000 | 92 |
| Other commercial mortgage-backed securities | $898,116,000 | 49 |
| Held to maturity securities (book value) | $3,820,608,000 | 38 |
| Available-for-sale securities (fair market value) | $3,392,202,000 | 94 |
| Total debt securities | $7,212,810,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $88,564,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $419,391,000 | 28 |
| 2022-06-30 | Rank | |
| Total securities | $7,306,153,000 | 72 |
| U.S. Government securities | $6,281,213,000 | 65 |
| U.S. Treasury securities | $265,535,000 | 129 |
| U.S. Government agency obligations | $6,015,678,000 | 59 |
| Securities issued by states & political subdivisions | $1,003,355,000 | 45 |
| Other domestic debt securities | $21,713,000 | 659 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $21,713,000 | 420 |
| 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 | $6,303,181,000 | 31 |
| Mortgage-backed securities | $5,611,421,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,576,832,000 | 64 |
| Issued or guaranteed by U.S. | $2,576,832,000 | 64 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,146,051,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $2,146,051,000 | 43 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $888,538,000 | 70 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $888,538,000 | 55 |
| Held to maturity securities (book value) | $3,740,191,000 | 40 |
| Available-for-sale securities (fair market value) | $3,566,090,000 | 94 |
| Total debt securities | $7,306,281,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $56,067,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $250,221,000 | 28 |
| 2022-03-31 | Rank | |
| Total securities | $6,959,042,000 | 73 |
| U.S. Government securities | $5,937,538,000 | 71 |
| U.S. Treasury securities | $194,458,000 | 151 |
| U.S. Government agency obligations | $5,743,080,000 | 64 |
| Securities issued by states & political subdivisions | $1,004,727,000 | 46 |
| Other domestic debt securities | $16,893,000 | 738 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $16,893,000 | 485 |
| 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 | $6,115,581,000 | 30 |
| Mortgage-backed securities | $5,397,199,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,647,957,000 | 63 |
| Issued or guaranteed by U.S. | $2,647,957,000 | 63 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,112,615,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $2,112,615,000 | 44 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $636,627,000 | 86 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $636,627,000 | 65 |
| Held to maturity securities (book value) | $3,513,361,000 | 35 |
| Available-for-sale securities (fair market value) | $3,445,797,000 | 99 |
| Total debt securities | $6,959,158,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $50,887,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $155,572,000 | 32 |
| 2021-12-31 | Rank | |
| Total securities | $6,889,076,000 | 73 |
| U.S. Government securities | $5,837,338,000 | 71 |
| U.S. Treasury securities | $204,564,000 | 107 |
| U.S. Government agency obligations | $5,632,774,000 | 65 |
| Securities issued by states & political subdivisions | $1,049,841,000 | 43 |
| Other domestic debt securities | $1,950,000 | 1,662 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,950,000 | 1,349 |
| 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 | $6,052,246,000 | 29 |
| Mortgage-backed securities | $5,284,316,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,547,577,000 | 66 |
| Issued or guaranteed by U.S. | $2,547,577,000 | 66 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,116,883,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $2,116,883,000 | 44 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $619,856,000 | 91 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $619,856,000 | 68 |
| Held to maturity securities (book value) | $3,463,481,000 | 30 |
| Available-for-sale securities (fair market value) | $3,425,648,000 | 108 |
| Total debt securities | $6,889,129,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $174,931,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $44,766,000 | 41 |
| 2021-09-30 | Rank | |
| Total securities | $6,410,201,000 | 76 |
| U.S. Government securities | $5,343,695,000 | 72 |
| U.S. Treasury securities | $49,941,000 | 276 |
| U.S. Government agency obligations | $5,293,754,000 | 65 |
| Securities issued by states & political subdivisions | $1,064,618,000 | 43 |
| Other domestic debt securities | $1,944,000 | 1,598 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,944,000 | 1,286 |
| 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 | $6,125,927,000 | 27 |
| Mortgage-backed securities | $4,949,138,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,485,397,000 | 62 |
| Issued or guaranteed by U.S. | $2,485,397,000 | 62 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,873,546,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,873,546,000 | 49 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $590,195,000 | 91 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $590,195,000 | 64 |
| Held to maturity securities (book value) | $3,202,589,000 | 29 |
| Available-for-sale securities (fair market value) | $3,207,668,000 | 110 |
| Total debt securities | $6,410,257,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $214,367,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $41,033,000 | 47 |
| 2021-06-30 | Rank | |
| Total securities | $6,260,747,000 | 74 |
| U.S. Government securities | $5,173,475,000 | 68 |
| U.S. Treasury securities | $500,000 | 1,806 |
| U.S. Government agency obligations | $5,172,975,000 | 61 |
| Securities issued by states & political subdivisions | $1,085,372,000 | 40 |
| Other domestic debt securities | $1,942,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,942,000 | 1,219 |
| 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 | $5,740,830,000 | 28 |
| Mortgage-backed securities | $4,805,404,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,332,444,000 | 65 |
| Issued or guaranteed by U.S. | $2,332,444,000 | 65 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,852,635,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,852,635,000 | 48 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $620,325,000 | 85 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $620,325,000 | 62 |
| Held to maturity securities (book value) | $3,134,912,000 | 30 |
| Available-for-sale securities (fair market value) | $3,125,877,000 | 108 |
| Total debt securities | $6,260,789,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $236,978,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $39,003,000 | 52 |
| 2021-03-31 | Rank | |
| Total securities | $6,208,598,000 | 73 |
| U.S. Government securities | $5,083,291,000 | 66 |
| U.S. Treasury securities | $100,499,000 | 105 |
| U.S. Government agency obligations | $4,982,792,000 | 61 |
| Securities issued by states & political subdivisions | $1,123,433,000 | 38 |
| Other domestic debt securities | $1,916,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,916,000 | 1,160 |
| 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 | $5,863,173,000 | 28 |
| Mortgage-backed securities | $4,546,821,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,992,032,000 | 66 |
| Issued or guaranteed by U.S. | $1,992,032,000 | 66 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,906,021,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,906,021,000 | 46 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $648,768,000 | 78 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $648,768,000 | 57 |
| Held to maturity securities (book value) | $3,042,670,000 | 29 |
| Available-for-sale securities (fair market value) | $3,165,970,000 | 103 |
| Total debt securities | $6,208,640,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $215,396,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $57,471,000 | 46 |
| 2020-12-31 | Rank | |
| Total securities | $6,330,720,000 | 67 |
| U.S. Government securities | $5,188,662,000 | 64 |
| U.S. Treasury securities | $600,472,000 | 46 |
| U.S. Government agency obligations | $4,588,190,000 | 63 |
| Securities issued by states & political subdivisions | $1,140,206,000 | 38 |
| Other domestic debt securities | $1,896,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,896,000 | 1,116 |
| 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 | $5,785,776,000 | 28 |
| Mortgage-backed securities | $4,133,372,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,763,064,000 | 67 |
| Issued or guaranteed by U.S. | $1,763,064,000 | 67 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,686,310,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,686,310,000 | 46 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $683,998,000 | 70 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $683,998,000 | 56 |
| Held to maturity securities (book value) | $2,867,654,000 | 29 |
| Available-for-sale securities (fair market value) | $3,463,110,000 | 90 |
| Total debt securities | $6,330,764,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $349,859,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $38,421,000 | 63 |
| 2020-09-30 | Rank | |
| Total securities | $6,066,704,000 | 65 |
| U.S. Government securities | $4,906,923,000 | 64 |
| U.S. Treasury securities | $300,478,000 | 58 |
| U.S. Government agency obligations | $4,606,445,000 | 61 |
| Securities issued by states & political subdivisions | $1,157,992,000 | 36 |
| Other domestic debt securities | $1,841,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,841,000 | 1,096 |
| 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 | $5,816,615,000 | 28 |
| Mortgage-backed securities | $4,148,085,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,907,551,000 | 59 |
| Issued or guaranteed by U.S. | $1,907,551,000 | 59 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,547,409,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,547,409,000 | 50 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $693,125,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $693,125,000 | 55 |
| Held to maturity securities (book value) | $2,965,573,000 | 26 |
| Available-for-sale securities (fair market value) | $3,101,183,000 | 96 |
| Total debt securities | $6,066,756,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $397,360,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $42,114,000 | 60 |
| 2020-06-30 | Rank | |
| Total securities | $6,351,365,000 | 60 |
| U.S. Government securities | $5,237,889,000 | 59 |
| U.S. Treasury securities | $300,488,000 | 61 |
| U.S. Government agency obligations | $4,937,401,000 | 54 |
| Securities issued by states & political subdivisions | $1,111,772,000 | 33 |
| Other domestic debt securities | $1,761,000 | 1,401 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,761,000 | 1,052 |
| 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 | $5,110,246,000 | 29 |
| Mortgage-backed securities | $4,467,269,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,093,265,000 | 54 |
| Issued or guaranteed by U.S. | $2,093,265,000 | 54 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,712,643,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,712,643,000 | 46 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $661,361,000 | 67 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $661,361,000 | 51 |
| Held to maturity securities (book value) | $3,050,308,000 | 26 |
| Available-for-sale securities (fair market value) | $3,301,114,000 | 87 |
| Total debt securities | $6,351,422,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $416,768,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $44,535,000 | 61 |
| 2020-03-31 | Rank | |
| Total securities | $6,373,463,000 | 58 |
| U.S. Government securities | $5,255,528,000 | 56 |
| U.S. Treasury securities | $500,000 | 1,215 |
| U.S. Government agency obligations | $5,255,028,000 | 47 |
| Securities issued by states & political subdivisions | $1,116,332,000 | 32 |
| Other domestic debt securities | $1,660,000 | 1,377 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,660,000 | 1,005 |
| 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 | $4,817,771,000 | 31 |
| Mortgage-backed securities | $4,751,565,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,228,186,000 | 48 |
| Issued or guaranteed by U.S. | $2,228,186,000 | 48 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,857,010,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,857,010,000 | 44 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $666,369,000 | 66 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $666,369,000 | 50 |
| Held to maturity securities (book value) | $3,179,445,000 | 24 |
| Available-for-sale securities (fair market value) | $3,194,075,000 | 84 |
| Total debt securities | $6,373,520,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $391,621,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $43,529,000 | 62 |
| 2019-12-31 | Rank | |
| Total securities | $6,564,355,000 | 54 |
| U.S. Government securities | $5,431,641,000 | 52 |
| U.S. Treasury securities | $500,000 | 1,253 |
| U.S. Government agency obligations | $5,431,141,000 | 45 |
| Securities issued by states & political subdivisions | $1,130,788,000 | 26 |
| Other domestic debt securities | $1,926,000 | 1,299 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,926,000 | 942 |
| 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 | $4,779,550,000 | 25 |
| Mortgage-backed securities | $4,878,496,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,263,348,000 | 46 |
| Issued or guaranteed by U.S. | $2,263,348,000 | 46 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,961,816,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,961,816,000 | 39 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $653,332,000 | 63 |
| Commercial mortgage pass-through securities | $35,343,000 | 171 |
| Other commercial mortgage-backed securities | $617,989,000 | 50 |
| Held to maturity securities (book value) | $3,275,362,000 | 28 |
| Available-for-sale securities (fair market value) | $3,288,993,000 | 81 |
| Total debt securities | $6,564,355,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $149,568,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,228,000 | 54 |
| 2019-09-30 | Rank | |
| Total securities | $6,454,055,000 | 56 |
| U.S. Government securities | $5,327,221,000 | 53 |
| U.S. Treasury securities | $500,000 | 1,298 |
| U.S. Government agency obligations | $5,326,721,000 | 46 |
| Securities issued by states & political subdivisions | $1,124,994,000 | 27 |
| Other domestic debt securities | $1,840,000 | 1,323 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,840,000 | 944 |
| 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 | $4,784,749,000 | 26 |
| Mortgage-backed securities | $4,731,037,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,338,829,000 | 47 |
| Issued or guaranteed by U.S. | $2,338,829,000 | 47 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,874,489,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,874,489,000 | 41 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $517,719,000 | 71 |
| Commercial mortgage pass-through securities | $37,301,000 | 162 |
| Other commercial mortgage-backed securities | $480,418,000 | 56 |
| Held to maturity securities (book value) | $3,191,897,000 | 33 |
| Available-for-sale securities (fair market value) | $3,262,158,000 | 77 |
| Total debt securities | $6,454,055,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $202,469,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $29,154,000 | 55 |
| 2019-06-30 | Rank | |
| Total securities | $6,357,380,000 | 56 |
| U.S. Government securities | $5,234,455,000 | 51 |
| U.S. Treasury securities | $500,000 | 1,328 |
| U.S. Government agency obligations | $5,233,955,000 | 46 |
| Securities issued by states & political subdivisions | $1,121,105,000 | 25 |
| Other domestic debt securities | $1,820,000 | 1,310 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,820,000 | 961 |
| 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 | $3,886,579,000 | 28 |
| Mortgage-backed securities | $4,569,389,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,267,157,000 | 46 |
| Issued or guaranteed by U.S. | $2,267,157,000 | 46 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,969,834,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,969,834,000 | 40 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $332,398,000 | 91 |
| Commercial mortgage pass-through securities | $42,876,000 | 146 |
| Other commercial mortgage-backed securities | $289,522,000 | 71 |
| Held to maturity securities (book value) | $3,078,726,000 | 34 |
| Available-for-sale securities (fair market value) | $3,278,654,000 | 68 |
| Total debt securities | $6,357,380,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $145,301,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $25,552,000 | 52 |
| 2019-03-31 | Rank | |
| Total securities | $6,573,496,000 | 55 |
| U.S. Government securities | $5,451,456,000 | 49 |
| U.S. Treasury securities | $500,000 | 1,345 |
| U.S. Government agency obligations | $5,450,956,000 | 45 |
| Securities issued by states & political subdivisions | $1,120,210,000 | 28 |
| Other domestic debt securities | $1,830,000 | 1,309 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,830,000 | 961 |
| 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 | $4,054,238,000 | 26 |
| Mortgage-backed securities | $4,768,970,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,374,712,000 | 45 |
| Issued or guaranteed by U.S. | $2,374,712,000 | 45 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,061,825,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,061,825,000 | 37 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $332,433,000 | 87 |
| Commercial mortgage pass-through securities | $46,552,000 | 131 |
| Other commercial mortgage-backed securities | $285,881,000 | 69 |
| Held to maturity securities (book value) | $3,170,781,000 | 36 |
| Available-for-sale securities (fair market value) | $3,402,715,000 | 68 |
| Total debt securities | $6,573,496,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $73,578,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $27,917,000 | 48 |
| 2018-12-31 | Rank | |
| Total securities | $6,595,405,000 | 55 |
| U.S. Government securities | $5,492,384,000 | 49 |
| U.S. Treasury securities | $500,000 | 1,354 |
| U.S. Government agency obligations | $5,491,884,000 | 44 |
| Securities issued by states & political subdivisions | $1,101,261,000 | 32 |
| Other domestic debt securities | $1,760,000 | 1,303 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,760,000 | 980 |
| 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 | $4,152,998,000 | 28 |
| Mortgage-backed securities | $4,774,861,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,465,664,000 | 44 |
| Issued or guaranteed by U.S. | $2,465,664,000 | 44 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,954,961,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,954,961,000 | 39 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $354,236,000 | 78 |
| Commercial mortgage pass-through securities | $68,221,000 | 100 |
| Other commercial mortgage-backed securities | $286,015,000 | 63 |
| Held to maturity securities (book value) | $3,253,991,000 | 34 |
| Available-for-sale securities (fair market value) | $3,341,414,000 | 67 |
| Total debt securities | $6,595,405,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $42,427,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $36,131,000 | 41 |
| 2018-09-30 | Rank | |
| Total securities | $6,505,239,000 | 55 |
| U.S. Government securities | $5,461,869,000 | 49 |
| U.S. Treasury securities | $500,000 | 1,345 |
| U.S. Government agency obligations | $5,461,369,000 | 44 |
| Securities issued by states & political subdivisions | $1,041,500,000 | 32 |
| Other domestic debt securities | $1,870,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,870,000 | 963 |
| 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 | $4,195,257,000 | 28 |
| Mortgage-backed securities | $4,710,104,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,562,090,000 | 42 |
| Issued or guaranteed by U.S. | $2,562,090,000 | 42 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,844,421,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,844,421,000 | 40 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $303,593,000 | 85 |
| Commercial mortgage pass-through securities | $69,233,000 | 96 |
| Other commercial mortgage-backed securities | $234,360,000 | 73 |
| Held to maturity securities (book value) | $3,206,345,000 | 33 |
| Available-for-sale securities (fair market value) | $3,298,894,000 | 68 |
| Total debt securities | $6,505,239,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $18,234,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $70,316,000 | 36 |
| 2018-06-30 | Rank | |
| Total securities | $6,298,045,000 | 57 |
| U.S. Government securities | $5,272,914,000 | 49 |
| U.S. Treasury securities | $500,000 | 1,307 |
| U.S. Government agency obligations | $5,272,414,000 | 45 |
| Securities issued by states & political subdivisions | $1,023,099,000 | 33 |
| Other domestic debt securities | $1,855,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,855,000 | 970 |
| 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 | $3,631,742,000 | 34 |
| Mortgage-backed securities | $4,622,881,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,703,543,000 | 42 |
| Issued or guaranteed by U.S. | $2,703,543,000 | 42 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,671,890,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,671,890,000 | 40 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $247,448,000 | 93 |
| Commercial mortgage pass-through securities | $71,480,000 | 91 |
| Other commercial mortgage-backed securities | $175,968,000 | 81 |
| Held to maturity securities (book value) | $3,295,081,000 | 32 |
| Available-for-sale securities (fair market value) | $3,002,787,000 | 69 |
| Total debt securities | $6,297,868,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $19,786,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $61,839,000 | 36 |
| 2018-03-31 | Rank | |
| Total securities | $6,151,640,000 | 57 |
| U.S. Government securities | $5,186,609,000 | 49 |
| U.S. Treasury securities | $500,000 | 1,269 |
| U.S. Government agency obligations | $5,186,109,000 | 45 |
| Securities issued by states & political subdivisions | $960,198,000 | 34 |
| Other domestic debt securities | $4,656,000 | 857 |
| Privately issued residential mortgage-backed securities | $1,000 | 586 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $4,655,000 | 648 |
| 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 | $3,830,256,000 | 30 |
| Mortgage-backed securities | $4,580,190,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,845,999,000 | 40 |
| Issued or guaranteed by U.S. | $2,845,999,000 | 40 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,615,502,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,615,501,000 | 42 |
| Privately issued | $1,000 | 544 |
| Commercial mortgage-backed securities | $118,689,000 | 137 |
| Commercial mortgage pass-through securities | $71,775,000 | 81 |
| Other commercial mortgage-backed securities | $46,914,000 | 161 |
| Held to maturity securities (book value) | $3,224,000,000 | 32 |
| Available-for-sale securities (fair market value) | $2,927,463,000 | 74 |
| Total debt securities | $6,151,463,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $18,841,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $18,841,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $47,990,000 | 38 |
| 2017-12-31 | Rank | |
| Total securities | $6,005,966,000 | 58 |
| U.S. Government securities | $5,063,317,000 | 49 |
| U.S. Treasury securities | $500,000 | 1,188 |
| U.S. Government agency obligations | $5,062,817,000 | 44 |
| Securities issued by states & political subdivisions | $937,817,000 | 34 |
| Other domestic debt securities | $4,671,000 | 847 |
| Privately issued residential mortgage-backed securities | $1,000 | 591 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $4,670,000 | 648 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $161,000 | 712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,754,526,000 | 34 |
| Mortgage-backed securities | $4,471,566,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,818,676,000 | 39 |
| Issued or guaranteed by U.S. | $2,818,676,000 | 39 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,572,104,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,572,103,000 | 44 |
| Privately issued | $1,000 | 555 |
| Commercial mortgage-backed securities | $80,786,000 | 167 |
| Commercial mortgage pass-through securities | $73,028,000 | 78 |
| Other commercial mortgage-backed securities | $7,758,000 | 375 |
| Held to maturity securities (book value) | $3,242,268,000 | 32 |
| Available-for-sale securities (fair market value) | $2,763,698,000 | 76 |
| Total debt securities | $6,005,805,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $28,456,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $28,456,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $27,081,000 | 42 |
| 2017-09-30 | Rank | |
| Total securities | $5,840,496,000 | 57 |
| U.S. Government securities | $4,991,356,000 | 49 |
| U.S. Treasury securities | $20,480,000 | 246 |
| U.S. Government agency obligations | $4,970,876,000 | 44 |
| Securities issued by states & political subdivisions | $839,267,000 | 37 |
| Other domestic debt securities | $9,707,000 | 594 |
| Privately issued residential mortgage-backed securities | $1,000 | 605 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $9,706,000 | 444 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $166,000 | 732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,977,852,000 | 31 |
| Mortgage-backed securities | $4,367,803,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,775,686,000 | 40 |
| Issued or guaranteed by U.S. | $2,775,686,000 | 40 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,510,973,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,510,972,000 | 46 |
| Privately issued | $1,000 | 566 |
| Commercial mortgage-backed securities | $81,144,000 | 167 |
| Commercial mortgage pass-through securities | $73,331,000 | 84 |
| Other commercial mortgage-backed securities | $7,813,000 | 366 |
| Held to maturity securities (book value) | $2,985,921,000 | 32 |
| Available-for-sale securities (fair market value) | $2,854,575,000 | 71 |
| Total debt securities | $5,840,330,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $37,450,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $37,450,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $23,809,000 | 41 |
| 2017-06-30 | Rank | |
| Total securities | $5,668,161,000 | 59 |
| U.S. Government securities | $4,876,563,000 | 51 |
| U.S. Treasury securities | $30,449,000 | 186 |
| U.S. Government agency obligations | $4,846,114,000 | 45 |
| Securities issued by states & political subdivisions | $780,712,000 | 40 |
| Other domestic debt securities | $9,690,000 | 611 |
| Privately issued residential mortgage-backed securities | $2,000 | 619 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $9,688,000 | 454 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $1,196,000 | 479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,356,892,000 | 35 |
| Mortgage-backed securities | $4,218,246,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,904,227,000 | 41 |
| Issued or guaranteed by U.S. | $2,904,227,000 | 40 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,232,249,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,232,247,000 | 51 |
| Privately issued | $2,000 | 581 |
| Commercial mortgage-backed securities | $81,770,000 | 163 |
| Commercial mortgage pass-through securities | $73,588,000 | 80 |
| Other commercial mortgage-backed securities | $8,182,000 | 347 |
| Held to maturity securities (book value) | $3,075,634,000 | 31 |
| Available-for-sale securities (fair market value) | $2,592,527,000 | 81 |
| Total debt securities | $5,666,966,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $37,276,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $37,276,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $24,325,000 | 43 |
| 2017-03-31 | Rank | |
| Total securities | $5,560,049,000 | 59 |
| U.S. Government securities | $4,944,830,000 | 51 |
| U.S. Treasury securities | $30,445,000 | 194 |
| U.S. Government agency obligations | $4,914,385,000 | 46 |
| Securities issued by states & political subdivisions | $584,547,000 | 51 |
| Other domestic debt securities | $21,596,000 | 391 |
| Privately issued residential mortgage-backed securities | $2,000 | 653 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $21,594,000 | 264 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $9,076,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,467,970,000 | 33 |
| Mortgage-backed securities | $4,271,601,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,886,961,000 | 40 |
| Issued or guaranteed by U.S. | $2,886,961,000 | 39 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,302,471,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,302,469,000 | 47 |
| Privately issued | $2,000 | 617 |
| Commercial mortgage-backed securities | $82,169,000 | 159 |
| Commercial mortgage pass-through securities | $73,831,000 | 78 |
| Other commercial mortgage-backed securities | $8,338,000 | 334 |
| Held to maturity securities (book value) | $2,922,152,000 | 31 |
| Available-for-sale securities (fair market value) | $2,637,897,000 | 77 |
| Total debt securities | $5,550,973,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $31,101,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $31,101,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $27,832,000 | 40 |
| 2016-12-31 | Rank | |
| Total securities | $4,568,689,000 | 62 |
| U.S. Government securities | $4,103,419,000 | 54 |
| U.S. Treasury securities | $30,453,000 | 195 |
| U.S. Government agency obligations | $4,072,966,000 | 51 |
| Securities issued by states & political subdivisions | $453,197,000 | 69 |
| Other domestic debt securities | $12,073,000 | 531 |
| Privately issued residential mortgage-backed securities | $2,586,000 | 227 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $9,487,000 | 449 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,100,881,000 | 38 |
| Mortgage-backed securities | $3,437,809,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,105,013,000 | 52 |
| Issued or guaranteed by U.S. | $2,105,013,000 | 51 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,281,709,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,279,123,000 | 48 |
| Privately issued | $2,586,000 | 214 |
| Commercial mortgage-backed securities | $51,087,000 | 202 |
| Commercial mortgage pass-through securities | $41,313,000 | 113 |
| Other commercial mortgage-backed securities | $9,774,000 | 292 |
| Held to maturity securities (book value) | $2,337,341,000 | 38 |
| Available-for-sale securities (fair market value) | $2,231,348,000 | 87 |
| Total debt securities | $4,568,689,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $44,951,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $44,951,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $45,973,000 | 37 |
| 2016-09-30 | Rank | |
| Total securities | $4,325,495,000 | 61 |
| U.S. Government securities | $3,969,779,000 | 56 |
| U.S. Treasury securities | $30,504,000 | 179 |
| U.S. Government agency obligations | $3,939,275,000 | 53 |
| Securities issued by states & political subdivisions | $343,559,000 | 84 |
| Other domestic debt securities | $12,157,000 | 524 |
| Privately issued residential mortgage-backed securities | $2,812,000 | 223 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $9,345,000 | 455 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,207,171,000 | 38 |
| Mortgage-backed securities | $3,284,735,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,887,241,000 | 52 |
| Issued or guaranteed by U.S. | $1,887,241,000 | 51 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,344,655,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,341,843,000 | 44 |
| Privately issued | $2,812,000 | 215 |
| Commercial mortgage-backed securities | $52,839,000 | 186 |
| Commercial mortgage pass-through securities | $41,486,000 | 101 |
| Other commercial mortgage-backed securities | $11,353,000 | 264 |
| Held to maturity securities (book value) | $2,249,245,000 | 37 |
| Available-for-sale securities (fair market value) | $2,076,250,000 | 90 |
| Total debt securities | $4,325,494,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $91,032,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $91,032,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $91,992,000 | 33 |
| 2016-06-30 | Rank | |
| Total securities | $4,196,647,000 | 63 |
| U.S. Government securities | $3,869,953,000 | 59 |
| U.S. Treasury securities | $30,562,000 | 175 |
| U.S. Government agency obligations | $3,839,391,000 | 55 |
| Securities issued by states & political subdivisions | $314,405,000 | 91 |
| Other domestic debt securities | $12,289,000 | 538 |
| Privately issued residential mortgage-backed securities | $3,121,000 | 222 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,168,000 | 457 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,701,782,000 | 40 |
| Mortgage-backed securities | $3,168,279,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,997,344,000 | 50 |
| Issued or guaranteed by U.S. | $1,997,344,000 | 48 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,117,248,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,114,127,000 | 52 |
| Privately issued | $3,121,000 | 209 |
| Commercial mortgage-backed securities | $53,687,000 | 171 |
| Commercial mortgage pass-through securities | $41,672,000 | 99 |
| Other commercial mortgage-backed securities | $12,015,000 | 242 |
| Held to maturity securities (book value) | $2,064,305,000 | 42 |
| Available-for-sale securities (fair market value) | $2,132,342,000 | 87 |
| Total debt securities | $4,196,647,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $98,080,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $98,080,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $98,741,000 | 32 |
| 2016-03-31 | Rank | |
| Total securities | $3,874,068,000 | 63 |
| U.S. Government securities | $3,572,815,000 | 61 |
| U.S. Treasury securities | $30,494,000 | 183 |
| U.S. Government agency obligations | $3,542,321,000 | 56 |
| Securities issued by states & political subdivisions | $288,813,000 | 96 |
| Other domestic debt securities | $12,440,000 | 541 |
| Privately issued residential mortgage-backed securities | $3,532,000 | 207 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,908,000 | 473 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,832,708,000 | 39 |
| Mortgage-backed securities | $3,022,442,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,918,505,000 | 53 |
| Issued or guaranteed by U.S. | $1,918,505,000 | 51 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,049,738,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,046,206,000 | 53 |
| Privately issued | $3,532,000 | 199 |
| Commercial mortgage-backed securities | $54,199,000 | 154 |
| Commercial mortgage pass-through securities | $41,854,000 | 92 |
| Other commercial mortgage-backed securities | $12,345,000 | 228 |
| Held to maturity securities (book value) | $1,776,020,000 | 46 |
| Available-for-sale securities (fair market value) | $2,098,048,000 | 86 |
| Total debt securities | $3,874,068,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $80,125,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $80,125,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $80,659,000 | 33 |
| 2015-12-31 | Rank | |
| Total securities | $3,266,332,000 | 73 |
| U.S. Government securities | $3,001,545,000 | 69 |
| U.S. Treasury securities | $30,296,000 | 202 |
| U.S. Government agency obligations | $2,971,249,000 | 63 |
| Securities issued by states & political subdivisions | $246,630,000 | 108 |
| Other domestic debt securities | $18,157,000 | 423 |
| Privately issued residential mortgage-backed securities | $3,871,000 | 193 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $14,286,000 | 344 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,400,000 | 58 |
| Mortgage-backed securities | $2,469,741,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,414,801,000 | 62 |
| Issued or guaranteed by U.S. | $1,414,801,000 | 60 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $999,395,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $995,524,000 | 53 |
| Privately issued | $3,871,000 | 183 |
| Commercial mortgage-backed securities | $55,545,000 | 140 |
| Commercial mortgage pass-through securities | $42,038,000 | 83 |
| Other commercial mortgage-backed securities | $13,507,000 | 199 |
| Held to maturity securities (book value) | $1,637,061,000 | 47 |
| Available-for-sale securities (fair market value) | $1,629,271,000 | 99 |
| Total debt securities | $3,266,332,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $50,017,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $50,017,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $50,510,000 | 34 |
| 2015-09-30 | Rank | |
| Total securities | $3,103,553,000 | 75 |
| U.S. Government securities | $2,845,985,000 | 70 |
| U.S. Treasury securities | $30,504,000 | 183 |
| U.S. Government agency obligations | $2,815,481,000 | 64 |
| Securities issued by states & political subdivisions | $238,733,000 | 110 |
| Other domestic debt securities | $18,835,000 | 413 |
| Privately issued residential mortgage-backed securities | $4,282,000 | 188 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $14,553,000 | 341 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,319,551,000 | 49 |
| Mortgage-backed securities | $2,282,468,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,266,341,000 | 65 |
| Issued or guaranteed by U.S. | $1,266,341,000 | 63 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $994,401,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $990,119,000 | 54 |
| Privately issued | $4,282,000 | 178 |
| Commercial mortgage-backed securities | $21,726,000 | 238 |
| Commercial mortgage pass-through securities | $17,334,000 | 148 |
| Other commercial mortgage-backed securities | $4,392,000 | 344 |
| Held to maturity securities (book value) | $1,526,290,000 | 49 |
| Available-for-sale securities (fair market value) | $1,577,263,000 | 102 |
| Total debt securities | $3,103,553,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $61,361,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $61,361,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $61,766,000 | 35 |
| 2015-06-30 | Rank | |
| Total securities | $3,135,399,000 | 72 |
| U.S. Government securities | $2,908,483,000 | 67 |
| U.S. Treasury securities | $30,428,000 | 179 |
| U.S. Government agency obligations | $2,878,055,000 | 64 |
| Securities issued by states & political subdivisions | $206,021,000 | 124 |
| Other domestic debt securities | $20,895,000 | 388 |
| Privately issued residential mortgage-backed securities | $4,654,000 | 189 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $16,241,000 | 309 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,676,000 | 54 |
| Mortgage-backed securities | $2,332,072,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,264,573,000 | 65 |
| Issued or guaranteed by U.S. | $1,264,573,000 | 63 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,045,083,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,040,429,000 | 53 |
| Privately issued | $4,654,000 | 179 |
| Commercial mortgage-backed securities | $22,416,000 | 221 |
| Commercial mortgage pass-through securities | $17,410,000 | 137 |
| Other commercial mortgage-backed securities | $5,006,000 | 310 |
| Held to maturity securities (book value) | $1,518,059,000 | 49 |
| Available-for-sale securities (fair market value) | $1,617,340,000 | 101 |
| Total debt securities | $3,135,399,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $41,172,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $41,172,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $41,336,000 | 36 |
| 2015-03-31 | Rank | |
| Total securities | $3,048,992,000 | 72 |
| U.S. Government securities | $2,849,540,000 | 67 |
| U.S. Treasury securities | $30,437,000 | 175 |
| U.S. Government agency obligations | $2,819,103,000 | 63 |
| Securities issued by states & political subdivisions | $178,017,000 | 145 |
| Other domestic debt securities | $21,435,000 | 383 |
| Privately issued residential mortgage-backed securities | $5,204,000 | 181 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $16,231,000 | 307 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,121,655,000 | 55 |
| Mortgage-backed securities | $2,287,069,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,179,662,000 | 66 |
| Issued or guaranteed by U.S. | $1,179,662,000 | 64 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,083,080,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,077,876,000 | 55 |
| Privately issued | $5,204,000 | 170 |
| Commercial mortgage-backed securities | $24,327,000 | 202 |
| Commercial mortgage pass-through securities | $17,484,000 | 126 |
| Other commercial mortgage-backed securities | $6,843,000 | 248 |
| Held to maturity securities (book value) | $1,513,204,000 | 47 |
| Available-for-sale securities (fair market value) | $1,535,788,000 | 105 |
| Total debt securities | $3,048,992,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $53,614,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $53,614,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $53,763,000 | 36 |
| 2014-12-31 | Rank | |
| Total securities | $2,986,073,000 | 72 |
| U.S. Government securities | $2,800,749,000 | 67 |
| U.S. Treasury securities | $30,184,000 | 173 |
| U.S. Government agency obligations | $2,770,565,000 | 62 |
| Securities issued by states & political subdivisions | $163,430,000 | 162 |
| Other domestic debt securities | $21,894,000 | 368 |
| Privately issued residential mortgage-backed securities | $5,716,000 | 177 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $16,178,000 | 304 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,927,799,000 | 60 |
| Mortgage-backed securities | $2,337,546,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,231,254,000 | 63 |
| Issued or guaranteed by U.S. | $1,231,254,000 | 61 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,080,852,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,075,136,000 | 55 |
| Privately issued | $5,716,000 | 167 |
| Commercial mortgage-backed securities | $25,440,000 | 191 |
| Commercial mortgage pass-through securities | $17,560,000 | 128 |
| Other commercial mortgage-backed securities | $7,880,000 | 216 |
| Held to maturity securities (book value) | $1,453,355,000 | 47 |
| Available-for-sale securities (fair market value) | $1,532,718,000 | 103 |
| Total debt securities | $2,986,073,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $43,789,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $43,789,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $43,830,000 | 35 |
| 2014-09-30 | Rank | |
| Total securities | $2,913,967,000 | 73 |
| U.S. Government securities | $2,727,523,000 | 66 |
| U.S. Treasury securities | $30,036,000 | 171 |
| U.S. Government agency obligations | $2,697,487,000 | 62 |
| Securities issued by states & political subdivisions | $163,789,000 | 161 |
| Other domestic debt securities | $22,655,000 | 367 |
| Privately issued residential mortgage-backed securities | $6,177,000 | 187 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $16,478,000 | 302 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,003,354,000 | 59 |
| Mortgage-backed securities | $2,326,504,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,205,606,000 | 62 |
| Issued or guaranteed by U.S. | $1,205,606,000 | 60 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,097,902,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,091,725,000 | 54 |
| Privately issued | $6,177,000 | 178 |
| Commercial mortgage-backed securities | $22,996,000 | 202 |
| Commercial mortgage pass-through securities | $14,959,000 | 137 |
| Other commercial mortgage-backed securities | $8,037,000 | 202 |
| Held to maturity securities (book value) | $1,475,552,000 | 46 |
| Available-for-sale securities (fair market value) | $1,438,415,000 | 112 |
| Total debt securities | $2,913,967,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $34,085,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $34,085,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $34,013,000 | 35 |
| 2014-06-30 | Rank | |
| Total securities | $2,810,841,000 | 76 |
| U.S. Government securities | $2,628,743,000 | 68 |
| U.S. Treasury securities | $10,378,000 | 329 |
| U.S. Government agency obligations | $2,618,365,000 | 64 |
| Securities issued by states & political subdivisions | $158,177,000 | 167 |
| Other domestic debt securities | $23,921,000 | 368 |
| Privately issued residential mortgage-backed securities | $7,448,000 | 178 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $16,473,000 | 311 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,804,349,000 | 63 |
| Mortgage-backed securities | $2,232,167,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,150,686,000 | 64 |
| Issued or guaranteed by U.S. | $1,150,686,000 | 63 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,070,193,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,062,745,000 | 55 |
| Privately issued | $7,448,000 | 170 |
| Commercial mortgage-backed securities | $11,288,000 | 290 |
| Commercial mortgage pass-through securities | $2,227,000 | 397 |
| Other commercial mortgage-backed securities | $9,061,000 | 189 |
| Held to maturity securities (book value) | $1,427,852,000 | 49 |
| Available-for-sale securities (fair market value) | $1,382,989,000 | 113 |
| Total debt securities | $2,810,841,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $38,379,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $38,379,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $38,297,000 | 35 |
| 2014-03-31 | Rank | |
| Total securities | $2,692,373,000 | 78 |
| U.S. Government securities | $2,522,091,000 | 69 |
| U.S. Treasury securities | $502,000 | 1,026 |
| U.S. Government agency obligations | $2,521,589,000 | 66 |
| Securities issued by states & political subdivisions | $146,011,000 | 182 |
| Other domestic debt securities | $24,271,000 | 372 |
| Privately issued residential mortgage-backed securities | $8,031,000 | 170 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $16,240,000 | 320 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,755,976,000 | 62 |
| Mortgage-backed securities | $2,163,152,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,081,095,000 | 67 |
| Issued or guaranteed by U.S. | $1,081,095,000 | 66 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,070,692,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,062,661,000 | 57 |
| Privately issued | $8,031,000 | 162 |
| Commercial mortgage-backed securities | $11,365,000 | 267 |
| Commercial mortgage pass-through securities | $2,236,000 | 377 |
| Other commercial mortgage-backed securities | $9,129,000 | 177 |
| Held to maturity securities (book value) | $1,420,446,000 | 47 |
| Available-for-sale securities (fair market value) | $1,271,927,000 | 118 |
| Total debt securities | $2,692,373,000 | 77 |
| Structured notes | ||
| Amortized cost | $4,685,000 | 784 |
| Fair value | $5,079,000 | 705 |
| Trading account assets | $33,173,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $33,173,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $33,105,000 | 37 |
| 2013-12-31 | Rank | |
| Total securities | $2,338,693,000 | 89 |
| U.S. Government securities | $2,133,220,000 | 73 |
| U.S. Treasury securities | $503,000 | 961 |
| U.S. Government agency obligations | $2,132,717,000 | 69 |
| Securities issued by states & political subdivisions | $149,164,000 | 174 |
| Other domestic debt securities | $56,309,000 | 215 |
| Privately issued residential mortgage-backed securities | $8,614,000 | 174 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $31,595,000 | 37 |
| Other domestic debt securities - All other | $16,100,000 | 328 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,767,766,000 | 60 |
| Mortgage-backed securities | $1,767,024,000 | 75 |
| Certificates of participation in pools of residential mortgages | $879,562,000 | 77 |
| Issued or guaranteed by U.S. | $879,562,000 | 76 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $885,221,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $876,607,000 | 62 |
| Privately issued | $8,614,000 | 166 |
| Commercial mortgage-backed securities | $2,241,000 | 545 |
| Commercial mortgage pass-through securities | $2,241,000 | 340 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,199,169,000 | 49 |
| Available-for-sale securities (fair market value) | $1,139,524,000 | 126 |
| Total debt securities | $2,337,896,000 | 87 |
| Structured notes | ||
| Amortized cost | $4,664,000 | 775 |
| Fair value | $5,000,000 | 701 |
| Trading account assets | $33,317,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $33,317,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $33,236,000 | 38 |
| 2013-09-30 | Rank | |
| Total securities | $2,294,382,000 | 92 |
| U.S. Government securities | $2,087,465,000 | 73 |
| U.S. Treasury securities | $503,000 | 955 |
| U.S. Government agency obligations | $2,086,962,000 | 70 |
| Securities issued by states & political subdivisions | $152,922,000 | 164 |
| Other domestic debt securities | $53,995,000 | 230 |
| Privately issued residential mortgage-backed securities | $9,163,000 | 185 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $28,704,000 | 40 |
| Other domestic debt securities - All other | $16,128,000 | 338 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,873,376,000 | 58 |
| Mortgage-backed securities | $1,720,570,000 | 75 |
| Certificates of participation in pools of residential mortgages | $878,370,000 | 73 |
| Issued or guaranteed by U.S. | $878,370,000 | 71 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $839,953,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $830,790,000 | 63 |
| Privately issued | $9,163,000 | 172 |
| Commercial mortgage-backed securities | $2,247,000 | 533 |
| Commercial mortgage pass-through securities | $2,247,000 | 322 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,180,992,000 | 47 |
| Available-for-sale securities (fair market value) | $1,113,390,000 | 125 |
| Total debt securities | $2,293,649,000 | 92 |
| Structured notes | ||
| Amortized cost | $4,644,000 | 768 |
| Fair value | $5,000,000 | 695 |
| Trading account assets | $37,655,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $37,655,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $37,495,000 | 39 |
| 2013-06-30 | Rank | |
| Total securities | $2,312,265,000 | 89 |
| U.S. Government securities | $2,099,959,000 | 74 |
| U.S. Treasury securities | $503,000 | 977 |
| U.S. Government agency obligations | $2,099,456,000 | 71 |
| Securities issued by states & political subdivisions | $159,052,000 | 152 |
| Other domestic debt securities | $53,254,000 | 232 |
| Privately issued residential mortgage-backed securities | $10,109,000 | 181 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $27,077,000 | 35 |
| Other domestic debt securities - All other | $16,068,000 | 339 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,653,517,000 | 61 |
| Mortgage-backed securities | $1,709,820,000 | 77 |
| Certificates of participation in pools of residential mortgages | $863,358,000 | 76 |
| Issued or guaranteed by U.S. | $863,358,000 | 75 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $844,209,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $834,100,000 | 64 |
| Privately issued | $10,109,000 | 171 |
| Commercial mortgage-backed securities | $2,253,000 | 512 |
| Commercial mortgage pass-through securities | $2,253,000 | 318 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,149,481,000 | 39 |
| Available-for-sale securities (fair market value) | $1,162,784,000 | 128 |
| Total debt securities | $2,311,655,000 | 89 |
| Structured notes | ||
| Amortized cost | $4,624,000 | 765 |
| Fair value | $5,000,000 | 698 |
| Trading account assets | $37,638,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $37,638,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $37,150,000 | 38 |
| 2013-03-31 | Rank | |
| Total securities | $2,272,808,000 | 95 |
| U.S. Government securities | $2,052,290,000 | 80 |
| U.S. Treasury securities | $503,000 | 1,000 |
| U.S. Government agency obligations | $2,051,787,000 | 78 |
| Securities issued by states & political subdivisions | $163,449,000 | 151 |
| Other domestic debt securities | $57,069,000 | 217 |
| Privately issued residential mortgage-backed securities | $11,593,000 | 174 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $23,833,000 | 36 |
| Other domestic debt securities - All other | $21,643,000 | 276 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,539,921,000 | 66 |
| Mortgage-backed securities | $1,664,951,000 | 81 |
| Certificates of participation in pools of residential mortgages | $926,919,000 | 76 |
| Issued or guaranteed by U.S. | $926,919,000 | 74 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $737,009,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $725,416,000 | 72 |
| Privately issued | $11,593,000 | 168 |
| Commercial mortgage-backed securities | $1,023,000 | 596 |
| Commercial mortgage pass-through securities | $1,023,000 | 403 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,110,556,000 | 36 |
| Available-for-sale securities (fair market value) | $1,162,252,000 | 131 |
| Total debt securities | $2,272,396,000 | 94 |
| Structured notes | ||
| Amortized cost | $4,604,000 | 755 |
| Fair value | $5,044,000 | 694 |
| Trading account assets | $51,746,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $51,746,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $51,490,000 | 39 |
| 2012-12-31 | Rank | |
| Total securities | $2,277,239,000 | 94 |
| U.S. Government securities | $2,043,410,000 | 78 |
| U.S. Treasury securities | $503,000 | 966 |
| U.S. Government agency obligations | $2,042,907,000 | 74 |
| Securities issued by states & political subdivisions | $172,537,000 | 133 |
| Other domestic debt securities | $61,292,000 | 201 |
| Privately issued residential mortgage-backed securities | $16,811,000 | 147 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $22,968,000 | 30 |
| Other domestic debt securities - All other | $21,513,000 | 267 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,519,299,000 | 67 |
| Mortgage-backed securities | $1,676,530,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,055,172,000 | 72 |
| Issued or guaranteed by U.S. | $1,055,172,000 | 71 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $620,334,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $603,523,000 | 80 |
| Privately issued | $16,811,000 | 141 |
| Commercial mortgage-backed securities | $1,024,000 | 502 |
| Commercial mortgage pass-through securities | $1,024,000 | 359 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,106,563,000 | 36 |
| Available-for-sale securities (fair market value) | $1,170,676,000 | 128 |
| Total debt securities | $2,274,430,000 | 94 |
| Structured notes | ||
| Amortized cost | $4,584,000 | 783 |
| Fair value | $4,973,000 | 768 |
| Trading account assets | $58,008,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $58,008,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $57,888,000 | 39 |
| 2012-09-30 | Rank | |
| Total securities | $2,262,610,000 | 94 |
| U.S. Government securities | $2,015,021,000 | 82 |
| U.S. Treasury securities | $504,000 | 917 |
| U.S. Government agency obligations | $2,014,517,000 | 81 |
| Securities issued by states & political subdivisions | $182,926,000 | 115 |
| Other domestic debt securities | $64,662,000 | 197 |
| Privately issued residential mortgage-backed securities | $18,594,000 | 144 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $21,487,000 | 30 |
| Other domestic debt securities - All other | $24,581,000 | 253 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,000 | 1,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,559,444,000 | 66 |
| Mortgage-backed securities | $1,691,974,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,159,711,000 | 74 |
| Issued or guaranteed by U.S. | $1,159,711,000 | 73 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $531,239,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $512,645,000 | 92 |
| Privately issued | $18,594,000 | 138 |
| Commercial mortgage-backed securities | $1,024,000 | 475 |
| Commercial mortgage pass-through securities | $1,024,000 | 325 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,151,743,000 | 35 |
| Available-for-sale securities (fair market value) | $1,110,867,000 | 136 |
| Total debt securities | $2,259,855,000 | 92 |
| Structured notes | ||
| Amortized cost | $4,564,000 | 835 |
| Fair value | $4,995,000 | 787 |
| Trading account assets | $62,223,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $62,223,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $62,230,000 | 39 |
| 2012-06-30 | Rank | |
| Total securities | $2,273,214,000 | 89 |
| U.S. Government securities | $2,024,450,000 | 78 |
| U.S. Treasury securities | $503,000 | 895 |
| U.S. Government agency obligations | $2,023,947,000 | 78 |
| Securities issued by states & political subdivisions | $182,005,000 | 110 |
| Other domestic debt securities | $66,758,000 | 197 |
| Privately issued residential mortgage-backed securities | $21,068,000 | 142 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $21,252,000 | 29 |
| Other domestic debt securities - All other | $24,438,000 | 246 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,000 | 1,326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,411,110,000 | 74 |
| Mortgage-backed securities | $1,686,282,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,244,565,000 | 66 |
| Issued or guaranteed by U.S. | $1,244,565,000 | 65 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $440,692,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $419,624,000 | 107 |
| Privately issued | $21,068,000 | 137 |
| Commercial mortgage-backed securities | $1,025,000 | 438 |
| Commercial mortgage pass-through securities | $1,025,000 | 291 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,203,240,000 | 32 |
| Available-for-sale securities (fair market value) | $1,069,974,000 | 135 |
| Total debt securities | $2,270,402,000 | 89 |
| Structured notes | ||
| Amortized cost | $4,545,000 | 958 |
| Fair value | $4,931,000 | 920 |
| Trading account assets | $59,329,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $59,329,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $59,299,000 | 39 |
| 2012-03-31 | Rank | |
| Total securities | $2,274,451,000 | 94 |
| U.S. Government securities | $2,018,862,000 | 80 |
| U.S. Treasury securities | $504,000 | 967 |
| U.S. Government agency obligations | $2,018,358,000 | 77 |
| Securities issued by states & political subdivisions | $182,881,000 | 105 |
| Other domestic debt securities | $72,208,000 | 182 |
| Privately issued residential mortgage-backed securities | $23,494,000 | 140 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $24,368,000 | 27 |
| Other domestic debt securities - All other | $24,346,000 | 247 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $500,000 | 738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,333,285,000 | 77 |
| Mortgage-backed securities | $1,672,066,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,231,138,000 | 67 |
| Issued or guaranteed by U.S. | $1,231,138,000 | 66 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $440,928,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $417,434,000 | 108 |
| Privately issued | $23,494,000 | 134 |
| 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) | $1,178,558,000 | 32 |
| Available-for-sale securities (fair market value) | $1,095,893,000 | 136 |
| Total debt securities | $2,270,473,000 | 94 |
| Structured notes | ||
| Amortized cost | $4,528,000 | 1,107 |
| Fair value | $4,878,000 | 1,071 |
| Trading account assets | $48,813,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $48,813,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $49,093,000 | 39 |
| 2011-12-31 | Rank | |
| Total securities | $1,555,699,000 | 120 |
| U.S. Government securities | $1,329,111,000 | 113 |
| U.S. Treasury securities | $504,000 | 909 |
| U.S. Government agency obligations | $1,328,607,000 | 106 |
| Securities issued by states & political subdivisions | $188,098,000 | 98 |
| Other domestic debt securities | $38,490,000 | 298 |
| Privately issued residential mortgage-backed securities | $24,378,000 | 175 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $7,590,000 | 62 |
| Other domestic debt securities - All other | $6,522,000 | 580 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,226,149,000 | 73 |
| Mortgage-backed securities | $1,117,137,000 | 108 |
| Certificates of participation in pools of residential mortgages | $854,711,000 | 81 |
| Issued or guaranteed by U.S. | $854,711,000 | 81 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $262,426,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $238,048,000 | 160 |
| Privately issued | $24,378,000 | 170 |
| 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) | $916,955,000 | 37 |
| Available-for-sale securities (fair market value) | $638,744,000 | 212 |
| Total debt securities | $1,546,726,000 | 122 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 379 |
| Fair value | $15,020,000 | 384 |
| Trading account assets | $52,857,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $52,857,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $52,904,000 | 40 |
| 2011-09-30 | Rank | |
| Total securities | $1,784,665,000 | 114 |
| U.S. Government securities | $1,551,001,000 | 97 |
| U.S. Treasury securities | $504,000 | 955 |
| U.S. Government agency obligations | $1,550,497,000 | 92 |
| Securities issued by states & political subdivisions | $192,166,000 | 90 |
| Other domestic debt securities | $41,498,000 | 286 |
| Privately issued residential mortgage-backed securities | $27,037,000 | 177 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $8,162,000 | 59 |
| Other domestic debt securities - All other | $6,299,000 | 567 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,330,604,000 | 72 |
| Mortgage-backed securities | $1,264,644,000 | 96 |
| Certificates of participation in pools of residential mortgages | $972,685,000 | 75 |
| Issued or guaranteed by U.S. | $972,685,000 | 74 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $291,959,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $264,922,000 | 145 |
| Privately issued | $27,037,000 | 170 |
| 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) | $983,944,000 | 35 |
| Available-for-sale securities (fair market value) | $800,721,000 | 167 |
| Total debt securities | $1,778,980,000 | 113 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 383 |
| Fair value | $15,087,000 | 384 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,829,375,000 | 112 |
| U.S. Government securities | $1,587,081,000 | 99 |
| U.S. Treasury securities | $504,000 | 1,039 |
| U.S. Government agency obligations | $1,586,577,000 | 95 |
| Securities issued by states & political subdivisions | $197,531,000 | 86 |
| Other domestic debt securities | $44,763,000 | 260 |
| Privately issued residential mortgage-backed securities | $28,382,000 | 180 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $9,107,000 | 55 |
| Other domestic debt securities - All other | $7,274,000 | 479 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,280,403,000 | 73 |
| Mortgage-backed securities | $1,277,513,000 | 95 |
| Certificates of participation in pools of residential mortgages | $999,473,000 | 75 |
| Issued or guaranteed by U.S. | $999,473,000 | 74 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $278,040,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $249,658,000 | 147 |
| Privately issued | $28,382,000 | 174 |
| 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) | $1,010,415,000 | 35 |
| Available-for-sale securities (fair market value) | $818,960,000 | 168 |
| Total debt securities | $1,822,770,000 | 111 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 475 |
| Fair value | $15,152,000 | 472 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,758,747,000 | 112 |
| U.S. Government securities | $1,506,650,000 | 103 |
| U.S. Treasury securities | $504,000 | 1,070 |
| U.S. Government agency obligations | $1,506,146,000 | 99 |
| Securities issued by states & political subdivisions | $200,611,000 | 82 |
| Other domestic debt securities | $51,486,000 | 247 |
| Privately issued residential mortgage-backed securities | $30,973,000 | 178 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $9,322,000 | 54 |
| Other domestic debt securities - All other | $11,191,000 | 349 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,288,961,000 | 76 |
| Mortgage-backed securities | $1,213,005,000 | 102 |
| Certificates of participation in pools of residential mortgages | $926,668,000 | 80 |
| Issued or guaranteed by U.S. | $926,668,000 | 79 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $286,337,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $255,364,000 | 139 |
| Privately issued | $30,973,000 | 172 |
| 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) | $956,436,000 | 36 |
| Available-for-sale securities (fair market value) | $802,311,000 | 171 |
| Total debt securities | $1,752,543,000 | 112 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 176 |
| Fair value | $35,173,000 | 173 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,676,160,000 | 114 |
| U.S. Government securities | $1,424,543,000 | 104 |
| U.S. Treasury securities | $505,000 | 1,067 |
| U.S. Government agency obligations | $1,424,038,000 | 100 |
| Securities issued by states & political subdivisions | $195,948,000 | 84 |
| Other domestic debt securities | $55,669,000 | 247 |
| Privately issued residential mortgage-backed securities | $33,988,000 | 179 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $9,106,000 | 57 |
| Other domestic debt securities - All other | $12,575,000 | 318 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,325,224,000 | 75 |
| Mortgage-backed securities | $1,153,038,000 | 102 |
| Certificates of participation in pools of residential mortgages | $900,082,000 | 77 |
| Issued or guaranteed by U.S. | $900,082,000 | 76 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $252,956,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $218,968,000 | 151 |
| Privately issued | $33,988,000 | 174 |
| 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) | $940,224,000 | 32 |
| Available-for-sale securities (fair market value) | $735,936,000 | 176 |
| Total debt securities | $1,670,186,000 | 113 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 99 |
| Fair value | $50,287,000 | 93 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,606,307,000 | 113 |
| U.S. Government securities | $1,365,284,000 | 99 |
| U.S. Treasury securities | $505,000 | 991 |
| U.S. Government agency obligations | $1,364,779,000 | 96 |
| Securities issued by states & political subdivisions | $181,598,000 | 86 |
| Other domestic debt securities | $59,425,000 | 238 |
| Privately issued residential mortgage-backed securities | $38,315,000 | 173 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $8,629,000 | 56 |
| Other domestic debt securities - All other | $12,481,000 | 312 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,508,023,000 | 66 |
| Mortgage-backed securities | $1,114,793,000 | 94 |
| Certificates of participation in pools of residential mortgages | $877,703,000 | 74 |
| Issued or guaranteed by U.S. | $877,703,000 | 73 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $237,090,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $198,775,000 | 154 |
| Privately issued | $38,315,000 | 168 |
| 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) | $869,508,000 | 31 |
| Available-for-sale securities (fair market value) | $736,799,000 | 172 |
| Total debt securities | $1,601,144,000 | 111 |
| Structured notes | ||
| Amortized cost | $69,500,000 | 54 |
| Fair value | $69,911,000 | 52 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,609,673,000 | 112 |
| U.S. Government securities | $1,365,615,000 | 99 |
| U.S. Treasury securities | $505,000 | 923 |
| U.S. Government agency obligations | $1,365,110,000 | 97 |
| Securities issued by states & political subdivisions | $181,233,000 | 80 |
| Other domestic debt securities | $62,825,000 | 228 |
| Privately issued residential mortgage-backed securities | $42,054,000 | 166 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $8,138,000 | 65 |
| Other domestic debt securities - All other | $12,633,000 | 293 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,335,671,000 | 70 |
| Mortgage-backed securities | $1,115,216,000 | 93 |
| Certificates of participation in pools of residential mortgages | $886,065,000 | 73 |
| Issued or guaranteed by U.S. | $886,065,000 | 72 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $229,151,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $187,097,000 | 158 |
| Privately issued | $42,054,000 | 162 |
| 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) | $853,428,000 | 31 |
| Available-for-sale securities (fair market value) | $756,245,000 | 165 |
| Total debt securities | $1,605,012,000 | 112 |
| Structured notes | ||
| Amortized cost | $69,500,000 | 53 |
| Fair value | $69,990,000 | 52 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,515,584,000 | 115 |
| U.S. Government securities | $1,259,343,000 | 100 |
| U.S. Treasury securities | $505,000 | 933 |
| U.S. Government agency obligations | $1,258,838,000 | 97 |
| Securities issued by states & political subdivisions | $190,153,000 | 77 |
| Other domestic debt securities | $66,088,000 | 219 |
| Privately issued residential mortgage-backed securities | $45,630,000 | 164 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $7,925,000 | 69 |
| Other domestic debt securities - All other | $12,533,000 | 297 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,271,477,000 | 71 |
| Mortgage-backed securities | $1,050,340,000 | 96 |
| Certificates of participation in pools of residential mortgages | $885,294,000 | 71 |
| Issued or guaranteed by U.S. | $885,294,000 | 70 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $165,046,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $119,416,000 | 226 |
| Privately issued | $45,630,000 | 160 |
| 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) | $844,202,000 | 33 |
| Available-for-sale securities (fair market value) | $671,382,000 | 178 |
| Total debt securities | $1,511,238,000 | 115 |
| Structured notes | ||
| Amortized cost | $67,000,000 | 43 |
| Fair value | $67,306,000 | 41 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,487,300,000 | 116 |
| U.S. Government securities | $1,221,260,000 | 100 |
| U.S. Treasury securities | $505,000 | 883 |
| U.S. Government agency obligations | $1,220,755,000 | 97 |
| Securities issued by states & political subdivisions | $196,816,000 | 75 |
| Other domestic debt securities | $69,224,000 | 224 |
| Privately issued residential mortgage-backed securities | $49,045,000 | 168 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $8,414,000 | 66 |
| Other domestic debt securities - All other | $11,765,000 | 311 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,211,053,000 | 72 |
| Mortgage-backed securities | $1,012,463,000 | 101 |
| Certificates of participation in pools of residential mortgages | $892,647,000 | 74 |
| Issued or guaranteed by U.S. | $892,647,000 | 73 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $119,816,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $70,771,000 | 316 |
| Privately issued | $49,045,000 | 164 |
| 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) | $774,998,000 | 33 |
| Available-for-sale securities (fair market value) | $712,302,000 | 176 |
| Total debt securities | $1,482,476,000 | 114 |
| Structured notes | ||
| Amortized cost | $68,002,000 | 26 |
| Fair value | $68,107,000 | 27 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,493,951,000 | 119 |
| U.S. Government securities | $1,226,191,000 | 106 |
| U.S. Treasury securities | $505,000 | 839 |
| U.S. Government agency obligations | $1,225,686,000 | 101 |
| Securities issued by states & political subdivisions | $194,176,000 | 80 |
| Other domestic debt securities | $73,584,000 | 230 |
| Privately issued residential mortgage-backed securities | $52,718,000 | 177 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $9,465,000 | 72 |
| Other domestic debt securities - All other | $11,401,000 | 339 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,199,714,000 | 76 |
| Mortgage-backed securities | $1,019,539,000 | 106 |
| Certificates of participation in pools of residential mortgages | $923,077,000 | 75 |
| Issued or guaranteed by U.S. | $923,077,000 | 73 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $96,462,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $43,744,000 | 438 |
| Privately issued | $52,718,000 | 175 |
| 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) | $803,478,000 | 38 |
| Available-for-sale securities (fair market value) | $690,473,000 | 174 |
| Total debt securities | $1,488,193,000 | 119 |
| Structured notes | ||
| Amortized cost | $58,004,000 | 28 |
| Fair value | $58,197,000 | 27 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,398,906,000 | 127 |
| U.S. Government securities | $1,144,082,000 | 105 |
| U.S. Treasury securities | $506,000 | 824 |
| U.S. Government agency obligations | $1,143,576,000 | 102 |
| Securities issued by states & political subdivisions | $175,614,000 | 86 |
| Other domestic debt securities | $78,710,000 | 237 |
| Privately issued residential mortgage-backed securities | $57,084,000 | 185 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $12,262,000 | 62 |
| Other domestic debt securities - All other | $9,364,000 | 417 |
| Foreign debt securities | $500,000 | 91 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,177,901,000 | 79 |
| Mortgage-backed securities | $975,495,000 | 114 |
| Certificates of participation in pools of residential mortgages | $918,411,000 | 74 |
| Issued or guaranteed by U.S. | $918,411,000 | 73 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $57,084,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $57,084,000 | 178 |
| 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) | $766,260,000 | 35 |
| Available-for-sale securities (fair market value) | $632,646,000 | 189 |
| Total debt securities | $1,391,276,000 | 126 |
| Structured notes | ||
| Amortized cost | $43,006,000 | 25 |
| Fair value | $42,990,000 | 24 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,319,184,000 | 133 |
| U.S. Government securities | $1,059,566,000 | 112 |
| U.S. Treasury securities | $506,000 | 777 |
| U.S. Government agency obligations | $1,059,060,000 | 108 |
| Securities issued by states & political subdivisions | $175,270,000 | 80 |
| Other domestic debt securities | $83,848,000 | 220 |
| Privately issued residential mortgage-backed securities | $60,966,000 | 186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,882,000 | 200 |
| Foreign debt securities | $500,000 | 82 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,189,965,000 | 81 |
| Mortgage-backed securities | $902,390,000 | 118 |
| Certificates of participation in pools of residential mortgages | $841,424,000 | 80 |
| Issued or guaranteed by U.S. | $841,424,000 | 79 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $60,966,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $60,966,000 | 177 |
| 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) | $785,911,000 | 31 |
| Available-for-sale securities (fair market value) | $533,273,000 | 225 |
| Total debt securities | $1,311,975,000 | 128 |
| Structured notes | ||
| Amortized cost | $10,010,000 | 103 |
| Fair value | $10,044,000 | 101 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,321,767,000 | 123 |
| U.S. Government securities | $1,045,063,000 | 109 |
| U.S. Treasury securities | $506,000 | 739 |
| U.S. Government agency obligations | $1,044,557,000 | 106 |
| Securities issued by states & political subdivisions | $184,630,000 | 80 |
| Other domestic debt securities | $91,574,000 | 205 |
| Privately issued residential mortgage-backed securities | $63,477,000 | 179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,097,000 | 165 |
| Foreign debt securities | $500,000 | 76 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,251,435,000 | 77 |
| Mortgage-backed securities | $854,738,000 | 119 |
| Certificates of participation in pools of residential mortgages | $791,261,000 | 83 |
| Issued or guaranteed by U.S. | $791,261,000 | 81 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $63,477,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $63,477,000 | 171 |
| 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) | $843,579,000 | 31 |
| Available-for-sale securities (fair market value) | $478,188,000 | 236 |
| Total debt securities | $1,311,311,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,329,871,000 | 117 |
| U.S. Government securities | $1,041,165,000 | 106 |
| U.S. Treasury securities | $506,000 | 778 |
| U.S. Government agency obligations | $1,040,659,000 | 104 |
| Securities issued by states & political subdivisions | $184,314,000 | 75 |
| Other domestic debt securities | $103,792,000 | 196 |
| Privately issued residential mortgage-backed securities | $65,832,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,960,000 | 133 |
| Foreign debt securities | $600,000 | 77 |
| 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 | $1,259,574,000 | 71 |
| Mortgage-backed securities | $826,777,000 | 115 |
| Certificates of participation in pools of residential mortgages | $760,945,000 | 80 |
| Issued or guaranteed by U.S. | $760,945,000 | 78 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $65,832,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $65,832,000 | 169 |
| 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) | $828,948,000 | 29 |
| Available-for-sale securities (fair market value) | $500,923,000 | 219 |
| Total debt securities | $1,329,871,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,266,391,000 | 121 |
| U.S. Government securities | $984,437,000 | 115 |
| U.S. Treasury securities | $507,000 | 766 |
| U.S. Government agency obligations | $983,930,000 | 114 |
| Securities issued by states & political subdivisions | $170,471,000 | 84 |
| Other domestic debt securities | $110,883,000 | 203 |
| Privately issued residential mortgage-backed securities | $69,173,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,710,000 | 139 |
| Foreign debt securities | $600,000 | 79 |
| 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 | $1,191,596,000 | 76 |
| Mortgage-backed securities | $794,533,000 | 122 |
| Certificates of participation in pools of residential mortgages | $725,360,000 | 83 |
| Issued or guaranteed by U.S. | $725,360,000 | 82 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $69,173,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $69,173,000 | 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) | $792,988,000 | 34 |
| Available-for-sale securities (fair market value) | $473,403,000 | 234 |
| Total debt securities | $1,266,391,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,005,372,000 | 159 |
| U.S. Government securities | $717,163,000 | 150 |
| U.S. Treasury securities | $507,000 | 804 |
| U.S. Government agency obligations | $716,656,000 | 146 |
| Securities issued by states & political subdivisions | $170,736,000 | 86 |
| Other domestic debt securities | $116,873,000 | 188 |
| Privately issued residential mortgage-backed securities | $72,569,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,304,000 | 139 |
| Foreign debt securities | $600,000 | 92 |
| 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 | $955,309,000 | 87 |
| Mortgage-backed securities | $635,463,000 | 146 |
| Certificates of participation in pools of residential mortgages | $562,894,000 | 102 |
| Issued or guaranteed by U.S. | $562,894,000 | 99 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $72,569,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $72,569,000 | 155 |
| 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) | $625,249,000 | 35 |
| Available-for-sale securities (fair market value) | $380,123,000 | 298 |
| Total debt securities | $1,005,372,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,017,739,000 | 158 |
| U.S. Government securities | $716,670,000 | 151 |
| U.S. Treasury securities | $507,000 | 885 |
| U.S. Government agency obligations | $716,163,000 | 147 |
| Securities issued by states & political subdivisions | $173,347,000 | 84 |
| Other domestic debt securities | $127,122,000 | 174 |
| Privately issued residential mortgage-backed securities | $75,988,000 | 158 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,134,000 | 129 |
| Foreign debt securities | $600,000 | 94 |
| 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 | $876,684,000 | 94 |
| Mortgage-backed securities | $619,314,000 | 142 |
| Certificates of participation in pools of residential mortgages | $543,326,000 | 101 |
| Issued or guaranteed by U.S. | $543,326,000 | 99 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $75,988,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $75,988,000 | 147 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $665,605,000 | 38 |
| Available-for-sale securities (fair market value) | $352,134,000 | 319 |
| Total debt securities | $1,017,739,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,027,233,000 | 161 |
| U.S. Government securities | $737,366,000 | 152 |
| U.S. Treasury securities | $507,000 | 937 |
| U.S. Government agency obligations | $736,859,000 | 147 |
| Securities issued by states & political subdivisions | $158,484,000 | 94 |
| Other domestic debt securities | $130,783,000 | 169 |
| Privately issued residential mortgage-backed securities | $78,581,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $52,202,000 | 130 |
| Foreign debt securities | $600,000 | 94 |
| 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 | $880,603,000 | 98 |
| Mortgage-backed securities | $607,849,000 | 138 |
| Certificates of participation in pools of residential mortgages | $529,268,000 | 99 |
| Issued or guaranteed by U.S. | $529,268,000 | 97 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $78,581,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $78,581,000 | 145 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $725,350,000 | 39 |
| Available-for-sale securities (fair market value) | $301,883,000 | 362 |
| Total debt securities | $1,027,230,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,025,974,000 | 164 |
| U.S. Government securities | $730,985,000 | 159 |
| U.S. Treasury securities | $507,000 | 1,040 |
| U.S. Government agency obligations | $730,478,000 | 154 |
| Securities issued by states & political subdivisions | $157,961,000 | 91 |
| Other domestic debt securities | $136,343,000 | 164 |
| Privately issued residential mortgage-backed securities | $82,672,000 | 149 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $53,671,000 | 121 |
| Foreign debt securities | $685,000 | 91 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $846,865,000 | 107 |
| Mortgage-backed securities | $616,242,000 | 147 |
| Certificates of participation in pools of residential mortgages | $533,570,000 | 102 |
| Issued or guaranteed by U.S. | $533,570,000 | 97 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $82,672,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $82,672,000 | 135 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $739,004,000 | 38 |
| Available-for-sale securities (fair market value) | $286,970,000 | 371 |
| Total debt securities | $1,025,974,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,028,416,000 | 167 |
| U.S. Government securities | $729,712,000 | 159 |
| U.S. Treasury securities | $508,000 | 1,122 |
| U.S. Government agency obligations | $729,204,000 | 152 |
| Securities issued by states & political subdivisions | $157,582,000 | 91 |
| Other domestic debt securities | $140,137,000 | 162 |
| Privately issued residential mortgage-backed securities | $87,569,000 | 141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $52,568,000 | 119 |
| Foreign debt securities | $985,000 | 78 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $833,002,000 | 106 |
| Mortgage-backed securities | $617,253,000 | 144 |
| Certificates of participation in pools of residential mortgages | $529,684,000 | 103 |
| Issued or guaranteed by U.S. | $529,684,000 | 99 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $87,569,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $87,569,000 | 129 |
| 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) | $758,071,000 | 40 |
| Available-for-sale securities (fair market value) | $270,345,000 | 393 |
| Total debt securities | $1,028,416,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,020,874,000 | 171 |
| U.S. Government securities | $726,830,000 | 168 |
| U.S. Treasury securities | $508,000 | 1,166 |
| U.S. Government agency obligations | $726,322,000 | 164 |
| Securities issued by states & political subdivisions | $148,931,000 | 93 |
| Other domestic debt securities | $144,128,000 | 155 |
| Privately issued residential mortgage-backed securities | $91,832,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $52,296,000 | 126 |
| Foreign debt securities | $985,000 | 79 |
| 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 | $833,444,000 | 109 |
| Mortgage-backed securities | $586,842,000 | 155 |
| Certificates of participation in pools of residential mortgages | $495,010,000 | 111 |
| Issued or guaranteed by U.S. | $495,010,000 | 109 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $91,832,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $91,832,000 | 118 |
| 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) | $773,226,000 | 37 |
| Available-for-sale securities (fair market value) | $247,648,000 | 434 |
| Total debt securities | $1,020,874,000 | 169 |
| 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 | $1,070,330,000 | 167 |
| U.S. Government securities | $782,196,000 | 171 |
| U.S. Treasury securities | $508,000 | 1,233 |
| U.S. Government agency obligations | $781,688,000 | 164 |
| Securities issued by states & political subdivisions | $136,126,000 | 102 |
| Other domestic debt securities | $151,023,000 | 162 |
| Privately issued residential mortgage-backed securities | $95,179,000 | 133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,844,000 | 128 |
| Foreign debt securities | $985,000 | 82 |
| 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 | $780,976,000 | 113 |
| Mortgage-backed securities | $584,156,000 | 154 |
| Certificates of participation in pools of residential mortgages | $488,977,000 | 116 |
| Issued or guaranteed by U.S. | $488,977,000 | 113 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $95,179,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $95,179,000 | 117 |
| 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) | $791,354,000 | 39 |
| Available-for-sale securities (fair market value) | $278,976,000 | 397 |
| Total debt securities | $1,070,330,000 | 165 |
| 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 | $1,099,508,000 | 167 |
| U.S. Government securities | $803,788,000 | 169 |
| U.S. Treasury securities | $508,000 | 1,270 |
| U.S. Government agency obligations | $803,280,000 | 163 |
| Securities issued by states & political subdivisions | $139,977,000 | 99 |
| Other domestic debt securities | $154,758,000 | 161 |
| Privately issued residential mortgage-backed securities | $98,940,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,818,000 | 122 |
| Foreign debt securities | $985,000 | 87 |
| 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 | $758,778,000 | 119 |
| Mortgage-backed securities | $610,265,000 | 154 |
| Certificates of participation in pools of residential mortgages | $511,325,000 | 115 |
| Issued or guaranteed by U.S. | $511,325,000 | 111 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $98,940,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $98,940,000 | 117 |
| 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) | $820,684,000 | 39 |
| Available-for-sale securities (fair market value) | $278,824,000 | 402 |
| Total debt securities | $1,099,508,000 | 164 |
| 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 | $1,113,844,000 | 169 |
| U.S. Government securities | $827,718,000 | 172 |
| U.S. Treasury securities | $508,000 | 1,344 |
| U.S. Government agency obligations | $827,210,000 | 163 |
| Securities issued by states & political subdivisions | $125,893,000 | 108 |
| Other domestic debt securities | $159,248,000 | 164 |
| Privately issued residential mortgage-backed securities | $103,204,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,044,000 | 123 |
| Foreign debt securities | $985,000 | 88 |
| 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 | $737,682,000 | 114 |
| Mortgage-backed securities | $637,536,000 | 154 |
| Certificates of participation in pools of residential mortgages | $534,332,000 | 116 |
| Issued or guaranteed by U.S. | $534,332,000 | 112 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $103,204,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $103,204,000 | 117 |
| 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) | $848,814,000 | 40 |
| Available-for-sale securities (fair market value) | $265,030,000 | 428 |
| Total debt securities | $1,113,844,000 | 165 |
| 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 | $1,141,006,000 | 170 |
| U.S. Government securities | $849,157,000 | 167 |
| U.S. Treasury securities | $509,000 | 1,356 |
| U.S. Government agency obligations | $848,648,000 | 157 |
| Securities issued by states & political subdivisions | $129,709,000 | 104 |
| Other domestic debt securities | $161,155,000 | 159 |
| Privately issued residential mortgage-backed securities | $108,450,000 | 127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $52,705,000 | 133 |
| Foreign debt securities | $985,000 | 88 |
| 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 | $744,666,000 | 115 |
| Mortgage-backed securities | $663,657,000 | 152 |
| Certificates of participation in pools of residential mortgages | $555,207,000 | 120 |
| Issued or guaranteed by U.S. | $555,207,000 | 116 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $108,450,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $108,450,000 | 114 |
| 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) | $877,023,000 | 38 |
| Available-for-sale securities (fair market value) | $263,983,000 | 435 |
| Total debt securities | $1,141,006,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,264,913,000 | 157 |
| U.S. Government securities | $1,012,076,000 | 140 |
| U.S. Treasury securities | $509,000 | 1,360 |
| U.S. Government agency obligations | $1,011,567,000 | 136 |
| Securities issued by states & political subdivisions | $131,367,000 | 103 |
| Other domestic debt securities | $120,485,000 | 184 |
| Privately issued residential mortgage-backed securities | $82,760,000 | 142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,725,000 | 176 |
| Foreign debt securities | $985,000 | 89 |
| 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 | $790,928,000 | 111 |
| Mortgage-backed securities | $873,930,000 | 137 |
| Certificates of participation in pools of residential mortgages | $565,783,000 | 120 |
| Issued or guaranteed by U.S. | $565,783,000 | 116 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $308,147,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $225,387,000 | 118 |
| Privately issued | $82,760,000 | 130 |
| 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) | $637,838,000 | 49 |
| Available-for-sale securities (fair market value) | $627,075,000 | 209 |
| Total debt securities | $1,264,914,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,267,072,000 | 162 |
| U.S. Government securities | $1,014,879,000 | 144 |
| U.S. Treasury securities | $509,000 | 1,414 |
| U.S. Government agency obligations | $1,014,370,000 | 140 |
| Securities issued by states & political subdivisions | $124,681,000 | 104 |
| Other domestic debt securities | $125,270,000 | 184 |
| Privately issued residential mortgage-backed securities | $88,395,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,875,000 | 181 |
| Foreign debt securities | $1,235,000 | 77 |
| Equity securities | $1,007,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $808,622,000 | 112 |
| Mortgage-backed securities | $898,187,000 | 135 |
| Certificates of participation in pools of residential mortgages | $581,582,000 | 113 |
| Issued or guaranteed by U.S. | $581,582,000 | 110 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $316,605,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $228,210,000 | 121 |
| Privately issued | $88,395,000 | 125 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $663,228,000 | 48 |
| Available-for-sale securities (fair market value) | $603,844,000 | 219 |
| Total debt securities | $1,266,065,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,262,915,000 | 160 |
| U.S. Government securities | $1,009,974,000 | 151 |
| U.S. Treasury securities | $510,000 | 1,520 |
| U.S. Government agency obligations | $1,009,464,000 | 146 |
| Securities issued by states & political subdivisions | $119,464,000 | 107 |
| Other domestic debt securities | $130,955,000 | 175 |
| Privately issued residential mortgage-backed securities | $94,241,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,714,000 | 182 |
| Foreign debt securities | $1,535,000 | 70 |
| Equity securities | $987,000 | 1,192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $732,580,000 | 118 |
| Mortgage-backed securities | $915,091,000 | 135 |
| Certificates of participation in pools of residential mortgages | $593,905,000 | 114 |
| Issued or guaranteed by U.S. | $593,905,000 | 112 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $321,186,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $226,945,000 | 120 |
| Privately issued | $94,241,000 | 116 |
| 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) | $672,076,000 | 48 |
| Available-for-sale securities (fair market value) | $590,839,000 | 222 |
| Total debt securities | $1,261,928,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,108,394,000 | 175 |
| U.S. Government securities | $891,787,000 | 165 |
| U.S. Treasury securities | $510,000 | 1,556 |
| U.S. Government agency obligations | $891,277,000 | 161 |
| Securities issued by states & political subdivisions | $83,354,000 | 164 |
| Other domestic debt securities | $131,618,000 | 179 |
| Privately issued residential mortgage-backed securities | $99,408,000 | 133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,210,000 | 212 |
| Foreign debt securities | $1,635,000 | 74 |
| 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 | $760,333,000 | 120 |
| Mortgage-backed securities | $821,214,000 | 148 |
| Certificates of participation in pools of residential mortgages | $491,632,000 | 139 |
| Issued or guaranteed by U.S. | $491,632,000 | 135 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $329,582,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $230,174,000 | 126 |
| Privately issued | $99,408,000 | 117 |
| 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) | $616,057,000 | 51 |
| Available-for-sale securities (fair market value) | $492,337,000 | 264 |
| Total debt securities | $1,108,394,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,061,703,000 | 177 |
| U.S. Government securities | $872,943,000 | 165 |
| U.S. Treasury securities | $510,000 | 1,558 |
| U.S. Government agency obligations | $872,433,000 | 160 |
| Securities issued by states & political subdivisions | $70,473,000 | 208 |
| Other domestic debt securities | $116,952,000 | 194 |
| Privately issued residential mortgage-backed securities | $84,367,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,585,000 | 214 |
| Foreign debt securities | $1,335,000 | 80 |
| 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 | $704,303,000 | 126 |
| Mortgage-backed securities | $781,770,000 | 149 |
| Certificates of participation in pools of residential mortgages | $456,598,000 | 142 |
| Issued or guaranteed by U.S. | $456,598,000 | 139 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $325,172,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $240,805,000 | 112 |
| Privately issued | $84,367,000 | 121 |
| 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) | $552,015,000 | 51 |
| Available-for-sale securities (fair market value) | $509,688,000 | 259 |
| Total debt securities | $1,061,703,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,092,943,000 | 180 |
| U.S. Government securities | $901,906,000 | 164 |
| U.S. Treasury securities | $485,000 | 1,790 |
| U.S. Government agency obligations | $901,421,000 | 157 |
| Securities issued by states & political subdivisions | $70,473,000 | 196 |
| Other domestic debt securities | $119,217,000 | 188 |
| Privately issued residential mortgage-backed securities | $87,970,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,247,000 | 229 |
| Foreign debt securities | $1,347,000 | 74 |
| 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 | $678,821,000 | 126 |
| Mortgage-backed securities | $801,255,000 | 150 |
| Certificates of participation in pools of residential mortgages | $470,930,000 | 144 |
| Issued or guaranteed by U.S. | $470,930,000 | 142 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $330,325,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $242,355,000 | 117 |
| Privately issued | $87,970,000 | 116 |
| 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) | $39,910,000 | 575 |
| Available-for-sale securities (fair market value) | $1,053,033,000 | 161 |
| Total debt securities | $1,092,943,000 | 178 |
| 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 | $964,959,000 | 190 |
| U.S. Government securities | $817,365,000 | 177 |
| U.S. Treasury securities | $535,000 | 1,595 |
| U.S. Government agency obligations | $816,830,000 | 171 |
| Securities issued by states & political subdivisions | $64,915,000 | 222 |
| Other domestic debt securities | $81,260,000 | 231 |
| Privately issued residential mortgage-backed securities | $47,567,000 | 173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,693,000 | 226 |
| Foreign debt securities | $1,419,000 | 82 |
| 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 | $666,512,000 | 126 |
| Mortgage-backed securities | $706,742,000 | 165 |
| Certificates of participation in pools of residential mortgages | $429,179,000 | 155 |
| Issued or guaranteed by U.S. | $429,179,000 | 148 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $277,563,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $229,996,000 | 132 |
| Privately issued | $47,567,000 | 160 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,352,000 | 738 |
| Available-for-sale securities (fair market value) | $936,607,000 | 175 |
| Total debt securities | $964,959,000 | 190 |
| 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 | $850,313,000 | 207 |
| U.S. Government securities | $718,285,000 | 192 |
| U.S. Treasury securities | $764,000 | 1,612 |
| U.S. Government agency obligations | $717,521,000 | 183 |
| Securities issued by states & political subdivisions | $59,181,000 | 259 |
| Other domestic debt securities | $71,428,000 | 230 |
| Privately issued residential mortgage-backed securities | $40,548,000 | 143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,880,000 | 270 |
| Foreign debt securities | $1,419,000 | 84 |
| 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 | $619,001,000 | 124 |
| Mortgage-backed securities | $634,669,000 | 176 |
| Certificates of participation in pools of residential mortgages | $390,975,000 | 168 |
| Issued or guaranteed by U.S. | $390,975,000 | 160 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $243,694,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $203,146,000 | 152 |
| Privately issued | $40,548,000 | 120 |
| 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) | $17,105,000 | 1,053 |
| Available-for-sale securities (fair market value) | $833,208,000 | 192 |
| Total debt securities | $850,313,000 | 204 |
| 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 | $858,703,000 | 208 |
| U.S. Government securities | $713,929,000 | 188 |
| U.S. Treasury securities | $1,007,000 | 1,513 |
| U.S. Government agency obligations | $712,922,000 | 183 |
| Securities issued by states & political subdivisions | $70,118,000 | 197 |
| Other domestic debt securities | $73,229,000 | 228 |
| Privately issued residential mortgage-backed securities | $43,317,000 | 133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,912,000 | 293 |
| Foreign debt securities | $1,427,000 | 86 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $424,569,000 | 158 |
| Mortgage-backed securities | $639,483,000 | 168 |
| Certificates of participation in pools of residential mortgages | $403,901,000 | 159 |
| Issued or guaranteed by U.S. | $403,901,000 | 154 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $235,582,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $192,265,000 | 165 |
| Privately issued | $43,317,000 | 116 |
| 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) | $21,435,000 | 887 |
| Available-for-sale securities (fair market value) | $837,268,000 | 188 |
| Total debt securities | $858,703,000 | 203 |
| 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 | $883,093,000 | 195 |
| U.S. Government securities | $731,024,000 | 182 |
| U.S. Treasury securities | $1,066,000 | 1,429 |
| U.S. Government agency obligations | $729,958,000 | 176 |
| Securities issued by states & political subdivisions | $84,866,000 | 156 |
| Other domestic debt securities | $65,689,000 | 251 |
| Privately issued residential mortgage-backed securities | $38,524,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,165,000 | 333 |
| Foreign debt securities | $1,514,000 | 84 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $447,376,000 | 144 |
| Mortgage-backed securities | $669,696,000 | 166 |
| Certificates of participation in pools of residential mortgages | $443,661,000 | 142 |
| Issued or guaranteed by U.S. | $443,661,000 | 139 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $226,035,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $187,511,000 | 183 |
| Privately issued | $38,524,000 | 129 |
| 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) | $24,136,000 | 771 |
| Available-for-sale securities (fair market value) | $858,957,000 | 177 |
| Total debt securities | $883,093,000 | 190 |
| 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 | $761,023,000 | 220 |
| U.S. Government securities | $616,514,000 | 216 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $616,514,000 | 205 |
| Securities issued by states & political subdivisions | $85,604,000 | 143 |
| Other domestic debt securities | $57,393,000 | 280 |
| Privately issued residential mortgage-backed securities | $31,688,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,705,000 | 343 |
| Foreign debt securities | $1,512,000 | 83 |
| 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 | $416,391,000 | 155 |
| Mortgage-backed securities | $573,302,000 | 189 |
| Certificates of participation in pools of residential mortgages | $362,250,000 | 158 |
| Issued or guaranteed by U.S. | $362,250,000 | 155 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $211,052,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $179,364,000 | 189 |
| Privately issued | $31,688,000 | 143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,633,000 | 778 |
| Available-for-sale securities (fair market value) | $736,390,000 | 199 |
| Total debt securities | $761,023,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $638,759,000 | 244 |
| U.S. Government securities | $453,233,000 | 263 |
| U.S. Treasury securities | $1,030,000 | 1,563 |
| U.S. Government agency obligations | $452,203,000 | 252 |
| Securities issued by states & political subdivisions | $154,582,000 | 77 |
| Other domestic debt securities | $29,330,000 | 450 |
| Privately issued residential mortgage-backed securities | $4,118,000 | 416 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,212,000 | 348 |
| Foreign debt securities | $1,614,000 | 79 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $382,805,000 | 167 |
| Mortgage-backed securities | $392,552,000 | 228 |
| Certificates of participation in pools of residential mortgages | $290,675,000 | 178 |
| Issued or guaranteed by U.S. | $290,675,000 | 173 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $101,877,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $97,759,000 | 253 |
| Privately issued | $4,118,000 | 370 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,010,000 | 786 |
| Available-for-sale securities (fair market value) | $613,749,000 | 217 |
| Total debt securities | $638,759,000 | 241 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $173,068,000 | 677 |
| U.S. Government securities | $147,352,000 | 586 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $147,352,000 | 560 |
| Securities issued by states & political subdivisions | $24,446,000 | 645 |
| Other domestic debt securities | $1,260,000 | 2,693 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,260,000 | 2,302 |
| Foreign debt securities | $10,000 | 309 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,575,000 | 299 |
| Mortgage-backed securities | $76,939,000 | 690 |
| Certificates of participation in pools of residential mortgages | $75,433,000 | 460 |
| Issued or guaranteed by U.S. | $75,433,000 | 454 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,506,000 | 2,968 |
| CMOs issued by government agencies or sponsored agencies | $1,506,000 | 2,811 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,466,000 | 782 |
| Available-for-sale securities (fair market value) | $148,602,000 | 650 |
| Total debt securities | $173,068,000 | 658 |
| Structured notes | ||
| Amortized cost | $3,109,000 | 114 |
| Fair value | $3,109,000 | 115 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $174,863,000 | 645 |
| U.S. Government securities | $150,133,000 | 567 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $150,133,000 | 526 |
| Securities issued by states & political subdivisions | $18,082,000 | 873 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $5,000 | 302 |
| Equity securities | $6,643,000 | 697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,174,000 | 303 |
| Mortgage-backed securities | $60,122,000 | 687 |
| Certificates of participation in pools of residential mortgages | $59,124,000 | 481 |
| Issued or guaranteed by U.S. | $59,124,000 | 476 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $998,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,684 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,089,000 | 1,182 |
| Available-for-sale securities (fair market value) | $155,774,000 | 564 |
| Total debt securities | $168,220,000 | 633 |
| Structured notes | ||
| Amortized cost | $13,443,000 | 27 |
| Fair value | $13,440,000 | 27 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $170,275,000 | 697 |
| U.S. Government securities | $142,209,000 | 632 |
| U.S. Treasury securities | $2,003,000 | 2,677 |
| U.S. Government agency obligations | $140,206,000 | 577 |
| Securities issued by states & political subdivisions | $21,414,000 | 736 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $10,000 | 325 |
| Equity securities | $6,642,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,560,000 | 333 |
| Mortgage-backed securities | $60,688,000 | 747 |
| Certificates of participation in pools of residential mortgages | $59,709,000 | 520 |
| Issued or guaranteed by U.S. | $59,709,000 | 516 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $979,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,895 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,884,000 | 981 |
| Available-for-sale securities (fair market value) | $143,391,000 | 625 |
| Total debt securities | $163,633,000 | 693 |
| Structured notes | ||
| Amortized cost | $14,717,000 | 30 |
| Fair value | $13,911,000 | 31 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $211,991,000 | 587 |
| U.S. Government securities | $180,651,000 | 543 |
| U.S. Treasury securities | $3,035,000 | 3,112 |
| U.S. Government agency obligations | $177,616,000 | 478 |
| Securities issued by states & political subdivisions | $26,485,000 | 561 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $15,000 | 335 |
| Equity securities | $4,840,000 | 845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,124,000 | 282 |
| Mortgage-backed securities | $79,169,000 | 652 |
| Certificates of participation in pools of residential mortgages | $78,168,000 | 459 |
| Issued or guaranteed by U.S. | $78,168,000 | 450 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,001,000 | 3,261 |
| CMOs issued by government agencies or sponsored agencies | $1,001,000 | 3,121 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,980,000 | 687 |
| Available-for-sale securities (fair market value) | $169,011,000 | 556 |
| Total debt securities | $207,151,000 | 582 |
| Structured notes | ||
| Amortized cost | $16,970,000 | 43 |
| Fair value | $16,983,000 | 44 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $221,244,000 | 565 |
| U.S. Government securities | $189,194,000 | 549 |
| U.S. Treasury securities | $12,481,000 | 1,495 |
| U.S. Government agency obligations | $176,713,000 | 488 |
| Securities issued by states & political subdivisions | $27,587,000 | 439 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $15,000 | 356 |
| Equity securities | $4,448,000 | 864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,393,000 | 294 |
| Mortgage-backed securities | $80,275,000 | 621 |
| Certificates of participation in pools of residential mortgages | $80,275,000 | 452 |
| Issued or guaranteed by U.S. | $80,275,000 | 448 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $64,039,000 | 553 |
| Available-for-sale securities (fair market value) | $157,205,000 | 552 |
| Total debt securities | $216,796,000 | 556 |
| Structured notes | ||
| Amortized cost | $19,624,000 | 66 |
| Fair value | $19,627,000 | 67 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $168,581,000 | 743 |
| U.S. Government securities | $135,977,000 | 749 |
| U.S. Treasury securities | $35,473,000 | 660 |
| U.S. Government agency obligations | $100,504,000 | 773 |
| Securities issued by states & political subdivisions | $28,302,000 | 413 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $20,000 | 407 |
| Equity securities | $4,282,000 | 859 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,883,000 | 387 |
| Mortgage-backed securities | $61,327,000 | 806 |
| Certificates of participation in pools of residential mortgages | $61,327,000 | 585 |
| Issued or guaranteed by U.S. | $61,327,000 | 573 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $89,649,000 | 441 |
| Available-for-sale securities (fair market value) | $78,932,000 | 1,046 |
| Total debt securities | $164,299,000 | 738 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $174,133,000 | 763 |
| U.S. Government securities | $148,380,000 | 722 |
| U.S. Treasury securities | $60,561,000 | 454 |
| U.S. Government agency obligations | $87,819,000 | 873 |
| Securities issued by states & political subdivisions | $22,204,000 | 537 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $25,000 | 444 |
| Equity securities | $3,524,000 | 953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,323,000 | 498 |
| Mortgage-backed securities | $53,636,000 | 915 |
| Certificates of participation in pools of residential mortgages | $53,636,000 | 649 |
| Issued or guaranteed by U.S. | $53,636,000 | 628 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,865,000 | 557 |
| Available-for-sale securities (fair market value) | $98,268,000 | 882 |
| Total debt securities | $170,609,000 | 757 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $186,286,000 | 731 |
| U.S. Government securities | $159,032,000 | 716 |
| U.S. Treasury securities | $77,500,000 | 439 |
| U.S. Government agency obligations | $81,532,000 | 905 |
| Securities issued by states & political subdivisions | $23,712,000 | 498 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $30,000 | 460 |
| Equity securities | $3,512,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,388,000 | 490 |
| Mortgage-backed securities | $42,265,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $42,265,000 | 791 |
| Issued or guaranteed by U.S. | $42,265,000 | 774 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $154,337,000 | 518 |
| Available-for-sale securities (fair market value) | $31,949,000 | 1,800 |
| Total debt securities | $182,774,000 | 728 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $232,098,000 | 640 |
| U.S. Government securities | $204,292,000 | 595 |
| U.S. Treasury securities | $106,670,000 | 362 |
| U.S. Government agency obligations | $97,622,000 | 789 |
| Securities issued by states & political subdivisions | $24,225,000 | 471 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $35,000 | 475 |
| Equity securities | $3,546,000 | 957 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,461,000 | 927 |
| Mortgage-backed securities | $50,942,000 | 1,095 |
| Certificates of participation in pools of residential mortgages | $50,942,000 | 732 |
| Issued or guaranteed by U.S. | $50,942,000 | 700 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $228,552,000 | 627 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $284,823,000 | 527 |
| U.S. Government securities | $279,729,000 | 446 |
| U.S. Treasury securities | $144,978,000 | 264 |
| U.S. Government agency obligations | $134,751,000 | 563 |
| Securities issued by states & political subdivisions | $2,358,000 | 4,652 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $40,000 | 504 |
| Equity securities | $2,696,000 | 1,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,484,000 | 610 |
| Mortgage-backed securities | $42,393,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $42,393,000 | 851 |
| Issued or guaranteed by U.S. | $42,393,000 | 814 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $282,127,000 | 520 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |