Home > Safra National Bank of New York > Securities
Safra National Bank of New York, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,737,340,000 | 117 |
| U.S. Government securities | $2,527,083,000 | 93 |
| U.S. Treasury securities | $642,295,000 | 62 |
| U.S. Government agency obligations | $1,884,788,000 | 103 |
| Securities issued by states & political subdivisions | $75,394,000 | 612 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $134,863,000 | 24 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,737,340,000 | 74 |
| Mortgage-backed securities | $946,546,000 | 152 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $38,221,000 | 1,004 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $907,789,000 | 60 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $536,000 | 1,365 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $316,000 | 1,630 |
| Available-for-sale securities (fair market value) | $2,737,024,000 | 94 |
| Total debt securities | $2,737,341,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $245,308,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $54,700,000 | 51 |
| 2023-09-30 | Rank | |
| Total securities | $2,659,028,000 | 119 |
| U.S. Government securities | $2,456,396,000 | 94 |
| U.S. Treasury securities | $636,428,000 | 64 |
| U.S. Government agency obligations | $1,819,968,000 | 109 |
| Securities issued by states & political subdivisions | $71,435,000 | 627 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $131,197,000 | 23 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,659,028,000 | 75 |
| Mortgage-backed securities | $951,489,000 | 151 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,324,000 | 1,129 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $919,629,000 | 61 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $536,000 | 1,340 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $350,000 | 1,644 |
| Available-for-sale securities (fair market value) | $2,658,678,000 | 97 |
| Total debt securities | $2,659,028,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $274,801,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $43,574,000 | 59 |
| 2023-06-30 | Rank | |
| Total securities | $2,759,500,000 | 117 |
| U.S. Government securities | $2,537,416,000 | 93 |
| U.S. Treasury securities | $632,959,000 | 63 |
| U.S. Government agency obligations | $1,904,457,000 | 110 |
| Securities issued by states & political subdivisions | $90,619,000 | 518 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $131,465,000 | 26 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,759,104,000 | 75 |
| Mortgage-backed securities | $965,778,000 | 151 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $32,226,000 | 1,150 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $933,002,000 | 60 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $550,000 | 1,330 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $397,000 | 1,659 |
| Available-for-sale securities (fair market value) | $2,759,103,000 | 96 |
| Total debt securities | $2,759,500,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $57,005,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $48,361,000 | 52 |
| 2023-03-31 | Rank | |
| Total securities | $2,555,481,000 | 133 |
| U.S. Government securities | $2,330,815,000 | 105 |
| U.S. Treasury securities | $386,938,000 | 95 |
| U.S. Government agency obligations | $1,943,877,000 | 106 |
| Securities issued by states & political subdivisions | $92,272,000 | 544 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $132,394,000 | 24 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,555,051,000 | 77 |
| Mortgage-backed securities | $989,362,000 | 158 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,247,000 | 1,144 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $954,552,000 | 62 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $563,000 | 1,348 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $429,000 | 1,712 |
| Available-for-sale securities (fair market value) | $2,555,052,000 | 107 |
| Total debt securities | $2,555,480,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $54,669,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $42,051,000 | 53 |
| 2022-12-31 | Rank | |
| Total securities | $2,581,306,000 | 137 |
| U.S. Government securities | $2,297,671,000 | 115 |
| U.S. Treasury securities | $383,125,000 | 103 |
| U.S. Government agency obligations | $1,914,546,000 | 114 |
| Securities issued by states & political subdivisions | $88,232,000 | 582 |
| Other domestic debt securities | $45,444,000 | 450 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $45,444,000 | 214 |
| Foreign debt securities | $149,959,000 | 22 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,580,845,000 | 67 |
| Mortgage-backed securities | $998,413,000 | 161 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $35,160,000 | 1,140 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $962,284,000 | 67 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $969,000 | 1,207 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $460,000 | 1,720 |
| Available-for-sale securities (fair market value) | $2,580,846,000 | 116 |
| Total debt securities | $2,581,306,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $71,703,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,598,000 | 72 |
| 2022-09-30 | Rank | |
| Total securities | $2,641,831,000 | 138 |
| U.S. Government securities | $2,349,198,000 | 117 |
| U.S. Treasury securities | $382,453,000 | 105 |
| U.S. Government agency obligations | $1,966,745,000 | 116 |
| Securities issued by states & political subdivisions | $88,462,000 | 593 |
| Other domestic debt securities | $44,463,000 | 435 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $44,463,000 | 219 |
| Foreign debt securities | $159,708,000 | 24 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,641,831,000 | 61 |
| Mortgage-backed securities | $1,037,874,000 | 158 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $36,829,000 | 1,115 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $999,227,000 | 69 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,818,000 | 1,052 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $491,000 | 1,700 |
| Available-for-sale securities (fair market value) | $2,641,340,000 | 112 |
| Total debt securities | $2,641,831,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $165,651,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $27,261,000 | 72 |
| 2022-06-30 | Rank | |
| Total securities | $2,824,397,000 | 130 |
| U.S. Government securities | $2,498,889,000 | 114 |
| U.S. Treasury securities | $390,422,000 | 98 |
| U.S. Government agency obligations | $2,108,467,000 | 112 |
| Securities issued by states & political subdivisions | $94,467,000 | 577 |
| Other domestic debt securities | $46,807,000 | 401 |
| 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 | $46,807,000 | 211 |
| Foreign debt securities | $184,234,000 | 22 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,612,089,000 | 61 |
| Mortgage-backed securities | $1,096,331,000 | 161 |
| Certificates of participation in pools of residential mortgages | $39,348,000 | 1,111 |
| Issued or guaranteed by U.S. | $39,348,000 | 1,091 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,055,042,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $1,055,042,000 | 68 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,941,000 | 1,523 |
| Commercial mortgage pass-through securities | $1,941,000 | 1,018 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $528,000 | 1,620 |
| Available-for-sale securities (fair market value) | $2,823,869,000 | 108 |
| Total debt securities | $2,824,399,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $214,133,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,139,000 | 57 |
| 2022-03-31 | Rank | |
| Total securities | $3,061,987,000 | 129 |
| U.S. Government securities | $2,724,267,000 | 104 |
| U.S. Treasury securities | $394,000,000 | 90 |
| U.S. Government agency obligations | $2,330,267,000 | 105 |
| Securities issued by states & political subdivisions | $98,974,000 | 563 |
| Other domestic debt securities | $50,532,000 | 376 |
| 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 | $50,532,000 | 198 |
| Foreign debt securities | $188,214,000 | 22 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,534,772,000 | 64 |
| Mortgage-backed securities | $1,225,872,000 | 150 |
| Certificates of participation in pools of residential mortgages | $52,602,000 | 929 |
| Issued or guaranteed by U.S. | $52,602,000 | 917 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,171,275,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $1,171,275,000 | 64 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,995,000 | 1,509 |
| Commercial mortgage pass-through securities | $1,995,000 | 1,007 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $565,000 | 1,522 |
| Available-for-sale securities (fair market value) | $3,061,422,000 | 110 |
| Total debt securities | $3,061,985,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $152,053,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,494,000 | 61 |
| 2021-12-31 | Rank | |
| Total securities | $3,964,452,000 | 111 |
| U.S. Government securities | $3,433,482,000 | 93 |
| U.S. Treasury securities | $884,059,000 | 53 |
| U.S. Government agency obligations | $2,549,423,000 | 105 |
| Securities issued by states & political subdivisions | $107,758,000 | 533 |
| Other domestic debt securities | $90,878,000 | 261 |
| 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 | $90,878,000 | 118 |
| Foreign debt securities | $332,334,000 | 18 |
| 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 | $3,569,994,000 | 46 |
| Mortgage-backed securities | $1,341,249,000 | 146 |
| Certificates of participation in pools of residential mortgages | $55,569,000 | 887 |
| Issued or guaranteed by U.S. | $55,569,000 | 873 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,283,325,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $1,283,325,000 | 61 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,355,000 | 1,434 |
| Commercial mortgage pass-through securities | $2,355,000 | 958 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $606,000 | 1,425 |
| Available-for-sale securities (fair market value) | $3,963,846,000 | 96 |
| Total debt securities | $3,964,452,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $71,141,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,906,000 | 59 |
| 2021-09-30 | Rank | |
| Total securities | $4,006,612,000 | 105 |
| U.S. Government securities | $3,376,783,000 | 95 |
| U.S. Treasury securities | $799,029,000 | 47 |
| U.S. Government agency obligations | $2,577,754,000 | 102 |
| Securities issued by states & political subdivisions | $108,301,000 | 503 |
| Other domestic debt securities | $129,683,000 | 185 |
| 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 | $129,683,000 | 86 |
| Foreign debt securities | $391,845,000 | 17 |
| 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 | $3,567,612,000 | 49 |
| Mortgage-backed securities | $1,463,010,000 | 140 |
| Certificates of participation in pools of residential mortgages | $55,827,000 | 864 |
| Issued or guaranteed by U.S. | $55,827,000 | 848 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,404,566,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,404,566,000 | 58 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,617,000 | 1,395 |
| Commercial mortgage pass-through securities | $2,617,000 | 926 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $700,000 | 1,404 |
| Available-for-sale securities (fair market value) | $4,005,912,000 | 92 |
| Total debt securities | $4,006,614,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $77,663,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $27,088,000 | 55 |
| 2021-06-30 | Rank | |
| Total securities | $4,164,959,000 | 98 |
| U.S. Government securities | $3,482,339,000 | 89 |
| U.S. Treasury securities | $789,859,000 | 46 |
| U.S. Government agency obligations | $2,692,480,000 | 99 |
| Securities issued by states & political subdivisions | $110,567,000 | 458 |
| Other domestic debt securities | $174,214,000 | 142 |
| 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 | $174,214,000 | 65 |
| Foreign debt securities | $397,839,000 | 18 |
| 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 | $3,743,632,000 | 42 |
| Mortgage-backed securities | $1,597,986,000 | 130 |
| Certificates of participation in pools of residential mortgages | $61,149,000 | 779 |
| Issued or guaranteed by U.S. | $61,149,000 | 763 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,533,854,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,533,854,000 | 54 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,983,000 | 1,343 |
| Commercial mortgage pass-through securities | $2,983,000 | 881 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $752,000 | 1,379 |
| Available-for-sale securities (fair market value) | $4,164,207,000 | 88 |
| Total debt securities | $4,164,960,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $81,566,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,664,000 | 62 |
| 2021-03-31 | Rank | |
| Total securities | $4,317,618,000 | 93 |
| U.S. Government securities | $3,572,944,000 | 82 |
| U.S. Treasury securities | $820,538,000 | 44 |
| U.S. Government agency obligations | $2,752,406,000 | 90 |
| Securities issued by states & political subdivisions | $106,712,000 | 443 |
| Other domestic debt securities | $167,430,000 | 137 |
| 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 | $167,430,000 | 64 |
| Foreign debt securities | $470,532,000 | 15 |
| 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 | $3,351,410,000 | 45 |
| Mortgage-backed securities | $1,694,124,000 | 119 |
| Certificates of participation in pools of residential mortgages | $65,905,000 | 694 |
| Issued or guaranteed by U.S. | $65,905,000 | 677 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,624,433,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,624,433,000 | 51 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,786,000 | 1,223 |
| Commercial mortgage pass-through securities | $3,786,000 | 766 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $828,000 | 1,350 |
| Available-for-sale securities (fair market value) | $4,316,790,000 | 79 |
| Total debt securities | $4,317,618,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $157,625,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $62,796,000 | 44 |
| 2020-12-31 | Rank | |
| Total securities | $5,438,276,000 | 76 |
| U.S. Government securities | $4,124,179,000 | 73 |
| U.S. Treasury securities | $1,233,899,000 | 35 |
| U.S. Government agency obligations | $2,890,280,000 | 79 |
| Securities issued by states & political subdivisions | $112,019,000 | 405 |
| Other domestic debt securities | $177,013,000 | 120 |
| 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 | $177,013,000 | 60 |
| Foreign debt securities | $1,025,065,000 | 11 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,174,111,000 | 39 |
| Mortgage-backed securities | $1,741,788,000 | 110 |
| Certificates of participation in pools of residential mortgages | $71,633,000 | 579 |
| Issued or guaranteed by U.S. | $71,633,000 | 570 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,665,330,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,665,330,000 | 47 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,825,000 | 1,077 |
| Commercial mortgage pass-through securities | $4,825,000 | 659 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $875,000 | 1,335 |
| Available-for-sale securities (fair market value) | $5,437,401,000 | 67 |
| Total debt securities | $5,438,275,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $217,601,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $69,758,000 | 48 |
| 2020-09-30 | Rank | |
| Total securities | $4,715,094,000 | 75 |
| U.S. Government securities | $4,080,288,000 | 68 |
| U.S. Treasury securities | $1,231,669,000 | 36 |
| U.S. Government agency obligations | $2,848,619,000 | 78 |
| Securities issued by states & political subdivisions | $111,553,000 | 365 |
| Other domestic debt securities | $173,795,000 | 119 |
| 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 | $173,795,000 | 60 |
| Foreign debt securities | $349,458,000 | 17 |
| 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 | $3,984,213,000 | 43 |
| Mortgage-backed securities | $1,690,042,000 | 110 |
| Certificates of participation in pools of residential mortgages | $77,615,000 | 513 |
| Issued or guaranteed by U.S. | $77,615,000 | 502 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,607,184,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,607,184,000 | 49 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $5,243,000 | 1,022 |
| Commercial mortgage pass-through securities | $5,243,000 | 615 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $917,000 | 1,318 |
| Available-for-sale securities (fair market value) | $4,714,177,000 | 67 |
| Total debt securities | $4,715,091,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $179,552,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $57,489,000 | 52 |
| 2020-06-30 | Rank | |
| Total securities | $4,603,576,000 | 74 |
| U.S. Government securities | $3,887,950,000 | 70 |
| U.S. Treasury securities | $1,215,202,000 | 38 |
| U.S. Government agency obligations | $2,672,748,000 | 82 |
| Securities issued by states & political subdivisions | $112,869,000 | 327 |
| Other domestic debt securities | $328,091,000 | 77 |
| 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 | $328,091,000 | 37 |
| Foreign debt securities | $274,666,000 | 17 |
| 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 | $4,139,131,000 | 38 |
| Mortgage-backed securities | $1,572,362,000 | 111 |
| Certificates of participation in pools of residential mortgages | $86,982,000 | 477 |
| Issued or guaranteed by U.S. | $86,982,000 | 468 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,479,879,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,479,879,000 | 50 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $5,501,000 | 971 |
| Commercial mortgage pass-through securities | $5,501,000 | 597 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $995,000 | 1,313 |
| Available-for-sale securities (fair market value) | $4,602,581,000 | 66 |
| Total debt securities | $4,603,574,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $187,644,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $69,516,000 | 50 |
| 2020-03-31 | Rank | |
| Total securities | $4,024,087,000 | 81 |
| U.S. Government securities | $3,417,792,000 | 73 |
| U.S. Treasury securities | $1,095,859,000 | 38 |
| U.S. Government agency obligations | $2,321,933,000 | 92 |
| Securities issued by states & political subdivisions | $111,029,000 | 295 |
| Other domestic debt securities | $232,565,000 | 90 |
| 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 | $232,565,000 | 41 |
| Foreign debt securities | $262,701,000 | 18 |
| 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 | $3,242,074,000 | 44 |
| Mortgage-backed securities | $1,224,638,000 | 127 |
| Certificates of participation in pools of residential mortgages | $1,224,638,000 | 73 |
| Issued or guaranteed by U.S. | $1,224,638,000 | 73 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,069,000 | 1,289 |
| Available-for-sale securities (fair market value) | $4,023,018,000 | 67 |
| Total debt securities | $4,024,087,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $212,884,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $86,691,000 | 47 |
| 2019-12-31 | Rank | |
| Total securities | $3,876,372,000 | 79 |
| U.S. Government securities | $2,901,151,000 | 81 |
| U.S. Treasury securities | $1,217,194,000 | 39 |
| U.S. Government agency obligations | $1,683,957,000 | 109 |
| Securities issued by states & political subdivisions | $105,163,000 | 295 |
| Other domestic debt securities | $237,391,000 | 90 |
| 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 | $237,391,000 | 38 |
| Foreign debt securities | $632,667,000 | 11 |
| 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 | $3,053,606,000 | 36 |
| Mortgage-backed securities | $711,347,000 | 176 |
| Certificates of participation in pools of residential mortgages | $711,347,000 | 98 |
| Issued or guaranteed by U.S. | $711,347,000 | 98 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,116,000 | 1,326 |
| Available-for-sale securities (fair market value) | $3,875,256,000 | 64 |
| Total debt securities | $3,876,371,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $158,610,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $32,884,000 | 43 |
| 2019-09-30 | Rank | |
| Total securities | $3,346,855,000 | 88 |
| U.S. Government securities | $2,379,642,000 | 98 |
| U.S. Treasury securities | $621,379,000 | 47 |
| U.S. Government agency obligations | $1,758,263,000 | 103 |
| Securities issued by states & political subdivisions | $107,567,000 | 273 |
| Other domestic debt securities | $234,769,000 | 90 |
| 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 | $234,769,000 | 36 |
| Foreign debt securities | $624,877,000 | 11 |
| 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 | $2,705,897,000 | 44 |
| Mortgage-backed securities | $739,426,000 | 168 |
| Certificates of participation in pools of residential mortgages | $739,426,000 | 94 |
| Issued or guaranteed by U.S. | $739,426,000 | 94 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,206,000 | 1,362 |
| Available-for-sale securities (fair market value) | $3,345,649,000 | 74 |
| Total debt securities | $3,346,854,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $162,027,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $36,483,000 | 50 |
| 2019-06-30 | Rank | |
| Total securities | $2,983,816,000 | 91 |
| U.S. Government securities | $2,102,000,000 | 98 |
| U.S. Treasury securities | $501,230,000 | 50 |
| U.S. Government agency obligations | $1,600,770,000 | 108 |
| Securities issued by states & political subdivisions | $105,641,000 | 271 |
| Other domestic debt securities | $240,084,000 | 87 |
| 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 | $240,084,000 | 36 |
| Foreign debt securities | $536,091,000 | 13 |
| 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 | $2,418,768,000 | 49 |
| Mortgage-backed securities | $762,488,000 | 168 |
| Certificates of participation in pools of residential mortgages | $762,488,000 | 93 |
| Issued or guaranteed by U.S. | $762,488,000 | 93 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,267,000 | 1,403 |
| Available-for-sale securities (fair market value) | $2,982,549,000 | 75 |
| Total debt securities | $2,983,818,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $149,233,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,163,000 | 54 |
| 2019-03-31 | Rank | |
| Total securities | $2,695,345,000 | 102 |
| U.S. Government securities | $1,904,779,000 | 106 |
| U.S. Treasury securities | $487,380,000 | 52 |
| U.S. Government agency obligations | $1,417,399,000 | 123 |
| Securities issued by states & political subdivisions | $101,618,000 | 308 |
| Other domestic debt securities | $238,330,000 | 87 |
| 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 | $238,330,000 | 37 |
| Foreign debt securities | $450,618,000 | 16 |
| 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 | $2,133,353,000 | 58 |
| Mortgage-backed securities | $693,751,000 | 172 |
| Certificates of participation in pools of residential mortgages | $693,751,000 | 96 |
| Issued or guaranteed by U.S. | $693,751,000 | 96 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,315,000 | 1,411 |
| Available-for-sale securities (fair market value) | $2,694,030,000 | 88 |
| Total debt securities | $2,695,346,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $145,707,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,562,000 | 56 |
| 2018-12-31 | Rank | |
| Total securities | $3,155,106,000 | 89 |
| U.S. Government securities | $1,744,831,000 | 113 |
| U.S. Treasury securities | $570,225,000 | 50 |
| U.S. Government agency obligations | $1,174,606,000 | 137 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $487,649,000 | 52 |
| 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 | $487,649,000 | 24 |
| Foreign debt securities | $922,626,000 | 10 |
| 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 | $2,221,312,000 | 52 |
| Mortgage-backed securities | $477,815,000 | 216 |
| Certificates of participation in pools of residential mortgages | $477,815,000 | 124 |
| Issued or guaranteed by U.S. | $477,815,000 | 123 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,376,000 | 1,436 |
| Available-for-sale securities (fair market value) | $3,153,730,000 | 72 |
| Total debt securities | $3,155,106,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $137,117,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,139,000 | 58 |
| 2018-09-30 | Rank | |
| Total securities | $2,387,433,000 | 110 |
| U.S. Government securities | $1,400,228,000 | 125 |
| U.S. Treasury securities | $275,855,000 | 66 |
| U.S. Government agency obligations | $1,124,373,000 | 138 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $438,711,000 | 54 |
| 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 | $438,711,000 | 23 |
| Foreign debt securities | $548,494,000 | 13 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,839,443,000 | 62 |
| Mortgage-backed securities | $490,386,000 | 214 |
| Certificates of participation in pools of residential mortgages | $490,386,000 | 123 |
| Issued or guaranteed by U.S. | $490,386,000 | 122 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,425,000 | 1,455 |
| Available-for-sale securities (fair market value) | $2,386,008,000 | 93 |
| Total debt securities | $2,387,433,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $148,699,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,634,000 | 57 |
| 2018-06-30 | Rank | |
| Total securities | $2,869,513,000 | 91 |
| U.S. Government securities | $1,272,166,000 | 138 |
| U.S. Treasury securities | $401,086,000 | 54 |
| U.S. Government agency obligations | $871,080,000 | 161 |
| Securities issued by states & political subdivisions | $947,027,000 | 36 |
| Other domestic debt securities | $399,246,000 | 55 |
| 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 | $399,246,000 | 25 |
| Foreign debt securities | $251,074,000 | 16 |
| 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 | $2,578,686,000 | 43 |
| Mortgage-backed securities | $220,662,000 | 342 |
| Certificates of participation in pools of residential mortgages | $220,662,000 | 213 |
| Issued or guaranteed by U.S. | $220,662,000 | 211 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,491,000 | 1,471 |
| Available-for-sale securities (fair market value) | $2,868,022,000 | 75 |
| Total debt securities | $2,869,514,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $147,986,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,532,000 | 55 |
| 2018-03-31 | Rank | |
| Total securities | $2,996,281,000 | 86 |
| U.S. Government securities | $1,217,411,000 | 136 |
| U.S. Treasury securities | $396,659,000 | 54 |
| U.S. Government agency obligations | $820,752,000 | 165 |
| Securities issued by states & political subdivisions | $949,030,000 | 35 |
| Other domestic debt securities | $402,035,000 | 55 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $402,035,000 | 26 |
| Foreign debt securities | $427,805,000 | 16 |
| 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 | $2,518,362,000 | 46 |
| Mortgage-backed securities | $238,579,000 | 327 |
| Certificates of participation in pools of residential mortgages | $238,579,000 | 197 |
| Issued or guaranteed by U.S. | $238,579,000 | 195 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,600,000 | 1,476 |
| Available-for-sale securities (fair market value) | $2,994,681,000 | 69 |
| Total debt securities | $2,996,280,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $162,907,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $38,119,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $38,119,000 | 44 |
| 2017-12-31 | Rank | |
| Total securities | $3,068,079,000 | 80 |
| U.S. Government securities | $1,196,961,000 | 130 |
| U.S. Treasury securities | $411,782,000 | 51 |
| U.S. Government agency obligations | $785,179,000 | 168 |
| Securities issued by states & political subdivisions | $978,337,000 | 32 |
| Other domestic debt securities | $403,742,000 | 54 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $403,742,000 | 26 |
| Foreign debt securities | $489,039,000 | 14 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,493,188,000 | 45 |
| Mortgage-backed securities | $184,195,000 | 395 |
| Certificates of participation in pools of residential mortgages | $184,195,000 | 254 |
| Issued or guaranteed by U.S. | $184,195,000 | 253 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,679,000 | 1,504 |
| Available-for-sale securities (fair market value) | $3,066,400,000 | 68 |
| Total debt securities | $3,068,079,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $169,217,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $42,111,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $42,111,000 | 32 |
| 2017-09-30 | Rank | |
| Total securities | $3,040,767,000 | 80 |
| U.S. Government securities | $1,175,898,000 | 133 |
| U.S. Treasury securities | $393,066,000 | 54 |
| U.S. Government agency obligations | $782,832,000 | 169 |
| Securities issued by states & political subdivisions | $980,514,000 | 32 |
| Other domestic debt securities | $404,640,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $404,640,000 | 25 |
| Foreign debt securities | $479,715,000 | 14 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,431,682,000 | 49 |
| Mortgage-backed securities | $203,957,000 | 368 |
| Certificates of participation in pools of residential mortgages | $203,957,000 | 242 |
| Issued or guaranteed by U.S. | $203,957,000 | 241 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,771,000 | 1,533 |
| Available-for-sale securities (fair market value) | $3,038,996,000 | 65 |
| Total debt securities | $3,040,768,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $137,576,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $29,908,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $29,907,000 | 37 |
| 2017-06-30 | Rank | |
| Total securities | $3,082,080,000 | 81 |
| U.S. Government securities | $1,194,643,000 | 130 |
| U.S. Treasury securities | $388,432,000 | 53 |
| U.S. Government agency obligations | $806,211,000 | 166 |
| Securities issued by states & political subdivisions | $979,779,000 | 32 |
| Other domestic debt securities | $403,022,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $403,022,000 | 26 |
| Foreign debt securities | $504,636,000 | 14 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,469,258,000 | 45 |
| Mortgage-backed securities | $228,471,000 | 338 |
| Certificates of participation in pools of residential mortgages | $228,471,000 | 217 |
| Issued or guaranteed by U.S. | $228,471,000 | 215 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,919,000 | 1,539 |
| Available-for-sale securities (fair market value) | $3,080,161,000 | 64 |
| Total debt securities | $3,082,080,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $132,096,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $24,969,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $24,969,000 | 42 |
| 2017-03-31 | Rank | |
| Total securities | $3,045,172,000 | 83 |
| U.S. Government securities | $1,175,495,000 | 130 |
| U.S. Treasury securities | $387,225,000 | 53 |
| U.S. Government agency obligations | $788,270,000 | 168 |
| Securities issued by states & political subdivisions | $965,319,000 | 34 |
| Other domestic debt securities | $400,210,000 | 56 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $400,210,000 | 25 |
| Foreign debt securities | $504,148,000 | 12 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,441,313,000 | 48 |
| Mortgage-backed securities | $255,385,000 | 306 |
| Certificates of participation in pools of residential mortgages | $255,385,000 | 197 |
| Issued or guaranteed by U.S. | $255,385,000 | 195 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $2,075,000 | 1,543 |
| Available-for-sale securities (fair market value) | $3,043,097,000 | 65 |
| Total debt securities | $3,045,174,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $118,941,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $13,246,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $13,246,000 | 55 |
| 2016-12-31 | Rank | |
| Total securities | $3,097,009,000 | 83 |
| U.S. Government securities | $1,196,551,000 | 127 |
| U.S. Treasury securities | $379,324,000 | 55 |
| U.S. Government agency obligations | $817,227,000 | 156 |
| Securities issued by states & political subdivisions | $962,462,000 | 32 |
| Other domestic debt securities | $399,322,000 | 56 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $399,322,000 | 25 |
| Foreign debt securities | $538,674,000 | 11 |
| 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 | $2,434,505,000 | 44 |
| Mortgage-backed securities | $285,896,000 | 282 |
| Certificates of participation in pools of residential mortgages | $285,896,000 | 178 |
| Issued or guaranteed by U.S. | $285,896,000 | 175 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $2,183,000 | 1,542 |
| Available-for-sale securities (fair market value) | $3,094,826,000 | 65 |
| Total debt securities | $3,097,010,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $116,551,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $17,236,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $17,236,000 | 54 |
| 2016-09-30 | Rank | |
| Total securities | $3,271,032,000 | 75 |
| U.S. Government securities | $1,334,134,000 | 114 |
| U.S. Treasury securities | $423,736,000 | 46 |
| U.S. Government agency obligations | $910,398,000 | 143 |
| Securities issued by states & political subdivisions | $930,768,000 | 33 |
| Other domestic debt securities | $408,217,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $408,217,000 | 27 |
| Foreign debt securities | $597,913,000 | 12 |
| 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 | $2,727,030,000 | 42 |
| Mortgage-backed securities | $322,624,000 | 262 |
| Certificates of participation in pools of residential mortgages | $322,624,000 | 148 |
| Issued or guaranteed by U.S. | $322,624,000 | 147 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $8,405,000 | 1,035 |
| Available-for-sale securities (fair market value) | $3,262,627,000 | 61 |
| Total debt securities | $3,271,032,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $122,802,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $21,677,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $21,677,000 | 58 |
| 2016-06-30 | Rank | |
| Total securities | $3,247,724,000 | 74 |
| U.S. Government securities | $1,355,177,000 | 110 |
| U.S. Treasury securities | $414,034,000 | 44 |
| U.S. Government agency obligations | $941,143,000 | 139 |
| Securities issued by states & political subdivisions | $947,412,000 | 32 |
| Other domestic debt securities | $404,678,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $404,678,000 | 26 |
| Foreign debt securities | $540,457,000 | 13 |
| 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 | $2,702,352,000 | 39 |
| Mortgage-backed securities | $355,797,000 | 248 |
| Certificates of participation in pools of residential mortgages | $355,797,000 | 147 |
| Issued or guaranteed by U.S. | $355,797,000 | 146 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $2,336,000 | 1,574 |
| Available-for-sale securities (fair market value) | $3,245,388,000 | 60 |
| Total debt securities | $3,247,724,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $145,195,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $45,484,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $45,484,000 | 48 |
| 2016-03-31 | Rank | |
| Total securities | $2,695,716,000 | 91 |
| U.S. Government securities | $1,210,633,000 | 122 |
| U.S. Treasury securities | $291,982,000 | 53 |
| U.S. Government agency obligations | $918,651,000 | 145 |
| Securities issued by states & political subdivisions | $776,137,000 | 34 |
| Other domestic debt securities | $229,302,000 | 87 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $229,302,000 | 42 |
| Foreign debt securities | $479,644,000 | 15 |
| 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 | $2,283,502,000 | 47 |
| Mortgage-backed securities | $393,849,000 | 232 |
| Certificates of participation in pools of residential mortgages | $393,849,000 | 139 |
| Issued or guaranteed by U.S. | $393,849,000 | 137 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $2,471,000 | 1,587 |
| Available-for-sale securities (fair market value) | $2,693,245,000 | 70 |
| Total debt securities | $2,695,715,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $136,085,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $37,843,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $37,843,000 | 47 |
| 2015-12-31 | Rank | |
| Total securities | $2,767,703,000 | 87 |
| U.S. Government securities | $915,033,000 | 145 |
| U.S. Treasury securities | $167,544,000 | 65 |
| U.S. Government agency obligations | $747,489,000 | 164 |
| Securities issued by states & political subdivisions | $1,045,789,000 | 25 |
| Other domestic debt securities | $305,132,000 | 74 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $305,132,000 | 34 |
| Foreign debt securities | $501,749,000 | 17 |
| 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 | $1,961,035,000 | 59 |
| Mortgage-backed securities | $427,415,000 | 216 |
| Certificates of participation in pools of residential mortgages | $427,415,000 | 122 |
| Issued or guaranteed by U.S. | $427,415,000 | 121 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $2,566,000 | 1,619 |
| Available-for-sale securities (fair market value) | $2,765,137,000 | 69 |
| Total debt securities | $2,767,704,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $133,290,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $35,919,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $35,919,000 | 42 |
| 2015-09-30 | Rank | |
| Total securities | $2,259,398,000 | 98 |
| U.S. Government securities | $517,255,000 | 229 |
| U.S. Treasury securities | $51,406,000 | 129 |
| U.S. Government agency obligations | $465,849,000 | 238 |
| Securities issued by states & political subdivisions | $1,034,145,000 | 24 |
| Other domestic debt securities | $267,485,000 | 75 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $267,485,000 | 36 |
| Foreign debt securities | $440,513,000 | 18 |
| 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 | $1,972,017,000 | 58 |
| Mortgage-backed securities | $465,849,000 | 206 |
| Certificates of participation in pools of residential mortgages | $465,849,000 | 115 |
| Issued or guaranteed by U.S. | $465,849,000 | 114 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,867,000 | 1,582 |
| Available-for-sale securities (fair market value) | $2,256,531,000 | 80 |
| Total debt securities | $2,259,398,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $102,075,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $50,051,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $50,051,000 | 40 |
| 2015-06-30 | Rank | |
| Total securities | $2,319,390,000 | 96 |
| U.S. Government securities | $763,568,000 | 166 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $763,568,000 | 162 |
| Securities issued by states & political subdivisions | $997,031,000 | 25 |
| Other domestic debt securities | $185,022,000 | 93 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $185,022,000 | 48 |
| Foreign debt securities | $373,769,000 | 17 |
| 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 | $1,795,493,000 | 59 |
| Mortgage-backed securities | $513,648,000 | 193 |
| Certificates of participation in pools of residential mortgages | $513,648,000 | 108 |
| Issued or guaranteed by U.S. | $513,648,000 | 107 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,968,000 | 1,601 |
| Available-for-sale securities (fair market value) | $2,316,422,000 | 78 |
| Total debt securities | $2,319,390,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $78,604,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $25,868,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $25,868,000 | 45 |
| 2015-03-31 | Rank | |
| Total securities | $2,487,290,000 | 91 |
| U.S. Government securities | $896,706,000 | 141 |
| U.S. Treasury securities | $59,090,000 | 108 |
| U.S. Government agency obligations | $837,616,000 | 148 |
| Securities issued by states & political subdivisions | $1,013,883,000 | 25 |
| Other domestic debt securities | $185,699,000 | 94 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $185,699,000 | 49 |
| Foreign debt securities | $391,002,000 | 17 |
| 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 | $1,728,502,000 | 65 |
| Mortgage-backed securities | $587,633,000 | 169 |
| Certificates of participation in pools of residential mortgages | $587,633,000 | 100 |
| Issued or guaranteed by U.S. | $587,633,000 | 99 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $3,070,000 | 1,575 |
| Available-for-sale securities (fair market value) | $2,484,220,000 | 76 |
| Total debt securities | $2,487,289,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $95,693,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $44,785,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $44,785,000 | 41 |
| 2014-12-31 | Rank | |
| Total securities | $1,620,028,000 | 120 |
| U.S. Government securities | $700,676,000 | 177 |
| U.S. Treasury securities | $63,025,000 | 102 |
| U.S. Government agency obligations | $637,651,000 | 193 |
| Securities issued by states & political subdivisions | $589,110,000 | 39 |
| Other domestic debt securities | $46,563,000 | 218 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $46,563,000 | 140 |
| Foreign debt securities | $283,679,000 | 19 |
| 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 | $1,075,819,000 | 97 |
| Mortgage-backed securities | $637,651,000 | 162 |
| Certificates of participation in pools of residential mortgages | $637,651,000 | 94 |
| Issued or guaranteed by U.S. | $637,651,000 | 92 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $3,220,000 | 1,578 |
| Available-for-sale securities (fair market value) | $1,616,808,000 | 97 |
| Total debt securities | $1,620,028,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $77,195,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $27,487,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $27,488,000 | 45 |
| 2014-09-30 | Rank | |
| Total securities | $1,569,035,000 | 123 |
| U.S. Government securities | $712,797,000 | 170 |
| U.S. Treasury securities | $63,066,000 | 97 |
| U.S. Government agency obligations | $649,731,000 | 183 |
| Securities issued by states & political subdivisions | $563,251,000 | 43 |
| Other domestic debt securities | $7,094,000 | 750 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $7,094,000 | 524 |
| Foreign debt securities | $285,893,000 | 21 |
| 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 | $1,440,797,000 | 74 |
| Mortgage-backed securities | $649,731,000 | 158 |
| Certificates of participation in pools of residential mortgages | $649,731,000 | 86 |
| Issued or guaranteed by U.S. | $649,731,000 | 85 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $3,439,000 | 1,583 |
| Available-for-sale securities (fair market value) | $1,565,596,000 | 98 |
| Total debt securities | $1,569,035,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $63,445,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $27,366,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $27,366,000 | 40 |
| 2014-06-30 | Rank | |
| Total securities | $877,824,000 | 187 |
| U.S. Government securities | $84,479,000 | 1,203 |
| U.S. Treasury securities | $63,074,000 | 92 |
| U.S. Government agency obligations | $21,405,000 | 3,260 |
| Securities issued by states & political subdivisions | $538,995,000 | 44 |
| Other domestic debt securities | $7,103,000 | 765 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $7,103,000 | 535 |
| Foreign debt securities | $247,247,000 | 22 |
| 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 | $751,503,000 | 117 |
| Mortgage-backed securities | $21,405,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $21,405,000 | 1,683 |
| Issued or guaranteed by U.S. | $21,405,000 | 1,682 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $3,633,000 | 1,574 |
| Available-for-sale securities (fair market value) | $874,191,000 | 158 |
| Total debt securities | $877,824,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $46,952,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $11,120,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $11,120,000 | 51 |
| 2014-03-31 | Rank | |
| Total securities | $1,181,292,000 | 151 |
| U.S. Government securities | $285,697,000 | 395 |
| U.S. Treasury securities | $63,069,000 | 86 |
| U.S. Government agency obligations | $222,628,000 | 476 |
| Securities issued by states & political subdivisions | $499,104,000 | 49 |
| Other domestic debt securities | $55,013,000 | 209 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $55,013,000 | 131 |
| Foreign debt securities | $341,478,000 | 19 |
| 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 | $785,853,000 | 115 |
| Mortgage-backed securities | $21,972,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $21,972,000 | 1,664 |
| Issued or guaranteed by U.S. | $21,972,000 | 1,664 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $3,751,000 | 1,572 |
| Available-for-sale securities (fair market value) | $1,177,541,000 | 127 |
| Total debt securities | $1,181,291,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $60,984,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $13,113,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $13,113,000 | 50 |
| 2013-12-31 | Rank | |
| Total securities | $1,038,842,000 | 168 |
| U.S. Government securities | $295,191,000 | 372 |
| U.S. Treasury securities | $73,036,000 | 71 |
| U.S. Government agency obligations | $222,155,000 | 479 |
| Securities issued by states & political subdivisions | $299,654,000 | 71 |
| Other domestic debt securities | $85,346,000 | 151 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $85,346,000 | 92 |
| Foreign debt securities | $358,651,000 | 19 |
| 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 | $664,097,000 | 125 |
| Mortgage-backed securities | $22,977,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $22,977,000 | 1,609 |
| Issued or guaranteed by U.S. | $22,977,000 | 1,608 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $3,854,000 | 1,543 |
| Available-for-sale securities (fair market value) | $1,034,988,000 | 140 |
| Total debt securities | $1,038,843,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $119,993,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $16,493,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $16,493,000 | 46 |
| 2013-09-30 | Rank | |
| Total securities | $566,856,000 | 270 |
| U.S. Government securities | $97,001,000 | 1,047 |
| U.S. Treasury securities | $73,044,000 | 70 |
| U.S. Government agency obligations | $23,957,000 | 3,099 |
| Securities issued by states & political subdivisions | $21,982,000 | 1,711 |
| Other domestic debt securities | $82,666,000 | 167 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $82,666,000 | 97 |
| Foreign debt securities | $365,207,000 | 19 |
| 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 | $365,934,000 | 191 |
| Mortgage-backed securities | $23,957,000 | 2,127 |
| Certificates of participation in pools of residential mortgages | $23,957,000 | 1,576 |
| Issued or guaranteed by U.S. | $23,957,000 | 1,573 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $4,039,000 | 1,494 |
| Available-for-sale securities (fair market value) | $562,817,000 | 234 |
| Total debt securities | $566,856,000 | 264 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $120,446,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $19,847,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $19,847,000 | 45 |
| 2013-06-30 | Rank | |
| Total securities | $565,521,000 | 269 |
| U.S. Government securities | $105,833,000 | 969 |
| U.S. Treasury securities | $80,067,000 | 62 |
| U.S. Government agency obligations | $25,766,000 | 2,958 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $82,842,000 | 167 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $82,842,000 | 99 |
| Foreign debt securities | $376,846,000 | 18 |
| 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 | $387,305,000 | 180 |
| Mortgage-backed securities | $25,766,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $25,766,000 | 1,493 |
| Issued or guaranteed by U.S. | $25,766,000 | 1,491 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $4,379,000 | 1,396 |
| Available-for-sale securities (fair market value) | $561,142,000 | 239 |
| Total debt securities | $565,519,000 | 263 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $68,607,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $20,966,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $20,966,000 | 46 |
| 2013-03-31 | Rank | |
| Total securities | $557,020,000 | 276 |
| U.S. Government securities | $108,265,000 | 960 |
| U.S. Treasury securities | $80,069,000 | 66 |
| U.S. Government agency obligations | $28,196,000 | 2,851 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $99,921,000 | 146 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $99,921,000 | 86 |
| Foreign debt securities | $348,834,000 | 19 |
| 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 | $380,992,000 | 188 |
| Mortgage-backed securities | $28,196,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $28,196,000 | 1,421 |
| Issued or guaranteed by U.S. | $28,196,000 | 1,419 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $5,072,000 | 1,297 |
| Available-for-sale securities (fair market value) | $551,948,000 | 247 |
| Total debt securities | $557,018,000 | 272 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $75,982,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $10,530,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $10,530,000 | 54 |
| 2012-12-31 | Rank | |
| Total securities | $547,036,000 | 284 |
| U.S. Government securities | $110,129,000 | 916 |
| U.S. Treasury securities | $80,048,000 | 69 |
| U.S. Government agency obligations | $30,081,000 | 2,667 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $97,951,000 | 145 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $97,951,000 | 79 |
| Foreign debt securities | $338,956,000 | 19 |
| 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 | $330,854,000 | 219 |
| Mortgage-backed securities | $30,081,000 | 1,881 |
| Certificates of participation in pools of residential mortgages | $30,081,000 | 1,328 |
| Issued or guaranteed by U.S. | $30,081,000 | 1,325 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $5,930,000 | 1,212 |
| Available-for-sale securities (fair market value) | $541,106,000 | 250 |
| Total debt securities | $547,035,000 | 279 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $96,154,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $6,141,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $6,141,000 | 62 |
| 2012-09-30 | Rank | |
| Total securities | $451,904,000 | 342 |
| U.S. Government securities | $92,357,000 | 1,112 |
| U.S. Treasury securities | $60,033,000 | 77 |
| U.S. Government agency obligations | $32,324,000 | 2,609 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $98,182,000 | 149 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $98,182,000 | 87 |
| Foreign debt securities | $261,365,000 | 22 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $327,536,000 | 219 |
| Mortgage-backed securities | $32,324,000 | 1,890 |
| Certificates of participation in pools of residential mortgages | $32,324,000 | 1,324 |
| Issued or guaranteed by U.S. | $32,324,000 | 1,323 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $6,446,000 | 1,204 |
| Available-for-sale securities (fair market value) | $445,458,000 | 303 |
| Total debt securities | $451,901,000 | 337 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $111,197,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $3,317,000 | 72 |
| Revaluation losses on off-balance sheet contracts | $3,317,000 | 74 |
| 2012-06-30 | Rank | |
| Total securities | $342,954,000 | 444 |
| U.S. Government securities | $59,502,000 | 1,679 |
| U.S. Treasury securities | $26,012,000 | 131 |
| U.S. Government agency obligations | $33,490,000 | 2,587 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $86,903,000 | 165 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $86,903,000 | 96 |
| Foreign debt securities | $196,549,000 | 24 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,356,000 | 411 |
| Mortgage-backed securities | $33,490,000 | 1,861 |
| Certificates of participation in pools of residential mortgages | $33,490,000 | 1,293 |
| Issued or guaranteed by U.S. | $33,490,000 | 1,292 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $6,989,000 | 1,154 |
| Available-for-sale securities (fair market value) | $335,965,000 | 412 |
| Total debt securities | $342,952,000 | 436 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $81,589,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $15,304,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $15,304,000 | 54 |
| 2012-03-31 | Rank | |
| Total securities | $354,533,000 | 432 |
| U.S. Government securities | $67,777,000 | 1,550 |
| U.S. Treasury securities | $26,023,000 | 137 |
| U.S. Government agency obligations | $41,754,000 | 2,193 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $86,919,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $86,919,000 | 94 |
| Foreign debt securities | $199,837,000 | 24 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,619,000 | 409 |
| Mortgage-backed securities | $41,754,000 | 1,593 |
| Certificates of participation in pools of residential mortgages | $41,754,000 | 1,072 |
| Issued or guaranteed by U.S. | $41,754,000 | 1,072 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| 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) | $7,637,000 | 1,135 |
| Available-for-sale securities (fair market value) | $346,896,000 | 407 |
| Total debt securities | $354,534,000 | 424 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $76,024,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $10,193,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $10,193,000 | 54 |
| 2011-12-31 | Rank | |
| Total securities | $324,114,000 | 461 |
| U.S. Government securities | $70,910,000 | 1,411 |
| U.S. Treasury securities | $26,046,000 | 132 |
| U.S. Government agency obligations | $44,864,000 | 2,011 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $85,343,000 | 178 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $85,343,000 | 94 |
| Foreign debt securities | $167,861,000 | 21 |
| 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 | $182,383,000 | 349 |
| Mortgage-backed securities | $44,864,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $44,864,000 | 960 |
| Issued or guaranteed by U.S. | $44,864,000 | 957 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| 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) | $8,366,000 | 1,095 |
| Available-for-sale securities (fair market value) | $315,748,000 | 429 |
| Total debt securities | $324,115,000 | 457 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $70,236,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $13,271,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $13,271,000 | 55 |
| 2011-09-30 | Rank | |
| Total securities | $312,906,000 | 466 |
| U.S. Government securities | $72,547,000 | 1,353 |
| U.S. Treasury securities | $26,048,000 | 143 |
| U.S. Government agency obligations | $46,499,000 | 1,886 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $83,918,000 | 178 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $83,918,000 | 90 |
| Foreign debt securities | $156,441,000 | 22 |
| 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 | $128,863,000 | 467 |
| Mortgage-backed securities | $46,499,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $46,499,000 | 896 |
| Issued or guaranteed by U.S. | $46,499,000 | 892 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| 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) | $9,093,000 | 1,065 |
| Available-for-sale securities (fair market value) | $303,813,000 | 431 |
| Total debt securities | $312,905,000 | 462 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $80,359,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $26,439,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $25,596,000 | 45 |
| 2011-06-30 | Rank | |
| Total securities | $317,019,000 | 460 |
| U.S. Government securities | $49,145,000 | 1,884 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $49,145,000 | 1,830 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $85,707,000 | 176 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $656,000 | 153 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $85,051,000 | 90 |
| Foreign debt securities | $182,167,000 | 19 |
| 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 | $127,969,000 | 485 |
| Mortgage-backed securities | $49,145,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $49,145,000 | 847 |
| Issued or guaranteed by U.S. | $49,145,000 | 843 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| 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) | $10,180,000 | 1,008 |
| Available-for-sale securities (fair market value) | $306,839,000 | 422 |
| Total debt securities | $317,018,000 | 454 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $28,573,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $473,880,000 | 312 |
| U.S. Government securities | $51,969,000 | 1,802 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $51,969,000 | 1,751 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $95,750,000 | 174 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $708,000 | 151 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $95,042,000 | 83 |
| Foreign debt securities | $326,161,000 | 18 |
| 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 | $165,175,000 | 375 |
| Mortgage-backed securities | $51,969,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $51,969,000 | 766 |
| Issued or guaranteed by U.S. | $51,969,000 | 762 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| 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) | $11,255,000 | 965 |
| Available-for-sale securities (fair market value) | $462,625,000 | 284 |
| Total debt securities | $473,880,000 | 306 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $32,776,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $408,408,000 | 345 |
| U.S. Government securities | $58,212,000 | 1,553 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $58,212,000 | 1,499 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $66,345,000 | 218 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $764,000 | 136 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $65,581,000 | 106 |
| Foreign debt securities | $283,851,000 | 20 |
| 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 | $175,259,000 | 343 |
| Mortgage-backed securities | $58,212,000 | 1,032 |
| Certificates of participation in pools of residential mortgages | $58,212,000 | 657 |
| Issued or guaranteed by U.S. | $58,212,000 | 652 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| 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) | $13,087,000 | 891 |
| Available-for-sale securities (fair market value) | $395,321,000 | 316 |
| Total debt securities | $408,405,000 | 340 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $8,115,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $435,676,000 | 309 |
| U.S. Government securities | $59,456,000 | 1,496 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $59,456,000 | 1,431 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $66,235,000 | 218 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $808,000 | 137 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $65,427,000 | 103 |
| Foreign debt securities | $309,985,000 | 19 |
| 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 | $147,631,000 | 402 |
| Mortgage-backed securities | $59,456,000 | 994 |
| Certificates of participation in pools of residential mortgages | $59,456,000 | 626 |
| Issued or guaranteed by U.S. | $59,456,000 | 622 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $14,323,000 | 865 |
| Available-for-sale securities (fair market value) | $421,353,000 | 279 |
| Total debt securities | $435,676,000 | 304 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $44,100,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $439,686,000 | 301 |
| U.S. Government securities | $63,133,000 | 1,444 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $63,133,000 | 1,389 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $66,745,000 | 217 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $862,000 | 129 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $65,883,000 | 96 |
| Foreign debt securities | $309,808,000 | 16 |
| 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 | $168,932,000 | 359 |
| Mortgage-backed securities | $63,133,000 | 937 |
| Certificates of participation in pools of residential mortgages | $63,133,000 | 591 |
| Issued or guaranteed by U.S. | $63,133,000 | 584 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $15,744,000 | 835 |
| Available-for-sale securities (fair market value) | $423,942,000 | 275 |
| Total debt securities | $439,686,000 | 296 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $43,843,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $396,055,000 | 338 |
| U.S. Government securities | $66,208,000 | 1,399 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $66,208,000 | 1,354 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $65,826,000 | 221 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $890,000 | 130 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $64,936,000 | 93 |
| Foreign debt securities | $264,021,000 | 18 |
| 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 | $169,982,000 | 367 |
| Mortgage-backed securities | $66,208,000 | 919 |
| Certificates of participation in pools of residential mortgages | $66,208,000 | 595 |
| Issued or guaranteed by U.S. | $66,208,000 | 594 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $19,674,000 | 718 |
| Available-for-sale securities (fair market value) | $376,381,000 | 308 |
| Total debt securities | $396,055,000 | 334 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $62,794,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $458,946,000 | 286 |
| U.S. Government securities | $120,770,000 | 763 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $120,770,000 | 738 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $65,275,000 | 235 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $941,000 | 146 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $64,334,000 | 96 |
| Foreign debt securities | $272,901,000 | 16 |
| 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 | $169,435,000 | 364 |
| Mortgage-backed securities | $70,842,000 | 867 |
| Certificates of participation in pools of residential mortgages | $70,842,000 | 562 |
| Issued or guaranteed by U.S. | $70,842,000 | 559 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $21,231,000 | 692 |
| Available-for-sale securities (fair market value) | $437,715,000 | 261 |
| Total debt securities | $458,949,000 | 279 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $862,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $496,150,000 | 272 |
| U.S. Government securities | $163,063,000 | 559 |
| U.S. Treasury securities | $36,391,000 | 107 |
| U.S. Government agency obligations | $126,672,000 | 684 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $64,807,000 | 253 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $967,000 | 146 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $63,840,000 | 95 |
| Foreign debt securities | $268,280,000 | 15 |
| 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 | $168,125,000 | 377 |
| Mortgage-backed securities | $76,681,000 | 822 |
| Certificates of participation in pools of residential mortgages | $76,681,000 | 547 |
| Issued or guaranteed by U.S. | $76,681,000 | 543 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $23,132,000 | 671 |
| Available-for-sale securities (fair market value) | $473,018,000 | 245 |
| Total debt securities | $496,148,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $10,051,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $512,667,000 | 263 |
| U.S. Government securities | $147,532,000 | 610 |
| U.S. Treasury securities | $65,558,000 | 64 |
| U.S. Government agency obligations | $81,974,000 | 1,010 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $62,523,000 | 277 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $993,000 | 159 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $61,530,000 | 104 |
| Foreign debt securities | $302,612,000 | 16 |
| 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 | $92,989,000 | 607 |
| Mortgage-backed securities | $81,974,000 | 772 |
| Certificates of participation in pools of residential mortgages | $81,974,000 | 524 |
| Issued or guaranteed by U.S. | $81,974,000 | 518 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $25,001,000 | 637 |
| Available-for-sale securities (fair market value) | $487,666,000 | 235 |
| Total debt securities | $512,666,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,230,880,000 | 137 |
| U.S. Government securities | $994,421,000 | 117 |
| U.S. Treasury securities | $813,012,000 | 8 |
| U.S. Government agency obligations | $181,409,000 | 473 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $66,419,000 | 262 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,011,000 | 212 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,408,000 | 101 |
| Foreign debt securities | $170,040,000 | 13 |
| 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 | $598,003,000 | 126 |
| Mortgage-backed securities | $89,810,000 | 725 |
| Certificates of participation in pools of residential mortgages | $89,810,000 | 501 |
| Issued or guaranteed by U.S. | $89,810,000 | 494 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,514,000 | 598 |
| Available-for-sale securities (fair market value) | $1,203,366,000 | 122 |
| Total debt securities | $1,230,880,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $573,220,000 | 245 |
| U.S. Government securities | $435,268,000 | 217 |
| U.S. Treasury securities | $299,349,000 | 20 |
| U.S. Government agency obligations | $135,919,000 | 641 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $68,684,000 | 253 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,068,000 | 191 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $67,616,000 | 93 |
| Foreign debt securities | $69,268,000 | 12 |
| 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 | $414,584,000 | 170 |
| Mortgage-backed securities | $94,387,000 | 681 |
| Certificates of participation in pools of residential mortgages | $94,387,000 | 474 |
| Issued or guaranteed by U.S. | $94,387,000 | 469 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,759,000 | 557 |
| Available-for-sale securities (fair market value) | $543,461,000 | 214 |
| Total debt securities | $573,220,000 | 239 |
| 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 | $257,326,000 | 476 |
| U.S. Government securities | $97,226,000 | 844 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $97,226,000 | 827 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $84,151,000 | 228 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,094,000 | 181 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,057,000 | 81 |
| Foreign debt securities | $75,949,000 | 14 |
| 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 | $120,285,000 | 479 |
| Mortgage-backed securities | $97,226,000 | 630 |
| Certificates of participation in pools of residential mortgages | $97,226,000 | 450 |
| Issued or guaranteed by U.S. | $97,226,000 | 445 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,119,000 | 518 |
| Available-for-sale securities (fair market value) | $225,207,000 | 459 |
| Total debt securities | $257,330,000 | 467 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $39,998,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $319,026,000 | 404 |
| U.S. Government securities | $102,677,000 | 809 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $102,677,000 | 792 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $87,991,000 | 230 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,120,000 | 185 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,871,000 | 88 |
| Foreign debt securities | $128,358,000 | 14 |
| 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 | $125,631,000 | 437 |
| Mortgage-backed securities | $102,677,000 | 600 |
| Certificates of participation in pools of residential mortgages | $102,677,000 | 435 |
| Issued or guaranteed by U.S. | $102,677,000 | 430 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,078,000 | 472 |
| Available-for-sale securities (fair market value) | $283,948,000 | 377 |
| Total debt securities | $319,026,000 | 392 |
| 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 | $332,237,000 | 396 |
| U.S. Government securities | $110,895,000 | 753 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $110,895,000 | 736 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $88,154,000 | 224 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,231,000 | 185 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,923,000 | 88 |
| Foreign debt securities | $133,188,000 | 14 |
| 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 | $88,092,000 | 621 |
| Mortgage-backed securities | $110,895,000 | 544 |
| Certificates of participation in pools of residential mortgages | $110,895,000 | 386 |
| Issued or guaranteed by U.S. | $110,895,000 | 380 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,220,000 | 426 |
| Available-for-sale securities (fair market value) | $294,017,000 | 377 |
| Total debt securities | $332,238,000 | 385 |
| 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 | $173,605,000 | 684 |
| U.S. Government securities | $131,864,000 | 628 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $131,864,000 | 618 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $15,199,000 | 608 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,199,000 | 77 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $26,542,000 | 23 |
| 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 | $57,562,000 | 898 |
| Mortgage-backed securities | $117,068,000 | 485 |
| Certificates of participation in pools of residential mortgages | $117,068,000 | 329 |
| Issued or guaranteed by U.S. | $117,068,000 | 324 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,701,000 | 399 |
| Available-for-sale securities (fair market value) | $129,904,000 | 791 |
| Total debt securities | $173,606,000 | 668 |
| 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 | $220,300,000 | 572 |
| U.S. Government securities | $128,277,000 | 647 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $128,277,000 | 636 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $15,215,000 | 581 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,215,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $76,808,000 | 15 |
| 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 | $49,008,000 | 1,012 |
| Mortgage-backed securities | $128,277,000 | 446 |
| Certificates of participation in pools of residential mortgages | $128,277,000 | 295 |
| Issued or guaranteed by U.S. | $128,277,000 | 290 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,827,000 | 392 |
| Available-for-sale securities (fair market value) | $173,473,000 | 589 |
| Total debt securities | $220,298,000 | 553 |
| 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 | $163,931,000 | 720 |
| U.S. Government securities | $126,296,000 | 672 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $126,296,000 | 662 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $17,306,000 | 525 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,306,000 | 66 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $20,329,000 | 22 |
| 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 | $43,126,000 | 1,105 |
| Mortgage-backed securities | $126,296,000 | 458 |
| Certificates of participation in pools of residential mortgages | $126,296,000 | 309 |
| Issued or guaranteed by U.S. | $126,296,000 | 302 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,419,000 | 368 |
| Available-for-sale securities (fair market value) | $112,512,000 | 923 |
| Total debt securities | $163,933,000 | 707 |
| 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 | $179,472,000 | 689 |
| U.S. Government securities | $135,619,000 | 636 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $135,619,000 | 628 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $17,401,000 | 519 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,401,000 | 67 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $26,452,000 | 23 |
| 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 | $45,763,000 | 1,071 |
| Mortgage-backed securities | $135,619,000 | 437 |
| Certificates of participation in pools of residential mortgages | $135,619,000 | 300 |
| Issued or guaranteed by U.S. | $135,619,000 | 292 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $61,351,000 | 319 |
| Available-for-sale securities (fair market value) | $118,121,000 | 876 |
| Total debt securities | $179,471,000 | 672 |
| 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 | $241,450,000 | 518 |
| U.S. Government securities | $197,423,000 | 468 |
| U.S. Treasury securities | $4,991,000 | 438 |
| U.S. Government agency obligations | $192,432,000 | 462 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $17,495,000 | 518 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,495,000 | 62 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $26,532,000 | 24 |
| 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 | $52,394,000 | 963 |
| Mortgage-backed securities | $142,319,000 | 421 |
| Certificates of participation in pools of residential mortgages | $142,319,000 | 288 |
| Issued or guaranteed by U.S. | $142,319,000 | 281 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| 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) | $65,271,000 | 313 |
| Available-for-sale securities (fair market value) | $176,179,000 | 580 |
| Total debt securities | $241,453,000 | 503 |
| 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 | $238,956,000 | 540 |
| U.S. Government securities | $189,829,000 | 490 |
| U.S. Treasury securities | $4,958,000 | 472 |
| U.S. Government agency obligations | $184,871,000 | 487 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $22,544,000 | 458 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,544,000 | 59 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $26,583,000 | 26 |
| 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 | $37,076,000 | 1,289 |
| Mortgage-backed securities | $134,555,000 | 453 |
| Certificates of participation in pools of residential mortgages | $134,555,000 | 311 |
| Issued or guaranteed by U.S. | $134,555,000 | 303 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $69,749,000 | 301 |
| Available-for-sale securities (fair market value) | $169,207,000 | 622 |
| Total debt securities | $238,956,000 | 522 |
| 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 | $538,102,000 | 266 |
| U.S. Government securities | $486,701,000 | 218 |
| U.S. Treasury securities | $5,012,000 | 490 |
| U.S. Government agency obligations | $481,689,000 | 216 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $24,862,000 | 430 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,862,000 | 57 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $26,539,000 | 24 |
| 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 | $37,776,000 | 1,249 |
| Mortgage-backed securities | $431,255,000 | 192 |
| Certificates of participation in pools of residential mortgages | $431,255,000 | 133 |
| Issued or guaranteed by U.S. | $431,255,000 | 128 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| 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) | $76,647,000 | 294 |
| Available-for-sale securities (fair market value) | $461,455,000 | 259 |
| Total debt securities | $538,101,000 | 260 |
| 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 | $587,642,000 | 258 |
| U.S. Government securities | $533,492,000 | 219 |
| U.S. Treasury securities | $5,054,000 | 537 |
| U.S. Government agency obligations | $528,438,000 | 212 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $24,401,000 | 444 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,401,000 | 60 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $29,749,000 | 22 |
| 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 | $342,186,000 | 205 |
| Mortgage-backed securities | $477,639,000 | 184 |
| Certificates of participation in pools of residential mortgages | $477,639,000 | 125 |
| Issued or guaranteed by U.S. | $477,639,000 | 121 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| 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) | $85,330,000 | 271 |
| Available-for-sale securities (fair market value) | $502,312,000 | 248 |
| Total debt securities | $587,642,000 | 255 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $99,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $635,762,000 | 250 |
| U.S. Government securities | $583,330,000 | 213 |
| U.S. Treasury securities | $5,037,000 | 548 |
| U.S. Government agency obligations | $578,293,000 | 202 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $22,493,000 | 480 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,493,000 | 61 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $29,939,000 | 22 |
| 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 | $189,363,000 | 319 |
| Mortgage-backed securities | $527,138,000 | 181 |
| Certificates of participation in pools of residential mortgages | $527,138,000 | 125 |
| Issued or guaranteed by U.S. | $527,138,000 | 122 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| 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) | $91,560,000 | 254 |
| Available-for-sale securities (fair market value) | $544,202,000 | 237 |
| Total debt securities | $635,762,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $2,082,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $721,211,000 | 225 |
| U.S. Government securities | $643,345,000 | 200 |
| U.S. Treasury securities | $5,173,000 | 523 |
| U.S. Government agency obligations | $638,172,000 | 190 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $22,661,000 | 478 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,661,000 | 63 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $55,205,000 | 19 |
| 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 | $85,549,000 | 605 |
| Mortgage-backed securities | $586,609,000 | 171 |
| Certificates of participation in pools of residential mortgages | $586,609,000 | 115 |
| Issued or guaranteed by U.S. | $586,609,000 | 111 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| 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) | $98,346,000 | 232 |
| Available-for-sale securities (fair market value) | $622,865,000 | 211 |
| Total debt securities | $721,215,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $2,678,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $732,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $833,233,000 | 205 |
| U.S. Government securities | $722,655,000 | 185 |
| U.S. Treasury securities | $5,217,000 | 536 |
| U.S. Government agency obligations | $717,438,000 | 179 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $37,729,000 | 349 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $37,729,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $72,849,000 | 16 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,127,000 | 862 |
| Mortgage-backed securities | $665,249,000 | 163 |
| Certificates of participation in pools of residential mortgages | $665,249,000 | 107 |
| Issued or guaranteed by U.S. | $665,249,000 | 105 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| 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) | $104,271,000 | 226 |
| Available-for-sale securities (fair market value) | $728,962,000 | 190 |
| Total debt securities | $833,232,000 | 205 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $834,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $834,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $936,553,000 | 191 |
| U.S. Government securities | $793,530,000 | 179 |
| U.S. Treasury securities | $5,306,000 | 586 |
| U.S. Government agency obligations | $788,224,000 | 170 |
| Securities issued by states & political subdivisions | $252,000 | 6,017 |
| Other domestic debt securities | $54,733,000 | 274 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $54,733,000 | 47 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $88,038,000 | 17 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,309,000 | 354 |
| Mortgage-backed securities | $735,938,000 | 155 |
| Certificates of participation in pools of residential mortgages | $735,938,000 | 102 |
| Issued or guaranteed by U.S. | $735,938,000 | 100 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| 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) | $113,880,000 | 204 |
| Available-for-sale securities (fair market value) | $822,673,000 | 177 |
| Total debt securities | $936,551,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $710,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $710,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,032,966,000 | 184 |
| U.S. Government securities | $865,152,000 | 170 |
| U.S. Treasury securities | $5,353,000 | 598 |
| U.S. Government agency obligations | $859,799,000 | 164 |
| Securities issued by states & political subdivisions | $254,000 | 6,049 |
| Other domestic debt securities | $64,907,000 | 255 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,907,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $102,653,000 | 16 |
| 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 | $105,647,000 | 495 |
| Mortgage-backed securities | $806,689,000 | 151 |
| Certificates of participation in pools of residential mortgages | $806,689,000 | 96 |
| Issued or guaranteed by U.S. | $806,689,000 | 94 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| 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) | $122,936,000 | 180 |
| Available-for-sale securities (fair market value) | $910,030,000 | 175 |
| Total debt securities | $1,032,966,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $18,617,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $454,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,325,800,000 | 158 |
| U.S. Government securities | $1,155,379,000 | 142 |
| U.S. Treasury securities | $5,400,000 | 576 |
| U.S. Government agency obligations | $1,149,979,000 | 137 |
| Securities issued by states & political subdivisions | $257,000 | 6,097 |
| Other domestic debt securities | $65,042,000 | 258 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $65,042,000 | 51 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $105,122,000 | 17 |
| 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 | $316,179,000 | 211 |
| Mortgage-backed securities | $881,225,000 | 140 |
| Certificates of participation in pools of residential mortgages | $881,225,000 | 94 |
| Issued or guaranteed by U.S. | $881,225,000 | 91 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $133,982,000 | 170 |
| Available-for-sale securities (fair market value) | $1,191,818,000 | 150 |
| Total debt securities | $1,325,800,000 | 155 |
| Structured notes | ||
| Amortized cost | $265,000,000 | 9 |
| Fair value | $268,754,000 | 9 |
| Trading account assets | $8,691,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $709,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,280,397,000 | 160 |
| U.S. Government securities | $1,109,971,000 | 146 |
| U.S. Treasury securities | $5,420,000 | 603 |
| U.S. Government agency obligations | $1,104,551,000 | 143 |
| Securities issued by states & political subdivisions | $259,000 | 6,130 |
| Other domestic debt securities | $65,086,000 | 246 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $65,086,000 | 51 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $105,081,000 | 17 |
| 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 | $324,154,000 | 210 |
| Mortgage-backed securities | $836,671,000 | 144 |
| Certificates of participation in pools of residential mortgages | $836,671,000 | 97 |
| Issued or guaranteed by U.S. | $836,671,000 | 94 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| 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) | $148,443,000 | 157 |
| Available-for-sale securities (fair market value) | $1,131,954,000 | 156 |
| Total debt securities | $1,280,397,000 | 158 |
| Structured notes | ||
| Amortized cost | $265,000,000 | 10 |
| Fair value | $267,880,000 | 10 |
| Trading account assets | $4,601,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $710,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,590,268,000 | 141 |
| U.S. Government securities | $1,398,553,000 | 120 |
| U.S. Treasury securities | $5,541,000 | 574 |
| U.S. Government agency obligations | $1,393,012,000 | 115 |
| Securities issued by states & political subdivisions | $263,000 | 6,122 |
| Other domestic debt securities | $65,150,000 | 265 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,150,000 | 126 |
| Foreign debt securities | $126,302,000 | 17 |
| 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 | $308,912,000 | 216 |
| Mortgage-backed securities | $923,000,000 | 139 |
| Certificates of participation in pools of residential mortgages | $923,000,000 | 89 |
| Issued or guaranteed by U.S. | $923,000,000 | 86 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| 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) | $167,688,000 | 145 |
| Available-for-sale securities (fair market value) | $1,422,580,000 | 137 |
| Total debt securities | $1,590,268,000 | 138 |
| Structured notes | ||
| Amortized cost | $465,000,000 | 6 |
| Fair value | $470,012,000 | 6 |
| Trading account assets | $7,759,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $466,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,467,338,000 | 148 |
| U.S. Government securities | $1,264,424,000 | 131 |
| U.S. Treasury securities | $5,476,000 | 629 |
| U.S. Government agency obligations | $1,258,948,000 | 123 |
| Securities issued by states & political subdivisions | $265,000 | 6,186 |
| Other domestic debt securities | $75,093,000 | 221 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,093,000 | 126 |
| Foreign debt securities | $127,556,000 | 15 |
| 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 | $216,632,000 | 270 |
| Mortgage-backed securities | $928,358,000 | 137 |
| Certificates of participation in pools of residential mortgages | $928,358,000 | 87 |
| Issued or guaranteed by U.S. | $928,358,000 | 84 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $184,187,000 | 125 |
| Available-for-sale securities (fair market value) | $1,283,151,000 | 142 |
| Total debt securities | $1,467,338,000 | 146 |
| Structured notes | ||
| Amortized cost | $324,900,000 | 7 |
| Fair value | $330,453,000 | 7 |
| Trading account assets | $9,468,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,358,706,000 | 151 |
| U.S. Government securities | $1,149,735,000 | 136 |
| U.S. Treasury securities | $5,560,000 | 602 |
| U.S. Government agency obligations | $1,144,175,000 | 133 |
| Securities issued by states & political subdivisions | $267,000 | 6,227 |
| Other domestic debt securities | $76,428,000 | 219 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $76,428,000 | 124 |
| Foreign debt securities | $132,276,000 | 15 |
| 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 | $90,696,000 | 515 |
| Mortgage-backed securities | $1,013,622,000 | 127 |
| Certificates of participation in pools of residential mortgages | $1,013,622,000 | 78 |
| Issued or guaranteed by U.S. | $1,013,622,000 | 76 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| 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) | $213,386,000 | 108 |
| Available-for-sale securities (fair market value) | $1,145,320,000 | 150 |
| Total debt securities | $1,358,706,000 | 148 |
| Structured notes | ||
| Amortized cost | $74,900,000 | 17 |
| Fair value | $75,185,000 | 17 |
| Trading account assets | $10,171,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,503,462,000 | 140 |
| U.S. Government securities | $1,265,872,000 | 134 |
| U.S. Treasury securities | $5,549,000 | 607 |
| U.S. Government agency obligations | $1,260,323,000 | 127 |
| Securities issued by states & political subdivisions | $270,000 | 6,228 |
| Other domestic debt securities | $104,422,000 | 177 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $104,422,000 | 41 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $132,898,000 | 17 |
| 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 | $485,205,000 | 136 |
| Mortgage-backed securities | $1,178,719,000 | 117 |
| Certificates of participation in pools of residential mortgages | $1,178,719,000 | 67 |
| Issued or guaranteed by U.S. | $1,178,719,000 | 63 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| 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) | $263,176,000 | 90 |
| Available-for-sale securities (fair market value) | $1,240,286,000 | 140 |
| Total debt securities | $1,503,457,000 | 139 |
| Structured notes | ||
| Amortized cost | $24,900,000 | 52 |
| Fair value | $25,480,000 | 49 |
| Trading account assets | $13,114,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,018,786,000 | 119 |
| U.S. Government securities | $1,707,724,000 | 107 |
| U.S. Treasury securities | $5,558,000 | 618 |
| U.S. Government agency obligations | $1,702,166,000 | 100 |
| Securities issued by states & political subdivisions | $271,000 | 6,219 |
| Other domestic debt securities | $105,078,000 | 178 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $105,078,000 | 41 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $205,713,000 | 14 |
| 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 | $465,408,000 | 141 |
| Mortgage-backed securities | $1,220,843,000 | 113 |
| Certificates of participation in pools of residential mortgages | $1,216,343,000 | 70 |
| Issued or guaranteed by U.S. | $1,216,343,000 | 66 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,500,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $4,500,000 | 1,764 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $320,921,000 | 78 |
| Available-for-sale securities (fair market value) | $1,697,865,000 | 120 |
| Total debt securities | $2,018,786,000 | 119 |
| Structured notes | ||
| Amortized cost | $424,900,000 | 4 |
| Fair value | $425,600,000 | 4 |
| Trading account assets | $9,888,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,119,192,000 | 77 |
| U.S. Government securities | $2,888,616,000 | 62 |
| U.S. Treasury securities | $5,476,000 | 652 |
| U.S. Government agency obligations | $2,883,140,000 | 59 |
| Securities issued by states & political subdivisions | $273,000 | 6,220 |
| Other domestic debt securities | $55,128,000 | 286 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $55,128,000 | 55 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $175,175,000 | 14 |
| 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 | $998,118,000 | 91 |
| Mortgage-backed securities | $1,331,852,000 | 107 |
| Certificates of participation in pools of residential mortgages | $1,315,811,000 | 62 |
| Issued or guaranteed by U.S. | $1,315,811,000 | 59 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $16,041,000 | 961 |
| CMOs issued by government agencies or sponsored agencies | $16,041,000 | 881 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $379,775,000 | 67 |
| Available-for-sale securities (fair market value) | $2,739,417,000 | 75 |
| Total debt securities | $3,119,192,000 | 77 |
| Structured notes | ||
| Amortized cost | $1,259,900,000 | 1 |
| Fair value | $1,261,781,000 | 1 |
| Trading account assets | $18,712,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,791,371,000 | 78 |
| U.S. Government securities | $2,555,376,000 | 61 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,555,376,000 | 59 |
| Securities issued by states & political subdivisions | $267,000 | 6,378 |
| Other domestic debt securities | $125,221,000 | 153 |
| 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 | $125,221,000 | 68 |
| Foreign debt securities | $110,507,000 | 16 |
| 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 | $1,115,507,000 | 78 |
| Mortgage-backed securities | $1,499,659,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,474,311,000 | 55 |
| Issued or guaranteed by U.S. | $1,474,311,000 | 54 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $25,348,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $25,348,000 | 641 |
| 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) | $591,812,000 | 41 |
| Available-for-sale securities (fair market value) | $2,199,559,000 | 85 |
| Total debt securities | $2,791,371,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $20,191,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $3,096,066,000 | 64 |
| U.S. Government securities | $2,885,359,000 | 48 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,885,359,000 | 45 |
| Securities issued by states & political subdivisions | $262,000 | 6,547 |
| Other domestic debt securities | $87,768,000 | 183 |
| 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 | $87,768,000 | 116 |
| Foreign debt securities | $115,252,000 | 17 |
| Equity securities | $7,425,000 | 632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,233,486,000 | 66 |
| Mortgage-backed securities | $2,243,776,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,243,776,000 | 29 |
| Issued or guaranteed by U.S. | $2,243,776,000 | 28 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $785,817,000 | 48 |
| Available-for-sale securities (fair market value) | $2,310,249,000 | 71 |
| Total debt securities | $3,088,641,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $17,082,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $2,472,112,000 | 82 |
| U.S. Government securities | $2,306,469,000 | 63 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,306,469,000 | 56 |
| Securities issued by states & political subdivisions | $259,000 | 6,860 |
| Other domestic debt securities | $76,236,000 | 223 |
| 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 | $76,236,000 | 142 |
| Foreign debt securities | $86,223,000 | 20 |
| Equity securities | $2,925,000 | 1,198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $749,814,000 | 110 |
| Mortgage-backed securities | $1,818,258,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,818,258,000 | 38 |
| Issued or guaranteed by U.S. | $1,818,258,000 | 35 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $911,898,000 | 45 |
| Available-for-sale securities (fair market value) | $1,560,214,000 | 109 |
| Total debt securities | $2,469,187,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $2,245,254,000 | 84 |
| U.S. Government securities | $2,124,853,000 | 64 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,124,853,000 | 59 |
| Securities issued by states & political subdivisions | $269,000 | 7,052 |
| Other domestic debt securities | $54,793,000 | 245 |
| Privately issued residential mortgage-backed securities | $247,000 | 1,056 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,546,000 | 156 |
| Foreign debt securities | $62,414,000 | 20 |
| Equity securities | $2,925,000 | 1,186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,603,000 | 108 |
| Mortgage-backed securities | $1,680,865,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,680,618,000 | 47 |
| Issued or guaranteed by U.S. | $1,680,618,000 | 43 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $247,000 | 4,178 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $247,000 | 904 |
| 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) | $893,446,000 | 46 |
| Available-for-sale securities (fair market value) | $1,351,808,000 | 102 |
| Total debt securities | $2,242,329,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,494,173,000 | 120 |
| U.S. Government securities | $1,392,258,000 | 97 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,392,258,000 | 78 |
| Securities issued by states & political subdivisions | $267,000 | 7,292 |
| Other domestic debt securities | $85,107,000 | 146 |
| Privately issued residential mortgage-backed securities | $782,000 | 672 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,325,000 | 81 |
| Foreign debt securities | $14,318,000 | 36 |
| Equity securities | $2,223,000 | 1,374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,543,000 | 392 |
| Mortgage-backed securities | $1,144,509,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,143,727,000 | 59 |
| Issued or guaranteed by U.S. | $1,143,727,000 | 56 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $782,000 | 3,653 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $782,000 | 515 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $672,908,000 | 57 |
| Available-for-sale securities (fair market value) | $821,265,000 | 145 |
| Total debt securities | $1,491,950,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $827,761,000 | 200 |
| U.S. Government securities | $673,844,000 | 202 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $673,844,000 | 155 |
| Securities issued by states & political subdivisions | $267,000 | 7,670 |
| Other domestic debt securities | $96,784,000 | 130 |
| Privately issued residential mortgage-backed securities | $825,000 | 818 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,959,000 | 67 |
| Foreign debt securities | $55,504,000 | 26 |
| Equity securities | $1,362,000 | 1,927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,435,000 | 389 |
| Mortgage-backed securities | $487,311,000 | 186 |
| Certificates of participation in pools of residential mortgages | $486,486,000 | 127 |
| Issued or guaranteed by U.S. | $486,486,000 | 120 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $825,000 | 4,041 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $825,000 | 622 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $442,965,000 | 105 |
| Available-for-sale securities (fair market value) | $384,796,000 | 282 |
| Total debt securities | $826,399,000 | 196 |
| 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 | $587,665,000 | 286 |
| U.S. Government securities | $410,705,000 | 321 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $410,705,000 | 246 |
| Securities issued by states & political subdivisions | $267,000 | 7,967 |
| Other domestic debt securities | $70,990,000 | 195 |
| Privately issued residential mortgage-backed securities | $963,000 | 905 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $70,027,000 | 97 |
| Foreign debt securities | $104,481,000 | 20 |
| Equity securities | $1,222,000 | 1,937 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $302,842,000 | 292 |
| Certificates of participation in pools of residential mortgages | $301,879,000 | 191 |
| Issued or guaranteed by U.S. | $301,879,000 | 185 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $963,000 | 4,327 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $963,000 | 678 |
| 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) | $277,496,000 | 174 |
| Available-for-sale securities (fair market value) | $310,169,000 | 352 |
| Total debt securities | $586,443,000 | 282 |
| 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 | $399,204,000 | 395 |
| U.S. Government securities | $265,797,000 | 472 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $265,797,000 | 364 |
| Securities issued by states & political subdivisions | $244,000 | 8,510 |
| Other domestic debt securities | $30,765,000 | 349 |
| 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 | $30,765,000 | 214 |
| Foreign debt securities | $101,345,000 | 18 |
| Equity securities | $1,053,000 | 1,951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,006,000 | 564 |
| Mortgage-backed securities | $265,797,000 | 331 |
| Certificates of participation in pools of residential mortgages | $265,797,000 | 200 |
| Issued or guaranteed by U.S. | $265,797,000 | 192 |
| 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) | $168,436,000 | 490 |
| Available-for-sale securities (fair market value) | $230,768,000 | 272 |
| Total debt securities | $398,151,000 | 387 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,756,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $278,740,000 | 553 |
| U.S. Government securities | $236,339,000 | 518 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $236,339,000 | 378 |
| Securities issued by states & political subdivisions | $3,846,000 | 3,658 |
| Other domestic debt securities | $3,741,000 | 1,666 |
| 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 | $3,741,000 | 1,271 |
| Foreign debt securities | $33,434,000 | 32 |
| Equity securities | $1,380,000 | 1,764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,233,000 | 557 |
| Mortgage-backed securities | $236,339,000 | 355 |
| Certificates of participation in pools of residential mortgages | $236,339,000 | 221 |
| Issued or guaranteed by U.S. | $236,339,000 | 200 |
| 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 | $276,503,000 | 544 |
| 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 | $183,263,000 | 755 |
| U.S. Government securities | $157,806,000 | 700 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $157,806,000 | 494 |
| Securities issued by states & political subdivisions | $2,749,000 | 4,281 |
| Other domestic debt securities | $1,106,000 | 3,883 |
| 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 | $1,106,000 | 2,782 |
| Foreign debt securities | $20,526,000 | 41 |
| Equity securities | $1,076,000 | 1,798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,698,000 | 754 |
| Mortgage-backed securities | $157,806,000 | 464 |
| Certificates of participation in pools of residential mortgages | $157,806,000 | 296 |
| Issued or guaranteed by U.S. | $157,806,000 | 275 |
| 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 | $182,188,000 | 741 |
| 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 |