Home > MB Financial Bank > Securities
MB Financial Bank, Securities
| 2019-03-31 | Rank | |
| Total securities | $746,303,000 | 242 |
| U.S. Government securities | $722,813,000 | 201 |
| U.S. Treasury securities | $722,812,000 | 46 |
| U.S. Government agency obligations | $1,000 | 4,964 |
| Securities issued by states & political subdivisions | $4,019,000 | 3,304 |
| Other domestic debt securities | $0 | 2,025 |
| 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 | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $722,812,000 | 116 |
| Mortgage-backed securities | $1,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,000 | 2,956 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,884 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $726,832,000 | 216 |
| Total debt securities | $726,832,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $36,176,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $37,156,000 | 38 |
| 2018-12-31 | Rank | |
| Total securities | $2,768,441,000 | 105 |
| U.S. Government securities | $1,528,839,000 | 122 |
| U.S. Treasury securities | $75,141,000 | 116 |
| U.S. Government agency obligations | $1,453,698,000 | 114 |
| Securities issued by states & political subdivisions | $1,228,505,000 | 26 |
| Other domestic debt securities | $22,000 | 1,999 |
| Privately issued residential mortgage-backed securities | $22,000 | 604 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $795,503,000 | 115 |
| Mortgage-backed securities | $1,448,696,000 | 106 |
| Certificates of participation in pools of residential mortgages | $155,758,000 | 280 |
| Issued or guaranteed by U.S. | $155,741,000 | 279 |
| Privately issued | $17,000 | 193 |
| Collaterized mortgage obligations | $1,261,351,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,261,346,000 | 57 |
| Privately issued | $5,000 | 471 |
| Commercial mortgage-backed securities | $31,587,000 | 323 |
| Commercial mortgage pass-through securities | $18,882,000 | 254 |
| Other commercial mortgage-backed securities | $12,705,000 | 331 |
| Held to maturity securities (book value) | $901,684,000 | 63 |
| Available-for-sale securities (fair market value) | $1,855,682,000 | 117 |
| Total debt securities | $2,757,366,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $45,060,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $41,296,000 | 38 |
| 2018-09-30 | Rank | |
| Total securities | $2,644,619,000 | 101 |
| U.S. Government securities | $1,385,498,000 | 128 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,385,498,000 | 114 |
| Securities issued by states & political subdivisions | $1,243,121,000 | 25 |
| Other domestic debt securities | $5,099,000 | 810 |
| Privately issued residential mortgage-backed securities | $34,000 | 534 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $5,065,000 | 592 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $794,085,000 | 111 |
| Mortgage-backed securities | $1,380,530,000 | 107 |
| Certificates of participation in pools of residential mortgages | $169,444,000 | 265 |
| Issued or guaranteed by U.S. | $169,427,000 | 264 |
| Privately issued | $17,000 | 127 |
| Collaterized mortgage obligations | $1,170,046,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,170,029,000 | 56 |
| Privately issued | $17,000 | 457 |
| Commercial mortgage-backed securities | $41,040,000 | 275 |
| Commercial mortgage pass-through securities | $23,960,000 | 208 |
| Other commercial mortgage-backed securities | $17,080,000 | 288 |
| Held to maturity securities (book value) | $923,082,000 | 63 |
| Available-for-sale securities (fair market value) | $1,710,636,000 | 124 |
| Total debt securities | $2,633,718,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $58,196,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $59,068,000 | 42 |
| 2018-06-30 | Rank | |
| Total securities | $2,581,218,000 | 103 |
| U.S. Government securities | $1,312,453,000 | 132 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,312,453,000 | 120 |
| Securities issued by states & political subdivisions | $1,234,637,000 | 28 |
| Other domestic debt securities | $23,206,000 | 385 |
| Privately issued residential mortgage-backed securities | $36,000 | 814 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $23,170,000 | 221 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $738,556,000 | 113 |
| Mortgage-backed securities | $1,307,463,000 | 114 |
| Certificates of participation in pools of residential mortgages | $193,589,000 | 238 |
| Issued or guaranteed by U.S. | $193,571,000 | 236 |
| Privately issued | $18,000 | 417 |
| Collaterized mortgage obligations | $1,050,450,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,050,432,000 | 59 |
| Privately issued | $18,000 | 480 |
| Commercial mortgage-backed securities | $63,424,000 | 207 |
| Commercial mortgage pass-through securities | $37,625,000 | 139 |
| Other commercial mortgage-backed securities | $25,799,000 | 221 |
| Held to maturity securities (book value) | $923,036,000 | 63 |
| Available-for-sale securities (fair market value) | $1,647,260,000 | 125 |
| Total debt securities | $2,570,296,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $52,141,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $52,548,000 | 42 |
| 2018-03-31 | Rank | |
| Total securities | $2,623,454,000 | 103 |
| U.S. Government securities | $1,333,084,000 | 122 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,333,084,000 | 115 |
| Securities issued by states & political subdivisions | $1,241,212,000 | 25 |
| Other domestic debt securities | $38,034,000 | 254 |
| Privately issued residential mortgage-backed securities | $43,000 | 499 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $37,991,000 | 155 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $679,053,000 | 125 |
| Mortgage-backed securities | $1,310,242,000 | 108 |
| Certificates of participation in pools of residential mortgages | $220,792,000 | 220 |
| Issued or guaranteed by U.S. | $220,773,000 | 218 |
| Privately issued | $19,000 | 59 |
| Collaterized mortgage obligations | $1,025,289,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,025,265,000 | 60 |
| Privately issued | $24,000 | 487 |
| Commercial mortgage-backed securities | $64,161,000 | 196 |
| Commercial mortgage pass-through securities | $37,993,000 | 124 |
| Other commercial mortgage-backed securities | $26,168,000 | 216 |
| Held to maturity securities (book value) | $933,319,000 | 63 |
| Available-for-sale securities (fair market value) | $1,679,011,000 | 122 |
| Total debt securities | $2,612,330,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $46,724,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $46,704,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $46,168,000 | 40 |
| 2017-12-31 | Rank | |
| Total securities | $2,367,408,000 | 107 |
| U.S. Government securities | $1,028,365,000 | 145 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,028,365,000 | 136 |
| Securities issued by states & political subdivisions | $1,257,725,000 | 25 |
| Other domestic debt securities | $70,255,000 | 172 |
| Privately issued residential mortgage-backed securities | $58,000 | 497 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $70,197,000 | 89 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,063,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $726,092,000 | 120 |
| Mortgage-backed securities | $1,005,416,000 | 133 |
| Certificates of participation in pools of residential mortgages | $180,779,000 | 262 |
| Issued or guaranteed by U.S. | $180,760,000 | 261 |
| Privately issued | $19,000 | 56 |
| Collaterized mortgage obligations | $752,602,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $752,563,000 | 67 |
| Privately issued | $39,000 | 480 |
| Commercial mortgage-backed securities | $72,035,000 | 182 |
| Commercial mortgage pass-through securities | $41,699,000 | 111 |
| Other commercial mortgage-backed securities | $30,336,000 | 192 |
| Held to maturity securities (book value) | $959,082,000 | 62 |
| Available-for-sale securities (fair market value) | $1,408,326,000 | 129 |
| Total debt securities | $2,356,345,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $29,928,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $29,905,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $40,295,000 | 33 |
| 2017-09-30 | Rank | |
| Total securities | $2,491,781,000 | 102 |
| U.S. Government securities | $1,091,195,000 | 138 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,091,195,000 | 128 |
| Securities issued by states & political subdivisions | $1,274,405,000 | 24 |
| Other domestic debt securities | $115,104,000 | 123 |
| Privately issued residential mortgage-backed securities | $90,000 | 483 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $115,014,000 | 60 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $11,077,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $833,421,000 | 116 |
| Mortgage-backed securities | $1,068,139,000 | 125 |
| Certificates of participation in pools of residential mortgages | $212,525,000 | 230 |
| Issued or guaranteed by U.S. | $212,505,000 | 229 |
| Privately issued | $20,000 | 59 |
| Collaterized mortgage obligations | $768,397,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $768,327,000 | 65 |
| Privately issued | $70,000 | 472 |
| Commercial mortgage-backed securities | $87,217,000 | 157 |
| Commercial mortgage pass-through securities | $54,330,000 | 101 |
| Other commercial mortgage-backed securities | $32,887,000 | 175 |
| Held to maturity securities (book value) | $994,238,000 | 63 |
| Available-for-sale securities (fair market value) | $1,497,543,000 | 121 |
| Total debt securities | $2,480,704,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $34,079,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $34,076,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $39,914,000 | 32 |
| 2017-06-30 | Rank | |
| Total securities | $2,589,983,000 | 99 |
| U.S. Government securities | $1,156,914,000 | 135 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,156,914,000 | 125 |
| Securities issued by states & political subdivisions | $1,283,394,000 | 24 |
| Other domestic debt securities | $138,671,000 | 110 |
| Privately issued residential mortgage-backed securities | $115,000 | 480 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $138,556,000 | 52 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $11,004,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $832,926,000 | 112 |
| Mortgage-backed securities | $1,133,800,000 | 119 |
| Certificates of participation in pools of residential mortgages | $239,108,000 | 208 |
| Issued or guaranteed by U.S. | $239,087,000 | 206 |
| Privately issued | $21,000 | 56 |
| Collaterized mortgage obligations | $805,366,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $805,272,000 | 62 |
| Privately issued | $94,000 | 469 |
| Commercial mortgage-backed securities | $89,326,000 | 150 |
| Commercial mortgage pass-through securities | $56,252,000 | 100 |
| Other commercial mortgage-backed securities | $33,074,000 | 173 |
| Held to maturity securities (book value) | $1,022,912,000 | 63 |
| Available-for-sale securities (fair market value) | $1,567,071,000 | 116 |
| Total debt securities | $2,578,979,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $35,249,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $35,160,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $40,091,000 | 34 |
| 2017-03-31 | Rank | |
| Total securities | $2,713,958,000 | 97 |
| U.S. Government securities | $1,225,368,000 | 126 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,225,368,000 | 119 |
| Securities issued by states & political subdivisions | $1,299,445,000 | 24 |
| Other domestic debt securities | $178,260,000 | 96 |
| Privately issued residential mortgage-backed securities | $163,000 | 483 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $178,097,000 | 41 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $10,885,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $906,638,000 | 103 |
| Mortgage-backed securities | $1,202,201,000 | 116 |
| Certificates of participation in pools of residential mortgages | $262,948,000 | 192 |
| Issued or guaranteed by U.S. | $262,927,000 | 190 |
| Privately issued | $21,000 | 55 |
| Collaterized mortgage obligations | $849,098,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $848,956,000 | 61 |
| Privately issued | $142,000 | 466 |
| Commercial mortgage-backed securities | $90,155,000 | 146 |
| Commercial mortgage pass-through securities | $56,829,000 | 95 |
| Other commercial mortgage-backed securities | $33,326,000 | 168 |
| Held to maturity securities (book value) | $1,056,008,000 | 63 |
| Available-for-sale securities (fair market value) | $1,657,950,000 | 106 |
| Total debt securities | $2,703,073,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $37,942,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $37,894,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $49,862,000 | 30 |
| 2016-12-31 | Rank | |
| Total securities | $2,769,781,000 | 91 |
| U.S. Government securities | $1,259,051,000 | 121 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,259,051,000 | 113 |
| Securities issued by states & political subdivisions | $1,301,973,000 | 22 |
| Other domestic debt securities | $197,929,000 | 91 |
| Privately issued residential mortgage-backed securities | $198,000 | 488 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $197,731,000 | 38 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $10,828,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $987,964,000 | 97 |
| Mortgage-backed securities | $1,235,834,000 | 108 |
| Certificates of participation in pools of residential mortgages | $282,167,000 | 181 |
| Issued or guaranteed by U.S. | $282,145,000 | 178 |
| Privately issued | $22,000 | 58 |
| Collaterized mortgage obligations | $860,659,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $860,483,000 | 61 |
| Privately issued | $176,000 | 463 |
| Commercial mortgage-backed securities | $93,008,000 | 146 |
| Commercial mortgage pass-through securities | $59,657,000 | 89 |
| Other commercial mortgage-backed securities | $33,351,000 | 164 |
| Held to maturity securities (book value) | $1,069,750,000 | 62 |
| Available-for-sale securities (fair market value) | $1,700,031,000 | 105 |
| Total debt securities | $2,758,953,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $44,586,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $44,574,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $63,876,000 | 30 |
| 2016-09-30 | Rank | |
| Total securities | $2,979,618,000 | 83 |
| U.S. Government securities | $1,402,780,000 | 109 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,402,780,000 | 103 |
| Securities issued by states & political subdivisions | $1,350,228,000 | 21 |
| Other domestic debt securities | $215,482,000 | 89 |
| Privately issued residential mortgage-backed securities | $235,000 | 479 |
| Commercial mortgage-backed securities - Total | $54,000 | 126 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $215,193,000 | 42 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $11,128,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,231,005,000 | 85 |
| Mortgage-backed securities | $1,349,101,000 | 102 |
| Certificates of participation in pools of residential mortgages | $310,081,000 | 155 |
| Issued or guaranteed by U.S. | $310,057,000 | 153 |
| Privately issued | $24,000 | 54 |
| Collaterized mortgage obligations | $942,027,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $941,816,000 | 57 |
| Privately issued | $211,000 | 457 |
| Commercial mortgage-backed securities | $96,993,000 | 128 |
| Commercial mortgage pass-through securities | $60,755,000 | 82 |
| Other commercial mortgage-backed securities | $36,238,000 | 149 |
| Held to maturity securities (book value) | $1,115,262,000 | 60 |
| Available-for-sale securities (fair market value) | $1,864,356,000 | 98 |
| Total debt securities | $2,968,490,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $112,208,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $112,191,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $70,318,000 | 37 |
| 2016-06-30 | Rank | |
| Total securities | $2,628,810,000 | 93 |
| U.S. Government securities | $1,029,437,000 | 137 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,029,437,000 | 129 |
| Securities issued by states & political subdivisions | $1,361,732,000 | 21 |
| Other domestic debt securities | $226,543,000 | 88 |
| Privately issued residential mortgage-backed securities | $245,000 | 497 |
| Commercial mortgage-backed securities - Total | $773,000 | 120 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $225,525,000 | 41 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $11,098,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,024,437,000 | 98 |
| Mortgage-backed securities | $975,998,000 | 126 |
| Certificates of participation in pools of residential mortgages | $272,650,000 | 176 |
| Issued or guaranteed by U.S. | $272,650,000 | 175 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $600,896,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $600,651,000 | 79 |
| Privately issued | $245,000 | 466 |
| Commercial mortgage-backed securities | $102,452,000 | 115 |
| Commercial mortgage pass-through securities | $61,606,000 | 74 |
| Other commercial mortgage-backed securities | $40,846,000 | 131 |
| Held to maturity securities (book value) | $1,151,415,000 | 62 |
| Available-for-sale securities (fair market value) | $1,477,395,000 | 109 |
| Total debt securities | $2,617,712,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $134,510,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $134,495,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $80,322,000 | 36 |
| 2016-03-31 | Rank | |
| Total securities | $2,724,754,000 | 90 |
| U.S. Government securities | $1,093,262,000 | 133 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,093,262,000 | 124 |
| Securities issued by states & political subdivisions | $1,384,364,000 | 20 |
| Other domestic debt securities | $236,159,000 | 85 |
| Privately issued residential mortgage-backed securities | $280,000 | 482 |
| Commercial mortgage-backed securities - Total | $11,349,000 | 60 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $224,530,000 | 43 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $10,969,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,104,645,000 | 93 |
| Mortgage-backed securities | $1,040,129,000 | 123 |
| Certificates of participation in pools of residential mortgages | $292,126,000 | 165 |
| Issued or guaranteed by U.S. | $292,126,000 | 162 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $633,713,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $633,433,000 | 76 |
| Privately issued | $280,000 | 459 |
| Commercial mortgage-backed securities | $114,290,000 | 103 |
| Commercial mortgage pass-through securities | $62,024,000 | 66 |
| Other commercial mortgage-backed securities | $52,266,000 | 105 |
| Held to maturity securities (book value) | $1,191,910,000 | 60 |
| Available-for-sale securities (fair market value) | $1,532,844,000 | 112 |
| Total debt securities | $2,713,785,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $99,311,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $99,305,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $66,037,000 | 39 |
| 2015-12-31 | Rank | |
| Total securities | $2,815,833,000 | 84 |
| U.S. Government securities | $1,148,934,000 | 126 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,148,934,000 | 118 |
| Securities issued by states & political subdivisions | $1,412,886,000 | 20 |
| Other domestic debt securities | $243,252,000 | 85 |
| Privately issued residential mortgage-backed securities | $364,000 | 465 |
| Commercial mortgage-backed securities - Total | $23,260,000 | 45 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $219,628,000 | 43 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $10,761,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,376,843,000 | 80 |
| Mortgage-backed securities | $1,107,947,000 | 111 |
| Certificates of participation in pools of residential mortgages | $305,251,000 | 159 |
| Issued or guaranteed by U.S. | $305,251,000 | 157 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $672,589,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $672,225,000 | 69 |
| Privately issued | $364,000 | 445 |
| Commercial mortgage-backed securities | $130,107,000 | 86 |
| Commercial mortgage pass-through securities | $65,184,000 | 60 |
| Other commercial mortgage-backed securities | $64,923,000 | 92 |
| Held to maturity securities (book value) | $1,230,810,000 | 58 |
| Available-for-sale securities (fair market value) | $1,585,023,000 | 101 |
| Total debt securities | $2,805,072,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $42,846,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $42,841,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $36,964,000 | 41 |
| 2015-09-30 | Rank | |
| Total securities | $2,776,090,000 | 84 |
| U.S. Government securities | $1,102,778,000 | 127 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,102,778,000 | 121 |
| Securities issued by states & political subdivisions | $1,402,237,000 | 19 |
| Other domestic debt securities | $260,249,000 | 78 |
| Privately issued residential mortgage-backed securities | $403,000 | 465 |
| Commercial mortgage-backed securities - Total | $31,595,000 | 43 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $228,251,000 | 43 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $10,826,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,426,587,000 | 74 |
| Mortgage-backed securities | $1,069,315,000 | 111 |
| Certificates of participation in pools of residential mortgages | $319,244,000 | 154 |
| Issued or guaranteed by U.S. | $319,244,000 | 152 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $595,870,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $595,467,000 | 74 |
| Privately issued | $403,000 | 443 |
| Commercial mortgage-backed securities | $154,201,000 | 80 |
| Commercial mortgage pass-through securities | $79,006,000 | 49 |
| Other commercial mortgage-backed securities | $75,195,000 | 81 |
| Held to maturity securities (book value) | $1,224,852,000 | 57 |
| Available-for-sale securities (fair market value) | $1,551,238,000 | 106 |
| Total debt securities | $2,765,264,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $66,416,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $66,416,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $53,622,000 | 38 |
| 2015-06-30 | Rank | |
| Total securities | $2,824,178,000 | 80 |
| U.S. Government securities | $1,157,514,000 | 118 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,157,514,000 | 112 |
| Securities issued by states & political subdivisions | $1,369,944,000 | 20 |
| Other domestic debt securities | $286,051,000 | 73 |
| Privately issued residential mortgage-backed securities | $466,000 | 466 |
| Commercial mortgage-backed securities - Total | $39,117,000 | 37 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $246,468,000 | 39 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $10,669,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,471,410,000 | 73 |
| Mortgage-backed securities | $1,131,612,000 | 106 |
| Certificates of participation in pools of residential mortgages | $333,930,000 | 146 |
| Issued or guaranteed by U.S. | $333,906,000 | 144 |
| Privately issued | $24,000 | 55 |
| Collaterized mortgage obligations | $636,844,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $636,402,000 | 75 |
| Privately issued | $442,000 | 448 |
| Commercial mortgage-backed securities | $160,838,000 | 75 |
| Commercial mortgage pass-through securities | $79,113,000 | 46 |
| Other commercial mortgage-backed securities | $81,725,000 | 79 |
| Held to maturity securities (book value) | $1,203,627,000 | 54 |
| Available-for-sale securities (fair market value) | $1,620,551,000 | 100 |
| Total debt securities | $2,813,509,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $45,744,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $45,744,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $49,440,000 | 32 |
| 2015-03-31 | Rank | |
| Total securities | $2,590,283,000 | 87 |
| U.S. Government securities | $1,110,912,000 | 123 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,110,912,000 | 120 |
| Securities issued by states & political subdivisions | $1,168,559,000 | 21 |
| Other domestic debt securities | $300,061,000 | 70 |
| Privately issued residential mortgage-backed securities | $508,000 | 484 |
| Commercial mortgage-backed securities - Total | $47,511,000 | 37 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $252,042,000 | 37 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $10,751,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,494,192,000 | 72 |
| Mortgage-backed securities | $1,092,861,000 | 107 |
| Certificates of participation in pools of residential mortgages | $339,063,000 | 148 |
| Issued or guaranteed by U.S. | $339,035,000 | 146 |
| Privately issued | $28,000 | 58 |
| Collaterized mortgage obligations | $575,340,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $574,860,000 | 81 |
| Privately issued | $480,000 | 469 |
| Commercial mortgage-backed securities | $178,458,000 | 71 |
| Commercial mortgage pass-through securities | $87,521,000 | 44 |
| Other commercial mortgage-backed securities | $90,937,000 | 73 |
| Held to maturity securities (book value) | $1,000,859,000 | 61 |
| Available-for-sale securities (fair market value) | $1,589,424,000 | 101 |
| Total debt securities | $2,579,532,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $68,736,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $68,736,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $47,600,000 | 39 |
| 2014-12-31 | Rank | |
| Total securities | $2,648,132,000 | 80 |
| U.S. Government securities | $1,166,204,000 | 121 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,166,204,000 | 114 |
| Securities issued by states & political subdivisions | $1,163,411,000 | 20 |
| Other domestic debt securities | $307,920,000 | 67 |
| Privately issued residential mortgage-backed securities | $551,000 | 477 |
| Commercial mortgage-backed securities - Total | $48,166,000 | 38 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $259,203,000 | 32 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $10,597,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,473,362,000 | 72 |
| Mortgage-backed securities | $1,149,048,000 | 103 |
| Certificates of participation in pools of residential mortgages | $350,605,000 | 146 |
| Issued or guaranteed by U.S. | $350,573,000 | 144 |
| Privately issued | $32,000 | 63 |
| Collaterized mortgage obligations | $610,780,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $610,261,000 | 77 |
| Privately issued | $519,000 | 458 |
| Commercial mortgage-backed securities | $187,663,000 | 64 |
| Commercial mortgage pass-through securities | $87,657,000 | 43 |
| Other commercial mortgage-backed securities | $100,006,000 | 70 |
| Held to maturity securities (book value) | $993,380,000 | 60 |
| Available-for-sale securities (fair market value) | $1,654,752,000 | 94 |
| Total debt securities | $2,637,535,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $46,388,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $46,388,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $40,484,000 | 36 |
| 2014-09-30 | Rank | |
| Total securities | $2,763,999,000 | 75 |
| U.S. Government securities | $1,263,342,000 | 110 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,263,342,000 | 105 |
| Securities issued by states & political subdivisions | $1,169,707,000 | 21 |
| Other domestic debt securities | $320,503,000 | 70 |
| Privately issued residential mortgage-backed securities | $4,217,000 | 223 |
| Commercial mortgage-backed securities - Total | $49,047,000 | 37 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $299,000 | 221 |
| Other domestic debt securities - All other | $266,940,000 | 34 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $10,447,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,628,367,000 | 65 |
| Mortgage-backed securities | $1,250,777,000 | 99 |
| Certificates of participation in pools of residential mortgages | $376,316,000 | 134 |
| Issued or guaranteed by U.S. | $376,280,000 | 131 |
| Privately issued | $36,000 | 62 |
| Collaterized mortgage obligations | $670,299,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $666,118,000 | 71 |
| Privately issued | $4,181,000 | 215 |
| Commercial mortgage-backed securities | $204,162,000 | 60 |
| Commercial mortgage pass-through securities | $104,376,000 | 36 |
| Other commercial mortgage-backed securities | $99,786,000 | 67 |
| Held to maturity securities (book value) | $1,005,349,000 | 59 |
| Available-for-sale securities (fair market value) | $1,758,650,000 | 89 |
| Total debt securities | $2,753,552,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $30,441,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $30,441,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $29,093,000 | 38 |
| 2014-06-30 | Rank | |
| Total securities | $2,391,785,000 | 89 |
| U.S. Government securities | $1,046,688,000 | 121 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,046,688,000 | 117 |
| Securities issued by states & political subdivisions | $1,013,435,000 | 22 |
| Other domestic debt securities | $321,241,000 | 69 |
| Privately issued residential mortgage-backed securities | $623,000 | 494 |
| Commercial mortgage-backed securities - Total | $49,654,000 | 39 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $478,000 | 210 |
| Other domestic debt securities - All other | $270,486,000 | 33 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $10,421,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,278,033,000 | 85 |
| Mortgage-backed securities | $1,045,238,000 | 110 |
| Certificates of participation in pools of residential mortgages | $318,909,000 | 155 |
| Issued or guaranteed by U.S. | $318,869,000 | 154 |
| Privately issued | $40,000 | 61 |
| Collaterized mortgage obligations | $676,471,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $675,888,000 | 73 |
| Privately issued | $583,000 | 484 |
| Commercial mortgage-backed securities | $49,858,000 | 118 |
| Commercial mortgage pass-through securities | $204,000 | 657 |
| Other commercial mortgage-backed securities | $49,654,000 | 84 |
| Held to maturity securities (book value) | $1,241,392,000 | 51 |
| Available-for-sale securities (fair market value) | $1,150,393,000 | 130 |
| Total debt securities | $2,381,364,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $16,745,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $16,745,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $16,586,000 | 47 |
| 2014-03-31 | Rank | |
| Total securities | $2,266,177,000 | 95 |
| U.S. Government securities | $972,950,000 | 131 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $972,950,000 | 128 |
| Securities issued by states & political subdivisions | $959,960,000 | 24 |
| Other domestic debt securities | $322,695,000 | 70 |
| Privately issued residential mortgage-backed securities | $705,000 | 499 |
| Commercial mortgage-backed securities - Total | $52,702,000 | 37 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $283,000 | 232 |
| Other domestic debt securities - All other | $269,005,000 | 37 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $10,572,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $918,493,000 | 106 |
| Mortgage-backed securities | $974,521,000 | 117 |
| Certificates of participation in pools of residential mortgages | $325,423,000 | 154 |
| Issued or guaranteed by U.S. | $325,379,000 | 153 |
| Privately issued | $44,000 | 60 |
| Collaterized mortgage obligations | $596,174,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $595,513,000 | 81 |
| Privately issued | $661,000 | 490 |
| Commercial mortgage-backed securities | $52,924,000 | 116 |
| Commercial mortgage pass-through securities | $222,000 | 651 |
| Other commercial mortgage-backed securities | $52,702,000 | 82 |
| Held to maturity securities (book value) | $1,188,692,000 | 51 |
| Available-for-sale securities (fair market value) | $1,077,485,000 | 138 |
| Total debt securities | $2,255,605,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $16,696,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $16,696,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $16,579,000 | 44 |
| 2013-12-31 | Rank | |
| Total securities | $2,296,880,000 | 92 |
| U.S. Government securities | $1,002,370,000 | 130 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,002,370,000 | 127 |
| Securities issued by states & political subdivisions | $952,098,000 | 23 |
| Other domestic debt securities | $331,955,000 | 70 |
| Privately issued residential mortgage-backed securities | $749,000 | 525 |
| Commercial mortgage-backed securities - Total | $52,701,000 | 35 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $600,000 | 212 |
| Other domestic debt securities - All other | $277,905,000 | 38 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $10,457,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $908,405,000 | 109 |
| Mortgage-backed securities | $1,003,752,000 | 118 |
| Certificates of participation in pools of residential mortgages | $331,206,000 | 151 |
| Issued or guaranteed by U.S. | $331,158,000 | 150 |
| Privately issued | $48,000 | 66 |
| Collaterized mortgage obligations | $619,605,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $618,904,000 | 77 |
| Privately issued | $701,000 | 512 |
| Commercial mortgage-backed securities | $52,941,000 | 109 |
| Commercial mortgage pass-through securities | $240,000 | 594 |
| Other commercial mortgage-backed securities | $52,701,000 | 79 |
| Held to maturity securities (book value) | $1,182,533,000 | 50 |
| Available-for-sale securities (fair market value) | $1,114,347,000 | 129 |
| Total debt securities | $2,286,423,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $18,645,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $18,645,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $18,609,000 | 43 |
| 2013-09-30 | Rank | |
| Total securities | $2,279,102,000 | 93 |
| U.S. Government securities | $995,544,000 | 127 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $995,544,000 | 125 |
| Securities issued by states & political subdivisions | $960,585,000 | 22 |
| Other domestic debt securities | $312,432,000 | 76 |
| Privately issued residential mortgage-backed securities | $792,000 | 547 |
| Commercial mortgage-backed securities - Total | $53,184,000 | 35 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $599,000 | 225 |
| Other domestic debt securities - All other | $257,857,000 | 40 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $10,541,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,035,234,000 | 94 |
| Mortgage-backed securities | $996,993,000 | 117 |
| Certificates of participation in pools of residential mortgages | $342,886,000 | 141 |
| Issued or guaranteed by U.S. | $342,834,000 | 139 |
| Privately issued | $52,000 | 66 |
| Collaterized mortgage obligations | $600,661,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $599,921,000 | 80 |
| Privately issued | $740,000 | 534 |
| Commercial mortgage-backed securities | $53,446,000 | 107 |
| Commercial mortgage pass-through securities | $262,000 | 568 |
| Other commercial mortgage-backed securities | $53,184,000 | 77 |
| Held to maturity securities (book value) | $1,193,544,000 | 46 |
| Available-for-sale securities (fair market value) | $1,085,558,000 | 131 |
| Total debt securities | $2,268,561,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $19,112,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $19,112,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $19,034,000 | 47 |
| 2013-06-30 | Rank | |
| Total securities | $2,177,541,000 | 95 |
| U.S. Government securities | $935,024,000 | 135 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $935,024,000 | 133 |
| Securities issued by states & political subdivisions | $967,365,000 | 22 |
| Other domestic debt securities | $264,582,000 | 82 |
| Privately issued residential mortgage-backed securities | $836,000 | 553 |
| Commercial mortgage-backed securities - Total | $53,055,000 | 31 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $617,000 | 221 |
| Other domestic debt securities - All other | $210,074,000 | 47 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $10,570,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,555,000 | 88 |
| Mortgage-backed securities | $954,980,000 | 121 |
| Certificates of participation in pools of residential mortgages | $322,362,000 | 146 |
| Issued or guaranteed by U.S. | $322,307,000 | 145 |
| Privately issued | $55,000 | 68 |
| Collaterized mortgage obligations | $579,275,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $578,494,000 | 83 |
| Privately issued | $781,000 | 536 |
| Commercial mortgage-backed securities | $53,343,000 | 99 |
| Commercial mortgage pass-through securities | $288,000 | 565 |
| Other commercial mortgage-backed securities | $53,055,000 | 70 |
| Held to maturity securities (book value) | $536,434,000 | 62 |
| Available-for-sale securities (fair market value) | $1,641,107,000 | 99 |
| Total debt securities | $2,166,971,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $19,661,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $19,661,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $19,561,000 | 47 |
| 2013-03-31 | Rank | |
| Total securities | $2,325,389,000 | 92 |
| U.S. Government securities | $1,084,621,000 | 120 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,084,621,000 | 118 |
| Securities issued by states & political subdivisions | $982,071,000 | 21 |
| Other domestic debt securities | $247,518,000 | 84 |
| Privately issued residential mortgage-backed securities | $878,000 | 569 |
| Commercial mortgage-backed securities - Total | $53,530,000 | 32 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $555,000 | 219 |
| Other domestic debt securities - All other | $192,555,000 | 55 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $11,179,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,052,135,000 | 89 |
| Mortgage-backed securities | $1,098,080,000 | 112 |
| Certificates of participation in pools of residential mortgages | $337,653,000 | 143 |
| Issued or guaranteed by U.S. | $337,594,000 | 142 |
| Privately issued | $59,000 | 67 |
| Collaterized mortgage obligations | $706,590,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $705,771,000 | 74 |
| Privately issued | $819,000 | 553 |
| Commercial mortgage-backed securities | $53,837,000 | 89 |
| Commercial mortgage pass-through securities | $307,000 | 515 |
| Other commercial mortgage-backed securities | $53,530,000 | 63 |
| Held to maturity securities (book value) | $517,785,000 | 59 |
| Available-for-sale securities (fair market value) | $1,807,604,000 | 97 |
| Total debt securities | $2,314,210,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $25,837,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $25,837,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $25,699,000 | 47 |
| 2012-12-31 | Rank | |
| Total securities | $2,357,027,000 | 89 |
| U.S. Government securities | $1,235,780,000 | 113 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,235,780,000 | 108 |
| Securities issued by states & political subdivisions | $962,582,000 | 21 |
| Other domestic debt securities | $146,830,000 | 114 |
| Privately issued residential mortgage-backed securities | $923,000 | 591 |
| Commercial mortgage-backed securities - Total | $53,798,000 | 32 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $658,000 | 216 |
| Other domestic debt securities - All other | $91,451,000 | 85 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $11,835,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $989,608,000 | 93 |
| Mortgage-backed securities | $1,249,186,000 | 103 |
| Certificates of participation in pools of residential mortgages | $350,740,000 | 139 |
| Issued or guaranteed by U.S. | $350,677,000 | 138 |
| Privately issued | $63,000 | 69 |
| Collaterized mortgage obligations | $844,320,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $843,460,000 | 69 |
| Privately issued | $860,000 | 583 |
| Commercial mortgage-backed securities | $54,126,000 | 82 |
| Commercial mortgage pass-through securities | $328,000 | 442 |
| Other commercial mortgage-backed securities | $53,798,000 | 60 |
| Held to maturity securities (book value) | $493,421,000 | 59 |
| Available-for-sale securities (fair market value) | $1,863,606,000 | 90 |
| Total debt securities | $2,345,192,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $29,096,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $29,096,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $28,961,000 | 46 |
| 2012-09-30 | Rank | |
| Total securities | $2,306,258,000 | 90 |
| U.S. Government securities | $1,321,209,000 | 113 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,321,209,000 | 106 |
| Securities issued by states & political subdivisions | $907,177,000 | 21 |
| Other domestic debt securities | $66,641,000 | 192 |
| Privately issued residential mortgage-backed securities | $967,000 | 619 |
| Commercial mortgage-backed securities - Total | $53,613,000 | 33 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $666,000 | 210 |
| Other domestic debt securities - All other | $11,395,000 | 427 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $11,231,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,058,772,000 | 86 |
| Mortgage-backed securities | $1,333,602,000 | 98 |
| Certificates of participation in pools of residential mortgages | $370,649,000 | 146 |
| Issued or guaranteed by U.S. | $370,582,000 | 145 |
| Privately issued | $67,000 | 71 |
| Collaterized mortgage obligations | $908,974,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $908,074,000 | 63 |
| Privately issued | $900,000 | 611 |
| Commercial mortgage-backed securities | $53,979,000 | 74 |
| Commercial mortgage pass-through securities | $366,000 | 406 |
| Other commercial mortgage-backed securities | $53,613,000 | 53 |
| Held to maturity securities (book value) | $495,851,000 | 62 |
| Available-for-sale securities (fair market value) | $1,810,407,000 | 89 |
| Total debt securities | $2,295,027,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $30,186,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $30,186,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $30,102,000 | 46 |
| 2012-06-30 | Rank | |
| Total securities | $2,216,520,000 | 92 |
| U.S. Government securities | $1,282,318,000 | 115 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,282,318,000 | 108 |
| Securities issued by states & political subdivisions | $868,042,000 | 22 |
| Other domestic debt securities | $55,079,000 | 228 |
| Privately issued residential mortgage-backed securities | $1,090,000 | 648 |
| Commercial mortgage-backed securities - Total | $53,171,000 | 35 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $818,000 | 190 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $11,081,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $864,857,000 | 101 |
| Mortgage-backed securities | $1,294,404,000 | 99 |
| Certificates of participation in pools of residential mortgages | $317,040,000 | 164 |
| Issued or guaranteed by U.S. | $316,969,000 | 163 |
| Privately issued | $71,000 | 76 |
| Collaterized mortgage obligations | $923,793,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $922,774,000 | 60 |
| Privately issued | $1,019,000 | 632 |
| Commercial mortgage-backed securities | $53,571,000 | 68 |
| Commercial mortgage pass-through securities | $400,000 | 363 |
| Other commercial mortgage-backed securities | $53,171,000 | 53 |
| Held to maturity securities (book value) | $497,800,000 | 59 |
| Available-for-sale securities (fair market value) | $1,718,720,000 | 95 |
| Total debt securities | $2,205,439,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $28,141,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $28,141,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $28,086,000 | 46 |
| 2012-03-31 | Rank | |
| Total securities | $2,327,627,000 | 92 |
| U.S. Government securities | $1,441,159,000 | 113 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,441,159,000 | 105 |
| Securities issued by states & political subdivisions | $821,246,000 | 22 |
| Other domestic debt securities | $54,335,000 | 227 |
| Privately issued residential mortgage-backed securities | $1,137,000 | 670 |
| Commercial mortgage-backed securities - Total | $52,263,000 | 34 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $935,000 | 180 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $10,887,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $962,770,000 | 92 |
| Mortgage-backed securities | $1,452,489,000 | 94 |
| Certificates of participation in pools of residential mortgages | $325,153,000 | 163 |
| Issued or guaranteed by U.S. | $325,078,000 | 162 |
| Privately issued | $75,000 | 78 |
| Collaterized mortgage obligations | $1,074,646,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,073,584,000 | 56 |
| Privately issued | $1,062,000 | 659 |
| Commercial mortgage-backed securities | $52,690,000 | 61 |
| Commercial mortgage pass-through securities | $427,000 | 334 |
| Other commercial mortgage-backed securities | $52,263,000 | 49 |
| Held to maturity securities (book value) | $498,767,000 | 61 |
| Available-for-sale securities (fair market value) | $1,828,860,000 | 95 |
| Total debt securities | $2,316,740,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $23,290,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $23,290,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $23,311,000 | 45 |
| 2011-12-31 | Rank | |
| Total securities | $2,423,829,000 | 89 |
| U.S. Government securities | $1,582,568,000 | 97 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,582,568,000 | 92 |
| Securities issued by states & political subdivisions | $775,843,000 | 22 |
| Other domestic debt securities | $54,572,000 | 233 |
| Privately issued residential mortgage-backed securities | $1,186,000 | 731 |
| Commercial mortgage-backed securities - Total | $52,238,000 | 29 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $1,148,000 | 153 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $10,846,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $924,893,000 | 90 |
| Mortgage-backed securities | $1,593,591,000 | 81 |
| Certificates of participation in pools of residential mortgages | $333,116,000 | 156 |
| Issued or guaranteed by U.S. | $333,037,000 | 156 |
| Privately issued | $79,000 | 104 |
| Collaterized mortgage obligations | $1,207,790,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,206,683,000 | 49 |
| Privately issued | $1,107,000 | 708 |
| Commercial mortgage-backed securities | $52,685,000 | 47 |
| Commercial mortgage pass-through securities | $447,000 | 284 |
| Other commercial mortgage-backed securities | $52,238,000 | 39 |
| Held to maturity securities (book value) | $499,283,000 | 57 |
| Available-for-sale securities (fair market value) | $1,924,546,000 | 87 |
| Total debt securities | $2,412,983,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $26,252,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $26,252,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $26,351,000 | 46 |
| 2011-09-30 | Rank | |
| Total securities | $2,383,025,000 | 87 |
| U.S. Government securities | $1,683,380,000 | 94 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,683,380,000 | 90 |
| Securities issued by states & political subdivisions | $635,117,000 | 28 |
| Other domestic debt securities | $53,764,000 | 242 |
| Privately issued residential mortgage-backed securities | $1,230,000 | 752 |
| Commercial mortgage-backed securities - Total | $51,386,000 | 26 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $1,148,000 | 158 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $10,764,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $973,852,000 | 85 |
| Mortgage-backed securities | $1,679,989,000 | 79 |
| Certificates of participation in pools of residential mortgages | $340,312,000 | 149 |
| Issued or guaranteed by U.S. | $340,230,000 | 148 |
| Privately issued | $82,000 | 115 |
| Collaterized mortgage obligations | $1,287,821,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,286,673,000 | 48 |
| Privately issued | $1,148,000 | 724 |
| Commercial mortgage-backed securities | $51,856,000 | 42 |
| Commercial mortgage pass-through securities | $470,000 | 250 |
| Other commercial mortgage-backed securities | $51,386,000 | 35 |
| Held to maturity securities (book value) | $499,038,000 | 58 |
| Available-for-sale securities (fair market value) | $1,883,987,000 | 92 |
| Total debt securities | $2,372,261,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $25,426,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $25,426,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $25,388,000 | 46 |
| 2011-06-30 | Rank | |
| Total securities | $2,114,485,000 | 98 |
| U.S. Government securities | $1,677,912,000 | 97 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,677,912,000 | 93 |
| Securities issued by states & political subdivisions | $392,670,000 | 45 |
| Other domestic debt securities | $33,468,000 | 316 |
| Privately issued residential mortgage-backed securities | $1,344,000 | 753 |
| Commercial mortgage-backed securities - Total | $30,856,000 | 25 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,268,000 | 162 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $10,435,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $879,606,000 | 95 |
| Mortgage-backed securities | $1,654,456,000 | 82 |
| Certificates of participation in pools of residential mortgages | $319,948,000 | 152 |
| Issued or guaranteed by U.S. | $319,862,000 | 151 |
| Privately issued | $86,000 | 111 |
| Collaterized mortgage obligations | $1,303,158,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,301,900,000 | 48 |
| Privately issued | $1,258,000 | 722 |
| Commercial mortgage-backed securities | $31,350,000 | 45 |
| Commercial mortgage pass-through securities | $494,000 | 250 |
| Other commercial mortgage-backed securities | $30,856,000 | 33 |
| Held to maturity securities (book value) | $230,154,000 | 100 |
| Available-for-sale securities (fair market value) | $1,884,331,000 | 93 |
| Total debt securities | $2,104,050,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $16,900,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $16,900,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $17,003,000 | 47 |
| 2011-03-31 | Rank | |
| Total securities | $1,816,109,000 | 110 |
| U.S. Government securities | $1,427,744,000 | 106 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,427,744,000 | 103 |
| Securities issued by states & political subdivisions | $365,482,000 | 47 |
| Other domestic debt securities | $12,667,000 | 620 |
| Privately issued residential mortgage-backed securities | $1,392,000 | 777 |
| Commercial mortgage-backed securities - Total | $10,007,000 | 35 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,268,000 | 153 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $10,216,000 | 149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $898,014,000 | 94 |
| Mortgage-backed securities | $1,382,173,000 | 91 |
| Certificates of participation in pools of residential mortgages | $225,037,000 | 208 |
| Issued or guaranteed by U.S. | $224,947,000 | 206 |
| Privately issued | $90,000 | 116 |
| Collaterized mortgage obligations | $1,146,617,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,145,315,000 | 49 |
| Privately issued | $1,302,000 | 757 |
| Commercial mortgage-backed securities | $10,519,000 | 81 |
| Commercial mortgage pass-through securities | $512,000 | 237 |
| Other commercial mortgage-backed securities | $10,007,000 | 48 |
| Held to maturity securities (book value) | $102,206,000 | 193 |
| Available-for-sale securities (fair market value) | $1,713,903,000 | 100 |
| Total debt securities | $1,805,893,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,592,992,000 | 121 |
| U.S. Government securities | $1,214,514,000 | 114 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,214,514,000 | 111 |
| Securities issued by states & political subdivisions | $364,932,000 | 47 |
| Other domestic debt securities | $3,378,000 | 1,336 |
| Privately issued residential mortgage-backed securities | $1,457,000 | 806 |
| Commercial mortgage-backed securities - Total | $530,000 | 301 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $1,389,000 | 148 |
| Other domestic debt securities - All other | $2,000 | 2,082 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $10,168,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $877,238,000 | 98 |
| Mortgage-backed securities | $1,197,067,000 | 96 |
| Certificates of participation in pools of residential mortgages | $134,403,000 | 320 |
| Issued or guaranteed by U.S. | $134,310,000 | 317 |
| Privately issued | $93,000 | 120 |
| Collaterized mortgage obligations | $1,062,134,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,060,770,000 | 50 |
| Privately issued | $1,364,000 | 786 |
| Commercial mortgage-backed securities | $530,000 | 301 |
| Commercial mortgage pass-through securities | $530,000 | 225 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $1,592,992,000 | 102 |
| Total debt securities | $1,582,824,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,314,914,000 | 126 |
| U.S. Government securities | $921,575,000 | 132 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $921,575,000 | 125 |
| Securities issued by states & political subdivisions | $379,675,000 | 43 |
| Other domestic debt securities | $3,349,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $1,409,000 | 884 |
| Commercial mortgage-backed securities - Total | $551,000 | 268 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $1,389,000 | 161 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $10,315,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $894,600,000 | 93 |
| Mortgage-backed securities | $898,740,000 | 111 |
| Certificates of participation in pools of residential mortgages | $146,931,000 | 274 |
| Issued or guaranteed by U.S. | $146,931,000 | 270 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $751,258,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $749,849,000 | 54 |
| Privately issued | $1,409,000 | 843 |
| Commercial mortgage-backed securities | $551,000 | 268 |
| Commercial mortgage pass-through securities | $551,000 | 195 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,314,914,000 | 106 |
| Total debt securities | $1,304,599,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,764,456,000 | 102 |
| U.S. Government securities | $1,373,538,000 | 98 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,373,538,000 | 96 |
| Securities issued by states & political subdivisions | $377,106,000 | 37 |
| Other domestic debt securities | $3,640,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $1,452,000 | 902 |
| Commercial mortgage-backed securities - Total | $583,000 | 258 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $1,605,000 | 156 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $10,172,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $860,879,000 | 96 |
| Mortgage-backed securities | $1,326,331,000 | 84 |
| Certificates of participation in pools of residential mortgages | $209,276,000 | 199 |
| Issued or guaranteed by U.S. | $209,276,000 | 197 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,116,472,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,115,020,000 | 47 |
| Privately issued | $1,452,000 | 868 |
| Commercial mortgage-backed securities | $583,000 | 258 |
| Commercial mortgage pass-through securities | $583,000 | 185 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $1,764,456,000 | 90 |
| Total debt securities | $1,754,284,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,145,740,000 | 86 |
| U.S. Government securities | $1,760,438,000 | 81 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,760,438,000 | 78 |
| Securities issued by states & political subdivisions | $375,524,000 | 38 |
| Other domestic debt securities | $5,394,000 | 1,142 |
| Privately issued residential mortgage-backed securities | $1,515,000 | 944 |
| Commercial mortgage-backed securities - Total | $2,274,000 | 157 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $1,605,000 | 162 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,384,000 | 292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $897,571,000 | 95 |
| Mortgage-backed securities | $1,708,407,000 | 75 |
| Certificates of participation in pools of residential mortgages | $214,231,000 | 204 |
| Issued or guaranteed by U.S. | $214,231,000 | 202 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,491,902,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,490,387,000 | 38 |
| Privately issued | $1,515,000 | 906 |
| Commercial mortgage-backed securities | $2,274,000 | 157 |
| Commercial mortgage pass-through securities | $595,000 | 191 |
| Other commercial mortgage-backed securities | $1,679,000 | 81 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $2,145,740,000 | 75 |
| Total debt securities | $2,141,356,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,838,482,000 | 72 |
| U.S. Government securities | $2,448,449,000 | 65 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,448,449,000 | 63 |
| Securities issued by states & political subdivisions | $380,234,000 | 38 |
| Other domestic debt securities | $5,559,000 | 1,169 |
| Privately issued residential mortgage-backed securities | $1,563,000 | 962 |
| Commercial mortgage-backed securities - Total | $2,310,000 | 147 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $1,645,000 | 172 |
| Other domestic debt securities - All other | $41,000 | 2,148 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,240,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $761,705,000 | 99 |
| Mortgage-backed securities | $2,376,944,000 | 59 |
| Certificates of participation in pools of residential mortgages | $230,467,000 | 198 |
| Issued or guaranteed by U.S. | $230,467,000 | 197 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,144,167,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,142,604,000 | 29 |
| Privately issued | $1,563,000 | 924 |
| Commercial mortgage-backed securities | $2,310,000 | 147 |
| Commercial mortgage pass-through securities | $616,000 | 183 |
| Other commercial mortgage-backed securities | $1,694,000 | 80 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,838,482,000 | 62 |
| Total debt securities | $2,834,242,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $3,990,229,000 | 61 |
| U.S. Government securities | $3,536,145,000 | 50 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,536,145,000 | 47 |
| Securities issued by states & political subdivisions | $396,124,000 | 38 |
| Other domestic debt securities | $54,121,000 | 292 |
| Privately issued residential mortgage-backed securities | $1,614,000 | 1,012 |
| Commercial mortgage-backed securities - Total | $642,000 | 269 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $1,630,000 | 190 |
| Other domestic debt securities - All other | $50,235,000 | 106 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $3,839,000 | 382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $821,454,000 | 98 |
| Mortgage-backed securities | $1,636,164,000 | 78 |
| Certificates of participation in pools of residential mortgages | $116,619,000 | 388 |
| Issued or guaranteed by U.S. | $116,619,000 | 384 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,518,903,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,517,289,000 | 34 |
| Privately issued | $1,614,000 | 972 |
| Commercial mortgage-backed securities | $642,000 | 269 |
| Commercial mortgage pass-through securities | $642,000 | 176 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $3,990,229,000 | 52 |
| Total debt securities | $3,986,390,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $879,969,000 | 169 |
| U.S. Government securities | $478,372,000 | 199 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $478,372,000 | 195 |
| Securities issued by states & political subdivisions | $394,343,000 | 40 |
| Other domestic debt securities | $3,299,000 | 1,596 |
| Privately issued residential mortgage-backed securities | $1,680,000 | 1,025 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,619,000 | 201 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $250,000 | 112 |
| Equity securities | $3,705,000 | 429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $739,898,000 | 107 |
| Mortgage-backed securities | $428,850,000 | 200 |
| Certificates of participation in pools of residential mortgages | $104,504,000 | 436 |
| Issued or guaranteed by U.S. | $104,504,000 | 432 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $324,346,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $322,666,000 | 88 |
| Privately issued | $1,680,000 | 984 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $879,969,000 | 149 |
| Total debt securities | $876,264,000 | 168 |
| 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 | $1,114,224,000 | 147 |
| U.S. Government securities | $657,970,000 | 170 |
| U.S. Treasury securities | $11,545,000 | 190 |
| U.S. Government agency obligations | $646,425,000 | 163 |
| Securities issued by states & political subdivisions | $424,541,000 | 36 |
| Other domestic debt securities | $27,731,000 | 462 |
| Privately issued residential mortgage-backed securities | $1,756,000 | 1,041 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,975,000 | 183 |
| Foreign debt securities | $303,000 | 101 |
| Equity securities | $3,679,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,381,000 | 87 |
| Mortgage-backed securities | $539,836,000 | 175 |
| Certificates of participation in pools of residential mortgages | $137,323,000 | 359 |
| Issued or guaranteed by U.S. | $137,323,000 | 354 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $402,513,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $400,757,000 | 75 |
| Privately issued | $1,756,000 | 999 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $1,114,224,000 | 125 |
| Total debt securities | $1,110,545,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,331,088,000 | 121 |
| U.S. Government securities | $867,790,000 | 129 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $867,790,000 | 123 |
| Securities issued by states & political subdivisions | $427,708,000 | 36 |
| Other domestic debt securities | $31,683,000 | 412 |
| Privately issued residential mortgage-backed securities | $1,869,000 | 985 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,814,000 | 159 |
| Foreign debt securities | $302,000 | 94 |
| Equity securities | $3,605,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,187,581,000 | 80 |
| Mortgage-backed securities | $690,165,000 | 138 |
| Certificates of participation in pools of residential mortgages | $116,131,000 | 405 |
| Issued or guaranteed by U.S. | $116,131,000 | 402 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $574,034,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $572,165,000 | 51 |
| Privately issued | $1,869,000 | 947 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $1,331,088,000 | 104 |
| Total debt securities | $1,327,483,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,215,172,000 | 128 |
| U.S. Government securities | $769,072,000 | 132 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $769,072,000 | 129 |
| Securities issued by states & political subdivisions | $429,829,000 | 35 |
| Other domestic debt securities | $12,449,000 | 727 |
| Privately issued residential mortgage-backed securities | $10,210,000 | 499 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,239,000 | 1,036 |
| Foreign debt securities | $298,000 | 103 |
| Equity securities | $3,524,000 | 426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,125,352,000 | 78 |
| Mortgage-backed securities | $569,805,000 | 151 |
| Certificates of participation in pools of residential mortgages | $118,130,000 | 382 |
| Issued or guaranteed by U.S. | $118,130,000 | 378 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $451,675,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $441,465,000 | 61 |
| Privately issued | $10,210,000 | 476 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $1,215,172,000 | 106 |
| Total debt securities | $1,211,648,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,317,268,000 | 116 |
| U.S. Government securities | $867,689,000 | 127 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $867,689,000 | 124 |
| Securities issued by states & political subdivisions | $431,579,000 | 36 |
| Other domestic debt securities | $14,225,000 | 697 |
| Privately issued residential mortgage-backed securities | $10,976,000 | 489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,249,000 | 912 |
| Foreign debt securities | $295,000 | 105 |
| Equity securities | $3,480,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,189,538,000 | 77 |
| Mortgage-backed securities | $608,588,000 | 145 |
| Certificates of participation in pools of residential mortgages | $122,684,000 | 369 |
| Issued or guaranteed by U.S. | $122,684,000 | 364 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $485,904,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $474,928,000 | 62 |
| Privately issued | $10,976,000 | 463 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $1,317,268,000 | 100 |
| Total debt securities | $1,313,788,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,181,064,000 | 139 |
| U.S. Government securities | $742,008,000 | 148 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $742,008,000 | 144 |
| Securities issued by states & political subdivisions | $417,292,000 | 37 |
| Other domestic debt securities | $17,942,000 | 580 |
| Privately issued residential mortgage-backed securities | $11,570,000 | 456 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,372,000 | 592 |
| Foreign debt securities | $302,000 | 116 |
| Equity securities | $3,520,000 | 625 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,127,570,000 | 77 |
| Mortgage-backed securities | $479,228,000 | 175 |
| Certificates of participation in pools of residential mortgages | $78,151,000 | 502 |
| Issued or guaranteed by U.S. | $78,151,000 | 496 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $401,077,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $389,507,000 | 68 |
| Privately issued | $11,570,000 | 431 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $1,181,064,000 | 124 |
| Total debt securities | $1,177,544,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,172,608,000 | 142 |
| U.S. Government securities | $734,214,000 | 149 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $734,214,000 | 145 |
| Securities issued by states & political subdivisions | $411,973,000 | 37 |
| Other domestic debt securities | $22,661,000 | 477 |
| Privately issued residential mortgage-backed securities | $14,354,000 | 377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,307,000 | 500 |
| Foreign debt securities | $301,000 | 120 |
| Equity securities | $3,459,000 | 596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,114,574,000 | 78 |
| Mortgage-backed securities | $437,894,000 | 185 |
| Certificates of participation in pools of residential mortgages | $80,730,000 | 454 |
| Issued or guaranteed by U.S. | $80,730,000 | 449 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $357,164,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $342,810,000 | 78 |
| Privately issued | $14,354,000 | 352 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,172,608,000 | 123 |
| Total debt securities | $1,169,149,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,239,491,000 | 141 |
| U.S. Government securities | $812,668,000 | 143 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $812,668,000 | 139 |
| Securities issued by states & political subdivisions | $397,466,000 | 38 |
| Other domestic debt securities | $25,090,000 | 419 |
| Privately issued residential mortgage-backed securities | $3,084,000 | 700 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,006,000 | 226 |
| Foreign debt securities | $299,000 | 123 |
| Equity securities | $3,968,000 | 539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,060,716,000 | 81 |
| Mortgage-backed securities | $487,573,000 | 167 |
| Certificates of participation in pools of residential mortgages | $84,192,000 | 419 |
| Issued or guaranteed by U.S. | $84,192,000 | 414 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $403,381,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $400,297,000 | 68 |
| Privately issued | $3,084,000 | 662 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $1,239,491,000 | 119 |
| Total debt securities | $1,235,523,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,320,057,000 | 139 |
| U.S. Government securities | $902,069,000 | 138 |
| U.S. Treasury securities | $1,274,000 | 796 |
| U.S. Government agency obligations | $900,795,000 | 135 |
| Securities issued by states & political subdivisions | $386,089,000 | 41 |
| Other domestic debt securities | $25,778,000 | 410 |
| Privately issued residential mortgage-backed securities | $3,131,000 | 650 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,647,000 | 206 |
| Foreign debt securities | $298,000 | 125 |
| Equity securities | $5,823,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,131,340,000 | 84 |
| Mortgage-backed securities | $489,164,000 | 167 |
| Certificates of participation in pools of residential mortgages | $88,680,000 | 404 |
| Issued or guaranteed by U.S. | $88,680,000 | 400 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $400,484,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $397,353,000 | 78 |
| Privately issued | $3,131,000 | 611 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $1,320,057,000 | 121 |
| Total debt securities | $1,314,234,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,414,259,000 | 137 |
| U.S. Government securities | $1,012,092,000 | 132 |
| U.S. Treasury securities | $7,279,000 | 325 |
| U.S. Government agency obligations | $1,004,813,000 | 128 |
| Securities issued by states & political subdivisions | $366,863,000 | 45 |
| Other domestic debt securities | $28,217,000 | 396 |
| Privately issued residential mortgage-backed securities | $3,372,000 | 620 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,845,000 | 202 |
| Foreign debt securities | $547,000 | 99 |
| Equity securities | $6,540,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,213,564,000 | 84 |
| Mortgage-backed securities | $467,901,000 | 173 |
| Certificates of participation in pools of residential mortgages | $95,811,000 | 383 |
| Issued or guaranteed by U.S. | $95,811,000 | 377 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $372,090,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $368,718,000 | 81 |
| Privately issued | $3,372,000 | 578 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,414,259,000 | 116 |
| Total debt securities | $1,407,719,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,576,741,000 | 125 |
| U.S. Government securities | $1,168,267,000 | 126 |
| U.S. Treasury securities | $11,248,000 | 262 |
| U.S. Government agency obligations | $1,157,019,000 | 123 |
| Securities issued by states & political subdivisions | $366,610,000 | 45 |
| Other domestic debt securities | $30,898,000 | 369 |
| Privately issued residential mortgage-backed securities | $3,583,000 | 593 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,315,000 | 188 |
| Foreign debt securities | $547,000 | 100 |
| Equity securities | $10,419,000 | 275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,212,946,000 | 84 |
| Mortgage-backed securities | $495,019,000 | 168 |
| Certificates of participation in pools of residential mortgages | $104,453,000 | 367 |
| Issued or guaranteed by U.S. | $104,453,000 | 362 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $390,566,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $386,983,000 | 78 |
| Privately issued | $3,583,000 | 561 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,576,741,000 | 108 |
| Total debt securities | $1,566,322,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,162,434,000 | 157 |
| U.S. Government securities | $804,075,000 | 165 |
| U.S. Treasury securities | $11,333,000 | 276 |
| U.S. Government agency obligations | $792,742,000 | 161 |
| Securities issued by states & political subdivisions | $306,392,000 | 50 |
| Other domestic debt securities | $45,002,000 | 302 |
| Privately issued residential mortgage-backed securities | $3,885,000 | 569 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,117,000 | 157 |
| Foreign debt securities | $47,000 | 201 |
| Equity securities | $6,918,000 | 370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $872,081,000 | 106 |
| Mortgage-backed securities | $502,585,000 | 170 |
| Certificates of participation in pools of residential mortgages | $103,135,000 | 382 |
| Issued or guaranteed by U.S. | $103,135,000 | 376 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $399,450,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $395,565,000 | 86 |
| Privately issued | $3,885,000 | 535 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,162,434,000 | 135 |
| Total debt securities | $1,155,516,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,199,270,000 | 155 |
| U.S. Government securities | $843,524,000 | 163 |
| U.S. Treasury securities | $11,351,000 | 288 |
| U.S. Government agency obligations | $832,173,000 | 158 |
| Securities issued by states & political subdivisions | $298,939,000 | 50 |
| Other domestic debt securities | $50,056,000 | 290 |
| Privately issued residential mortgage-backed securities | $4,341,000 | 533 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,715,000 | 140 |
| Foreign debt securities | $39,000 | 210 |
| Equity securities | $6,712,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $899,049,000 | 108 |
| Mortgage-backed securities | $524,969,000 | 171 |
| Certificates of participation in pools of residential mortgages | $105,571,000 | 380 |
| Issued or guaranteed by U.S. | $105,571,000 | 375 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $419,398,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $415,057,000 | 81 |
| Privately issued | $4,341,000 | 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,199,270,000 | 137 |
| Total debt securities | $1,192,559,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,239,837,000 | 155 |
| U.S. Government securities | $890,537,000 | 162 |
| U.S. Treasury securities | $11,417,000 | 302 |
| U.S. Government agency obligations | $879,120,000 | 154 |
| Securities issued by states & political subdivisions | $291,989,000 | 50 |
| Other domestic debt securities | $50,458,000 | 290 |
| Privately issued residential mortgage-backed securities | $4,451,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,007,000 | 140 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $6,853,000 | 371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $889,700,000 | 101 |
| Mortgage-backed securities | $565,604,000 | 165 |
| Certificates of participation in pools of residential mortgages | $118,963,000 | 352 |
| Issued or guaranteed by U.S. | $118,963,000 | 347 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $446,641,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $442,190,000 | 78 |
| Privately issued | $4,451,000 | 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,239,837,000 | 135 |
| Total debt securities | $1,232,983,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,260,255,000 | 155 |
| U.S. Government securities | $923,941,000 | 158 |
| U.S. Treasury securities | $11,519,000 | 309 |
| U.S. Government agency obligations | $912,422,000 | 151 |
| Securities issued by states & political subdivisions | $278,947,000 | 52 |
| Other domestic debt securities | $51,019,000 | 296 |
| Privately issued residential mortgage-backed securities | $4,599,000 | 518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,420,000 | 147 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $6,348,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $719,195,000 | 119 |
| Mortgage-backed securities | $606,565,000 | 162 |
| Certificates of participation in pools of residential mortgages | $135,680,000 | 335 |
| Issued or guaranteed by U.S. | $135,680,000 | 329 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $470,885,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $466,286,000 | 76 |
| Privately issued | $4,599,000 | 486 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,260,255,000 | 134 |
| Total debt securities | $1,253,908,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,235,206,000 | 160 |
| U.S. Government securities | $910,267,000 | 156 |
| U.S. Treasury securities | $11,623,000 | 303 |
| U.S. Government agency obligations | $898,644,000 | 153 |
| Securities issued by states & political subdivisions | $266,400,000 | 52 |
| Other domestic debt securities | $51,585,000 | 288 |
| Privately issued residential mortgage-backed securities | $4,778,000 | 498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,807,000 | 142 |
| Foreign debt securities | $25,000 | 217 |
| Equity securities | $6,929,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $679,804,000 | 124 |
| Mortgage-backed securities | $605,851,000 | 166 |
| Certificates of participation in pools of residential mortgages | $129,664,000 | 351 |
| Issued or guaranteed by U.S. | $129,664,000 | 347 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $476,187,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $471,409,000 | 73 |
| Privately issued | $4,778,000 | 466 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,235,206,000 | 138 |
| Total debt securities | $1,228,276,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,225,971,000 | 166 |
| U.S. Government securities | $924,729,000 | 161 |
| U.S. Treasury securities | $11,784,000 | 304 |
| U.S. Government agency obligations | $912,945,000 | 157 |
| Securities issued by states & political subdivisions | $265,895,000 | 52 |
| Other domestic debt securities | $28,307,000 | 420 |
| Privately issued residential mortgage-backed securities | $5,172,000 | 476 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,135,000 | 252 |
| Foreign debt securities | $25,000 | 221 |
| Equity securities | $7,015,000 | 393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $963,884,000 | 101 |
| Mortgage-backed securities | $617,823,000 | 170 |
| Certificates of participation in pools of residential mortgages | $133,135,000 | 351 |
| Issued or guaranteed by U.S. | $133,135,000 | 343 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $484,688,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $479,516,000 | 75 |
| Privately issued | $5,172,000 | 445 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,225,971,000 | 144 |
| Total debt securities | $1,218,956,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,203,796,000 | 170 |
| U.S. Government securities | $901,204,000 | 163 |
| U.S. Treasury securities | $11,824,000 | 332 |
| U.S. Government agency obligations | $889,380,000 | 155 |
| Securities issued by states & political subdivisions | $264,632,000 | 49 |
| Other domestic debt securities | $31,034,000 | 398 |
| Privately issued residential mortgage-backed securities | $5,568,000 | 460 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,466,000 | 246 |
| Foreign debt securities | $25,000 | 227 |
| Equity securities | $6,901,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $641,248,000 | 127 |
| Mortgage-backed securities | $591,677,000 | 177 |
| Certificates of participation in pools of residential mortgages | $162,227,000 | 299 |
| Issued or guaranteed by U.S. | $162,227,000 | 293 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $429,450,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $423,882,000 | 80 |
| Privately issued | $5,568,000 | 426 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,203,796,000 | 145 |
| Total debt securities | $1,196,895,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,187,586,000 | 171 |
| U.S. Government securities | $907,225,000 | 160 |
| U.S. Treasury securities | $12,052,000 | 340 |
| U.S. Government agency obligations | $895,173,000 | 160 |
| Securities issued by states & political subdivisions | $241,043,000 | 53 |
| Other domestic debt securities | $31,810,000 | 404 |
| Privately issued residential mortgage-backed securities | $5,830,000 | 442 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,980,000 | 249 |
| Foreign debt securities | $525,000 | 123 |
| Equity securities | $6,983,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $605,654,000 | 133 |
| Mortgage-backed securities | $599,884,000 | 179 |
| Certificates of participation in pools of residential mortgages | $177,246,000 | 284 |
| Issued or guaranteed by U.S. | $177,246,000 | 278 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $422,638,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $416,808,000 | 83 |
| Privately issued | $5,830,000 | 411 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,187,586,000 | 150 |
| Total debt securities | $1,180,603,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,177,176,000 | 169 |
| U.S. Government securities | $899,520,000 | 161 |
| U.S. Treasury securities | $11,150,000 | 341 |
| U.S. Government agency obligations | $888,370,000 | 157 |
| Securities issued by states & political subdivisions | $236,949,000 | 52 |
| Other domestic debt securities | $33,210,000 | 385 |
| Privately issued residential mortgage-backed securities | $6,595,000 | 404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,754,000 | 162 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,861,000 | 273 |
| Foreign debt securities | $550,000 | 119 |
| Equity securities | $6,947,000 | 461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $480,705,000 | 162 |
| Mortgage-backed securities | $591,707,000 | 177 |
| Certificates of participation in pools of residential mortgages | $193,394,000 | 270 |
| Issued or guaranteed by U.S. | $193,394,000 | 264 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $398,313,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $391,718,000 | 79 |
| Privately issued | $6,595,000 | 374 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,177,176,000 | 151 |
| Total debt securities | $1,170,229,000 | 168 |
| Structured notes | ||
| Amortized cost | $5,887,000 | 734 |
| Fair value | $5,848,000 | 736 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,004,606,000 | 187 |
| U.S. Government securities | $779,428,000 | 178 |
| U.S. Treasury securities | $10,833,000 | 370 |
| U.S. Government agency obligations | $768,595,000 | 173 |
| Securities issued by states & political subdivisions | $189,487,000 | 71 |
| Other domestic debt securities | $32,255,000 | 400 |
| Privately issued residential mortgage-backed securities | $8,207,000 | 362 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,764,000 | 169 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,284,000 | 298 |
| Foreign debt securities | $550,000 | 113 |
| Equity securities | $2,886,000 | 819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $460,696,000 | 163 |
| Mortgage-backed securities | $489,513,000 | 208 |
| Certificates of participation in pools of residential mortgages | $88,215,000 | 507 |
| Issued or guaranteed by U.S. | $88,215,000 | 504 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $401,298,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $393,091,000 | 83 |
| Privately issued | $8,207,000 | 341 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,004,606,000 | 168 |
| Total debt securities | $1,001,720,000 | 187 |
| Structured notes | ||
| Amortized cost | $5,920,000 | 719 |
| Fair value | $5,829,000 | 709 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $976,076,000 | 189 |
| U.S. Government securities | $753,223,000 | 183 |
| U.S. Treasury securities | $11,073,000 | 356 |
| U.S. Government agency obligations | $742,150,000 | 177 |
| Securities issued by states & political subdivisions | $183,784,000 | 77 |
| Other domestic debt securities | $35,531,000 | 388 |
| Privately issued residential mortgage-backed securities | $9,379,000 | 355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,770,000 | 171 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,382,000 | 306 |
| Foreign debt securities | $560,000 | 122 |
| Equity securities | $2,978,000 | 859 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $432,826,000 | 170 |
| Mortgage-backed securities | $517,200,000 | 203 |
| Certificates of participation in pools of residential mortgages | $105,047,000 | 455 |
| Issued or guaranteed by U.S. | $105,047,000 | 451 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $412,153,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $402,774,000 | 86 |
| Privately issued | $9,379,000 | 332 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $976,076,000 | 170 |
| Total debt securities | $973,098,000 | 188 |
| Structured notes | ||
| Amortized cost | $5,953,000 | 611 |
| Fair value | $6,022,000 | 602 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $933,606,000 | 194 |
| U.S. Government securities | $725,156,000 | 190 |
| U.S. Treasury securities | $11,098,000 | 374 |
| U.S. Government agency obligations | $714,058,000 | 185 |
| Securities issued by states & political subdivisions | $167,999,000 | 79 |
| Other domestic debt securities | $36,459,000 | 363 |
| Privately issued residential mortgage-backed securities | $9,885,000 | 278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,775,000 | 180 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,799,000 | 322 |
| Foreign debt securities | $560,000 | 130 |
| Equity securities | $3,432,000 | 784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $423,813,000 | 170 |
| Mortgage-backed securities | $493,155,000 | 205 |
| Certificates of participation in pools of residential mortgages | $118,956,000 | 421 |
| Issued or guaranteed by U.S. | $118,956,000 | 416 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $374,199,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $364,314,000 | 98 |
| Privately issued | $9,885,000 | 238 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $933,606,000 | 180 |
| Total debt securities | $930,174,000 | 194 |
| Structured notes | ||
| Amortized cost | $5,986,000 | 545 |
| Fair value | $5,976,000 | 531 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $894,622,000 | 199 |
| U.S. Government securities | $687,809,000 | 198 |
| U.S. Treasury securities | $11,298,000 | 367 |
| U.S. Government agency obligations | $676,511,000 | 194 |
| Securities issued by states & political subdivisions | $163,573,000 | 83 |
| Other domestic debt securities | $39,673,000 | 339 |
| Privately issued residential mortgage-backed securities | $11,383,000 | 256 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,780,000 | 196 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,510,000 | 323 |
| Foreign debt securities | $560,000 | 134 |
| Equity securities | $3,007,000 | 888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $347,059,000 | 184 |
| Mortgage-backed securities | $454,740,000 | 214 |
| Certificates of participation in pools of residential mortgages | $137,461,000 | 366 |
| Issued or guaranteed by U.S. | $137,461,000 | 358 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $317,279,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $305,896,000 | 112 |
| Privately issued | $11,383,000 | 222 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $894,622,000 | 179 |
| Total debt securities | $891,615,000 | 196 |
| Structured notes | ||
| Amortized cost | $6,019,000 | 419 |
| Fair value | $6,062,000 | 414 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $957,745,000 | 180 |
| U.S. Government securities | $757,859,000 | 180 |
| U.S. Treasury securities | $11,482,000 | 364 |
| U.S. Government agency obligations | $746,377,000 | 174 |
| Securities issued by states & political subdivisions | $153,029,000 | 87 |
| Other domestic debt securities | $43,172,000 | 332 |
| Privately issued residential mortgage-backed securities | $14,333,000 | 241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,787,000 | 201 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,052,000 | 335 |
| Foreign debt securities | $660,000 | 128 |
| Equity securities | $3,025,000 | 906 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,581,000 | 177 |
| Mortgage-backed securities | $494,434,000 | 212 |
| Certificates of participation in pools of residential mortgages | $159,572,000 | 316 |
| Issued or guaranteed by U.S. | $159,572,000 | 311 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $334,862,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $320,529,000 | 119 |
| Privately issued | $14,333,000 | 215 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $957,745,000 | 162 |
| Total debt securities | $954,720,000 | 178 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,384 |
| Fair value | $1,004,000 | 1,286 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $688,215,000 | 245 |
| U.S. Government securities | $572,926,000 | 231 |
| U.S. Treasury securities | $11,474,000 | 388 |
| U.S. Government agency obligations | $561,452,000 | 220 |
| Securities issued by states & political subdivisions | $74,657,000 | 171 |
| Other domestic debt securities | $37,013,000 | 381 |
| Privately issued residential mortgage-backed securities | $15,552,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,798,000 | 209 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,663,000 | 436 |
| Foreign debt securities | $660,000 | 125 |
| Equity securities | $2,959,000 | 928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,224,000 | 188 |
| Mortgage-backed securities | $362,029,000 | 251 |
| Certificates of participation in pools of residential mortgages | $150,606,000 | 327 |
| Issued or guaranteed by U.S. | $150,606,000 | 324 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $211,423,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $195,871,000 | 179 |
| Privately issued | $15,552,000 | 209 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $688,215,000 | 214 |
| Total debt securities | $685,256,000 | 240 |
| Structured notes | ||
| Amortized cost | $989,000 | 1,141 |
| Fair value | $1,011,000 | 984 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $751,836,000 | 213 |
| U.S. Government securities | $616,983,000 | 205 |
| U.S. Treasury securities | $12,569,000 | 370 |
| U.S. Government agency obligations | $604,414,000 | 196 |
| Securities issued by states & political subdivisions | $68,544,000 | 184 |
| Other domestic debt securities | $62,633,000 | 266 |
| Privately issued residential mortgage-backed securities | $20,143,000 | 202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,127,000 | 126 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,363,000 | 257 |
| Foreign debt securities | $685,000 | 123 |
| Equity securities | $2,991,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $278,293,000 | 200 |
| Mortgage-backed securities | $392,009,000 | 229 |
| Certificates of participation in pools of residential mortgages | $177,851,000 | 270 |
| Issued or guaranteed by U.S. | $177,851,000 | 267 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $214,158,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $194,015,000 | 174 |
| Privately issued | $20,143,000 | 179 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $751,836,000 | 188 |
| Total debt securities | $748,845,000 | 212 |
| Structured notes | ||
| Amortized cost | $980,000 | 988 |
| Fair value | $1,020,000 | 801 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $694,017,000 | 213 |
| U.S. Government securities | $525,853,000 | 200 |
| U.S. Treasury securities | $12,927,000 | 379 |
| U.S. Government agency obligations | $512,926,000 | 194 |
| Securities issued by states & political subdivisions | $80,051,000 | 143 |
| Other domestic debt securities | $87,237,000 | 208 |
| Privately issued residential mortgage-backed securities | $30,146,000 | 190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,399,000 | 98 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,692,000 | 216 |
| Foreign debt securities | $876,000 | 115 |
| 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 | $180,489,000 | 283 |
| Mortgage-backed securities | $255,362,000 | 282 |
| Certificates of participation in pools of residential mortgages | $112,139,000 | 332 |
| Issued or guaranteed by U.S. | $112,139,000 | 328 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $143,223,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $113,077,000 | 223 |
| Privately issued | $30,146,000 | 168 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $694,017,000 | 187 |
| Total debt securities | $694,017,000 | 209 |
| Structured notes | ||
| Amortized cost | $947,000 | 433 |
| Fair value | $1,039,000 | 315 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $352,238,000 | 355 |
| U.S. Government securities | $267,302,000 | 350 |
| U.S. Treasury securities | $7,013,000 | 834 |
| U.S. Government agency obligations | $260,289,000 | 326 |
| Securities issued by states & political subdivisions | $49,267,000 | 253 |
| Other domestic debt securities | $28,748,000 | 420 |
| Privately issued residential mortgage-backed securities | $8,814,000 | 303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,934,000 | 411 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $6,921,000 | 676 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,245,000 | 509 |
| Mortgage-backed securities | $130,624,000 | 406 |
| Certificates of participation in pools of residential mortgages | $25,159,000 | 906 |
| Issued or guaranteed by U.S. | $22,154,000 | 997 |
| Privately issued | $3,005,000 | 95 |
| Collaterized mortgage obligations | $105,465,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $99,656,000 | 210 |
| Privately issued | $5,809,000 | 322 |
| 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) | $340,298,000 | 86 |
| Available-for-sale securities (fair market value) | $11,940,000 | 5,239 |
| Total debt securities | $345,317,000 | 345 |
| Structured notes | ||
| Amortized cost | $914,000 | 439 |
| Fair value | $937,000 | 402 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $365,563,000 | 378 |
| U.S. Government securities | $262,972,000 | 387 |
| U.S. Treasury securities | $14,988,000 | 625 |
| U.S. Government agency obligations | $247,984,000 | 372 |
| Securities issued by states & political subdivisions | $58,320,000 | 207 |
| Other domestic debt securities | $38,415,000 | 359 |
| Privately issued residential mortgage-backed securities | $10,204,000 | 290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,211,000 | 332 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $5,856,000 | 742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,562,000 | 885 |
| Mortgage-backed securities | $165,204,000 | 380 |
| Certificates of participation in pools of residential mortgages | $30,242,000 | 870 |
| Issued or guaranteed by U.S. | $26,730,000 | 919 |
| Privately issued | $3,512,000 | 88 |
| Collaterized mortgage obligations | $134,962,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $128,270,000 | 197 |
| Privately issued | $6,692,000 | 315 |
| 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) | $355,715,000 | 93 |
| Available-for-sale securities (fair market value) | $9,848,000 | 5,908 |
| Total debt securities | $359,707,000 | 374 |
| Structured notes | ||
| Amortized cost | $3,590,000 | 158 |
| Fair value | $3,538,000 | 152 |
| 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 | $376,659,000 | 372 |
| U.S. Government securities | $293,534,000 | 373 |
| U.S. Treasury securities | $36,305,000 | 376 |
| U.S. Government agency obligations | $257,229,000 | 368 |
| Securities issued by states & political subdivisions | $46,248,000 | 272 |
| Other domestic debt securities | $35,576,000 | 326 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,576,000 | 217 |
| Foreign debt securities | $5,000 | 347 |
| Equity securities | $1,296,000 | 1,996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,636,000 | 735 |
| Mortgage-backed securities | $143,317,000 | 436 |
| Certificates of participation in pools of residential mortgages | $6,869,000 | 2,505 |
| Issued or guaranteed by U.S. | $6,869,000 | 2,490 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $136,448,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $136,448,000 | 188 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $363,217,000 | 91 |
| Available-for-sale securities (fair market value) | $13,442,000 | 4,935 |
| Total debt securities | $375,363,000 | 356 |
| Structured notes | ||
| Amortized cost | $2,316,000 | 303 |
| Fair value | $2,439,000 | 293 |
| 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 | $396,788,000 | 359 |
| U.S. Government securities | $314,066,000 | 371 |
| U.S. Treasury securities | $69,637,000 | 281 |
| U.S. Government agency obligations | $244,429,000 | 391 |
| Securities issued by states & political subdivisions | $40,632,000 | 262 |
| Other domestic debt securities | $40,912,000 | 236 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,912,000 | 144 |
| Foreign debt securities | $20,000 | 354 |
| Equity securities | $1,158,000 | 2,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,578,000 | 816 |
| Mortgage-backed securities | $99,174,000 | 548 |
| Certificates of participation in pools of residential mortgages | $5,620,000 | 2,741 |
| Issued or guaranteed by U.S. | $5,620,000 | 2,729 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $93,554,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $93,554,000 | 231 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $385,538,000 | 100 |
| Available-for-sale securities (fair market value) | $11,250,000 | 5,386 |
| Total debt securities | $395,630,000 | 349 |
| Structured notes | ||
| Amortized cost | $3,240,000 | 445 |
| Fair value | $3,366,000 | 428 |
| 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 | $384,914,000 | 377 |
| U.S. Government securities | $310,400,000 | 390 |
| U.S. Treasury securities | $111,282,000 | 222 |
| U.S. Government agency obligations | $199,118,000 | 463 |
| Securities issued by states & political subdivisions | $40,303,000 | 259 |
| Other domestic debt securities | $33,114,000 | 273 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,114,000 | 145 |
| Foreign debt securities | $20,000 | 407 |
| Equity securities | $1,077,000 | 2,211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,845,000 | 842 |
| Mortgage-backed securities | $86,512,000 | 643 |
| Certificates of participation in pools of residential mortgages | $9,906,000 | 2,179 |
| Issued or guaranteed by U.S. | $9,906,000 | 2,158 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $76,606,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $76,606,000 | 277 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $383,837,000 | 122 |
| Available-for-sale securities (fair market value) | $1,077,000 | 9,474 |
| Total debt securities | $383,837,000 | 372 |
| Structured notes | ||
| Amortized cost | $3,388,000 | 612 |
| Fair value | $3,555,000 | 563 |
| 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 | $377,825,000 | 408 |
| U.S. Government securities | $274,128,000 | 438 |
| U.S. Treasury securities | $189,512,000 | 153 |
| U.S. Government agency obligations | $84,616,000 | 904 |
| Securities issued by states & political subdivisions | $42,466,000 | 258 |
| Other domestic debt securities | $60,175,000 | 209 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,175,000 | 109 |
| Foreign debt securities | $25,000 | 444 |
| Equity securities | $1,031,000 | 2,139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,306,000 | 830 |
| Mortgage-backed securities | $67,674,000 | 787 |
| Certificates of participation in pools of residential mortgages | $13,187,000 | 1,799 |
| Issued or guaranteed by U.S. | $13,187,000 | 1,782 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $54,487,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $54,487,000 | 386 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $376,794,000 | 129 |
| Available-for-sale securities (fair market value) | $1,031,000 | 9,946 |
| Total debt securities | $376,794,000 | 400 |
| Structured notes | ||
| Amortized cost | $3,255,000 | 1,107 |
| Fair value | $3,543,000 | 996 |
| 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 | $358,172,000 | 435 |
| U.S. Government securities | $253,796,000 | 486 |
| U.S. Treasury securities | $244,074,000 | 159 |
| U.S. Government agency obligations | $9,722,000 | 5,475 |
| Securities issued by states & political subdivisions | $41,664,000 | 257 |
| Other domestic debt securities | $61,776,000 | 220 |
| 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 | $61,776,000 | 119 |
| Foreign debt securities | $30,000 | 460 |
| Equity securities | $906,000 | 2,168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,005,000 | 933 |
| Mortgage-backed securities | $9,722,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $7,544,000 | 2,698 |
| Issued or guaranteed by U.S. | $7,544,000 | 2,686 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,178,000 | 3,506 |
| CMOs issued by government agencies or sponsored agencies | $2,178,000 | 3,336 |
| 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) | $357,266,000 | 275 |
| Available-for-sale securities (fair market value) | $906,000 | 9,764 |
| Total debt securities | $357,266,000 | 425 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $390,860,000 | 409 |
| U.S. Government securities | $283,947,000 | 456 |
| U.S. Treasury securities | $269,973,000 | 167 |
| U.S. Government agency obligations | $13,974,000 | 4,410 |
| Securities issued by states & political subdivisions | $43,719,000 | 239 |
| Other domestic debt securities | $62,258,000 | 244 |
| 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 | $62,258,000 | 135 |
| Foreign debt securities | $30,000 | 483 |
| Equity securities | $906,000 | 2,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,598,000 | 1,055 |
| Mortgage-backed securities | $13,974,000 | 2,927 |
| Certificates of participation in pools of residential mortgages | $11,495,000 | 2,266 |
| Issued or guaranteed by U.S. | $11,495,000 | 2,238 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,479,000 | 3,734 |
| CMOs issued by government agencies or sponsored agencies | $2,479,000 | 3,540 |
| 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 | $389,954,000 | 405 |
| 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 | $402,591,000 | 394 |
| U.S. Government securities | $312,173,000 | 400 |
| U.S. Treasury securities | $284,656,000 | 151 |
| U.S. Government agency obligations | $27,517,000 | 2,467 |
| Securities issued by states & political subdivisions | $42,670,000 | 229 |
| Other domestic debt securities | $46,812,000 | 334 |
| 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 | $46,812,000 | 200 |
| Foreign debt securities | $30,000 | 516 |
| Equity securities | $906,000 | 2,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,282,000 | 925 |
| Mortgage-backed securities | $27,517,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $18,881,000 | 1,596 |
| Issued or guaranteed by U.S. | $18,881,000 | 1,559 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $8,636,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $8,636,000 | 1,681 |
| 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 | $401,685,000 | 393 |
| 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 |