Home > Popular Bank > Securities
Popular Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $873,831,000 | 273 |
| U.S. Government securities | $865,347,000 | 205 |
| U.S. Treasury securities | $331,259,000 | 101 |
| U.S. Government agency obligations | $534,088,000 | 263 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $517,553,000 | 236 |
| Mortgage-backed securities | $534,088,000 | 229 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $460,339,000 | 164 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $73,749,000 | 306 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $865,347,000 | 222 |
| Total debt securities | $865,346,000 | 269 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $25,000 | 160 |
| 2023-09-30 | Rank | |
| Total securities | $784,066,000 | 291 |
| U.S. Government securities | $776,637,000 | 224 |
| U.S. Treasury securities | $249,867,000 | 121 |
| U.S. Government agency obligations | $526,770,000 | 270 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,335,000 | 234 |
| Mortgage-backed securities | $526,770,000 | 229 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $452,714,000 | 168 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $74,056,000 | 298 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $776,637,000 | 241 |
| Total debt securities | $776,637,000 | 288 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $11,000 | 213 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $809,945,000 | 288 |
| U.S. Government securities | $802,515,000 | 217 |
| U.S. Treasury securities | $248,185,000 | 123 |
| U.S. Government agency obligations | $554,330,000 | 260 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $543,477,000 | 226 |
| Mortgage-backed securities | $554,330,000 | 218 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $475,344,000 | 161 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $78,986,000 | 289 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $802,515,000 | 236 |
| Total debt securities | $802,515,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,000 | 159 |
| 2023-03-31 | Rank | |
| Total securities | $798,739,000 | 306 |
| U.S. Government securities | $791,567,000 | 230 |
| U.S. Treasury securities | $208,084,000 | 157 |
| U.S. Government agency obligations | $583,483,000 | 247 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $517,587,000 | 228 |
| Mortgage-backed securities | $583,483,000 | 226 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $499,587,000 | 164 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $83,896,000 | 298 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $791,567,000 | 248 |
| Total debt securities | $791,567,000 | 302 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $733,588,000 | 336 |
| U.S. Government securities | $727,309,000 | 250 |
| U.S. Treasury securities | $132,151,000 | 243 |
| U.S. Government agency obligations | $595,158,000 | 247 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,710,000 | 242 |
| Mortgage-backed securities | $595,158,000 | 230 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $509,175,000 | 169 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $85,983,000 | 295 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $727,309,000 | 272 |
| Total debt securities | $727,309,000 | 331 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $748,634,000 | 330 |
| U.S. Government securities | $742,889,000 | 248 |
| U.S. Treasury securities | $131,576,000 | 245 |
| U.S. Government agency obligations | $611,313,000 | 246 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $407,732,000 | 228 |
| Mortgage-backed securities | $611,313,000 | 229 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $520,179,000 | 167 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $91,134,000 | 291 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $742,889,000 | 269 |
| Total debt securities | $742,889,000 | 327 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $788,256,000 | 328 |
| U.S. Government securities | $782,181,000 | 253 |
| U.S. Treasury securities | $133,509,000 | 237 |
| U.S. Government agency obligations | $648,672,000 | 244 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,206,000 | 371 |
| Mortgage-backed securities | $648,672,000 | 227 |
| Certificates of participation in pools of residential mortgages | $571,487,000 | 162 |
| Issued or guaranteed by U.S. | $571,487,000 | 161 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $77,185,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $77,185,000 | 328 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $782,181,000 | 274 |
| Total debt securities | $782,181,000 | 325 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $841,981,000 | 317 |
| U.S. Government securities | $835,233,000 | 244 |
| U.S. Treasury securities | $134,343,000 | 208 |
| U.S. Government agency obligations | $700,890,000 | 242 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,384,000 | 353 |
| Mortgage-backed securities | $700,890,000 | 222 |
| Certificates of participation in pools of residential mortgages | $615,324,000 | 159 |
| Issued or guaranteed by U.S. | $615,324,000 | 158 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $85,566,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $85,566,000 | 302 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $835,233,000 | 273 |
| Total debt securities | $835,233,000 | 314 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $930,634,000 | 284 |
| U.S. Government securities | $923,941,000 | 221 |
| U.S. Treasury securities | $138,669,000 | 137 |
| U.S. Government agency obligations | $785,272,000 | 223 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,326,000 | 326 |
| Mortgage-backed securities | $785,272,000 | 208 |
| Certificates of participation in pools of residential mortgages | $685,306,000 | 144 |
| Issued or guaranteed by U.S. | $685,306,000 | 143 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $99,966,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $99,966,000 | 278 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $923,941,000 | 251 |
| Total debt securities | $923,941,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,012,179,000 | 259 |
| U.S. Government securities | $1,006,024,000 | 198 |
| U.S. Treasury securities | $139,563,000 | 103 |
| U.S. Government agency obligations | $866,461,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $271,273,000 | 297 |
| Mortgage-backed securities | $866,461,000 | 183 |
| Certificates of participation in pools of residential mortgages | $753,684,000 | 129 |
| Issued or guaranteed by U.S. | $753,684,000 | 128 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $112,777,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $112,777,000 | 260 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,006,024,000 | 232 |
| Total debt securities | $1,006,024,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,111,589,000 | 231 |
| U.S. Government securities | $1,102,223,000 | 185 |
| U.S. Treasury securities | $159,923,000 | 92 |
| U.S. Government agency obligations | $942,300,000 | 187 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,043,000 | 283 |
| Mortgage-backed securities | $942,300,000 | 168 |
| Certificates of participation in pools of residential mortgages | $817,999,000 | 111 |
| Issued or guaranteed by U.S. | $817,999,000 | 110 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $124,301,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $124,301,000 | 237 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,102,223,000 | 203 |
| Total debt securities | $1,102,223,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,210,317,000 | 211 |
| U.S. Government securities | $1,201,493,000 | 164 |
| U.S. Treasury securities | $160,501,000 | 81 |
| U.S. Government agency obligations | $1,040,992,000 | 169 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $289,655,000 | 262 |
| Mortgage-backed securities | $1,040,992,000 | 156 |
| Certificates of participation in pools of residential mortgages | $888,739,000 | 100 |
| Issued or guaranteed by U.S. | $888,739,000 | 100 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $152,253,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $152,253,000 | 200 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,201,493,000 | 186 |
| Total debt securities | $1,201,493,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,329,331,000 | 179 |
| U.S. Government securities | $1,321,089,000 | 148 |
| U.S. Treasury securities | $161,136,000 | 71 |
| U.S. Government agency obligations | $1,159,953,000 | 151 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $341,783,000 | 223 |
| Mortgage-backed securities | $1,159,953,000 | 143 |
| Certificates of participation in pools of residential mortgages | $984,218,000 | 87 |
| Issued or guaranteed by U.S. | $984,218,000 | 87 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $175,735,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $175,735,000 | 181 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,321,089,000 | 164 |
| Total debt securities | $1,321,089,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,453,622,000 | 161 |
| U.S. Government securities | $1,446,076,000 | 133 |
| U.S. Treasury securities | $191,733,000 | 68 |
| U.S. Government agency obligations | $1,254,343,000 | 134 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $322,292,000 | 237 |
| Mortgage-backed securities | $1,254,343,000 | 128 |
| Certificates of participation in pools of residential mortgages | $1,059,072,000 | 81 |
| Issued or guaranteed by U.S. | $1,059,072,000 | 81 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $195,271,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $195,271,000 | 161 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,446,076,000 | 148 |
| Total debt securities | $1,446,076,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,498,498,000 | 153 |
| U.S. Government securities | $1,491,304,000 | 129 |
| U.S. Treasury securities | $222,409,000 | 68 |
| U.S. Government agency obligations | $1,268,895,000 | 130 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $371,295,000 | 215 |
| Mortgage-backed securities | $1,268,895,000 | 124 |
| Certificates of participation in pools of residential mortgages | $1,046,534,000 | 77 |
| Issued or guaranteed by U.S. | $1,046,534,000 | 77 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $222,361,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $222,361,000 | 153 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,491,304,000 | 145 |
| Total debt securities | $1,491,304,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,377,764,000 | 155 |
| U.S. Government securities | $1,371,155,000 | 134 |
| U.S. Treasury securities | $278,258,000 | 56 |
| U.S. Government agency obligations | $1,092,897,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,549,000 | 198 |
| Mortgage-backed securities | $1,092,897,000 | 138 |
| Certificates of participation in pools of residential mortgages | $854,045,000 | 88 |
| Issued or guaranteed by U.S. | $854,045,000 | 88 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $238,852,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $238,852,000 | 152 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,371,155,000 | 145 |
| Total debt securities | $1,371,155,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,438,680,000 | 151 |
| U.S. Government securities | $1,432,185,000 | 131 |
| U.S. Treasury securities | $289,644,000 | 58 |
| U.S. Government agency obligations | $1,142,541,000 | 147 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $394,242,000 | 188 |
| Mortgage-backed securities | $1,130,741,000 | 133 |
| Certificates of participation in pools of residential mortgages | $883,262,000 | 83 |
| Issued or guaranteed by U.S. | $883,262,000 | 83 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $247,479,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $247,479,000 | 150 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,432,185,000 | 141 |
| Total debt securities | $1,432,185,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,511,414,000 | 146 |
| U.S. Government securities | $1,505,523,000 | 128 |
| U.S. Treasury securities | $289,112,000 | 60 |
| U.S. Government agency obligations | $1,216,411,000 | 136 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,490,000 | 174 |
| Mortgage-backed securities | $1,204,625,000 | 131 |
| Certificates of participation in pools of residential mortgages | $940,156,000 | 81 |
| Issued or guaranteed by U.S. | $940,156,000 | 81 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $264,469,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $264,469,000 | 149 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,505,523,000 | 134 |
| Total debt securities | $1,505,523,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,604,586,000 | 143 |
| U.S. Government securities | $1,598,919,000 | 120 |
| U.S. Treasury securities | $308,493,000 | 58 |
| U.S. Government agency obligations | $1,290,426,000 | 130 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $454,115,000 | 173 |
| Mortgage-backed securities | $1,264,662,000 | 123 |
| Certificates of participation in pools of residential mortgages | $985,998,000 | 80 |
| Issued or guaranteed by U.S. | $985,998,000 | 80 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $278,664,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $278,664,000 | 145 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,598,919,000 | 132 |
| Total debt securities | $1,598,919,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,676,730,000 | 137 |
| U.S. Government securities | $1,671,275,000 | 114 |
| U.S. Treasury securities | $336,261,000 | 58 |
| U.S. Government agency obligations | $1,335,014,000 | 125 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| 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 | $434,774,000 | 177 |
| Mortgage-backed securities | $1,309,310,000 | 116 |
| Certificates of participation in pools of residential mortgages | $1,018,980,000 | 80 |
| Issued or guaranteed by U.S. | $1,018,980,000 | 80 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $290,330,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $290,330,000 | 142 |
| 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) | $1,671,275,000 | 126 |
| Total debt securities | $1,671,275,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,519,269,000 | 150 |
| U.S. Government securities | $1,515,470,000 | 123 |
| U.S. Treasury securities | $344,943,000 | 59 |
| U.S. Government agency obligations | $1,170,527,000 | 138 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $507,718,000 | 158 |
| Mortgage-backed securities | $1,144,903,000 | 130 |
| Certificates of participation in pools of residential mortgages | $843,419,000 | 86 |
| Issued or guaranteed by U.S. | $843,419,000 | 86 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $301,484,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $301,484,000 | 134 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,515,470,000 | 137 |
| Total debt securities | $1,515,470,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,589,743,000 | 142 |
| U.S. Government securities | $1,585,590,000 | 113 |
| U.S. Treasury securities | $354,862,000 | 59 |
| U.S. Government agency obligations | $1,230,728,000 | 127 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| 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 | $495,276,000 | 161 |
| Mortgage-backed securities | $1,183,103,000 | 123 |
| Certificates of participation in pools of residential mortgages | $869,216,000 | 87 |
| Issued or guaranteed by U.S. | $869,216,000 | 87 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $313,887,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $313,887,000 | 127 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,585,590,000 | 130 |
| Total debt securities | $1,585,590,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,726,089,000 | 134 |
| U.S. Government securities | $1,722,292,000 | 107 |
| U.S. Treasury securities | $312,323,000 | 62 |
| U.S. Government agency obligations | $1,409,969,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| 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 | $525,230,000 | 150 |
| Mortgage-backed securities | $1,237,542,000 | 121 |
| Certificates of participation in pools of residential mortgages | $907,918,000 | 87 |
| Issued or guaranteed by U.S. | $907,918,000 | 86 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $329,624,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $329,624,000 | 125 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,722,292,000 | 121 |
| Total debt securities | $1,722,292,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,784,944,000 | 128 |
| U.S. Government securities | $1,781,334,000 | 105 |
| U.S. Treasury securities | $234,994,000 | 67 |
| U.S. Government agency obligations | $1,546,340,000 | 102 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| 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 | $624,016,000 | 137 |
| Mortgage-backed securities | $1,323,193,000 | 107 |
| Certificates of participation in pools of residential mortgages | $954,030,000 | 86 |
| Issued or guaranteed by U.S. | $954,030,000 | 85 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $369,163,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $369,163,000 | 114 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,781,334,000 | 116 |
| Total debt securities | $1,781,334,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,833,299,000 | 126 |
| U.S. Government securities | $1,833,299,000 | 102 |
| U.S. Treasury securities | $177,559,000 | 71 |
| U.S. Government agency obligations | $1,655,740,000 | 94 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $611,766,000 | 138 |
| Mortgage-backed securities | $1,407,606,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,014,180,000 | 84 |
| Issued or guaranteed by U.S. | $1,014,180,000 | 83 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $393,426,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $393,426,000 | 103 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,833,299,000 | 111 |
| Total debt securities | $1,833,299,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $2,408,000 | 135 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,833,685,000 | 124 |
| U.S. Government securities | $1,833,685,000 | 98 |
| U.S. Treasury securities | $138,779,000 | 78 |
| U.S. Government agency obligations | $1,694,906,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $476,717,000 | 176 |
| Mortgage-backed securities | $1,446,257,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,020,797,000 | 79 |
| Issued or guaranteed by U.S. | $1,020,797,000 | 78 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $425,460,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $425,460,000 | 96 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,833,685,000 | 107 |
| Total debt securities | $1,833,685,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $2,235,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,889,008,000 | 121 |
| U.S. Government securities | $1,889,008,000 | 93 |
| U.S. Treasury securities | $138,919,000 | 78 |
| U.S. Government agency obligations | $1,750,089,000 | 89 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $469,947,000 | 173 |
| Mortgage-backed securities | $1,501,466,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,047,388,000 | 75 |
| Issued or guaranteed by U.S. | $1,047,388,000 | 73 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $454,078,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $454,078,000 | 91 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,889,008,000 | 101 |
| Total debt securities | $1,889,008,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $2,057,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,767,785,000 | 122 |
| U.S. Government securities | $1,767,785,000 | 96 |
| U.S. Treasury securities | $124,089,000 | 82 |
| U.S. Government agency obligations | $1,643,696,000 | 90 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,354,000 | 194 |
| Mortgage-backed securities | $1,394,859,000 | 102 |
| Certificates of participation in pools of residential mortgages | $914,152,000 | 86 |
| Issued or guaranteed by U.S. | $914,152,000 | 85 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $480,707,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $480,707,000 | 91 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,767,785,000 | 104 |
| Total debt securities | $1,767,785,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $2,076,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,782,049,000 | 121 |
| U.S. Government securities | $1,782,049,000 | 95 |
| U.S. Treasury securities | $119,144,000 | 85 |
| U.S. Government agency obligations | $1,662,905,000 | 90 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $443,908,000 | 170 |
| Mortgage-backed securities | $1,414,319,000 | 94 |
| Certificates of participation in pools of residential mortgages | $904,219,000 | 85 |
| Issued or guaranteed by U.S. | $904,219,000 | 84 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $510,100,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $510,100,000 | 87 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,782,049,000 | 100 |
| Total debt securities | $1,782,049,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $1,823,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,849,702,000 | 117 |
| U.S. Government securities | $1,849,702,000 | 90 |
| U.S. Treasury securities | $120,681,000 | 77 |
| U.S. Government agency obligations | $1,729,021,000 | 89 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $517,965,000 | 147 |
| Mortgage-backed securities | $1,479,001,000 | 91 |
| Certificates of participation in pools of residential mortgages | $918,639,000 | 81 |
| Issued or guaranteed by U.S. | $918,639,000 | 80 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $560,362,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $560,362,000 | 80 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,849,702,000 | 99 |
| Total debt securities | $1,849,702,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $1,717,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,577,343,000 | 125 |
| U.S. Government securities | $1,577,343,000 | 99 |
| U.S. Treasury securities | $121,345,000 | 78 |
| U.S. Government agency obligations | $1,455,998,000 | 100 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $590,415,000 | 132 |
| Mortgage-backed securities | $1,162,237,000 | 111 |
| Certificates of participation in pools of residential mortgages | $560,761,000 | 105 |
| Issued or guaranteed by U.S. | $560,761,000 | 104 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $601,476,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $601,476,000 | 78 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,577,343,000 | 103 |
| Total debt securities | $1,577,343,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $1,578,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,557,946,000 | 126 |
| U.S. Government securities | $1,557,946,000 | 100 |
| U.S. Treasury securities | $65,243,000 | 108 |
| U.S. Government agency obligations | $1,492,703,000 | 98 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,414,000 | 155 |
| Mortgage-backed securities | $1,121,479,000 | 111 |
| Certificates of participation in pools of residential mortgages | $490,093,000 | 113 |
| Issued or guaranteed by U.S. | $490,093,000 | 112 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $631,386,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $631,386,000 | 77 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $1,557,946,000 | 109 |
| Total debt securities | $1,557,946,000 | 125 |
| Structured notes | ||
| Amortized cost | $23,000,000 | 75 |
| Fair value | $22,943,000 | 75 |
| Trading account assets | $1,356,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,389,653,000 | 138 |
| U.S. Government securities | $1,389,653,000 | 111 |
| U.S. Treasury securities | $44,112,000 | 158 |
| U.S. Government agency obligations | $1,345,541,000 | 106 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $522,647,000 | 152 |
| Mortgage-backed securities | $977,009,000 | 123 |
| Certificates of participation in pools of residential mortgages | $324,320,000 | 152 |
| Issued or guaranteed by U.S. | $324,320,000 | 150 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $652,689,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $652,689,000 | 74 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,389,653,000 | 114 |
| Total debt securities | $1,389,653,000 | 138 |
| Structured notes | ||
| Amortized cost | $23,000,000 | 93 |
| Fair value | $23,042,000 | 92 |
| Trading account assets | $1,429,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,361,915,000 | 141 |
| U.S. Government securities | $1,361,915,000 | 109 |
| U.S. Treasury securities | $31,501,000 | 180 |
| U.S. Government agency obligations | $1,330,414,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $509,779,000 | 146 |
| Mortgage-backed securities | $924,502,000 | 123 |
| Certificates of participation in pools of residential mortgages | $230,018,000 | 206 |
| Issued or guaranteed by U.S. | $230,018,000 | 205 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $694,484,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $694,484,000 | 68 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,361,915,000 | 111 |
| Total debt securities | $1,361,915,000 | 141 |
| Structured notes | ||
| Amortized cost | $23,000,000 | 117 |
| Fair value | $23,067,000 | 117 |
| Trading account assets | $1,278,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,445,130,000 | 136 |
| U.S. Government securities | $1,445,130,000 | 105 |
| U.S. Treasury securities | $10,060,000 | 359 |
| U.S. Government agency obligations | $1,435,070,000 | 99 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $449,956,000 | 164 |
| Mortgage-backed securities | $970,868,000 | 118 |
| Certificates of participation in pools of residential mortgages | $243,818,000 | 187 |
| Issued or guaranteed by U.S. | $243,818,000 | 186 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $727,050,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $727,050,000 | 66 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,445,130,000 | 111 |
| Total debt securities | $1,445,130,000 | 136 |
| Structured notes | ||
| Amortized cost | $43,000,000 | 61 |
| Fair value | $42,789,000 | 60 |
| Trading account assets | $1,401,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,448,917,000 | 133 |
| U.S. Government securities | $1,448,917,000 | 101 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,448,917,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $452,974,000 | 164 |
| Mortgage-backed securities | $983,405,000 | 115 |
| Certificates of participation in pools of residential mortgages | $216,190,000 | 211 |
| Issued or guaranteed by U.S. | $216,190,000 | 210 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $767,215,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $767,215,000 | 65 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,448,917,000 | 108 |
| Total debt securities | $1,448,917,000 | 133 |
| Structured notes | ||
| Amortized cost | $43,000,000 | 68 |
| Fair value | $43,082,000 | 68 |
| Trading account assets | $1,405,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,510,744,000 | 128 |
| U.S. Government securities | $1,510,744,000 | 99 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,510,744,000 | 94 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $687,439,000 | 123 |
| Mortgage-backed securities | $1,004,112,000 | 113 |
| Certificates of participation in pools of residential mortgages | $211,911,000 | 215 |
| Issued or guaranteed by U.S. | $211,911,000 | 214 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $792,201,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $792,201,000 | 65 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,510,744,000 | 106 |
| Total debt securities | $1,510,744,000 | 128 |
| Structured notes | ||
| Amortized cost | $43,000,000 | 74 |
| Fair value | $42,767,000 | 73 |
| Trading account assets | $1,215,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,782,028,000 | 114 |
| U.S. Government securities | $1,782,028,000 | 88 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,782,028,000 | 82 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,247,039,000 | 89 |
| Mortgage-backed securities | $1,262,716,000 | 97 |
| Certificates of participation in pools of residential mortgages | $286,008,000 | 165 |
| Issued or guaranteed by U.S. | $286,008,000 | 164 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $976,708,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $976,708,000 | 57 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,782,028,000 | 88 |
| Total debt securities | $1,782,028,000 | 114 |
| Structured notes | ||
| Amortized cost | $43,000,000 | 82 |
| Fair value | $41,946,000 | 82 |
| Trading account assets | $1,146,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,950,668,000 | 111 |
| U.S. Government securities | $1,950,668,000 | 82 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,950,668,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,247,289,000 | 89 |
| Mortgage-backed securities | $1,400,439,000 | 95 |
| Certificates of participation in pools of residential mortgages | $316,097,000 | 156 |
| Issued or guaranteed by U.S. | $316,097,000 | 155 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,084,342,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,084,342,000 | 54 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,950,668,000 | 87 |
| Total debt securities | $1,950,668,000 | 111 |
| Structured notes | ||
| Amortized cost | $43,000,000 | 88 |
| Fair value | $41,886,000 | 88 |
| Trading account assets | $925,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,996,980,000 | 106 |
| U.S. Government securities | $1,996,980,000 | 75 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,996,980,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $909,443,000 | 107 |
| Mortgage-backed securities | $1,452,153,000 | 93 |
| Certificates of participation in pools of residential mortgages | $329,919,000 | 152 |
| Issued or guaranteed by U.S. | $329,919,000 | 151 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,122,234,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,122,234,000 | 54 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,996,980,000 | 82 |
| Total debt securities | $1,996,980,000 | 106 |
| Structured notes | ||
| Amortized cost | $43,000,000 | 94 |
| Fair value | $41,002,000 | 96 |
| Trading account assets | $827,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,042,213,000 | 104 |
| U.S. Government securities | $2,042,213,000 | 75 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,042,213,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $916,978,000 | 106 |
| Mortgage-backed securities | $1,452,421,000 | 90 |
| Certificates of participation in pools of residential mortgages | $343,477,000 | 147 |
| Issued or guaranteed by U.S. | $343,477,000 | 146 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,108,944,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,108,944,000 | 55 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $2,042,213,000 | 80 |
| Total debt securities | $2,042,213,000 | 104 |
| Structured notes | ||
| Amortized cost | $43,000,000 | 95 |
| Fair value | $40,209,000 | 95 |
| Trading account assets | $646,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,045,605,000 | 103 |
| U.S. Government securities | $2,016,358,000 | 77 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,016,358,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $29,247,000 | 350 |
| Privately issued residential mortgage-backed securities | $29,247,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $966,122,000 | 100 |
| Mortgage-backed securities | $1,497,610,000 | 88 |
| Certificates of participation in pools of residential mortgages | $345,911,000 | 139 |
| Issued or guaranteed by U.S. | $316,664,000 | 148 |
| Privately issued | $29,247,000 | 11 |
| Collaterized mortgage obligations | $1,151,699,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,151,699,000 | 53 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,045,605,000 | 79 |
| Total debt securities | $2,045,605,000 | 103 |
| Structured notes | ||
| Amortized cost | $43,000,000 | 93 |
| Fair value | $40,961,000 | 95 |
| Trading account assets | $510,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,982,940,000 | 106 |
| U.S. Government securities | $1,982,940,000 | 78 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,982,940,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $868,816,000 | 103 |
| Mortgage-backed securities | $1,459,540,000 | 93 |
| Certificates of participation in pools of residential mortgages | $281,608,000 | 164 |
| Issued or guaranteed by U.S. | $281,608,000 | 163 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,177,932,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,177,932,000 | 51 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,982,940,000 | 85 |
| Total debt securities | $1,982,940,000 | 105 |
| Structured notes | ||
| Amortized cost | $43,000,000 | 87 |
| Fair value | $41,141,000 | 91 |
| Trading account assets | $381,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,102,414,000 | 107 |
| U.S. Government securities | $2,102,414,000 | 79 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,102,414,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $947,259,000 | 94 |
| Mortgage-backed securities | $1,558,476,000 | 89 |
| Certificates of participation in pools of residential mortgages | $320,805,000 | 152 |
| Issued or guaranteed by U.S. | $320,805,000 | 151 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,237,671,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,237,671,000 | 53 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,102,414,000 | 83 |
| Total debt securities | $2,102,415,000 | 106 |
| Structured notes | ||
| Amortized cost | $67,994,000 | 42 |
| Fair value | $68,086,000 | 40 |
| Trading account assets | $311,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,925,199,000 | 108 |
| U.S. Government securities | $1,925,199,000 | 87 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,925,199,000 | 81 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,044,000 | 100 |
| Mortgage-backed securities | $1,435,499,000 | 93 |
| Certificates of participation in pools of residential mortgages | $319,954,000 | 149 |
| Issued or guaranteed by U.S. | $319,954,000 | 148 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,115,545,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,115,545,000 | 60 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,925,199,000 | 87 |
| Total debt securities | $1,925,199,000 | 108 |
| Structured notes | ||
| Amortized cost | $50,009,000 | 67 |
| Fair value | $50,093,000 | 66 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,005,953,000 | 106 |
| U.S. Government securities | $1,970,271,000 | 86 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,970,271,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $35,682,000 | 315 |
| Privately issued residential mortgage-backed securities | $35,682,000 | 92 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $890,273,000 | 96 |
| Mortgage-backed securities | $1,476,585,000 | 90 |
| Certificates of participation in pools of residential mortgages | $354,156,000 | 153 |
| Issued or guaranteed by U.S. | $354,156,000 | 152 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,122,429,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,086,747,000 | 59 |
| Privately issued | $35,682,000 | 87 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $2,005,953,000 | 85 |
| Total debt securities | $2,005,953,000 | 106 |
| Structured notes | ||
| Amortized cost | $75,014,000 | 35 |
| Fair value | $75,125,000 | 36 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,030,092,000 | 102 |
| U.S. Government securities | $1,993,077,000 | 82 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,993,077,000 | 81 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $37,015,000 | 308 |
| Privately issued residential mortgage-backed securities | $37,015,000 | 95 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $870,572,000 | 100 |
| Mortgage-backed securities | $1,530,854,000 | 86 |
| Certificates of participation in pools of residential mortgages | $401,556,000 | 138 |
| Issued or guaranteed by U.S. | $401,556,000 | 136 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,129,298,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,092,283,000 | 57 |
| Privately issued | $37,015,000 | 91 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $2,030,092,000 | 83 |
| Total debt securities | $2,030,092,000 | 101 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 197 |
| Fair value | $25,047,000 | 199 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,032,650,000 | 104 |
| U.S. Government securities | $1,991,992,000 | 83 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,991,992,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $40,658,000 | 280 |
| Privately issued residential mortgage-backed securities | $40,658,000 | 97 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $879,868,000 | 101 |
| Mortgage-backed securities | $1,485,766,000 | 91 |
| Certificates of participation in pools of residential mortgages | $431,700,000 | 134 |
| Issued or guaranteed by U.S. | $431,700,000 | 132 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,054,066,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,013,408,000 | 58 |
| Privately issued | $40,658,000 | 93 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $2,032,650,000 | 84 |
| Total debt securities | $2,032,648,000 | 103 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 96 |
| Fair value | $50,002,000 | 95 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,905,750,000 | 107 |
| U.S. Government securities | $1,866,516,000 | 86 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,866,516,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $39,234,000 | 293 |
| Privately issued residential mortgage-backed securities | $39,234,000 | 130 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $890,942,000 | 92 |
| Mortgage-backed securities | $1,469,737,000 | 87 |
| Certificates of participation in pools of residential mortgages | $459,692,000 | 122 |
| Issued or guaranteed by U.S. | $459,692,000 | 121 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,010,045,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $970,811,000 | 57 |
| Privately issued | $39,234,000 | 125 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,905,750,000 | 91 |
| Total debt securities | $1,905,750,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,904,623,000 | 107 |
| U.S. Government securities | $1,862,055,000 | 86 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,862,055,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $42,568,000 | 283 |
| Privately issued residential mortgage-backed securities | $42,568,000 | 130 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $903,062,000 | 91 |
| Mortgage-backed securities | $1,472,780,000 | 85 |
| Certificates of participation in pools of residential mortgages | $485,516,000 | 115 |
| Issued or guaranteed by U.S. | $485,516,000 | 114 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $987,264,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $944,696,000 | 57 |
| Privately issued | $42,568,000 | 125 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,904,623,000 | 90 |
| Total debt securities | $1,904,623,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,723,460,000 | 115 |
| U.S. Government securities | $1,678,640,000 | 96 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,678,640,000 | 92 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $44,820,000 | 259 |
| Privately issued residential mortgage-backed securities | $44,820,000 | 134 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $889,710,000 | 93 |
| Mortgage-backed securities | $1,281,377,000 | 94 |
| Certificates of participation in pools of residential mortgages | $495,788,000 | 112 |
| Issued or guaranteed by U.S. | $495,788,000 | 111 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $785,589,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $740,769,000 | 64 |
| Privately issued | $44,820,000 | 129 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,723,460,000 | 98 |
| Total debt securities | $1,723,460,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,674,679,000 | 119 |
| U.S. Government securities | $1,627,761,000 | 97 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,627,761,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $46,918,000 | 264 |
| Privately issued residential mortgage-backed securities | $46,918,000 | 133 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $889,494,000 | 96 |
| Mortgage-backed securities | $1,237,238,000 | 100 |
| Certificates of participation in pools of residential mortgages | $513,827,000 | 107 |
| Issued or guaranteed by U.S. | $513,827,000 | 106 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $723,411,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $676,493,000 | 64 |
| Privately issued | $46,918,000 | 129 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,674,679,000 | 103 |
| Total debt securities | $1,674,679,000 | 118 |
| 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 | $992,493,000 | 159 |
| U.S. Government securities | $944,294,000 | 134 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $944,294,000 | 128 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $48,199,000 | 273 |
| Privately issued residential mortgage-backed securities | $48,199,000 | 143 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $903,716,000 | 95 |
| Mortgage-backed securities | $813,552,000 | 120 |
| Certificates of participation in pools of residential mortgages | $556,750,000 | 101 |
| Issued or guaranteed by U.S. | $556,750,000 | 99 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $256,802,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $208,603,000 | 161 |
| Privately issued | $48,199,000 | 139 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $992,493,000 | 134 |
| Total debt securities | $992,493,000 | 158 |
| 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 | $1,035,255,000 | 150 |
| U.S. Government securities | $984,643,000 | 123 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $984,643,000 | 119 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $50,612,000 | 259 |
| Privately issued residential mortgage-backed securities | $50,612,000 | 142 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $917,110,000 | 91 |
| Mortgage-backed securities | $852,506,000 | 113 |
| Certificates of participation in pools of residential mortgages | $604,334,000 | 94 |
| Issued or guaranteed by U.S. | $604,334,000 | 92 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $248,172,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $197,560,000 | 155 |
| Privately issued | $50,612,000 | 138 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,035,255,000 | 128 |
| Total debt securities | $1,035,256,000 | 147 |
| 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 | $1,075,690,000 | 144 |
| U.S. Government securities | $1,024,426,000 | 117 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,024,426,000 | 111 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $51,264,000 | 257 |
| Privately issued residential mortgage-backed securities | $51,264,000 | 142 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,611,000 | 91 |
| Mortgage-backed securities | $934,032,000 | 107 |
| Certificates of participation in pools of residential mortgages | $669,341,000 | 84 |
| Issued or guaranteed by U.S. | $669,341,000 | 82 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $264,691,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $213,427,000 | 136 |
| Privately issued | $51,264,000 | 138 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $1,075,690,000 | 125 |
| Total debt securities | $1,075,690,000 | 145 |
| 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 | $1,128,356,000 | 139 |
| U.S. Government securities | $1,074,501,000 | 108 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,074,501,000 | 106 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $53,855,000 | 260 |
| Privately issued residential mortgage-backed securities | $53,855,000 | 147 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $996,254,000 | 85 |
| Mortgage-backed securities | $995,487,000 | 100 |
| Certificates of participation in pools of residential mortgages | $707,065,000 | 83 |
| Issued or guaranteed by U.S. | $707,065,000 | 80 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $288,422,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $234,567,000 | 130 |
| Privately issued | $53,855,000 | 144 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $1,128,356,000 | 122 |
| Total debt securities | $1,128,357,000 | 141 |
| 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 | $1,250,738,000 | 132 |
| U.S. Government securities | $1,194,117,000 | 102 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,194,117,000 | 99 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $56,611,000 | 259 |
| Privately issued residential mortgage-backed securities | $56,611,000 | 149 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $10,000 | 1,486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,026,535,000 | 82 |
| Mortgage-backed securities | $1,082,728,000 | 97 |
| Certificates of participation in pools of residential mortgages | $763,098,000 | 81 |
| Issued or guaranteed by U.S. | $763,098,000 | 78 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $319,630,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $263,019,000 | 116 |
| Privately issued | $56,611,000 | 145 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $1,250,738,000 | 115 |
| Total debt securities | $1,250,728,000 | 128 |
| 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 | $1,372,283,000 | 125 |
| U.S. Government securities | $1,313,186,000 | 102 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,313,186,000 | 97 |
| Securities issued by states & political subdivisions | $5,000 | 5,888 |
| Other domestic debt securities | $59,082,000 | 271 |
| Privately issued residential mortgage-backed securities | $59,082,000 | 160 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $10,000 | 1,556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,028,037,000 | 85 |
| Mortgage-backed securities | $1,177,620,000 | 100 |
| Certificates of participation in pools of residential mortgages | $833,174,000 | 80 |
| Issued or guaranteed by U.S. | $833,174,000 | 78 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $344,446,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $285,364,000 | 105 |
| Privately issued | $59,082,000 | 157 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $1,372,283,000 | 104 |
| Total debt securities | $1,372,273,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,457,840,000 | 125 |
| U.S. Government securities | $1,378,626,000 | 100 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,378,626,000 | 96 |
| Securities issued by states & political subdivisions | $18,342,000 | 1,310 |
| Other domestic debt securities | $60,862,000 | 288 |
| Privately issued residential mortgage-backed securities | $60,862,000 | 177 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $10,000 | 1,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,103,066,000 | 83 |
| Mortgage-backed securities | $1,248,019,000 | 99 |
| Certificates of participation in pools of residential mortgages | $874,368,000 | 78 |
| Issued or guaranteed by U.S. | $874,368,000 | 76 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $373,651,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $312,789,000 | 92 |
| Privately issued | $60,862,000 | 170 |
| 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) | $1,457,840,000 | 104 |
| Total debt securities | $1,457,833,000 | 123 |
| 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 | $1,552,546,000 | 119 |
| U.S. Government securities | $1,475,860,000 | 94 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,475,860,000 | 91 |
| Securities issued by states & political subdivisions | $18,408,000 | 1,231 |
| Other domestic debt securities | $58,268,000 | 282 |
| Privately issued residential mortgage-backed securities | $58,268,000 | 194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $10,000 | 1,588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,098,834,000 | 86 |
| Mortgage-backed securities | $1,341,557,000 | 93 |
| Certificates of participation in pools of residential mortgages | $933,170,000 | 76 |
| Issued or guaranteed by U.S. | $933,170,000 | 75 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $408,387,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $350,119,000 | 79 |
| Privately issued | $58,268,000 | 185 |
| 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) | $1,552,546,000 | 100 |
| Total debt securities | $1,552,536,000 | 115 |
| 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 | $1,097,646,000 | 140 |
| U.S. Government securities | $990,648,000 | 117 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $990,648,000 | 113 |
| Securities issued by states & political subdivisions | $18,631,000 | 1,192 |
| Other domestic debt securities | $88,357,000 | 208 |
| Privately issued residential mortgage-backed securities | $88,357,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $10,000 | 1,574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,060,441,000 | 87 |
| Mortgage-backed securities | $870,954,000 | 117 |
| Certificates of participation in pools of residential mortgages | $451,723,000 | 126 |
| Issued or guaranteed by U.S. | $428,311,000 | 126 |
| Privately issued | $23,412,000 | 33 |
| Collaterized mortgage obligations | $419,231,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $354,286,000 | 83 |
| Privately issued | $64,945,000 | 167 |
| 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) | $1,097,646,000 | 119 |
| Total debt securities | $1,097,636,000 | 136 |
| 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 | $1,161,539,000 | 131 |
| U.S. Government securities | $1,036,701,000 | 107 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,036,701,000 | 105 |
| Securities issued by states & political subdivisions | $18,158,000 | 1,201 |
| Other domestic debt securities | $106,670,000 | 192 |
| Privately issued residential mortgage-backed securities | $106,670,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $10,000 | 1,737 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,117,543,000 | 79 |
| Mortgage-backed securities | $916,232,000 | 108 |
| Certificates of participation in pools of residential mortgages | $452,597,000 | 111 |
| Issued or guaranteed by U.S. | $443,809,000 | 109 |
| Privately issued | $8,788,000 | 56 |
| Collaterized mortgage obligations | $463,635,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $365,753,000 | 72 |
| Privately issued | $97,882,000 | 130 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $1,161,539,000 | 108 |
| Total debt securities | $1,161,529,000 | 129 |
| 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 | $1,210,552,000 | 129 |
| U.S. Government securities | $1,078,447,000 | 102 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,078,447,000 | 102 |
| Securities issued by states & political subdivisions | $18,454,000 | 1,201 |
| Other domestic debt securities | $113,641,000 | 195 |
| Privately issued residential mortgage-backed securities | $113,641,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $10,000 | 1,865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,158,646,000 | 78 |
| Mortgage-backed securities | $938,191,000 | 109 |
| Certificates of participation in pools of residential mortgages | $466,777,000 | 112 |
| Issued or guaranteed by U.S. | $466,777,000 | 108 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $471,414,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $357,773,000 | 77 |
| Privately issued | $113,641,000 | 120 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $1,210,552,000 | 113 |
| Total debt securities | $1,210,542,000 | 127 |
| 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 | $1,245,678,000 | 135 |
| U.S. Government securities | $1,105,811,000 | 106 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,105,811,000 | 105 |
| Securities issued by states & political subdivisions | $18,799,000 | 1,177 |
| Other domestic debt securities | $121,058,000 | 182 |
| Privately issued residential mortgage-backed securities | $121,058,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $10,000 | 1,846 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,207,256,000 | 75 |
| Mortgage-backed securities | $915,700,000 | 114 |
| Certificates of participation in pools of residential mortgages | $599,094,000 | 97 |
| Issued or guaranteed by U.S. | $599,094,000 | 93 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $316,606,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $195,548,000 | 117 |
| Privately issued | $121,058,000 | 111 |
| 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) | $1,245,678,000 | 120 |
| Total debt securities | $1,245,668,000 | 132 |
| 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 | $1,456,417,000 | 123 |
| U.S. Government securities | $1,309,141,000 | 98 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,309,141,000 | 97 |
| Securities issued by states & political subdivisions | $18,802,000 | 1,151 |
| Other domestic debt securities | $128,191,000 | 173 |
| Privately issued residential mortgage-backed securities | $128,191,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $283,000 | 1,433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,311,046,000 | 71 |
| Mortgage-backed securities | $944,900,000 | 109 |
| Certificates of participation in pools of residential mortgages | $626,487,000 | 88 |
| Issued or guaranteed by U.S. | $626,487,000 | 85 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $318,413,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $190,222,000 | 120 |
| Privately issued | $128,191,000 | 104 |
| 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) | $1,456,417,000 | 104 |
| Total debt securities | $1,456,131,000 | 122 |
| 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 | $1,737,872,000 | 118 |
| U.S. Government securities | $1,585,622,000 | 87 |
| U.S. Treasury securities | $19,498,000 | 135 |
| U.S. Government agency obligations | $1,566,124,000 | 84 |
| Securities issued by states & political subdivisions | $18,718,000 | 1,122 |
| Other domestic debt securities | $133,249,000 | 167 |
| Privately issued residential mortgage-backed securities | $133,249,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $283,000 | 1,390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,466,175,000 | 70 |
| Mortgage-backed securities | $916,932,000 | 106 |
| Certificates of participation in pools of residential mortgages | $559,678,000 | 91 |
| Issued or guaranteed by U.S. | $559,678,000 | 88 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $357,254,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $224,005,000 | 103 |
| Privately issued | $133,249,000 | 99 |
| 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) | $1,737,872,000 | 97 |
| Total debt securities | $1,737,590,000 | 114 |
| 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 | $1,774,895,000 | 117 |
| U.S. Government securities | $1,618,396,000 | 87 |
| U.S. Treasury securities | $19,315,000 | 155 |
| U.S. Government agency obligations | $1,599,081,000 | 88 |
| Securities issued by states & political subdivisions | $18,523,000 | 1,123 |
| Other domestic debt securities | $137,693,000 | 163 |
| Privately issued residential mortgage-backed securities | $137,693,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $283,000 | 1,390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,424,145,000 | 73 |
| Mortgage-backed securities | $962,369,000 | 114 |
| Certificates of participation in pools of residential mortgages | $583,511,000 | 98 |
| Issued or guaranteed by U.S. | $583,511,000 | 93 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $378,858,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $241,165,000 | 107 |
| Privately issued | $137,693,000 | 99 |
| 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) | $1,774,895,000 | 101 |
| Total debt securities | $1,774,612,000 | 114 |
| 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 | $2,028,096,000 | 108 |
| U.S. Government securities | $1,865,553,000 | 80 |
| U.S. Treasury securities | $19,334,000 | 170 |
| U.S. Government agency obligations | $1,846,219,000 | 80 |
| Securities issued by states & political subdivisions | $18,768,000 | 1,101 |
| Other domestic debt securities | $143,492,000 | 158 |
| Privately issued residential mortgage-backed securities | $143,492,000 | 110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $283,000 | 1,411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,537,919,000 | 68 |
| Mortgage-backed securities | $1,013,595,000 | 110 |
| Certificates of participation in pools of residential mortgages | $623,648,000 | 94 |
| Issued or guaranteed by U.S. | $623,648,000 | 90 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $389,947,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $246,455,000 | 103 |
| Privately issued | $143,492,000 | 98 |
| 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) | $2,028,096,000 | 90 |
| Total debt securities | $2,027,814,000 | 105 |
| 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 | $2,091,346,000 | 105 |
| U.S. Government securities | $1,926,012,000 | 80 |
| U.S. Treasury securities | $19,287,000 | 180 |
| U.S. Government agency obligations | $1,906,725,000 | 79 |
| Securities issued by states & political subdivisions | $18,836,000 | 1,076 |
| Other domestic debt securities | $146,390,000 | 154 |
| Privately issued residential mortgage-backed securities | $146,390,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $108,000 | 1,627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,117,082,000 | 85 |
| Mortgage-backed securities | $1,056,445,000 | 109 |
| Certificates of participation in pools of residential mortgages | $651,190,000 | 92 |
| Issued or guaranteed by U.S. | $651,190,000 | 89 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $405,255,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $258,865,000 | 107 |
| Privately issued | $146,390,000 | 96 |
| 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) | $2,091,346,000 | 91 |
| Total debt securities | $2,091,240,000 | 104 |
| 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 | $2,322,658,000 | 99 |
| U.S. Government securities | $2,151,731,000 | 76 |
| U.S. Treasury securities | $34,268,000 | 111 |
| U.S. Government agency obligations | $2,117,463,000 | 76 |
| Securities issued by states & political subdivisions | $20,313,000 | 989 |
| Other domestic debt securities | $150,602,000 | 163 |
| Privately issued residential mortgage-backed securities | $150,602,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $12,000 | 1,869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,087,422,000 | 54 |
| Mortgage-backed securities | $1,108,449,000 | 109 |
| Certificates of participation in pools of residential mortgages | $680,133,000 | 93 |
| Issued or guaranteed by U.S. | $680,133,000 | 91 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $428,316,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $277,714,000 | 110 |
| Privately issued | $150,602,000 | 103 |
| 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) | $2,322,658,000 | 86 |
| Total debt securities | $2,322,646,000 | 98 |
| 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 | $2,372,756,000 | 100 |
| U.S. Government securities | $2,196,030,000 | 72 |
| U.S. Treasury securities | $33,926,000 | 117 |
| U.S. Government agency obligations | $2,162,104,000 | 71 |
| Securities issued by states & political subdivisions | $20,070,000 | 981 |
| Other domestic debt securities | $156,525,000 | 160 |
| Privately issued residential mortgage-backed securities | $156,525,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $131,000 | 1,671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,317,790,000 | 50 |
| Mortgage-backed securities | $1,150,879,000 | 109 |
| Certificates of participation in pools of residential mortgages | $704,319,000 | 92 |
| Issued or guaranteed by U.S. | $704,238,000 | 89 |
| Privately issued | $81,000 | 178 |
| Collaterized mortgage obligations | $446,560,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $290,116,000 | 105 |
| Privately issued | $156,444,000 | 102 |
| 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) | $2,372,756,000 | 85 |
| Total debt securities | $2,372,625,000 | 99 |
| 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 | $2,462,522,000 | 95 |
| U.S. Government securities | $2,280,393,000 | 70 |
| U.S. Treasury securities | $34,068,000 | 127 |
| U.S. Government agency obligations | $2,246,325,000 | 68 |
| Securities issued by states & political subdivisions | $20,372,000 | 958 |
| Other domestic debt securities | $161,646,000 | 161 |
| Privately issued residential mortgage-backed securities | $161,645,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000 | 2,539 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $111,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,297,782,000 | 51 |
| Mortgage-backed securities | $1,228,239,000 | 104 |
| Certificates of participation in pools of residential mortgages | $753,732,000 | 90 |
| Issued or guaranteed by U.S. | $753,649,000 | 86 |
| Privately issued | $83,000 | 174 |
| Collaterized mortgage obligations | $474,507,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $312,945,000 | 100 |
| Privately issued | $161,562,000 | 99 |
| 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) | $2,462,522,000 | 82 |
| Total debt securities | $2,462,411,000 | 94 |
| 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 | $2,543,511,000 | 97 |
| U.S. Government securities | $2,351,938,000 | 75 |
| U.S. Treasury securities | $34,182,000 | 125 |
| U.S. Government agency obligations | $2,317,756,000 | 72 |
| Securities issued by states & political subdivisions | $19,775,000 | 995 |
| Other domestic debt securities | $168,144,000 | 155 |
| Privately issued residential mortgage-backed securities | $168,143,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000 | 2,661 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,654,000 | 600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,205,771,000 | 54 |
| Mortgage-backed securities | $1,273,459,000 | 102 |
| Certificates of participation in pools of residential mortgages | $797,367,000 | 87 |
| Issued or guaranteed by U.S. | $797,283,000 | 83 |
| Privately issued | $84,000 | 180 |
| Collaterized mortgage obligations | $476,092,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $308,033,000 | 102 |
| Privately issued | $168,059,000 | 95 |
| 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) | $2,543,511,000 | 83 |
| Total debt securities | $2,539,856,000 | 97 |
| 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 | $2,348,090,000 | 104 |
| U.S. Government securities | $2,097,300,000 | 83 |
| U.S. Treasury securities | $54,739,000 | 92 |
| U.S. Government agency obligations | $2,042,561,000 | 81 |
| Securities issued by states & political subdivisions | $60,970,000 | 254 |
| Other domestic debt securities | $186,042,000 | 150 |
| Privately issued residential mortgage-backed securities | $174,407,000 | 103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,635,000 | 413 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,778,000 | 606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,203,397,000 | 54 |
| Mortgage-backed securities | $1,192,533,000 | 108 |
| Certificates of participation in pools of residential mortgages | $854,414,000 | 83 |
| Issued or guaranteed by U.S. | $854,329,000 | 81 |
| Privately issued | $85,000 | 183 |
| Collaterized mortgage obligations | $338,119,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $163,797,000 | 158 |
| Privately issued | $174,322,000 | 93 |
| 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) | $2,348,090,000 | 87 |
| Total debt securities | $2,344,313,000 | 104 |
| 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 | $2,371,938,000 | 104 |
| U.S. Government securities | $2,111,636,000 | 84 |
| U.S. Treasury securities | $54,625,000 | 95 |
| U.S. Government agency obligations | $2,057,011,000 | 82 |
| Securities issued by states & political subdivisions | $63,007,000 | 242 |
| Other domestic debt securities | $192,054,000 | 156 |
| Privately issued residential mortgage-backed securities | $179,841,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,213,000 | 417 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,241,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,016,094,000 | 59 |
| Mortgage-backed securities | $1,334,559,000 | 104 |
| Certificates of participation in pools of residential mortgages | $971,378,000 | 80 |
| Issued or guaranteed by U.S. | $971,292,000 | 77 |
| Privately issued | $86,000 | 186 |
| Collaterized mortgage obligations | $363,181,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $183,426,000 | 144 |
| Privately issued | $179,755,000 | 91 |
| 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) | $2,371,938,000 | 87 |
| Total debt securities | $2,366,698,000 | 104 |
| 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 | $2,277,389,000 | 105 |
| U.S. Government securities | $2,111,241,000 | 86 |
| U.S. Treasury securities | $54,409,000 | 102 |
| U.S. Government agency obligations | $2,056,832,000 | 82 |
| Securities issued by states & political subdivisions | $66,559,000 | 216 |
| Other domestic debt securities | $94,386,000 | 209 |
| Privately issued residential mortgage-backed securities | $83,511,000 | 137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,875,000 | 470 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $5,203,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,548,000 | 58 |
| Mortgage-backed securities | $1,305,253,000 | 113 |
| Certificates of participation in pools of residential mortgages | $1,022,227,000 | 81 |
| Issued or guaranteed by U.S. | $1,022,140,000 | 79 |
| Privately issued | $87,000 | 171 |
| Collaterized mortgage obligations | $283,026,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $199,602,000 | 134 |
| Privately issued | $83,424,000 | 123 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,277,389,000 | 88 |
| Total debt securities | $2,272,186,000 | 104 |
| 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 | $2,079,643,000 | 118 |
| U.S. Government securities | $1,964,217,000 | 94 |
| U.S. Treasury securities | $54,597,000 | 99 |
| U.S. Government agency obligations | $1,909,620,000 | 92 |
| Securities issued by states & political subdivisions | $22,581,000 | 839 |
| Other domestic debt securities | $92,670,000 | 212 |
| Privately issued residential mortgage-backed securities | $81,633,000 | 142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,037,000 | 503 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $175,000 | 1,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,890,509,000 | 68 |
| Mortgage-backed securities | $1,160,719,000 | 123 |
| Certificates of participation in pools of residential mortgages | $1,054,539,000 | 80 |
| Issued or guaranteed by U.S. | $1,054,451,000 | 76 |
| Privately issued | $88,000 | 169 |
| Collaterized mortgage obligations | $106,180,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $24,635,000 | 528 |
| Privately issued | $81,545,000 | 127 |
| 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) | $2,079,643,000 | 104 |
| Total debt securities | $2,079,468,000 | 116 |
| 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 | $1,944,052,000 | 124 |
| U.S. Government securities | $1,832,861,000 | 97 |
| U.S. Treasury securities | $54,745,000 | 105 |
| U.S. Government agency obligations | $1,778,116,000 | 95 |
| Securities issued by states & political subdivisions | $24,678,000 | 774 |
| Other domestic debt securities | $86,307,000 | 222 |
| Privately issued residential mortgage-backed securities | $75,058,000 | 143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,249,000 | 502 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $206,000 | 1,745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,668,819,000 | 73 |
| Mortgage-backed securities | $1,088,347,000 | 123 |
| Certificates of participation in pools of residential mortgages | $984,480,000 | 84 |
| Issued or guaranteed by U.S. | $984,391,000 | 79 |
| Privately issued | $89,000 | 175 |
| Collaterized mortgage obligations | $103,867,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $28,898,000 | 480 |
| Privately issued | $74,969,000 | 131 |
| 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) | $1,944,052,000 | 108 |
| Total debt securities | $1,943,847,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,610,274,000 | 139 |
| U.S. Government securities | $1,539,734,000 | 116 |
| U.S. Treasury securities | $54,602,000 | 105 |
| U.S. Government agency obligations | $1,485,132,000 | 113 |
| Securities issued by states & political subdivisions | $21,300,000 | 880 |
| Other domestic debt securities | $49,038,000 | 294 |
| Privately issued residential mortgage-backed securities | $49,038,000 | 160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $202,000 | 1,795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,482,039,000 | 78 |
| Mortgage-backed securities | $883,082,000 | 140 |
| Certificates of participation in pools of residential mortgages | $805,660,000 | 99 |
| Issued or guaranteed by U.S. | $805,570,000 | 96 |
| Privately issued | $90,000 | 172 |
| Collaterized mortgage obligations | $77,422,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $28,474,000 | 499 |
| Privately issued | $48,948,000 | 149 |
| 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) | $1,610,274,000 | 123 |
| Total debt securities | $1,610,070,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,067,640,000 | 182 |
| U.S. Government securities | $1,021,481,000 | 151 |
| U.S. Treasury securities | $55,265,000 | 108 |
| U.S. Government agency obligations | $966,216,000 | 152 |
| Securities issued by states & political subdivisions | $21,917,000 | 877 |
| Other domestic debt securities | $23,417,000 | 521 |
| Privately issued residential mortgage-backed securities | $23,417,000 | 237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $825,000 | 1,409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $954,120,000 | 108 |
| Mortgage-backed securities | $682,174,000 | 170 |
| Certificates of participation in pools of residential mortgages | $625,249,000 | 117 |
| Issued or guaranteed by U.S. | $625,158,000 | 112 |
| Privately issued | $91,000 | 183 |
| Collaterized mortgage obligations | $56,925,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $33,599,000 | 468 |
| Privately issued | $23,326,000 | 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 | 4,632 |
| Available-for-sale securities (fair market value) | $1,067,640,000 | 162 |
| Total debt securities | $1,066,814,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $950,094,000 | 192 |
| U.S. Government securities | $889,912,000 | 166 |
| U.S. Treasury securities | $54,977,000 | 110 |
| U.S. Government agency obligations | $834,935,000 | 167 |
| Securities issued by states & political subdivisions | $22,509,000 | 843 |
| Other domestic debt securities | $36,754,000 | 360 |
| Privately issued residential mortgage-backed securities | $36,754,000 | 154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $919,000 | 1,381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $930,246,000 | 102 |
| Mortgage-backed securities | $541,931,000 | 192 |
| Certificates of participation in pools of residential mortgages | $469,195,000 | 148 |
| Issued or guaranteed by U.S. | $469,092,000 | 143 |
| Privately issued | $103,000 | 194 |
| Collaterized mortgage obligations | $72,736,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $36,085,000 | 481 |
| Privately issued | $36,651,000 | 129 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $950,094,000 | 177 |
| Total debt securities | $949,175,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $756,893,000 | 227 |
| U.S. Government securities | $701,635,000 | 192 |
| U.S. Treasury securities | $55,387,000 | 105 |
| U.S. Government agency obligations | $646,248,000 | 203 |
| Securities issued by states & political subdivisions | $24,367,000 | 764 |
| Other domestic debt securities | $30,110,000 | 428 |
| Privately issued residential mortgage-backed securities | $30,110,000 | 155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $781,000 | 1,502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $740,377,000 | 111 |
| Mortgage-backed securities | $362,814,000 | 248 |
| Certificates of participation in pools of residential mortgages | $293,371,000 | 207 |
| Issued or guaranteed by U.S. | $293,261,000 | 200 |
| Privately issued | $110,000 | 199 |
| Collaterized mortgage obligations | $69,443,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $39,443,000 | 467 |
| Privately issued | $30,000,000 | 137 |
| 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) | $756,893,000 | 205 |
| Total debt securities | $756,113,000 | 223 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $865,421,000 | 200 |
| U.S. Government securities | $809,786,000 | 167 |
| U.S. Treasury securities | $55,698,000 | 106 |
| U.S. Government agency obligations | $754,088,000 | 173 |
| Securities issued by states & political subdivisions | $24,753,000 | 742 |
| Other domestic debt securities | $30,116,000 | 438 |
| Privately issued residential mortgage-backed securities | $30,116,000 | 164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $766,000 | 1,517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $804,537,000 | 98 |
| Mortgage-backed securities | $431,468,000 | 228 |
| Certificates of participation in pools of residential mortgages | $349,279,000 | 168 |
| Issued or guaranteed by U.S. | $349,163,000 | 165 |
| Privately issued | $116,000 | 199 |
| Collaterized mortgage obligations | $82,189,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $52,189,000 | 413 |
| Privately issued | $30,000,000 | 145 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $865,421,000 | 176 |
| Total debt securities | $864,654,000 | 196 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $716,427,000 | 237 |
| U.S. Government securities | $660,531,000 | 206 |
| U.S. Treasury securities | $55,683,000 | 111 |
| U.S. Government agency obligations | $604,848,000 | 209 |
| Securities issued by states & political subdivisions | $25,102,000 | 688 |
| Other domestic debt securities | $30,148,000 | 442 |
| Privately issued residential mortgage-backed securities | $30,148,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $646,000 | 1,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $584,581,000 | 117 |
| Mortgage-backed securities | $345,568,000 | 264 |
| Certificates of participation in pools of residential mortgages | $257,868,000 | 209 |
| Issued or guaranteed by U.S. | $257,720,000 | 203 |
| Privately issued | $148,000 | 194 |
| Collaterized mortgage obligations | $87,700,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $57,700,000 | 378 |
| Privately issued | $30,000,000 | 147 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $716,427,000 | 205 |
| Total debt securities | $715,780,000 | 232 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $766,372,000 | 212 |
| U.S. Government securities | $710,012,000 | 184 |
| U.S. Treasury securities | $55,766,000 | 116 |
| U.S. Government agency obligations | $654,246,000 | 189 |
| Securities issued by states & political subdivisions | $25,842,000 | 650 |
| Other domestic debt securities | $30,172,000 | 444 |
| Privately issued residential mortgage-backed securities | $30,172,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $346,000 | 1,761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,928,000 | 178 |
| Mortgage-backed securities | $413,953,000 | 214 |
| Certificates of participation in pools of residential mortgages | $308,405,000 | 168 |
| Issued or guaranteed by U.S. | $308,233,000 | 164 |
| Privately issued | $172,000 | 190 |
| Collaterized mortgage obligations | $105,548,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $75,548,000 | 319 |
| Privately issued | $30,000,000 | 146 |
| 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) | $766,372,000 | 187 |
| Total debt securities | $766,026,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $718,492,000 | 206 |
| U.S. Government securities | $691,668,000 | 169 |
| U.S. Treasury securities | $151,135,000 | 52 |
| U.S. Government agency obligations | $540,533,000 | 186 |
| Securities issued by states & political subdivisions | $26,151,000 | 573 |
| Other domestic debt securities | $307,000 | 3,625 |
| Privately issued residential mortgage-backed securities | $204,000 | 1,147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $103,000 | 3,388 |
| Foreign debt securities | $50,000 | 256 |
| Equity securities | $316,000 | 1,755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $414,121,000 | 144 |
| Mortgage-backed securities | $299,721,000 | 253 |
| Certificates of participation in pools of residential mortgages | $270,249,000 | 176 |
| Issued or guaranteed by U.S. | $270,091,000 | 174 |
| Privately issued | $158,000 | 205 |
| Collaterized mortgage obligations | $29,472,000 | 640 |
| CMOs issued by government agencies or sponsored agencies | $29,426,000 | 581 |
| Privately issued | $46,000 | 1,150 |
| 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) | $718,492,000 | 180 |
| Total debt securities | $718,176,000 | 204 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| 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 | $360,653,000 | 346 |
| U.S. Government securities | $307,723,000 | 303 |
| U.S. Treasury securities | $120,350,000 | 78 |
| U.S. Government agency obligations | $187,373,000 | 441 |
| Securities issued by states & political subdivisions | $25,399,000 | 576 |
| Other domestic debt securities | $509,000 | 2,902 |
| Privately issued residential mortgage-backed securities | $408,000 | 953 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,000 | 3,119 |
| Foreign debt securities | $50,000 | 247 |
| Equity securities | $26,972,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,837,000 | 194 |
| Mortgage-backed securities | $59,772,000 | 691 |
| Certificates of participation in pools of residential mortgages | $35,840,000 | 697 |
| Issued or guaranteed by U.S. | $35,432,000 | 697 |
| Privately issued | $408,000 | 194 |
| Collaterized mortgage obligations | $23,932,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $23,932,000 | 542 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,795,000 | 1,198 |
| Available-for-sale securities (fair market value) | $341,858,000 | 302 |
| Total debt securities | $333,681,000 | 353 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| 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 | $343,982,000 | 397 |
| U.S. Government securities | $293,197,000 | 352 |
| U.S. Treasury securities | $95,480,000 | 118 |
| U.S. Government agency obligations | $197,717,000 | 452 |
| Securities issued by states & political subdivisions | $26,684,000 | 560 |
| Other domestic debt securities | $816,000 | 2,531 |
| Privately issued residential mortgage-backed securities | $714,000 | 850 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,000 | 2,958 |
| Foreign debt securities | $50,000 | 270 |
| Equity securities | $23,235,000 | 269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,775,000 | 260 |
| Mortgage-backed securities | $75,199,000 | 648 |
| Certificates of participation in pools of residential mortgages | $38,537,000 | 735 |
| Issued or guaranteed by U.S. | $37,823,000 | 733 |
| Privately issued | $714,000 | 159 |
| Collaterized mortgage obligations | $36,662,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $36,662,000 | 440 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,809,000 | 1,085 |
| Available-for-sale securities (fair market value) | $320,173,000 | 333 |
| Total debt securities | $320,747,000 | 400 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |