Home > Amalgamated Bank > Securities
Amalgamated Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,179,875,000 | 108 |
| U.S. Government securities | $631,505,000 | 249 |
| U.S. Treasury securities | $199,000 | 2,738 |
| U.S. Government agency obligations | $631,306,000 | 233 |
| Securities issued by states & political subdivisions | $1,197,207,000 | 31 |
| Other domestic debt securities | $1,351,884,000 | 48 |
| Privately issued residential mortgage-backed securities | $149,525,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $229,237,000 | 41 |
| Structured financial products - Total | $702,324,000 | 36 |
| Other domestic debt securities - All other | $124,543,000 | 83 |
| 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 | $1,422,175,000 | 119 |
| Mortgage-backed securities | $927,086,000 | 154 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $412,000 | 3,396 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $402,937,000 | 106 |
| Privately issued | $149,525,000 | 48 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $160,381,000 | 88 |
| Other commercial mortgage-backed securities | $213,831,000 | 92 |
| Held to maturity securities (book value) | $1,697,555,000 | 63 |
| Available-for-sale securities (fair market value) | $1,483,041,000 | 148 |
| Total debt securities | $3,180,566,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $3,173,310,000 | 107 |
| U.S. Government securities | $685,128,000 | 239 |
| U.S. Treasury securities | $197,000 | 2,792 |
| U.S. Government agency obligations | $684,931,000 | 225 |
| Securities issued by states & political subdivisions | $1,203,306,000 | 31 |
| Other domestic debt securities | $1,285,601,000 | 48 |
| Privately issued residential mortgage-backed securities | $144,314,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $195,782,000 | 45 |
| Structured financial products - Total | $705,675,000 | 38 |
| Other domestic debt securities - All other | $122,399,000 | 84 |
| 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 | $1,414,831,000 | 117 |
| Mortgage-backed securities | $898,566,000 | 156 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $416,000 | 3,407 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $418,524,000 | 103 |
| Privately issued | $144,314,000 | 48 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $163,255,000 | 87 |
| Other commercial mortgage-backed securities | $172,057,000 | 99 |
| Held to maturity securities (book value) | $1,682,585,000 | 63 |
| Available-for-sale securities (fair market value) | $1,491,450,000 | 147 |
| Total debt securities | $3,174,004,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $3,234,779,000 | 107 |
| U.S. Government securities | $721,262,000 | 228 |
| U.S. Treasury securities | $195,000 | 2,816 |
| U.S. Government agency obligations | $721,067,000 | 216 |
| Securities issued by states & political subdivisions | $1,154,805,000 | 32 |
| Other domestic debt securities | $1,359,419,000 | 45 |
| Privately issued residential mortgage-backed securities | $149,972,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $202,568,000 | 41 |
| Structured financial products - Total | $754,550,000 | 35 |
| Other domestic debt securities - All other | $124,115,000 | 79 |
| 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 | $1,362,466,000 | 118 |
| Mortgage-backed securities | $943,597,000 | 153 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $420,000 | 3,419 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $435,640,000 | 97 |
| Privately issued | $149,972,000 | 48 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $168,750,000 | 84 |
| Other commercial mortgage-backed securities | $188,815,000 | 89 |
| Held to maturity securities (book value) | $1,655,238,000 | 61 |
| Available-for-sale securities (fair market value) | $1,580,248,000 | 142 |
| Total debt securities | $3,235,451,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $3,257,612,000 | 112 |
| U.S. Government securities | $767,921,000 | 233 |
| U.S. Treasury securities | $194,000 | 2,884 |
| U.S. Government agency obligations | $767,727,000 | 206 |
| Securities issued by states & political subdivisions | $1,091,564,000 | 36 |
| Other domestic debt securities | $1,398,814,000 | 49 |
| Privately issued residential mortgage-backed securities | $155,074,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $213,978,000 | 41 |
| Structured financial products - Total | $771,187,000 | 35 |
| Other domestic debt securities - All other | $128,801,000 | 83 |
| 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 | $1,346,831,000 | 115 |
| Mortgage-backed securities | $994,974,000 | 156 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $424,000 | 3,464 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $451,750,000 | 99 |
| Privately issued | $155,074,000 | 51 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $194,876,000 | 85 |
| Other commercial mortgage-backed securities | $192,850,000 | 93 |
| Held to maturity securities (book value) | $1,619,194,000 | 69 |
| Available-for-sale securities (fair market value) | $1,639,105,000 | 146 |
| Total debt securities | $3,256,464,000 | 110 |
| 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 | $3,353,777,000 | 117 |
| U.S. Government securities | $824,132,000 | 232 |
| U.S. Treasury securities | $192,000 | 2,924 |
| U.S. Government agency obligations | $823,940,000 | 205 |
| Securities issued by states & political subdivisions | $1,007,362,000 | 43 |
| Other domestic debt securities | $1,520,283,000 | 49 |
| Privately issued residential mortgage-backed securities | $157,547,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $241,907,000 | 38 |
| Structured financial products - Total | $848,198,000 | 33 |
| Other domestic debt securities - All other | $142,664,000 | 82 |
| Foreign debt securities | $2,000,000 | 143 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,292,310,000 | 97 |
| Mortgage-backed securities | $1,050,712,000 | 155 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $427,000 | 3,495 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $458,650,000 | 102 |
| Privately issued | $157,547,000 | 50 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $240,468,000 | 71 |
| Other commercial mortgage-backed securities | $193,620,000 | 93 |
| Held to maturity securities (book value) | $1,541,301,000 | 72 |
| Available-for-sale securities (fair market value) | $1,812,476,000 | 143 |
| Total debt securities | $3,353,741,000 | 115 |
| 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 | $3,449,909,000 | 116 |
| U.S. Government securities | $916,426,000 | 217 |
| U.S. Treasury securities | $8,015,000 | 1,740 |
| U.S. Government agency obligations | $908,411,000 | 193 |
| Securities issued by states & political subdivisions | $952,587,000 | 46 |
| Other domestic debt securities | $1,578,896,000 | 46 |
| Privately issued residential mortgage-backed securities | $162,655,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $258,359,000 | 39 |
| Structured financial products - Total | $877,878,000 | 29 |
| Other domestic debt securities - All other | $149,403,000 | 80 |
| Foreign debt securities | $2,000,000 | 142 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,039,838,000 | 106 |
| Mortgage-backed securities | $1,143,659,000 | 149 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $431,000 | 3,510 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $491,114,000 | 102 |
| Privately issued | $162,655,000 | 51 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $282,857,000 | 67 |
| Other commercial mortgage-backed securities | $206,602,000 | 101 |
| Held to maturity securities (book value) | $1,492,423,000 | 74 |
| Available-for-sale securities (fair market value) | $1,957,486,000 | 141 |
| Total debt securities | $3,449,872,000 | 114 |
| 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 | $3,481,213,000 | 116 |
| U.S. Government securities | $1,004,461,000 | 208 |
| U.S. Treasury securities | $194,000 | 2,906 |
| U.S. Government agency obligations | $1,004,267,000 | 186 |
| Securities issued by states & political subdivisions | $838,558,000 | 55 |
| Other domestic debt securities | $1,636,194,000 | 42 |
| Privately issued residential mortgage-backed securities | $173,035,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $279,743,000 | 36 |
| Structured financial products - Total | $881,965,000 | 19 |
| Other domestic debt securities - All other | $161,250,000 | 76 |
| Foreign debt securities | $2,000,000 | 142 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,150,407,000 | 103 |
| Mortgage-backed securities | $1,257,631,000 | 146 |
| Certificates of participation in pools of residential mortgages | $3,571,000 | 3,009 |
| Issued or guaranteed by U.S. | $3,571,000 | 2,916 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $723,114,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $550,079,000 | 99 |
| Privately issued | $173,035,000 | 51 |
| Commercial mortgage-backed securities | $530,946,000 | 97 |
| Commercial mortgage pass-through securities | $294,969,000 | 68 |
| Other commercial mortgage-backed securities | $235,977,000 | 112 |
| Held to maturity securities (book value) | $1,375,666,000 | 74 |
| Available-for-sale securities (fair market value) | $2,105,547,000 | 136 |
| Total debt securities | $3,481,157,000 | 114 |
| 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 | $3,367,411,000 | 123 |
| U.S. Government securities | $970,767,000 | 217 |
| U.S. Treasury securities | $195,000 | 2,650 |
| U.S. Government agency obligations | $970,572,000 | 192 |
| Securities issued by states & political subdivisions | $795,628,000 | 58 |
| Other domestic debt securities | $1,597,916,000 | 43 |
| Privately issued residential mortgage-backed securities | $174,569,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $257,037,000 | 41 |
| Structured financial products - Total | $889,653,000 | 17 |
| Other domestic debt securities - All other | $136,577,000 | 86 |
| Foreign debt securities | $3,100,000 | 119 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,043,961,000 | 109 |
| Mortgage-backed securities | $1,221,656,000 | 151 |
| Certificates of participation in pools of residential mortgages | $3,889,000 | 2,968 |
| Issued or guaranteed by U.S. | $3,889,000 | 2,887 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $657,033,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $482,464,000 | 104 |
| Privately issued | $174,569,000 | 52 |
| Commercial mortgage-backed securities | $560,734,000 | 96 |
| Commercial mortgage pass-through securities | $325,520,000 | 63 |
| Other commercial mortgage-backed securities | $235,214,000 | 111 |
| Held to maturity securities (book value) | $946,347,000 | 87 |
| Available-for-sale securities (fair market value) | $2,421,064,000 | 126 |
| Total debt securities | $3,367,349,000 | 121 |
| 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 | $2,956,979,000 | 131 |
| U.S. Government securities | $936,461,000 | 216 |
| U.S. Treasury securities | $200,000 | 2,186 |
| U.S. Government agency obligations | $936,261,000 | 198 |
| Securities issued by states & political subdivisions | $712,356,000 | 63 |
| Other domestic debt securities | $1,305,062,000 | 46 |
| Privately issued residential mortgage-backed securities | $76,935,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $216,508,000 | 46 |
| Structured financial products - Total | $781,617,000 | 17 |
| Other domestic debt securities - All other | $138,833,000 | 85 |
| Foreign debt securities | $3,100,000 | 113 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,033,781,000 | 110 |
| Mortgage-backed securities | $1,037,502,000 | 168 |
| Certificates of participation in pools of residential mortgages | $4,409,000 | 2,887 |
| Issued or guaranteed by U.S. | $4,409,000 | 2,797 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $540,818,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $463,883,000 | 112 |
| Privately issued | $76,935,000 | 68 |
| Commercial mortgage-backed securities | $492,275,000 | 105 |
| Commercial mortgage pass-through securities | $297,250,000 | 63 |
| Other commercial mortgage-backed securities | $195,025,000 | 118 |
| Held to maturity securities (book value) | $843,569,000 | 79 |
| Available-for-sale securities (fair market value) | $2,113,410,000 | 147 |
| Total debt securities | $2,956,916,000 | 130 |
| 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 | $2,680,579,000 | 137 |
| U.S. Government securities | $903,510,000 | 212 |
| U.S. Treasury securities | $201,000 | 1,982 |
| U.S. Government agency obligations | $903,309,000 | 197 |
| Securities issued by states & political subdivisions | $698,717,000 | 63 |
| Other domestic debt securities | $1,075,252,000 | 46 |
| Privately issued residential mortgage-backed securities | $39,736,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $200,925,000 | 47 |
| Structured financial products - Total | $678,427,000 | 16 |
| Other domestic debt securities - All other | $89,032,000 | 115 |
| Foreign debt securities | $3,100,000 | 107 |
| 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 | $939,418,000 | 113 |
| Mortgage-backed securities | $941,180,000 | 175 |
| Certificates of participation in pools of residential mortgages | $4,849,000 | 2,837 |
| Issued or guaranteed by U.S. | $4,849,000 | 2,760 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $465,530,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $425,794,000 | 116 |
| Privately issued | $39,736,000 | 77 |
| Commercial mortgage-backed securities | $470,801,000 | 102 |
| Commercial mortgage pass-through securities | $297,032,000 | 63 |
| Other commercial mortgage-backed securities | $173,769,000 | 123 |
| Held to maturity securities (book value) | $725,076,000 | 80 |
| Available-for-sale securities (fair market value) | $1,955,503,000 | 148 |
| Total debt securities | $2,680,516,000 | 134 |
| 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 | $2,449,552,000 | 136 |
| U.S. Government securities | $895,220,000 | 206 |
| U.S. Treasury securities | $202,000 | 1,885 |
| U.S. Government agency obligations | $895,018,000 | 192 |
| Securities issued by states & political subdivisions | $621,085,000 | 64 |
| Other domestic debt securities | $930,147,000 | 46 |
| Privately issued residential mortgage-backed securities | $15,955,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $196,761,000 | 46 |
| Structured financial products - Total | $576,178,000 | 17 |
| Other domestic debt securities - All other | $80,794,000 | 121 |
| Foreign debt securities | $3,100,000 | 104 |
| 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 | $940,844,000 | 109 |
| Mortgage-backed securities | $898,313,000 | 175 |
| Certificates of participation in pools of residential mortgages | $10,940,000 | 2,185 |
| Issued or guaranteed by U.S. | $10,940,000 | 2,129 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $396,303,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $380,348,000 | 128 |
| Privately issued | $15,955,000 | 108 |
| Commercial mortgage-backed securities | $491,070,000 | 101 |
| Commercial mortgage pass-through securities | $325,804,000 | 54 |
| Other commercial mortgage-backed securities | $165,266,000 | 116 |
| Held to maturity securities (book value) | $624,826,000 | 79 |
| Available-for-sale securities (fair market value) | $1,824,726,000 | 149 |
| Total debt securities | $2,449,494,000 | 135 |
| 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 | $2,220,198,000 | 138 |
| U.S. Government securities | $908,926,000 | 194 |
| U.S. Treasury securities | $202,000 | 1,603 |
| U.S. Government agency obligations | $908,724,000 | 183 |
| Securities issued by states & political subdivisions | $525,515,000 | 74 |
| Other domestic debt securities | $782,657,000 | 47 |
| Privately issued residential mortgage-backed securities | $12,611,000 | 173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $166,283,000 | 54 |
| Structured financial products - Total | $477,375,000 | 18 |
| Other domestic debt securities - All other | $64,350,000 | 130 |
| Foreign debt securities | $3,100,000 | 106 |
| 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 | $977,000,000 | 107 |
| Mortgage-backed securities | $904,066,000 | 165 |
| Certificates of participation in pools of residential mortgages | $12,086,000 | 2,025 |
| Issued or guaranteed by U.S. | $12,086,000 | 1,967 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $380,386,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $367,775,000 | 122 |
| Privately issued | $12,611,000 | 110 |
| Commercial mortgage-backed securities | $511,594,000 | 95 |
| Commercial mortgage pass-through securities | $342,022,000 | 44 |
| Other commercial mortgage-backed securities | $169,572,000 | 112 |
| Held to maturity securities (book value) | $531,274,000 | 82 |
| Available-for-sale securities (fair market value) | $1,688,924,000 | 149 |
| Total debt securities | $2,220,138,000 | 137 |
| 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 | $2,034,311,000 | 141 |
| U.S. Government securities | $874,994,000 | 190 |
| U.S. Treasury securities | $203,000 | 1,165 |
| U.S. Government agency obligations | $874,791,000 | 179 |
| Securities issued by states & political subdivisions | $488,526,000 | 80 |
| Other domestic debt securities | $667,691,000 | 50 |
| Privately issued residential mortgage-backed securities | $33,385,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $137,925,000 | 54 |
| Structured financial products - Total | $397,773,000 | 17 |
| Other domestic debt securities - All other | $53,721,000 | 145 |
| Foreign debt securities | $3,100,000 | 102 |
| 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 | $966,464,000 | 108 |
| Mortgage-backed securities | $891,216,000 | 162 |
| Certificates of participation in pools of residential mortgages | $13,909,000 | 1,804 |
| Issued or guaranteed by U.S. | $13,909,000 | 1,758 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $399,807,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $366,422,000 | 118 |
| Privately issued | $33,385,000 | 72 |
| Commercial mortgage-backed securities | $477,500,000 | 91 |
| Commercial mortgage pass-through securities | $330,932,000 | 45 |
| Other commercial mortgage-backed securities | $146,568,000 | 117 |
| Held to maturity securities (book value) | $494,449,000 | 78 |
| Available-for-sale securities (fair market value) | $1,539,862,000 | 149 |
| Total debt securities | $2,034,265,000 | 139 |
| 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 | $1,947,849,000 | 139 |
| U.S. Government securities | $835,713,000 | 189 |
| U.S. Treasury securities | $204,000 | 1,181 |
| U.S. Government agency obligations | $835,509,000 | 179 |
| Securities issued by states & political subdivisions | $435,007,000 | 80 |
| Other domestic debt securities | $674,029,000 | 46 |
| Privately issued residential mortgage-backed securities | $54,124,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $144,138,000 | 52 |
| Structured financial products - Total | $398,273,000 | 16 |
| Other domestic debt securities - All other | $33,126,000 | 213 |
| Foreign debt securities | $3,100,000 | 106 |
| 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 | $976,570,000 | 107 |
| Mortgage-backed securities | $910,012,000 | 160 |
| Certificates of participation in pools of residential mortgages | $16,532,000 | 1,606 |
| Issued or guaranteed by U.S. | $16,532,000 | 1,563 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $417,526,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $363,402,000 | 118 |
| Privately issued | $54,124,000 | 58 |
| Commercial mortgage-backed securities | $475,954,000 | 89 |
| Commercial mortgage pass-through securities | $323,943,000 | 44 |
| Other commercial mortgage-backed securities | $152,011,000 | 116 |
| Held to maturity securities (book value) | $440,949,000 | 75 |
| Available-for-sale securities (fair market value) | $1,506,900,000 | 145 |
| Total debt securities | $1,947,804,000 | 138 |
| 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 | $1,945,673,000 | 138 |
| U.S. Government securities | $914,076,000 | 170 |
| U.S. Treasury securities | $204,000 | 1,224 |
| U.S. Government agency obligations | $913,872,000 | 156 |
| Securities issued by states & political subdivisions | $364,542,000 | 91 |
| Other domestic debt securities | $663,955,000 | 44 |
| Privately issued residential mortgage-backed securities | $67,697,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $136,056,000 | 51 |
| Structured financial products - Total | $393,639,000 | 14 |
| Other domestic debt securities - All other | $23,247,000 | 285 |
| Foreign debt securities | $3,100,000 | 110 |
| 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 | $981,372,000 | 108 |
| Mortgage-backed securities | $1,001,630,000 | 143 |
| Certificates of participation in pools of residential mortgages | $18,693,000 | 1,458 |
| Issued or guaranteed by U.S. | $18,693,000 | 1,418 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $482,400,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $414,703,000 | 112 |
| Privately issued | $67,697,000 | 46 |
| Commercial mortgage-backed securities | $500,537,000 | 87 |
| Commercial mortgage pass-through securities | $331,915,000 | 43 |
| Other commercial mortgage-backed securities | $168,622,000 | 110 |
| Held to maturity securities (book value) | $370,498,000 | 81 |
| Available-for-sale securities (fair market value) | $1,575,175,000 | 141 |
| Total debt securities | $1,945,627,000 | 137 |
| 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 | $1,728,056,000 | 140 |
| U.S. Government securities | $806,223,000 | 184 |
| U.S. Treasury securities | $205,000 | 1,265 |
| U.S. Government agency obligations | $806,018,000 | 176 |
| Securities issued by states & political subdivisions | $280,263,000 | 105 |
| Other domestic debt securities | $638,470,000 | 40 |
| Privately issued residential mortgage-backed securities | $62,322,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $129,827,000 | 47 |
| Structured financial products - Total | $380,763,000 | 16 |
| Other domestic debt securities - All other | $22,936,000 | 269 |
| Foreign debt securities | $3,100,000 | 109 |
| 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 | $833,761,000 | 114 |
| Mortgage-backed securities | $888,363,000 | 159 |
| Certificates of participation in pools of residential mortgages | $20,520,000 | 1,354 |
| Issued or guaranteed by U.S. | $20,520,000 | 1,314 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $409,372,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $347,050,000 | 123 |
| Privately issued | $62,322,000 | 43 |
| Commercial mortgage-backed securities | $458,471,000 | 88 |
| Commercial mortgage pass-through securities | $278,772,000 | 47 |
| Other commercial mortgage-backed securities | $179,699,000 | 105 |
| Held to maturity securities (book value) | $286,251,000 | 100 |
| Available-for-sale securities (fair market value) | $1,441,805,000 | 141 |
| Total debt securities | $1,727,992,000 | 138 |
| 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 | $1,517,474,000 | 147 |
| U.S. Government securities | $597,338,000 | 225 |
| U.S. Treasury securities | $199,000 | 1,335 |
| U.S. Government agency obligations | $597,139,000 | 213 |
| Securities issued by states & political subdivisions | $286,699,000 | 92 |
| Other domestic debt securities | $630,337,000 | 41 |
| Privately issued residential mortgage-backed securities | $59,008,000 | 58 |
| Commercial mortgage-backed securities - Total | $46,791,000 | 41 |
| Asset backed securities | $118,947,000 | 48 |
| Structured financial products - Total | $381,058,000 | 15 |
| Other domestic debt securities - All other | $24,533,000 | 232 |
| Foreign debt securities | $3,100,000 | 103 |
| 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 | $711,178,000 | 120 |
| Mortgage-backed securities | $679,166,000 | 182 |
| Certificates of participation in pools of residential mortgages | $37,020,000 | 856 |
| Issued or guaranteed by U.S. | $37,020,000 | 839 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $341,442,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $282,434,000 | 137 |
| Privately issued | $59,008,000 | 42 |
| Commercial mortgage-backed securities | $300,704,000 | 107 |
| Commercial mortgage pass-through securities | $141,376,000 | 75 |
| Other commercial mortgage-backed securities | $159,328,000 | 110 |
| Held to maturity securities (book value) | $292,704,000 | 98 |
| Available-for-sale securities (fair market value) | $1,224,770,000 | 157 |
| Total debt securities | $1,517,408,000 | 146 |
| 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 | $1,246,365,000 | 171 |
| U.S. Government securities | $578,007,000 | 226 |
| U.S. Treasury securities | $200,000 | 1,390 |
| U.S. Government agency obligations | $577,807,000 | 216 |
| Securities issued by states & political subdivisions | $15,243,000 | 1,840 |
| Other domestic debt securities | $650,015,000 | 42 |
| Privately issued residential mortgage-backed securities | $69,239,000 | 52 |
| Commercial mortgage-backed securities - Total | $47,327,000 | 45 |
| Asset backed securities | $117,360,000 | 49 |
| Structured financial products - Total | $387,811,000 | 15 |
| Other domestic debt securities - All other | $28,278,000 | 202 |
| Foreign debt securities | $3,100,000 | 106 |
| 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 | $721,916,000 | 115 |
| Mortgage-backed securities | $670,185,000 | 177 |
| Certificates of participation in pools of residential mortgages | $38,936,000 | 800 |
| Issued or guaranteed by U.S. | $38,936,000 | 778 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $354,196,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $284,957,000 | 140 |
| Privately issued | $69,239,000 | 38 |
| Commercial mortgage-backed securities | $277,053,000 | 112 |
| Commercial mortgage pass-through securities | $90,087,000 | 94 |
| Other commercial mortgage-backed securities | $186,966,000 | 98 |
| Held to maturity securities (book value) | $21,259,000 | 515 |
| Available-for-sale securities (fair market value) | $1,225,106,000 | 158 |
| Total debt securities | $1,246,296,000 | 168 |
| 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 | $1,307,408,000 | 162 |
| U.S. Government securities | $631,175,000 | 219 |
| U.S. Treasury securities | $199,000 | 1,437 |
| U.S. Government agency obligations | $630,976,000 | 208 |
| Securities issued by states & political subdivisions | $15,280,000 | 1,877 |
| Other domestic debt securities | $657,853,000 | 40 |
| Privately issued residential mortgage-backed securities | $76,776,000 | 41 |
| Commercial mortgage-backed securities - Total | $48,158,000 | 48 |
| Asset backed securities | $116,632,000 | 49 |
| Structured financial products - Total | $388,083,000 | 14 |
| Other domestic debt securities - All other | $28,204,000 | 201 |
| Foreign debt securities | $3,100,000 | 114 |
| 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 | $791,600,000 | 111 |
| Mortgage-backed securities | $731,515,000 | 172 |
| Certificates of participation in pools of residential mortgages | $56,082,000 | 622 |
| Issued or guaranteed by U.S. | $56,082,000 | 617 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $402,974,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $326,198,000 | 129 |
| Privately issued | $76,776,000 | 38 |
| Commercial mortgage-backed securities | $272,459,000 | 107 |
| Commercial mortgage pass-through securities | $83,974,000 | 94 |
| Other commercial mortgage-backed securities | $188,485,000 | 95 |
| Held to maturity securities (book value) | $19,336,000 | 576 |
| Available-for-sale securities (fair market value) | $1,288,072,000 | 149 |
| Total debt securities | $1,307,320,000 | 160 |
| 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 | $1,252,038,000 | 169 |
| U.S. Government securities | $636,355,000 | 220 |
| U.S. Treasury securities | $199,000 | 1,483 |
| U.S. Government agency obligations | $636,156,000 | 204 |
| Securities issued by states & political subdivisions | $5,250,000 | 3,096 |
| Other domestic debt securities | $607,333,000 | 43 |
| Privately issued residential mortgage-backed securities | $86,778,000 | 37 |
| Commercial mortgage-backed securities - Total | $60,612,000 | 38 |
| Asset backed securities | $98,684,000 | 47 |
| Structured financial products - Total | $332,976,000 | 16 |
| Other domestic debt securities - All other | $28,283,000 | 195 |
| Foreign debt securities | $3,100,000 | 116 |
| 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 | $696,373,000 | 121 |
| Mortgage-backed securities | $759,077,000 | 162 |
| Certificates of participation in pools of residential mortgages | $76,587,000 | 501 |
| Issued or guaranteed by U.S. | $76,587,000 | 498 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $379,853,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $293,075,000 | 141 |
| Privately issued | $86,778,000 | 36 |
| Commercial mortgage-backed securities | $302,637,000 | 93 |
| Commercial mortgage pass-through securities | $96,997,000 | 80 |
| Other commercial mortgage-backed securities | $205,640,000 | 84 |
| Held to maturity securities (book value) | $9,317,000 | 828 |
| Available-for-sale securities (fair market value) | $1,242,721,000 | 152 |
| Total debt securities | $1,251,947,000 | 166 |
| 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 | $1,179,251,000 | 177 |
| U.S. Government securities | $609,284,000 | 223 |
| U.S. Treasury securities | $198,000 | 1,485 |
| U.S. Government agency obligations | $609,086,000 | 207 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $566,867,000 | 45 |
| Privately issued residential mortgage-backed securities | $101,362,000 | 36 |
| Commercial mortgage-backed securities - Total | $54,805,000 | 38 |
| Asset backed securities | $53,124,000 | 69 |
| Structured financial products - Total | $326,367,000 | 15 |
| Other domestic debt securities - All other | $31,209,000 | 179 |
| Foreign debt securities | $3,100,000 | 114 |
| 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 | $668,065,000 | 127 |
| Mortgage-backed securities | $740,747,000 | 161 |
| Certificates of participation in pools of residential mortgages | $80,426,000 | 488 |
| Issued or guaranteed by U.S. | $80,426,000 | 485 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $372,350,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $270,988,000 | 143 |
| Privately issued | $101,362,000 | 32 |
| Commercial mortgage-backed securities | $287,971,000 | 93 |
| Commercial mortgage pass-through securities | $95,568,000 | 77 |
| Other commercial mortgage-backed securities | $192,403,000 | 85 |
| Held to maturity securities (book value) | $4,081,000 | 1,139 |
| Available-for-sale securities (fair market value) | $1,175,170,000 | 153 |
| Total debt securities | $1,179,158,000 | 174 |
| 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 | $1,154,047,000 | 176 |
| U.S. Government securities | $541,335,000 | 241 |
| U.S. Treasury securities | $197,000 | 1,471 |
| U.S. Government agency obligations | $541,138,000 | 227 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $609,612,000 | 44 |
| Privately issued residential mortgage-backed securities | $105,486,000 | 35 |
| Commercial mortgage-backed securities - Total | $56,653,000 | 38 |
| Asset backed securities | $68,033,000 | 60 |
| Structured financial products - Total | $340,313,000 | 15 |
| Other domestic debt securities - All other | $39,127,000 | 153 |
| Foreign debt securities | $3,100,000 | 114 |
| 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 | $641,550,000 | 131 |
| Mortgage-backed securities | $703,277,000 | 168 |
| Certificates of participation in pools of residential mortgages | $85,555,000 | 460 |
| Issued or guaranteed by U.S. | $85,555,000 | 458 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $330,183,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $224,697,000 | 154 |
| Privately issued | $105,486,000 | 32 |
| Commercial mortgage-backed securities | $287,539,000 | 88 |
| Commercial mortgage pass-through securities | $95,130,000 | 76 |
| Other commercial mortgage-backed securities | $192,409,000 | 80 |
| Held to maturity securities (book value) | $4,108,000 | 1,149 |
| Available-for-sale securities (fair market value) | $1,149,939,000 | 151 |
| Total debt securities | $1,153,944,000 | 173 |
| 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 | $1,123,690,000 | 177 |
| U.S. Government securities | $521,276,000 | 250 |
| U.S. Treasury securities | $197,000 | 1,444 |
| U.S. Government agency obligations | $521,079,000 | 237 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $599,314,000 | 44 |
| Privately issued residential mortgage-backed securities | $109,656,000 | 34 |
| Commercial mortgage-backed securities - Total | $48,472,000 | 36 |
| Asset backed securities | $75,049,000 | 55 |
| Structured financial products - Total | $320,010,000 | 14 |
| Other domestic debt securities - All other | $46,127,000 | 134 |
| Foreign debt securities | $3,100,000 | 112 |
| 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 | $622,528,000 | 132 |
| Mortgage-backed securities | $679,207,000 | 167 |
| Certificates of participation in pools of residential mortgages | $91,330,000 | 447 |
| Issued or guaranteed by U.S. | $91,330,000 | 444 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $320,340,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $210,684,000 | 161 |
| Privately issued | $109,656,000 | 30 |
| Commercial mortgage-backed securities | $267,537,000 | 89 |
| Commercial mortgage pass-through securities | $96,192,000 | 70 |
| Other commercial mortgage-backed securities | $171,345,000 | 84 |
| Held to maturity securities (book value) | $4,123,000 | 1,168 |
| Available-for-sale securities (fair market value) | $1,119,567,000 | 154 |
| Total debt securities | $1,123,583,000 | 175 |
| 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 | $985,351,000 | 192 |
| U.S. Government securities | $523,473,000 | 245 |
| U.S. Treasury securities | $197,000 | 1,392 |
| U.S. Government agency obligations | $523,276,000 | 235 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $458,778,000 | 48 |
| Privately issued residential mortgage-backed securities | $92,671,000 | 38 |
| Commercial mortgage-backed securities - Total | $50,498,000 | 35 |
| Asset backed securities | $63,312,000 | 62 |
| Structured financial products - Total | $199,240,000 | 20 |
| Other domestic debt securities - All other | $53,057,000 | 121 |
| Foreign debt securities | $3,100,000 | 112 |
| 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 | $608,116,000 | 140 |
| Mortgage-backed securities | $666,445,000 | 172 |
| Certificates of participation in pools of residential mortgages | $96,928,000 | 446 |
| Issued or guaranteed by U.S. | $96,928,000 | 445 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $287,175,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $194,504,000 | 164 |
| Privately issued | $92,671,000 | 35 |
| Commercial mortgage-backed securities | $282,342,000 | 82 |
| Commercial mortgage pass-through securities | $100,465,000 | 60 |
| Other commercial mortgage-backed securities | $181,877,000 | 77 |
| Held to maturity securities (book value) | $9,353,000 | 901 |
| Available-for-sale securities (fair market value) | $975,998,000 | 169 |
| Total debt securities | $985,351,000 | 189 |
| 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 | $952,960,000 | 190 |
| U.S. Government securities | $512,753,000 | 240 |
| U.S. Treasury securities | $198,000 | 1,298 |
| U.S. Government agency obligations | $512,555,000 | 230 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $424,743,000 | 49 |
| Privately issued residential mortgage-backed securities | $62,958,000 | 48 |
| Commercial mortgage-backed securities - Total | $31,617,000 | 44 |
| Asset backed securities | $94,296,000 | 51 |
| Structured financial products - Total | $182,523,000 | 21 |
| Other domestic debt securities - All other | $53,349,000 | 117 |
| Foreign debt securities | $3,300,000 | 107 |
| Equity securities | $12,164,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $568,168,000 | 141 |
| Mortgage-backed securities | $607,130,000 | 174 |
| Certificates of participation in pools of residential mortgages | $107,274,000 | 400 |
| Issued or guaranteed by U.S. | $107,274,000 | 399 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $232,180,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $169,222,000 | 176 |
| Privately issued | $62,958,000 | 46 |
| Commercial mortgage-backed securities | $267,676,000 | 81 |
| Commercial mortgage pass-through securities | $109,874,000 | 54 |
| Other commercial mortgage-backed securities | $157,802,000 | 82 |
| Held to maturity securities (book value) | $9,601,000 | 912 |
| Available-for-sale securities (fair market value) | $943,359,000 | 167 |
| Total debt securities | $940,796,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,040,098,000 | 183 |
| U.S. Government securities | $579,442,000 | 220 |
| U.S. Treasury securities | $200,000 | 1,274 |
| U.S. Government agency obligations | $579,242,000 | 211 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $445,097,000 | 50 |
| Privately issued residential mortgage-backed securities | $55,341,000 | 52 |
| Commercial mortgage-backed securities - Total | $63,676,000 | 34 |
| Asset backed securities | $94,323,000 | 52 |
| Structured financial products - Total | $178,389,000 | 23 |
| Other domestic debt securities - All other | $53,368,000 | 120 |
| Foreign debt securities | $3,300,000 | 112 |
| Equity securities | $12,259,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $651,267,000 | 135 |
| Mortgage-backed securities | $698,259,000 | 165 |
| Certificates of participation in pools of residential mortgages | $124,332,000 | 346 |
| Issued or guaranteed by U.S. | $124,332,000 | 345 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $268,859,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $213,518,000 | 149 |
| Privately issued | $55,341,000 | 50 |
| Commercial mortgage-backed securities | $305,068,000 | 71 |
| Commercial mortgage pass-through securities | $111,076,000 | 53 |
| Other commercial mortgage-backed securities | $193,992,000 | 69 |
| Held to maturity securities (book value) | $9,629,000 | 946 |
| Available-for-sale securities (fair market value) | $1,030,469,000 | 158 |
| Total debt securities | $1,027,838,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,086,138,000 | 178 |
| U.S. Government securities | $626,294,000 | 208 |
| U.S. Treasury securities | $200,000 | 1,310 |
| U.S. Government agency obligations | $626,094,000 | 201 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $444,298,000 | 53 |
| Privately issued residential mortgage-backed securities | $58,270,000 | 50 |
| Commercial mortgage-backed securities - Total | $60,137,000 | 34 |
| Asset backed securities | $100,178,000 | 50 |
| Structured financial products - Total | $167,527,000 | 25 |
| Other domestic debt securities - All other | $58,186,000 | 111 |
| Foreign debt securities | $3,300,000 | 119 |
| Equity securities | $12,246,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $702,787,000 | 123 |
| Mortgage-backed securities | $723,999,000 | 162 |
| Certificates of participation in pools of residential mortgages | $106,190,000 | 408 |
| Issued or guaranteed by U.S. | $106,190,000 | 407 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $295,793,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $237,523,000 | 138 |
| Privately issued | $58,270,000 | 49 |
| Commercial mortgage-backed securities | $322,016,000 | 67 |
| Commercial mortgage pass-through securities | $160,542,000 | 46 |
| Other commercial mortgage-backed securities | $161,474,000 | 76 |
| Held to maturity securities (book value) | $9,695,000 | 961 |
| Available-for-sale securities (fair market value) | $1,076,443,000 | 153 |
| Total debt securities | $1,073,894,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,120,180,000 | 172 |
| U.S. Government securities | $657,291,000 | 199 |
| U.S. Treasury securities | $200,000 | 1,350 |
| U.S. Government agency obligations | $657,091,000 | 191 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $447,357,000 | 51 |
| Privately issued residential mortgage-backed securities | $63,748,000 | 50 |
| Commercial mortgage-backed securities - Total | $76,418,000 | 33 |
| Asset backed securities | $90,644,000 | 51 |
| Structured financial products - Total | $148,798,000 | 21 |
| Other domestic debt securities - All other | $67,749,000 | 99 |
| Foreign debt securities | $3,300,000 | 119 |
| Equity securities | $12,232,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $741,013,000 | 121 |
| Mortgage-backed securities | $775,680,000 | 154 |
| Certificates of participation in pools of residential mortgages | $116,637,000 | 375 |
| Issued or guaranteed by U.S. | $116,637,000 | 374 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $327,593,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $263,845,000 | 129 |
| Privately issued | $63,748,000 | 49 |
| Commercial mortgage-backed securities | $331,450,000 | 65 |
| Commercial mortgage pass-through securities | $152,814,000 | 46 |
| Other commercial mortgage-backed securities | $178,636,000 | 68 |
| Held to maturity securities (book value) | $9,737,000 | 983 |
| Available-for-sale securities (fair market value) | $1,110,443,000 | 149 |
| Total debt securities | $1,107,950,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,183,820,000 | 161 |
| U.S. Government securities | $728,417,000 | 177 |
| U.S. Treasury securities | $200,000 | 1,327 |
| U.S. Government agency obligations | $728,217,000 | 171 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $439,830,000 | 49 |
| Privately issued residential mortgage-backed securities | $52,797,000 | 54 |
| Commercial mortgage-backed securities - Total | $102,969,000 | 30 |
| Asset backed securities | $85,620,000 | 55 |
| Structured financial products - Total | $128,146,000 | 25 |
| Other domestic debt securities - All other | $70,298,000 | 97 |
| Foreign debt securities | $3,300,000 | 119 |
| Equity securities | $12,273,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $820,497,000 | 108 |
| Mortgage-backed securities | $861,607,000 | 138 |
| Certificates of participation in pools of residential mortgages | $133,848,000 | 322 |
| Issued or guaranteed by U.S. | $133,848,000 | 321 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $327,421,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $274,624,000 | 123 |
| Privately issued | $52,797,000 | 52 |
| Commercial mortgage-backed securities | $400,338,000 | 55 |
| Commercial mortgage pass-through securities | $164,919,000 | 40 |
| Other commercial mortgage-backed securities | $235,419,000 | 64 |
| Held to maturity securities (book value) | $9,785,000 | 985 |
| Available-for-sale securities (fair market value) | $1,174,035,000 | 139 |
| Total debt securities | $1,171,548,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,273,948,000 | 153 |
| U.S. Government securities | $752,790,000 | 170 |
| U.S. Treasury securities | $200,000 | 1,171 |
| U.S. Government agency obligations | $752,590,000 | 166 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $505,286,000 | 47 |
| Privately issued residential mortgage-backed securities | $52,809,000 | 56 |
| Commercial mortgage-backed securities - Total | $132,611,000 | 28 |
| Asset backed securities | $86,529,000 | 51 |
| Structured financial products - Total | $153,185,000 | 23 |
| Other domestic debt securities - All other | $80,152,000 | 89 |
| Foreign debt securities | $3,300,000 | 117 |
| Equity securities | $12,572,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $901,644,000 | 106 |
| Mortgage-backed securities | $914,934,000 | 131 |
| Certificates of participation in pools of residential mortgages | $147,347,000 | 298 |
| Issued or guaranteed by U.S. | $147,347,000 | 297 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $343,319,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $290,510,000 | 124 |
| Privately issued | $52,809,000 | 54 |
| Commercial mortgage-backed securities | $424,268,000 | 52 |
| Commercial mortgage pass-through securities | $156,661,000 | 37 |
| Other commercial mortgage-backed securities | $267,607,000 | 54 |
| Held to maturity securities (book value) | $9,842,000 | 985 |
| Available-for-sale securities (fair market value) | $1,264,106,000 | 130 |
| Total debt securities | $1,261,378,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,187,110,000 | 162 |
| U.S. Government securities | $694,083,000 | 182 |
| U.S. Treasury securities | $201,000 | 1,200 |
| U.S. Government agency obligations | $693,882,000 | 175 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $477,128,000 | 51 |
| Privately issued residential mortgage-backed securities | $57,357,000 | 56 |
| Commercial mortgage-backed securities - Total | $135,189,000 | 30 |
| Asset backed securities | $82,276,000 | 53 |
| Structured financial products - Total | $125,463,000 | 25 |
| Other domestic debt securities - All other | $76,843,000 | 93 |
| Foreign debt securities | $3,300,000 | 116 |
| Equity securities | $12,599,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $897,286,000 | 104 |
| Mortgage-backed securities | $862,876,000 | 138 |
| Certificates of participation in pools of residential mortgages | $163,631,000 | 276 |
| Issued or guaranteed by U.S. | $163,631,000 | 275 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $349,245,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $291,888,000 | 124 |
| Privately issued | $57,357,000 | 52 |
| Commercial mortgage-backed securities | $350,000,000 | 57 |
| Commercial mortgage pass-through securities | $130,314,000 | 40 |
| Other commercial mortgage-backed securities | $219,686,000 | 62 |
| Held to maturity securities (book value) | $10,054,000 | 997 |
| Available-for-sale securities (fair market value) | $1,177,056,000 | 133 |
| Total debt securities | $1,174,511,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,199,396,000 | 160 |
| U.S. Government securities | $727,108,000 | 178 |
| U.S. Treasury securities | $250,000 | 1,223 |
| U.S. Government agency obligations | $726,858,000 | 173 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $456,416,000 | 52 |
| Privately issued residential mortgage-backed securities | $61,880,000 | 52 |
| Commercial mortgage-backed securities - Total | $144,297,000 | 28 |
| Asset backed securities | $53,656,000 | 62 |
| Structured financial products - Total | $125,579,000 | 24 |
| Other domestic debt securities - All other | $71,004,000 | 99 |
| Foreign debt securities | $3,300,000 | 114 |
| Equity securities | $12,572,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $963,391,000 | 104 |
| Mortgage-backed securities | $908,756,000 | 133 |
| Certificates of participation in pools of residential mortgages | $188,490,000 | 248 |
| Issued or guaranteed by U.S. | $188,490,000 | 247 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $351,944,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $290,064,000 | 129 |
| Privately issued | $61,880,000 | 50 |
| Commercial mortgage-backed securities | $368,322,000 | 54 |
| Commercial mortgage pass-through securities | $136,655,000 | 41 |
| Other commercial mortgage-backed securities | $231,667,000 | 58 |
| Held to maturity securities (book value) | $10,145,000 | 1,016 |
| Available-for-sale securities (fair market value) | $1,189,251,000 | 133 |
| Total debt securities | $1,186,823,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,104,388,000 | 162 |
| U.S. Government securities | $691,933,000 | 188 |
| U.S. Treasury securities | $250,000 | 1,297 |
| U.S. Government agency obligations | $691,683,000 | 180 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $396,719,000 | 57 |
| Privately issued residential mortgage-backed securities | $41,202,000 | 65 |
| Commercial mortgage-backed securities - Total | $133,636,000 | 28 |
| Asset backed securities | $22,533,000 | 90 |
| Structured financial products - Total | $125,934,000 | 24 |
| Other domestic debt securities - All other | $73,414,000 | 97 |
| Foreign debt securities | $3,300,000 | 110 |
| Equity securities | $12,436,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $875,482,000 | 106 |
| Mortgage-backed securities | $841,073,000 | 135 |
| Certificates of participation in pools of residential mortgages | $199,415,000 | 224 |
| Issued or guaranteed by U.S. | $199,415,000 | 223 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $335,506,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $294,304,000 | 128 |
| Privately issued | $41,202,000 | 62 |
| Commercial mortgage-backed securities | $306,152,000 | 60 |
| Commercial mortgage pass-through securities | $129,079,000 | 37 |
| Other commercial mortgage-backed securities | $177,073,000 | 59 |
| Held to maturity securities (book value) | $10,228,000 | 1,030 |
| Available-for-sale securities (fair market value) | $1,094,160,000 | 137 |
| Total debt securities | $1,091,953,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,017,016,000 | 173 |
| U.S. Government securities | $626,463,000 | 201 |
| U.S. Treasury securities | $252,000 | 1,227 |
| U.S. Government agency obligations | $626,211,000 | 193 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $374,695,000 | 59 |
| Privately issued residential mortgage-backed securities | $43,490,000 | 61 |
| Commercial mortgage-backed securities - Total | $121,102,000 | 27 |
| Asset backed securities | $18,756,000 | 98 |
| Structured financial products - Total | $127,348,000 | 23 |
| Other domestic debt securities - All other | $63,999,000 | 108 |
| Foreign debt securities | $3,300,000 | 112 |
| Equity securities | $12,558,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $874,710,000 | 106 |
| Mortgage-backed securities | $790,803,000 | 136 |
| Certificates of participation in pools of residential mortgages | $220,296,000 | 212 |
| Issued or guaranteed by U.S. | $220,296,000 | 211 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $348,670,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $305,180,000 | 122 |
| Privately issued | $43,490,000 | 59 |
| Commercial mortgage-backed securities | $221,837,000 | 68 |
| Commercial mortgage pass-through securities | $81,313,000 | 47 |
| Other commercial mortgage-backed securities | $140,524,000 | 63 |
| Held to maturity securities (book value) | $10,288,000 | 1,033 |
| Available-for-sale securities (fair market value) | $1,006,728,000 | 142 |
| Total debt securities | $1,004,458,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,124,756,000 | 156 |
| U.S. Government securities | $670,051,000 | 192 |
| U.S. Treasury securities | $252,000 | 1,269 |
| U.S. Government agency obligations | $669,799,000 | 187 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $438,847,000 | 51 |
| Privately issued residential mortgage-backed securities | $69,357,000 | 48 |
| Commercial mortgage-backed securities - Total | $132,634,000 | 27 |
| Asset backed securities | $25,072,000 | 84 |
| Structured financial products - Total | $129,306,000 | 23 |
| Other domestic debt securities - All other | $82,478,000 | 87 |
| Foreign debt securities | $3,300,000 | 113 |
| Equity securities | $12,558,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $896,179,000 | 109 |
| Mortgage-backed securities | $871,790,000 | 129 |
| Certificates of participation in pools of residential mortgages | $252,328,000 | 181 |
| Issued or guaranteed by U.S. | $252,328,000 | 180 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $385,996,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $316,639,000 | 122 |
| Privately issued | $69,357,000 | 46 |
| Commercial mortgage-backed securities | $233,466,000 | 61 |
| Commercial mortgage pass-through securities | $80,427,000 | 45 |
| Other commercial mortgage-backed securities | $153,039,000 | 59 |
| Held to maturity securities (book value) | $10,364,000 | 1,040 |
| Available-for-sale securities (fair market value) | $1,114,392,000 | 133 |
| Total debt securities | $1,112,199,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,314,311,000 | 139 |
| U.S. Government securities | $794,844,000 | 160 |
| U.S. Treasury securities | $252,000 | 1,255 |
| U.S. Government agency obligations | $794,592,000 | 155 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $503,446,000 | 47 |
| Privately issued residential mortgage-backed securities | $101,799,000 | 39 |
| Commercial mortgage-backed securities - Total | $165,082,000 | 24 |
| Asset backed securities | $15,088,000 | 111 |
| Structured financial products - Total | $132,186,000 | 23 |
| Other domestic debt securities - All other | $89,291,000 | 83 |
| Foreign debt securities | $3,300,000 | 115 |
| Equity securities | $12,721,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,776,000 | 102 |
| Mortgage-backed securities | $1,061,473,000 | 110 |
| Certificates of participation in pools of residential mortgages | $300,385,000 | 158 |
| Issued or guaranteed by U.S. | $300,385,000 | 156 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $472,323,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $370,524,000 | 113 |
| Privately issued | $101,799,000 | 36 |
| Commercial mortgage-backed securities | $288,765,000 | 52 |
| Commercial mortgage pass-through securities | $102,482,000 | 34 |
| Other commercial mortgage-backed securities | $186,283,000 | 55 |
| Held to maturity securities (book value) | $10,426,000 | 1,048 |
| Available-for-sale securities (fair market value) | $1,303,885,000 | 118 |
| Total debt securities | $1,301,588,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,331,906,000 | 142 |
| U.S. Government securities | $841,732,000 | 153 |
| U.S. Treasury securities | $252,000 | 1,283 |
| U.S. Government agency obligations | $841,480,000 | 148 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $474,194,000 | 50 |
| Privately issued residential mortgage-backed securities | $109,209,000 | 39 |
| Commercial mortgage-backed securities - Total | $131,436,000 | 26 |
| Asset backed securities | $15,062,000 | 110 |
| Structured financial products - Total | $132,121,000 | 23 |
| Other domestic debt securities - All other | $86,366,000 | 85 |
| Foreign debt securities | $3,300,000 | 106 |
| Equity securities | $12,680,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,181,000 | 101 |
| Mortgage-backed securities | $1,082,125,000 | 108 |
| Certificates of participation in pools of residential mortgages | $337,607,000 | 150 |
| Issued or guaranteed by U.S. | $337,607,000 | 149 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $489,084,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $379,875,000 | 113 |
| Privately issued | $109,209,000 | 36 |
| Commercial mortgage-backed securities | $255,434,000 | 53 |
| Commercial mortgage pass-through securities | $101,888,000 | 36 |
| Other commercial mortgage-backed securities | $153,546,000 | 57 |
| Held to maturity securities (book value) | $10,609,000 | 1,054 |
| Available-for-sale securities (fair market value) | $1,321,297,000 | 117 |
| Total debt securities | $1,319,225,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,405,492,000 | 138 |
| U.S. Government securities | $889,387,000 | 142 |
| U.S. Treasury securities | $252,000 | 1,308 |
| U.S. Government agency obligations | $889,135,000 | 138 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $500,206,000 | 49 |
| Privately issued residential mortgage-backed securities | $115,302,000 | 37 |
| Commercial mortgage-backed securities - Total | $126,712,000 | 27 |
| Asset backed securities | $15,073,000 | 113 |
| Structured financial products - Total | $132,897,000 | 20 |
| Other domestic debt securities - All other | $110,222,000 | 78 |
| Foreign debt securities | $3,300,000 | 105 |
| Equity securities | $12,599,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,049,829,000 | 99 |
| Mortgage-backed securities | $1,131,149,000 | 103 |
| Certificates of participation in pools of residential mortgages | $340,691,000 | 146 |
| Issued or guaranteed by U.S. | $340,691,000 | 145 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $520,661,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $405,359,000 | 104 |
| Privately issued | $115,302,000 | 35 |
| Commercial mortgage-backed securities | $269,797,000 | 51 |
| Commercial mortgage pass-through securities | $120,561,000 | 33 |
| Other commercial mortgage-backed securities | $149,236,000 | 55 |
| Held to maturity securities (book value) | $10,670,000 | 1,069 |
| Available-for-sale securities (fair market value) | $1,394,822,000 | 113 |
| Total debt securities | $1,392,893,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,510,683,000 | 130 |
| U.S. Government securities | $1,023,583,000 | 125 |
| U.S. Treasury securities | $251,000 | 1,268 |
| U.S. Government agency obligations | $1,023,332,000 | 121 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $471,133,000 | 54 |
| Privately issued residential mortgage-backed securities | $92,989,000 | 44 |
| Commercial mortgage-backed securities - Total | $126,267,000 | 26 |
| Asset backed securities | $15,000,000 | 116 |
| Structured financial products - Total | $132,590,000 | 21 |
| Other domestic debt securities - All other | $104,287,000 | 82 |
| Foreign debt securities | $3,300,000 | 102 |
| Equity securities | $12,667,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,187,243,000 | 93 |
| Mortgage-backed securities | $1,242,588,000 | 99 |
| Certificates of participation in pools of residential mortgages | $413,794,000 | 129 |
| Issued or guaranteed by U.S. | $413,794,000 | 127 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $551,036,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $458,047,000 | 92 |
| Privately issued | $92,989,000 | 43 |
| Commercial mortgage-backed securities | $277,758,000 | 47 |
| Commercial mortgage pass-through securities | $128,747,000 | 33 |
| Other commercial mortgage-backed securities | $149,011,000 | 52 |
| Held to maturity securities (book value) | $10,732,000 | 1,074 |
| Available-for-sale securities (fair market value) | $1,499,951,000 | 105 |
| Total debt securities | $1,498,016,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,539,081,000 | 126 |
| U.S. Government securities | $1,027,754,000 | 126 |
| U.S. Treasury securities | $252,000 | 1,124 |
| U.S. Government agency obligations | $1,027,502,000 | 123 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $495,523,000 | 49 |
| Privately issued residential mortgage-backed securities | $64,470,000 | 49 |
| Commercial mortgage-backed securities - Total | $140,825,000 | 24 |
| Asset backed securities | $9,950,000 | 149 |
| Structured financial products - Total | $103,535,000 | 22 |
| Other domestic debt securities - All other | $176,743,000 | 53 |
| Foreign debt securities | $3,300,000 | 108 |
| Equity securities | $12,504,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,756,000 | 88 |
| Mortgage-backed securities | $1,232,797,000 | 101 |
| Certificates of participation in pools of residential mortgages | $404,623,000 | 129 |
| Issued or guaranteed by U.S. | $404,623,000 | 127 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $514,317,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $449,847,000 | 99 |
| Privately issued | $64,470,000 | 47 |
| Commercial mortgage-backed securities | $313,857,000 | 43 |
| Commercial mortgage pass-through securities | $142,686,000 | 30 |
| Other commercial mortgage-backed securities | $171,171,000 | 47 |
| Held to maturity securities (book value) | $10,900,000 | 1,056 |
| Available-for-sale securities (fair market value) | $1,528,181,000 | 101 |
| Total debt securities | $1,526,578,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,450,709,000 | 133 |
| U.S. Government securities | $1,030,745,000 | 126 |
| U.S. Treasury securities | $252,000 | 1,058 |
| U.S. Government agency obligations | $1,030,493,000 | 122 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $404,215,000 | 64 |
| Privately issued residential mortgage-backed securities | $16,237,000 | 113 |
| Commercial mortgage-backed securities - Total | $106,116,000 | 27 |
| Asset backed securities | $88,357,000 | 47 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $193,505,000 | 54 |
| Foreign debt securities | $3,300,000 | 102 |
| Equity securities | $12,449,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,049,900,000 | 98 |
| Mortgage-backed securities | $1,134,201,000 | 107 |
| Certificates of participation in pools of residential mortgages | $413,331,000 | 124 |
| Issued or guaranteed by U.S. | $413,331,000 | 122 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $441,928,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $425,691,000 | 100 |
| Privately issued | $16,237,000 | 107 |
| Commercial mortgage-backed securities | $278,942,000 | 44 |
| Commercial mortgage pass-through securities | $126,406,000 | 31 |
| Other commercial mortgage-backed securities | $152,536,000 | 49 |
| Held to maturity securities (book value) | $11,012,000 | 1,045 |
| Available-for-sale securities (fair market value) | $1,439,697,000 | 107 |
| Total debt securities | $1,438,261,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,442,243,000 | 132 |
| U.S. Government securities | $1,006,071,000 | 125 |
| U.S. Treasury securities | $253,000 | 1,047 |
| U.S. Government agency obligations | $1,005,818,000 | 123 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $419,637,000 | 65 |
| Privately issued residential mortgage-backed securities | $17,042,000 | 118 |
| Commercial mortgage-backed securities - Total | $121,812,000 | 23 |
| Asset backed securities | $64,469,000 | 59 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $216,314,000 | 48 |
| Foreign debt securities | $3,950,000 | 102 |
| Equity securities | $12,585,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,045,238,000 | 93 |
| Mortgage-backed securities | $1,115,445,000 | 108 |
| Certificates of participation in pools of residential mortgages | $430,904,000 | 117 |
| Issued or guaranteed by U.S. | $430,904,000 | 115 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $409,488,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $392,446,000 | 103 |
| Privately issued | $17,042,000 | 109 |
| Commercial mortgage-backed securities | $275,053,000 | 44 |
| Commercial mortgage pass-through securities | $118,728,000 | 30 |
| Other commercial mortgage-backed securities | $156,325,000 | 45 |
| Held to maturity securities (book value) | $11,795,000 | 989 |
| Available-for-sale securities (fair market value) | $1,430,448,000 | 108 |
| Total debt securities | $1,429,658,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,339,382,000 | 135 |
| U.S. Government securities | $966,320,000 | 133 |
| U.S. Treasury securities | $253,000 | 1,066 |
| U.S. Government agency obligations | $966,067,000 | 131 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $356,486,000 | 69 |
| Privately issued residential mortgage-backed securities | $3,062,000 | 321 |
| Commercial mortgage-backed securities - Total | $97,706,000 | 24 |
| Asset backed securities | $49,879,000 | 69 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $205,839,000 | 50 |
| Foreign debt securities | $3,950,000 | 105 |
| Equity securities | $12,626,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $839,485,000 | 105 |
| Mortgage-backed securities | $1,036,579,000 | 112 |
| Certificates of participation in pools of residential mortgages | $388,804,000 | 131 |
| Issued or guaranteed by U.S. | $388,804,000 | 130 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $361,568,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $358,506,000 | 116 |
| Privately issued | $3,062,000 | 304 |
| Commercial mortgage-backed securities | $286,207,000 | 42 |
| Commercial mortgage pass-through securities | $138,596,000 | 27 |
| Other commercial mortgage-backed securities | $147,611,000 | 44 |
| Held to maturity securities (book value) | $11,896,000 | 929 |
| Available-for-sale securities (fair market value) | $1,327,486,000 | 115 |
| Total debt securities | $1,326,756,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,432,747,000 | 130 |
| U.S. Government securities | $1,074,749,000 | 121 |
| U.S. Treasury securities | $254,000 | 1,075 |
| U.S. Government agency obligations | $1,074,495,000 | 119 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $340,489,000 | 73 |
| Privately issued residential mortgage-backed securities | $3,856,000 | 314 |
| Commercial mortgage-backed securities - Total | $98,665,000 | 24 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $237,968,000 | 44 |
| Foreign debt securities | $4,475,000 | 99 |
| Equity securities | $13,034,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $826,892,000 | 106 |
| Mortgage-backed securities | $1,136,216,000 | 110 |
| Certificates of participation in pools of residential mortgages | $370,645,000 | 135 |
| Issued or guaranteed by U.S. | $370,645,000 | 134 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $453,157,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $449,301,000 | 94 |
| Privately issued | $3,856,000 | 304 |
| Commercial mortgage-backed securities | $312,414,000 | 38 |
| Commercial mortgage pass-through securities | $161,054,000 | 22 |
| Other commercial mortgage-backed securities | $151,360,000 | 39 |
| Held to maturity securities (book value) | $12,556,000 | 869 |
| Available-for-sale securities (fair market value) | $1,420,191,000 | 111 |
| Total debt securities | $1,419,714,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,393,584,000 | 130 |
| U.S. Government securities | $1,040,716,000 | 126 |
| U.S. Treasury securities | $30,694,000 | 128 |
| U.S. Government agency obligations | $1,010,022,000 | 124 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $336,402,000 | 69 |
| Privately issued residential mortgage-backed securities | $4,670,000 | 290 |
| Commercial mortgage-backed securities - Total | $100,060,000 | 25 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $231,672,000 | 43 |
| Foreign debt securities | $3,350,000 | 109 |
| Equity securities | $13,116,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $872,532,000 | 101 |
| Mortgage-backed securities | $1,073,925,000 | 114 |
| Certificates of participation in pools of residential mortgages | $305,339,000 | 157 |
| Issued or guaranteed by U.S. | $305,339,000 | 156 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $452,203,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $447,533,000 | 94 |
| Privately issued | $4,670,000 | 281 |
| Commercial mortgage-backed securities | $316,383,000 | 38 |
| Commercial mortgage pass-through securities | $162,825,000 | 20 |
| Other commercial mortgage-backed securities | $153,558,000 | 35 |
| Held to maturity securities (book value) | $11,559,000 | 908 |
| Available-for-sale securities (fair market value) | $1,382,025,000 | 112 |
| Total debt securities | $1,380,469,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| 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 | $1,326,547,000 | 139 |
| U.S. Government securities | $1,023,823,000 | 131 |
| U.S. Treasury securities | $10,757,000 | 239 |
| U.S. Government agency obligations | $1,013,066,000 | 131 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $286,109,000 | 78 |
| Privately issued residential mortgage-backed securities | $5,307,000 | 300 |
| Commercial mortgage-backed securities - Total | $70,071,000 | 28 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $210,731,000 | 49 |
| Foreign debt securities | $3,350,000 | 107 |
| Equity securities | $13,265,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $965,354,000 | 93 |
| Mortgage-backed securities | $1,047,693,000 | 120 |
| Certificates of participation in pools of residential mortgages | $410,625,000 | 133 |
| Issued or guaranteed by U.S. | $410,625,000 | 131 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $348,811,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $343,504,000 | 128 |
| Privately issued | $5,307,000 | 292 |
| Commercial mortgage-backed securities | $288,257,000 | 39 |
| Commercial mortgage pass-through securities | $164,007,000 | 20 |
| Other commercial mortgage-backed securities | $124,250,000 | 37 |
| Held to maturity securities (book value) | $11,740,000 | 917 |
| Available-for-sale securities (fair market value) | $1,314,807,000 | 118 |
| Total debt securities | $1,313,282,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| 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 | $1,316,697,000 | 138 |
| U.S. Government securities | $979,374,000 | 137 |
| U.S. Treasury securities | $254,000 | 976 |
| U.S. Government agency obligations | $979,120,000 | 133 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $320,790,000 | 69 |
| Privately issued residential mortgage-backed securities | $5,908,000 | 311 |
| Commercial mortgage-backed securities - Total | $70,167,000 | 28 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $244,715,000 | 42 |
| Foreign debt securities | $3,350,000 | 100 |
| Equity securities | $13,183,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $931,771,000 | 94 |
| Mortgage-backed securities | $998,883,000 | 120 |
| Certificates of participation in pools of residential mortgages | $572,423,000 | 108 |
| Issued or guaranteed by U.S. | $572,423,000 | 106 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $226,277,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $220,369,000 | 182 |
| Privately issued | $5,908,000 | 303 |
| Commercial mortgage-backed securities | $200,183,000 | 41 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $200,183,000 | 31 |
| Held to maturity securities (book value) | $11,814,000 | 900 |
| Available-for-sale securities (fair market value) | $1,304,883,000 | 118 |
| Total debt securities | $1,303,515,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $210,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,207,008,000 | 149 |
| U.S. Government securities | $933,988,000 | 139 |
| U.S. Treasury securities | $52,000 | 1,149 |
| U.S. Government agency obligations | $933,936,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $256,387,000 | 83 |
| Privately issued residential mortgage-backed securities | $5,975,000 | 331 |
| Commercial mortgage-backed securities - Total | $32,606,000 | 37 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $217,806,000 | 55 |
| Foreign debt securities | $3,450,000 | 80 |
| Equity securities | $13,183,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $933,272,000 | 96 |
| Mortgage-backed securities | $931,895,000 | 121 |
| Certificates of participation in pools of residential mortgages | $640,701,000 | 102 |
| Issued or guaranteed by U.S. | $640,701,000 | 101 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $229,959,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $223,984,000 | 184 |
| Privately issued | $5,975,000 | 320 |
| Commercial mortgage-backed securities | $61,235,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $61,235,000 | 45 |
| Held to maturity securities (book value) | $12,130,000 | 901 |
| Available-for-sale securities (fair market value) | $1,194,878,000 | 127 |
| Total debt securities | $1,193,826,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $189,442,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $875,549,000 | 183 |
| U.S. Government securities | $608,337,000 | 189 |
| U.S. Treasury securities | $14,638,000 | 205 |
| U.S. Government agency obligations | $593,699,000 | 192 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $249,818,000 | 92 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $249,818,000 | 47 |
| Foreign debt securities | $3,550,000 | 69 |
| Equity securities | $13,844,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $602,847,000 | 126 |
| Mortgage-backed securities | $559,968,000 | 171 |
| Certificates of participation in pools of residential mortgages | $559,968,000 | 107 |
| Issued or guaranteed by U.S. | $559,968,000 | 107 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $12,388,000 | 903 |
| Available-for-sale securities (fair market value) | $863,161,000 | 162 |
| Total debt securities | $861,704,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $412,210,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $857,184,000 | 185 |
| U.S. Government securities | $582,118,000 | 194 |
| U.S. Treasury securities | $14,646,000 | 218 |
| U.S. Government agency obligations | $567,472,000 | 192 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $257,631,000 | 93 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $257,631,000 | 47 |
| Foreign debt securities | $3,550,000 | 69 |
| Equity securities | $13,885,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $468,524,000 | 138 |
| Mortgage-backed securities | $500,030,000 | 184 |
| Certificates of participation in pools of residential mortgages | $500,030,000 | 113 |
| Issued or guaranteed by U.S. | $500,030,000 | 112 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $12,450,000 | 895 |
| Available-for-sale securities (fair market value) | $844,734,000 | 160 |
| Total debt securities | $843,298,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $556,484,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $632,121,000 | 244 |
| U.S. Government securities | $444,349,000 | 251 |
| U.S. Treasury securities | $14,605,000 | 242 |
| U.S. Government agency obligations | $429,744,000 | 250 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $170,392,000 | 116 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $170,392,000 | 59 |
| Foreign debt securities | $3,550,000 | 67 |
| Equity securities | $13,830,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $414,132,000 | 154 |
| Mortgage-backed securities | $362,333,000 | 241 |
| Certificates of participation in pools of residential mortgages | $362,333,000 | 143 |
| Issued or guaranteed by U.S. | $362,333,000 | 142 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $12,572,000 | 905 |
| Available-for-sale securities (fair market value) | $619,549,000 | 215 |
| Total debt securities | $618,292,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $633,501,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $406,293,000 | 358 |
| U.S. Government securities | $242,828,000 | 438 |
| U.S. Treasury securities | $114,089,000 | 65 |
| U.S. Government agency obligations | $128,739,000 | 770 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $112,381,000 | 155 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $112,381,000 | 78 |
| Foreign debt securities | $3,550,000 | 63 |
| Equity securities | $47,534,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,755,000 | 329 |
| Mortgage-backed securities | $62,284,000 | 1,033 |
| Certificates of participation in pools of residential mortgages | $62,284,000 | 660 |
| Issued or guaranteed by U.S. | $62,284,000 | 656 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $6,253,000 | 1,283 |
| Available-for-sale securities (fair market value) | $400,040,000 | 324 |
| Total debt securities | $358,760,000 | 401 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $774,141,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $224,111,000 | 624 |
| U.S. Government securities | $96,779,000 | 983 |
| U.S. Treasury securities | $14,445,000 | 263 |
| U.S. Government agency obligations | $82,334,000 | 1,091 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $102,131,000 | 164 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $102,131,000 | 76 |
| Foreign debt securities | $3,550,000 | 57 |
| Equity securities | $21,651,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,021,000 | 1,315 |
| Mortgage-backed securities | $48,826,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $48,826,000 | 768 |
| Issued or guaranteed by U.S. | $48,826,000 | 763 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $6,357,000 | 1,280 |
| Available-for-sale securities (fair market value) | $217,754,000 | 577 |
| Total debt securities | $202,458,000 | 683 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $1,068,846,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $103,887,000 | 1,275 |
| U.S. Government securities | $1,420,000 | 6,873 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,420,000 | 6,757 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $72,970,000 | 199 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $72,970,000 | 93 |
| Foreign debt securities | $3,550,000 | 57 |
| Equity securities | $25,947,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $1,420,000 | 5,032 |
| Certificates of participation in pools of residential mortgages | $1,420,000 | 4,487 |
| Issued or guaranteed by U.S. | $1,420,000 | 4,480 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $6,332,000 | 1,325 |
| Available-for-sale securities (fair market value) | $97,555,000 | 1,212 |
| Total debt securities | $77,940,000 | 1,614 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $1,377,783,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $636,945,000 | 215 |
| U.S. Government securities | $539,116,000 | 195 |
| U.S. Treasury securities | $285,500,000 | 31 |
| U.S. Government agency obligations | $253,616,000 | 369 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $71,081,000 | 206 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $71,081,000 | 90 |
| Foreign debt securities | $3,550,000 | 54 |
| Equity securities | $23,198,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,553,000 | 1,383 |
| Mortgage-backed securities | $1,531,000 | 4,997 |
| Certificates of participation in pools of residential mortgages | $1,531,000 | 4,495 |
| Issued or guaranteed by U.S. | $1,531,000 | 4,488 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $6,453,000 | 1,354 |
| Available-for-sale securities (fair market value) | $630,492,000 | 190 |
| Total debt securities | $613,746,000 | 219 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $659,330,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $994,499,000 | 152 |
| U.S. Government securities | $905,302,000 | 128 |
| U.S. Treasury securities | $279,609,000 | 34 |
| U.S. Government agency obligations | $625,693,000 | 164 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $70,988,000 | 206 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $70,988,000 | 88 |
| Foreign debt securities | $3,550,000 | 56 |
| Equity securities | $14,659,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $913,766,000 | 91 |
| Mortgage-backed securities | $368,800,000 | 212 |
| Certificates of participation in pools of residential mortgages | $368,800,000 | 129 |
| Issued or guaranteed by U.S. | $368,800,000 | 127 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $6,499,000 | 1,359 |
| Available-for-sale securities (fair market value) | $988,000,000 | 134 |
| Total debt securities | $979,840,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $569,513,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,694,088,000 | 108 |
| U.S. Government securities | $1,608,488,000 | 85 |
| U.S. Treasury securities | $214,000,000 | 35 |
| U.S. Government agency obligations | $1,394,488,000 | 90 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $67,772,000 | 226 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $67,772,000 | 93 |
| Foreign debt securities | $3,775,000 | 50 |
| Equity securities | $14,053,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $914,307,000 | 92 |
| Mortgage-backed securities | $1,174,064,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,174,064,000 | 63 |
| Issued or guaranteed by U.S. | $1,174,064,000 | 61 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $6,799,000 | 1,326 |
| Available-for-sale securities (fair market value) | $1,687,289,000 | 91 |
| Total debt securities | $1,680,035,000 | 106 |
| 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 | $1,765,186,000 | 108 |
| U.S. Government securities | $1,684,580,000 | 87 |
| U.S. Treasury securities | $212,544,000 | 33 |
| U.S. Government agency obligations | $1,472,036,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $62,472,000 | 260 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $62,472,000 | 98 |
| Foreign debt securities | $3,775,000 | 52 |
| Equity securities | $14,359,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,038,298,000 | 84 |
| Mortgage-backed securities | $1,250,468,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,250,468,000 | 57 |
| Issued or guaranteed by U.S. | $1,250,468,000 | 56 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $6,720,000 | 1,388 |
| Available-for-sale securities (fair market value) | $1,758,466,000 | 91 |
| Total debt securities | $1,750,829,000 | 108 |
| 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 | $1,482,838,000 | 120 |
| U.S. Government securities | $1,408,710,000 | 99 |
| U.S. Treasury securities | $26,955,000 | 124 |
| U.S. Government agency obligations | $1,381,755,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $56,397,000 | 298 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $56,397,000 | 109 |
| Foreign debt securities | $3,775,000 | 50 |
| Equity securities | $13,956,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,144,734,000 | 81 |
| Mortgage-backed securities | $1,358,587,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,358,587,000 | 59 |
| Issued or guaranteed by U.S. | $1,358,587,000 | 57 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $6,869,000 | 1,391 |
| Available-for-sale securities (fair market value) | $1,475,969,000 | 101 |
| Total debt securities | $1,468,881,000 | 120 |
| 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 | $1,667,855,000 | 113 |
| U.S. Government securities | $1,598,813,000 | 90 |
| U.S. Treasury securities | $27,388,000 | 108 |
| U.S. Government agency obligations | $1,571,425,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $51,365,000 | 302 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,365,000 | 114 |
| Foreign debt securities | $3,775,000 | 45 |
| Equity securities | $13,902,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,279,636,000 | 73 |
| Mortgage-backed securities | $1,528,116,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,528,116,000 | 55 |
| Issued or guaranteed by U.S. | $1,528,116,000 | 52 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,483,000 | 472 |
| Available-for-sale securities (fair market value) | $1,631,372,000 | 96 |
| Total debt securities | $1,653,952,000 | 110 |
| 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 | $1,735,951,000 | 104 |
| U.S. Government securities | $1,655,942,000 | 84 |
| U.S. Treasury securities | $27,652,000 | 91 |
| U.S. Government agency obligations | $1,628,290,000 | 81 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $62,945,000 | 266 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $62,945,000 | 97 |
| Foreign debt securities | $3,800,000 | 39 |
| Equity securities | $13,264,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,299,889,000 | 74 |
| Mortgage-backed securities | $1,584,829,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,584,829,000 | 52 |
| Issued or guaranteed by U.S. | $1,584,829,000 | 51 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,011,000 | 838 |
| Available-for-sale securities (fair market value) | $1,718,940,000 | 85 |
| Total debt securities | $1,722,688,000 | 101 |
| 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 | $1,827,567,000 | 98 |
| U.S. Government securities | $1,730,175,000 | 73 |
| U.S. Treasury securities | $26,907,000 | 85 |
| U.S. Government agency obligations | $1,703,268,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $79,291,000 | 242 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $79,291,000 | 83 |
| Foreign debt securities | $3,800,000 | 40 |
| Equity securities | $14,301,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,291,378,000 | 69 |
| Mortgage-backed securities | $1,635,130,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,635,130,000 | 47 |
| Issued or guaranteed by U.S. | $1,635,130,000 | 45 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,016,000 | 773 |
| Available-for-sale securities (fair market value) | $1,808,551,000 | 81 |
| Total debt securities | $1,813,266,000 | 96 |
| 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 | $1,969,805,000 | 96 |
| U.S. Government securities | $1,853,033,000 | 71 |
| U.S. Treasury securities | $36,537,000 | 66 |
| U.S. Government agency obligations | $1,816,496,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $81,296,000 | 245 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,296,000 | 92 |
| Foreign debt securities | $3,800,000 | 42 |
| Equity securities | $31,676,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,306,320,000 | 70 |
| Mortgage-backed securities | $1,704,758,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,704,758,000 | 48 |
| Issued or guaranteed by U.S. | $1,704,758,000 | 47 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,515,000 | 657 |
| Available-for-sale securities (fair market value) | $1,946,290,000 | 79 |
| Total debt securities | $1,938,129,000 | 97 |
| 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 | $2,019,422,000 | 103 |
| U.S. Government securities | $1,918,573,000 | 68 |
| U.S. Treasury securities | $10,192,000 | 174 |
| U.S. Government agency obligations | $1,908,381,000 | 66 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $83,516,000 | 236 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,516,000 | 93 |
| Foreign debt securities | $4,300,000 | 42 |
| Equity securities | $13,033,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,347,259,000 | 70 |
| Mortgage-backed securities | $1,780,122,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,780,122,000 | 46 |
| Issued or guaranteed by U.S. | $1,780,122,000 | 44 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,609,000 | 563 |
| Available-for-sale securities (fair market value) | $1,990,813,000 | 88 |
| Total debt securities | $2,006,387,000 | 102 |
| 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 | $2,067,216,000 | 99 |
| U.S. Government securities | $1,958,470,000 | 67 |
| U.S. Treasury securities | $20,044,000 | 123 |
| U.S. Government agency obligations | $1,938,426,000 | 65 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $91,399,000 | 213 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,399,000 | 83 |
| Foreign debt securities | $4,300,000 | 44 |
| Equity securities | $13,047,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,473,984,000 | 69 |
| Mortgage-backed securities | $1,761,961,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,761,961,000 | 47 |
| Issued or guaranteed by U.S. | $1,761,961,000 | 45 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,199,000 | 817 |
| Available-for-sale securities (fair market value) | $2,049,017,000 | 82 |
| Total debt securities | $2,054,168,000 | 98 |
| 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 | $2,211,628,000 | 94 |
| U.S. Government securities | $2,103,184,000 | 66 |
| U.S. Treasury securities | $19,969,000 | 132 |
| U.S. Government agency obligations | $2,083,215,000 | 63 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $91,273,000 | 203 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,273,000 | 80 |
| Foreign debt securities | $4,300,000 | 42 |
| Equity securities | $12,871,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,666,273,000 | 63 |
| Mortgage-backed securities | $1,789,935,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,789,935,000 | 47 |
| Issued or guaranteed by U.S. | $1,789,935,000 | 45 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,204,000 | 711 |
| Available-for-sale securities (fair market value) | $2,188,424,000 | 80 |
| Total debt securities | $2,198,757,000 | 92 |
| 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 | $2,277,654,000 | 94 |
| U.S. Government securities | $2,160,674,000 | 67 |
| U.S. Treasury securities | $20,012,000 | 146 |
| U.S. Government agency obligations | $2,140,662,000 | 67 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $99,632,000 | 199 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,632,000 | 76 |
| Foreign debt securities | $4,600,000 | 41 |
| Equity securities | $12,748,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,666,177,000 | 66 |
| Mortgage-backed securities | $1,864,069,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,864,069,000 | 43 |
| Issued or guaranteed by U.S. | $1,864,069,000 | 39 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,936,000 | 592 |
| Available-for-sale securities (fair market value) | $2,247,718,000 | 82 |
| Total debt securities | $2,264,905,000 | 92 |
| 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 | $2,324,809,000 | 95 |
| U.S. Government securities | $2,195,499,000 | 71 |
| U.S. Treasury securities | $19,919,000 | 156 |
| U.S. Government agency obligations | $2,175,580,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $111,831,000 | 188 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $111,831,000 | 71 |
| Foreign debt securities | $4,500,000 | 41 |
| Equity securities | $12,979,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,669,688,000 | 65 |
| Mortgage-backed securities | $1,935,445,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,935,445,000 | 40 |
| Issued or guaranteed by U.S. | $1,935,445,000 | 37 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,277,000 | 837 |
| Available-for-sale securities (fair market value) | $2,305,532,000 | 79 |
| Total debt securities | $2,311,830,000 | 93 |
| 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 | $2,307,799,000 | 101 |
| U.S. Government securities | $2,182,365,000 | 70 |
| U.S. Treasury securities | $19,831,000 | 177 |
| U.S. Government agency obligations | $2,162,534,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $110,972,000 | 188 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,972,000 | 76 |
| Foreign debt securities | $4,500,000 | 41 |
| Equity securities | $9,962,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,741,917,000 | 66 |
| Mortgage-backed securities | $1,932,940,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,932,940,000 | 42 |
| Issued or guaranteed by U.S. | $1,932,940,000 | 38 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,134,000 | 776 |
| Available-for-sale securities (fair market value) | $2,285,665,000 | 84 |
| Total debt securities | $2,297,842,000 | 100 |
| 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 | $2,323,909,000 | 98 |
| U.S. Government securities | $2,198,650,000 | 75 |
| U.S. Treasury securities | $19,762,000 | 181 |
| U.S. Government agency obligations | $2,178,888,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $110,829,000 | 195 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,829,000 | 80 |
| Foreign debt securities | $4,500,000 | 42 |
| Equity securities | $9,930,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,717,023,000 | 71 |
| Mortgage-backed securities | $2,023,269,000 | 77 |
| Certificates of participation in pools of residential mortgages | $2,023,269,000 | 44 |
| Issued or guaranteed by U.S. | $2,023,269,000 | 41 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,997,000 | 875 |
| Available-for-sale securities (fair market value) | $2,303,912,000 | 88 |
| Total debt securities | $2,313,979,000 | 99 |
| 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 | $2,278,125,000 | 103 |
| U.S. Government securities | $2,153,015,000 | 74 |
| U.S. Treasury securities | $19,962,000 | 189 |
| U.S. Government agency obligations | $2,133,053,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $110,870,000 | 187 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,870,000 | 71 |
| Foreign debt securities | $4,550,000 | 41 |
| Equity securities | $9,690,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,680,621,000 | 71 |
| Mortgage-backed securities | $2,056,727,000 | 75 |
| Certificates of participation in pools of residential mortgages | $2,056,727,000 | 41 |
| Issued or guaranteed by U.S. | $2,056,727,000 | 38 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,078,000 | 925 |
| Available-for-sale securities (fair market value) | $2,259,047,000 | 91 |
| Total debt securities | $2,268,435,000 | 103 |
| 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 | $2,288,569,000 | 105 |
| U.S. Government securities | $2,163,722,000 | 76 |
| U.S. Treasury securities | $19,856,000 | 201 |
| U.S. Government agency obligations | $2,143,866,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $110,471,000 | 188 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,471,000 | 77 |
| Foreign debt securities | $4,550,000 | 40 |
| Equity securities | $9,826,000 | 291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,710,423,000 | 70 |
| Mortgage-backed securities | $2,088,549,000 | 75 |
| Certificates of participation in pools of residential mortgages | $2,088,549,000 | 41 |
| Issued or guaranteed by U.S. | $2,088,549,000 | 39 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,039,000 | 1,003 |
| Available-for-sale securities (fair market value) | $2,271,530,000 | 90 |
| Total debt securities | $2,278,743,000 | 104 |
| 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 | $2,309,745,000 | 108 |
| U.S. Government securities | $2,185,073,000 | 82 |
| U.S. Treasury securities | $19,787,000 | 214 |
| U.S. Government agency obligations | $2,165,286,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $110,139,000 | 196 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,139,000 | 76 |
| Foreign debt securities | $4,550,000 | 40 |
| Equity securities | $9,983,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,541,626,000 | 74 |
| Mortgage-backed securities | $2,109,522,000 | 78 |
| Certificates of participation in pools of residential mortgages | $2,109,522,000 | 41 |
| Issued or guaranteed by U.S. | $2,109,522,000 | 40 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,244,000 | 884 |
| Available-for-sale securities (fair market value) | $2,288,501,000 | 91 |
| Total debt securities | $2,299,762,000 | 108 |
| 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 | $2,256,302,000 | 107 |
| U.S. Government securities | $2,132,167,000 | 82 |
| U.S. Treasury securities | $19,743,000 | 207 |
| U.S. Government agency obligations | $2,112,424,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $109,519,000 | 197 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $109,519,000 | 74 |
| Foreign debt securities | $4,550,000 | 42 |
| Equity securities | $10,066,000 | 299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,610,268,000 | 67 |
| Mortgage-backed securities | $2,066,256,000 | 79 |
| Certificates of participation in pools of residential mortgages | $2,066,256,000 | 43 |
| Issued or guaranteed by U.S. | $2,066,256,000 | 41 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,605,000 | 775 |
| Available-for-sale securities (fair market value) | $2,230,697,000 | 93 |
| Total debt securities | $2,246,236,000 | 107 |
| 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 | $2,370,235,000 | 105 |
| U.S. Government securities | $2,231,757,000 | 81 |
| U.S. Treasury securities | $19,775,000 | 220 |
| U.S. Government agency obligations | $2,211,982,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $123,649,000 | 185 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $123,649,000 | 67 |
| Foreign debt securities | $4,575,000 | 43 |
| Equity securities | $10,254,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,848,923,000 | 64 |
| Mortgage-backed securities | $2,165,247,000 | 77 |
| Certificates of participation in pools of residential mortgages | $2,165,247,000 | 42 |
| Issued or guaranteed by U.S. | $2,165,247,000 | 41 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,396,000 | 800 |
| Available-for-sale securities (fair market value) | $2,345,839,000 | 88 |
| Total debt securities | $2,359,981,000 | 105 |
| 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 | $2,402,101,000 | 100 |
| U.S. Government securities | $2,261,384,000 | 83 |
| U.S. Treasury securities | $19,700,000 | 229 |
| U.S. Government agency obligations | $2,241,684,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $125,248,000 | 183 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $125,248,000 | 69 |
| Foreign debt securities | $5,350,000 | 42 |
| Equity securities | $10,119,000 | 301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,780,540,000 | 66 |
| Mortgage-backed securities | $2,195,404,000 | 77 |
| Certificates of participation in pools of residential mortgages | $2,195,404,000 | 44 |
| Issued or guaranteed by U.S. | $2,195,404,000 | 41 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,362,000 | 849 |
| Available-for-sale securities (fair market value) | $2,378,739,000 | 86 |
| Total debt securities | $2,391,982,000 | 101 |
| 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 | $2,480,853,000 | 105 |
| U.S. Government securities | $2,340,960,000 | 87 |
| U.S. Treasury securities | $19,850,000 | 233 |
| U.S. Government agency obligations | $2,321,110,000 | 82 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $124,503,000 | 191 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $124,503,000 | 74 |
| Foreign debt securities | $5,125,000 | 44 |
| Equity securities | $10,265,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,815,075,000 | 72 |
| Mortgage-backed securities | $2,274,086,000 | 80 |
| Certificates of participation in pools of residential mortgages | $2,274,086,000 | 45 |
| Issued or guaranteed by U.S. | $2,274,086,000 | 42 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,617,000 | 718 |
| Available-for-sale securities (fair market value) | $2,451,236,000 | 89 |
| Total debt securities | $2,470,588,000 | 105 |
| 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 | $2,329,604,000 | 103 |
| U.S. Government securities | $2,189,088,000 | 86 |
| U.S. Treasury securities | $19,975,000 | 227 |
| U.S. Government agency obligations | $2,169,113,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $125,116,000 | 191 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $125,116,000 | 73 |
| Foreign debt securities | $5,125,000 | 44 |
| Equity securities | $10,275,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,702,639,000 | 72 |
| Mortgage-backed securities | $2,131,842,000 | 81 |
| Certificates of participation in pools of residential mortgages | $2,131,842,000 | 47 |
| Issued or guaranteed by U.S. | $2,131,842,000 | 43 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,319,000 | 577 |
| Available-for-sale securities (fair market value) | $2,290,285,000 | 92 |
| Total debt securities | $2,319,329,000 | 102 |
| 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 | $2,034,319,000 | 122 |
| U.S. Government securities | $1,894,705,000 | 99 |
| U.S. Treasury securities | $20,075,000 | 230 |
| U.S. Government agency obligations | $1,874,630,000 | 93 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $124,381,000 | 184 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $124,381,000 | 71 |
| Foreign debt securities | $5,125,000 | 43 |
| Equity securities | $10,108,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,336,587,000 | 84 |
| Mortgage-backed securities | $1,847,650,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,847,650,000 | 51 |
| Issued or guaranteed by U.S. | $1,847,650,000 | 46 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $76,609,000 | 304 |
| Available-for-sale securities (fair market value) | $1,957,710,000 | 111 |
| Total debt securities | $2,024,211,000 | 124 |
| 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 | $2,000,180,000 | 125 |
| U.S. Government securities | $1,859,833,000 | 99 |
| U.S. Treasury securities | $20,138,000 | 225 |
| U.S. Government agency obligations | $1,839,695,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $124,711,000 | 183 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $124,711,000 | 71 |
| Foreign debt securities | $5,225,000 | 48 |
| Equity securities | $10,411,000 | 382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,416,120,000 | 81 |
| Mortgage-backed securities | $1,809,573,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,809,573,000 | 52 |
| Issued or guaranteed by U.S. | $1,809,573,000 | 48 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $115,824,000 | 186 |
| Available-for-sale securities (fair market value) | $1,884,356,000 | 111 |
| Total debt securities | $1,989,769,000 | 123 |
| 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 | $1,998,379,000 | 121 |
| U.S. Government securities | $1,861,896,000 | 103 |
| U.S. Treasury securities | $20,163,000 | 244 |
| U.S. Government agency obligations | $1,841,733,000 | 96 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $120,806,000 | 164 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $120,806,000 | 83 |
| Foreign debt securities | $5,350,000 | 49 |
| Equity securities | $10,327,000 | 365 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,490,284,000 | 77 |
| Mortgage-backed securities | $1,811,331,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,811,331,000 | 51 |
| Issued or guaranteed by U.S. | $1,811,331,000 | 48 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $127,153,000 | 173 |
| Available-for-sale securities (fair market value) | $1,871,226,000 | 109 |
| Total debt securities | $1,988,051,000 | 121 |
| 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 | $2,134,940,000 | 116 |
| U.S. Government securities | $2,002,027,000 | 94 |
| U.S. Treasury securities | $20,213,000 | 248 |
| U.S. Government agency obligations | $1,981,814,000 | 90 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $117,781,000 | 161 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $117,781,000 | 86 |
| Foreign debt securities | $4,700,000 | 57 |
| Equity securities | $10,432,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,391,668,000 | 77 |
| Mortgage-backed securities | $1,921,965,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,921,965,000 | 47 |
| Issued or guaranteed by U.S. | $1,921,965,000 | 42 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $263,315,000 | 90 |
| Available-for-sale securities (fair market value) | $1,871,625,000 | 109 |
| Total debt securities | $2,124,508,000 | 117 |
| 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 | $2,443,557,000 | 100 |
| U.S. Government securities | $2,312,801,000 | 81 |
| U.S. Treasury securities | $20,251,000 | 247 |
| U.S. Government agency obligations | $2,292,550,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $114,796,000 | 166 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,796,000 | 89 |
| Foreign debt securities | $5,350,000 | 50 |
| Equity securities | $10,610,000 | 404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,204,409,000 | 81 |
| Mortgage-backed securities | $2,222,161,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,222,161,000 | 38 |
| Issued or guaranteed by U.S. | $2,222,161,000 | 35 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $309,902,000 | 76 |
| Available-for-sale securities (fair market value) | $2,133,655,000 | 102 |
| Total debt securities | $2,432,947,000 | 99 |
| 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 | $2,544,259,000 | 96 |
| U.S. Government securities | $2,413,736,000 | 75 |
| U.S. Treasury securities | $20,188,000 | 260 |
| U.S. Government agency obligations | $2,393,548,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $114,365,000 | 164 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,365,000 | 86 |
| Foreign debt securities | $5,350,000 | 50 |
| Equity securities | $10,808,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,199,433,000 | 84 |
| Mortgage-backed securities | $2,322,502,000 | 70 |
| Certificates of participation in pools of residential mortgages | $2,322,502,000 | 39 |
| Issued or guaranteed by U.S. | $2,322,502,000 | 35 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $421,965,000 | 62 |
| Available-for-sale securities (fair market value) | $2,122,294,000 | 103 |
| Total debt securities | $2,533,449,000 | 96 |
| 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 | $2,401,271,000 | 100 |
| U.S. Government securities | $2,272,272,000 | 80 |
| U.S. Treasury securities | $40,758,000 | 149 |
| U.S. Government agency obligations | $2,231,514,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $114,043,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,043,000 | 85 |
| Foreign debt securities | $4,275,000 | 52 |
| Equity securities | $10,681,000 | 395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,210,706,000 | 85 |
| Mortgage-backed securities | $2,160,074,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,160,074,000 | 41 |
| Issued or guaranteed by U.S. | $2,160,074,000 | 37 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $562,607,000 | 43 |
| Available-for-sale securities (fair market value) | $1,838,664,000 | 113 |
| Total debt securities | $2,390,591,000 | 98 |
| 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 | $1,935,452,000 | 109 |
| U.S. Government securities | $1,803,776,000 | 84 |
| U.S. Treasury securities | $16,171,000 | 308 |
| U.S. Government agency obligations | $1,787,605,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $116,924,000 | 159 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $116,924,000 | 77 |
| Foreign debt securities | $4,275,000 | 54 |
| Equity securities | $10,477,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,117,000 | 83 |
| Mortgage-backed securities | $1,727,045,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,727,045,000 | 48 |
| Issued or guaranteed by U.S. | $1,727,045,000 | 47 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $927,030,000 | 27 |
| Available-for-sale securities (fair market value) | $1,008,422,000 | 152 |
| Total debt securities | $1,924,976,000 | 108 |
| 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 | $1,886,830,000 | 106 |
| U.S. Government securities | $1,721,177,000 | 79 |
| U.S. Treasury securities | $30,735,000 | 238 |
| U.S. Government agency obligations | $1,690,442,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $122,368,000 | 152 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $122,368,000 | 90 |
| Foreign debt securities | $4,380,000 | 53 |
| Equity securities | $38,905,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $932,837,000 | 85 |
| Mortgage-backed securities | $1,406,837,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,406,837,000 | 44 |
| Issued or guaranteed by U.S. | $1,406,837,000 | 42 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $971,666,000 | 40 |
| Available-for-sale securities (fair market value) | $915,164,000 | 147 |
| Total debt securities | $1,847,925,000 | 104 |
| 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 | $1,816,491,000 | 109 |
| U.S. Government securities | $1,674,578,000 | 87 |
| U.S. Treasury securities | $25,602,000 | 377 |
| U.S. Government agency obligations | $1,648,976,000 | 77 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $109,115,000 | 176 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $109,115,000 | 102 |
| Foreign debt securities | $4,380,000 | 59 |
| Equity securities | $28,418,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $972,659,000 | 87 |
| Mortgage-backed securities | $1,396,953,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,396,953,000 | 52 |
| Issued or guaranteed by U.S. | $1,396,953,000 | 50 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,283,688,000 | 30 |
| Available-for-sale securities (fair market value) | $532,803,000 | 211 |
| Total debt securities | $1,788,073,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,650,188,000 | 110 |
| U.S. Government securities | $1,518,230,000 | 90 |
| U.S. Treasury securities | $31,154,000 | 446 |
| U.S. Government agency obligations | $1,487,076,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $109,278,000 | 151 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $109,278,000 | 86 |
| Foreign debt securities | $4,405,000 | 62 |
| Equity securities | $18,275,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $748,164,000 | 89 |
| Mortgage-backed securities | $1,389,587,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,389,587,000 | 54 |
| Issued or guaranteed by U.S. | $1,389,587,000 | 50 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,008,495,000 | 39 |
| Available-for-sale securities (fair market value) | $641,693,000 | 191 |
| Total debt securities | $1,631,913,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,681,431,000 | 104 |
| U.S. Government securities | $1,660,886,000 | 80 |
| U.S. Treasury securities | $35,103,000 | 536 |
| U.S. Government agency obligations | $1,625,783,000 | 64 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $615,000 | 2,162 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $615,000 | 1,708 |
| Foreign debt securities | $3,080,000 | 72 |
| Equity securities | $16,850,000 | 279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $758,381,000 | 87 |
| Mortgage-backed securities | $1,605,783,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,605,783,000 | 45 |
| Issued or guaranteed by U.S. | $1,605,783,000 | 39 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $881,916,000 | 49 |
| Available-for-sale securities (fair market value) | $799,515,000 | 147 |
| Total debt securities | $1,664,581,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $1,679,965,000 | 105 |
| U.S. Government securities | $1,662,347,000 | 85 |
| U.S. Treasury securities | $35,047,000 | 668 |
| U.S. Government agency obligations | $1,627,300,000 | 66 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $552,000 | 2,554 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $552,000 | 1,943 |
| Foreign debt securities | $3,330,000 | 82 |
| Equity securities | $13,736,000 | 316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $596,997,000 | 111 |
| Mortgage-backed securities | $1,587,310,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,587,310,000 | 41 |
| Issued or guaranteed by U.S. | $1,587,310,000 | 36 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $912,763,000 | 60 |
| Available-for-sale securities (fair market value) | $767,202,000 | 148 |
| Total debt securities | $1,666,229,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,574,516,000 | 119 |
| U.S. Government securities | $1,557,713,000 | 100 |
| U.S. Treasury securities | $200,658,000 | 142 |
| U.S. Government agency obligations | $1,357,055,000 | 82 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $497,000 | 3,237 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $497,000 | 2,545 |
| Foreign debt securities | $2,855,000 | 108 |
| Equity securities | $13,451,000 | 304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $584,442,000 | 118 |
| Mortgage-backed securities | $1,357,055,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,357,055,000 | 47 |
| Issued or guaranteed by U.S. | $1,357,055,000 | 43 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $733,881,000 | 75 |
| Available-for-sale securities (fair market value) | $840,635,000 | 151 |
| Total debt securities | $1,561,065,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,498,744,000 | 139 |
| U.S. Government securities | $1,482,759,000 | 110 |
| U.S. Treasury securities | $139,373,000 | 260 |
| U.S. Government agency obligations | $1,343,386,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $201,000 | 4,558 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 3,636 |
| Foreign debt securities | $2,505,000 | 117 |
| Equity securities | $13,279,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $709,312,000 | 105 |
| Mortgage-backed securities | $1,302,117,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,302,117,000 | 51 |
| Issued or guaranteed by U.S. | $1,302,117,000 | 41 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,094,568,000 | 115 |
| Available-for-sale securities (fair market value) | $404,176,000 | 179 |
| Total debt securities | $1,485,465,000 | 136 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,493,531,000 | 130 |
| U.S. Government securities | $1,476,894,000 | 103 |
| U.S. Treasury securities | $130,878,000 | 301 |
| U.S. Government agency obligations | $1,346,016,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $118,000 | 5,674 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $118,000 | 4,439 |
| Foreign debt securities | $2,105,000 | 128 |
| Equity securities | $14,414,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $715,197,000 | 99 |
| Mortgage-backed securities | $1,314,716,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,314,716,000 | 48 |
| Issued or guaranteed by U.S. | $1,314,716,000 | 38 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,479,117,000 | 130 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $1,604,592,000 | 95 |
| U.S. Government securities | $1,588,937,000 | 75 |
| U.S. Treasury securities | $162,304,000 | 239 |
| U.S. Government agency obligations | $1,426,633,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $81,000 | 6,879 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,000 | 5,365 |
| Foreign debt securities | $1,680,000 | 144 |
| Equity securities | $13,894,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $515,824,000 | 116 |
| Mortgage-backed securities | $1,426,633,000 | 57 |
| Certificates of participation in pools of residential mortgages | $1,426,633,000 | 31 |
| Issued or guaranteed by U.S. | $1,426,633,000 | 26 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,590,698,000 | 96 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |