Home > East West Bank > Securities
East West Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $9,169,036,000 | 49 |
| U.S. Government securities | $6,260,225,000 | 57 |
| U.S. Treasury securities | $1,589,923,000 | 40 |
| U.S. Government agency obligations | $4,670,302,000 | 61 |
| Securities issued by states & political subdivisions | $246,731,000 | 162 |
| Other domestic debt securities | $2,306,593,000 | 35 |
| Privately issued residential mortgage-backed securities | $553,671,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,300,000 | 96 |
| Structured financial products - Total | $740,478,000 | 35 |
| Other domestic debt securities - All other | $399,471,000 | 32 |
| Foreign debt securities | $330,828,000 | 17 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,020,944,000 | 41 |
| Mortgage-backed securities | $4,428,364,000 | 58 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,603,340,000 | 66 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $866,690,000 | 61 |
| Privately issued | $553,671,000 | 18 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $464,881,000 | 44 |
| Other commercial mortgage-backed securities | $939,782,000 | 39 |
| Held to maturity securities (book value) | $2,956,040,000 | 47 |
| Available-for-sale securities (fair market value) | $6,188,337,000 | 55 |
| Total debt securities | $9,144,377,000 | 49 |
| Structured notes | ||
| Amortized cost | $583,000,000 | 4 |
| Fair value | $456,481,000 | 4 |
| 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 | $9,027,673,000 | 52 |
| U.S. Government securities | $6,154,941,000 | 57 |
| U.S. Treasury securities | $1,432,270,000 | 42 |
| U.S. Government agency obligations | $4,722,671,000 | 60 |
| Securities issued by states & political subdivisions | $230,074,000 | 169 |
| Other domestic debt securities | $2,301,477,000 | 34 |
| Privately issued residential mortgage-backed securities | $570,787,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,757,000 | 93 |
| Structured financial products - Total | $738,394,000 | 36 |
| Other domestic debt securities - All other | $380,644,000 | 30 |
| Foreign debt securities | $317,580,000 | 16 |
| 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 | $7,043,443,000 | 39 |
| Mortgage-backed securities | $4,412,591,000 | 58 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,574,041,000 | 68 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $871,189,000 | 62 |
| Privately issued | $570,787,000 | 18 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $460,271,000 | 43 |
| Other commercial mortgage-backed securities | $936,303,000 | 38 |
| Held to maturity securities (book value) | $2,964,235,000 | 47 |
| Available-for-sale securities (fair market value) | $6,039,837,000 | 53 |
| Total debt securities | $9,004,072,000 | 51 |
| Structured notes | ||
| Amortized cost | $583,000,000 | 4 |
| Fair value | $425,618,000 | 5 |
| 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 | $8,987,350,000 | 54 |
| U.S. Government securities | $6,023,887,000 | 59 |
| U.S. Treasury securities | $1,238,500,000 | 48 |
| U.S. Government agency obligations | $4,785,387,000 | 64 |
| Securities issued by states & political subdivisions | $248,390,000 | 164 |
| Other domestic debt securities | $2,364,973,000 | 32 |
| Privately issued residential mortgage-backed securities | $608,574,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,875,000 | 90 |
| Structured financial products - Total | $738,116,000 | 36 |
| Other domestic debt securities - All other | $384,575,000 | 30 |
| Foreign debt securities | $325,941,000 | 16 |
| 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 | $7,205,857,000 | 39 |
| Mortgage-backed securities | $4,522,295,000 | 61 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,640,537,000 | 65 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $843,273,000 | 64 |
| Privately issued | $608,574,000 | 17 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $462,398,000 | 44 |
| Other commercial mortgage-backed securities | $967,513,000 | 37 |
| Held to maturity securities (book value) | $2,975,933,000 | 46 |
| Available-for-sale securities (fair market value) | $5,987,258,000 | 54 |
| Total debt securities | $8,963,191,000 | 53 |
| Structured notes | ||
| Amortized cost | $583,000,000 | 4 |
| Fair value | $446,916,000 | 4 |
| 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 | $9,318,710,000 | 54 |
| U.S. Government securities | $6,313,873,000 | 59 |
| U.S. Treasury securities | $1,442,414,000 | 46 |
| U.S. Government agency obligations | $4,871,459,000 | 61 |
| Securities issued by states & political subdivisions | $250,178,000 | 175 |
| Other domestic debt securities | $2,440,313,000 | 33 |
| Privately issued residential mortgage-backed securities | $638,409,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,307,000 | 92 |
| Structured financial products - Total | $741,319,000 | 36 |
| Other domestic debt securities - All other | $412,211,000 | 32 |
| Foreign debt securities | $289,925,000 | 18 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,340,803,000 | 37 |
| Mortgage-backed securities | $4,648,220,000 | 64 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,677,279,000 | 71 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $867,938,000 | 66 |
| Privately issued | $638,409,000 | 16 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $465,603,000 | 45 |
| Other commercial mortgage-backed securities | $998,991,000 | 39 |
| Held to maturity securities (book value) | $2,993,421,000 | 50 |
| Available-for-sale securities (fair market value) | $6,300,868,000 | 55 |
| Total debt securities | $9,294,289,000 | 53 |
| Structured notes | ||
| Amortized cost | $593,000,000 | 4 |
| Fair value | $461,784,000 | 4 |
| 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 | $9,060,815,000 | 60 |
| U.S. Government securities | $6,002,243,000 | 67 |
| U.S. Treasury securities | $1,130,284,000 | 55 |
| U.S. Government agency obligations | $4,871,959,000 | 66 |
| Securities issued by states & political subdivisions | $241,844,000 | 190 |
| Other domestic debt securities | $2,465,680,000 | 33 |
| Privately issued residential mortgage-backed securities | $649,224,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,076,000 | 87 |
| Structured financial products - Total | $737,854,000 | 35 |
| Other domestic debt securities - All other | $426,233,000 | 35 |
| Foreign debt securities | $327,094,000 | 17 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $794,229,000 | 142 |
| Mortgage-backed securities | $4,663,897,000 | 66 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,678,343,000 | 73 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $865,993,000 | 72 |
| Privately issued | $649,224,000 | 16 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $466,938,000 | 46 |
| Other commercial mortgage-backed securities | $1,003,399,000 | 40 |
| Held to maturity securities (book value) | $3,001,868,000 | 49 |
| Available-for-sale securities (fair market value) | $6,034,993,000 | 62 |
| Total debt securities | $9,036,861,000 | 59 |
| Structured notes | ||
| Amortized cost | $593,000,000 | 4 |
| Fair value | $450,043,000 | 4 |
| 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 | $8,942,594,000 | 61 |
| U.S. Government securities | $5,999,185,000 | 68 |
| U.S. Treasury securities | $1,123,390,000 | 56 |
| U.S. Government agency obligations | $4,875,795,000 | 66 |
| Securities issued by states & political subdivisions | $235,300,000 | 190 |
| Other domestic debt securities | $2,358,505,000 | 34 |
| Privately issued residential mortgage-backed securities | $671,538,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,870,000 | 79 |
| Structured financial products - Total | $590,415,000 | 34 |
| Other domestic debt securities - All other | $429,608,000 | 35 |
| Foreign debt securities | $325,767,000 | 18 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,216,903,000 | 97 |
| Mortgage-backed securities | $4,890,750,000 | 67 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,694,166,000 | 76 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $891,948,000 | 73 |
| Privately issued | $671,538,000 | 16 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $468,241,000 | 48 |
| Other commercial mortgage-backed securities | $1,164,857,000 | 41 |
| Held to maturity securities (book value) | $3,012,667,000 | 46 |
| Available-for-sale securities (fair market value) | $5,906,090,000 | 65 |
| Total debt securities | $8,918,757,000 | 60 |
| Structured notes | ||
| Amortized cost | $543,000,000 | 4 |
| Fair value | $398,700,000 | 4 |
| 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 | $9,308,581,000 | 60 |
| U.S. Government securities | $6,222,226,000 | 66 |
| U.S. Treasury securities | $1,146,038,000 | 54 |
| U.S. Government agency obligations | $5,076,188,000 | 66 |
| Securities issued by states & political subdivisions | $251,130,000 | 187 |
| Other domestic debt securities | $2,459,046,000 | 31 |
| Privately issued residential mortgage-backed securities | $726,989,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $67,350,000 | 78 |
| Structured financial products - Total | $596,371,000 | 24 |
| Other domestic debt securities - All other | $450,886,000 | 34 |
| Foreign debt securities | $351,404,000 | 16 |
| 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 | $1,294,604,000 | 98 |
| Mortgage-backed securities | $5,138,013,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,771,989,000 | 76 |
| Issued or guaranteed by U.S. | $1,771,989,000 | 76 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,672,351,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $945,362,000 | 73 |
| Privately issued | $726,989,000 | 15 |
| Commercial mortgage-backed securities | $1,693,673,000 | 48 |
| Commercial mortgage pass-through securities | $476,766,000 | 49 |
| Other commercial mortgage-backed securities | $1,216,907,000 | 46 |
| Held to maturity securities (book value) | $3,028,302,000 | 46 |
| Available-for-sale securities (fair market value) | $6,255,504,000 | 63 |
| Total debt securities | $9,283,806,000 | 60 |
| Structured notes | ||
| Amortized cost | $543,000,000 | 4 |
| Fair value | $429,930,000 | 4 |
| 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 | $9,752,627,000 | 59 |
| U.S. Government securities | $6,418,608,000 | 65 |
| U.S. Treasury securities | $1,157,963,000 | 52 |
| U.S. Government agency obligations | $5,260,645,000 | 70 |
| Securities issued by states & political subdivisions | $282,046,000 | 171 |
| Other domestic debt securities | $2,641,354,000 | 29 |
| Privately issued residential mortgage-backed securities | $806,782,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $71,362,000 | 74 |
| Structured financial products - Total | $611,803,000 | 20 |
| Other domestic debt securities - All other | $499,198,000 | 34 |
| Foreign debt securities | $385,125,000 | 15 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,870,000 | 162 |
| Mortgage-backed securities | $5,468,478,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,868,145,000 | 77 |
| Issued or guaranteed by U.S. | $1,868,145,000 | 77 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,831,835,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,025,053,000 | 72 |
| Privately issued | $806,782,000 | 15 |
| Commercial mortgage-backed securities | $1,768,498,000 | 48 |
| Commercial mortgage pass-through securities | $482,909,000 | 48 |
| Other commercial mortgage-backed securities | $1,285,589,000 | 43 |
| Held to maturity securities (book value) | $2,997,702,000 | 40 |
| Available-for-sale securities (fair market value) | $6,729,431,000 | 62 |
| Total debt securities | $9,727,133,000 | 59 |
| Structured notes | ||
| Amortized cost | $543,000,000 | 4 |
| Fair value | $481,963,000 | 4 |
| 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 | $9,991,957,000 | 55 |
| U.S. Government securities | $6,491,915,000 | 65 |
| U.S. Treasury securities | $1,032,681,000 | 48 |
| U.S. Government agency obligations | $5,459,234,000 | 67 |
| Securities issued by states & political subdivisions | $307,330,000 | 163 |
| Other domestic debt securities | $2,765,206,000 | 27 |
| Privately issued residential mortgage-backed securities | $881,931,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $74,558,000 | 80 |
| Structured financial products - Total | $589,950,000 | 20 |
| Other domestic debt securities - All other | $506,496,000 | 31 |
| Foreign debt securities | $400,902,000 | 15 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $803,896,000 | 132 |
| Mortgage-backed securities | $5,751,465,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,788,526,000 | 79 |
| Issued or guaranteed by U.S. | $1,788,526,000 | 79 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,021,688,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,139,757,000 | 69 |
| Privately issued | $881,931,000 | 14 |
| Commercial mortgage-backed securities | $1,941,251,000 | 44 |
| Commercial mortgage pass-through securities | $518,043,000 | 44 |
| Other commercial mortgage-backed securities | $1,423,208,000 | 38 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $9,965,353,000 | 49 |
| Total debt securities | $9,965,353,000 | 55 |
| Structured notes | ||
| Amortized cost | $543,000,000 | 4 |
| Fair value | $522,569,000 | 4 |
| 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 | $9,739,791,000 | 53 |
| U.S. Government securities | $6,370,364,000 | 63 |
| U.S. Treasury securities | $941,724,000 | 45 |
| U.S. Government agency obligations | $5,428,640,000 | 62 |
| Securities issued by states & political subdivisions | $312,638,000 | 149 |
| Other domestic debt securities | $2,632,473,000 | 26 |
| Privately issued residential mortgage-backed securities | $901,256,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $76,799,000 | 80 |
| Structured financial products - Total | $524,809,000 | 20 |
| Other domestic debt securities - All other | $475,988,000 | 30 |
| Foreign debt securities | $397,531,000 | 16 |
| 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 | $859,901,000 | 120 |
| Mortgage-backed securities | $5,620,408,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,524,819,000 | 85 |
| Issued or guaranteed by U.S. | $1,524,819,000 | 85 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,167,501,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,266,245,000 | 63 |
| Privately issued | $901,256,000 | 12 |
| Commercial mortgage-backed securities | $1,928,088,000 | 41 |
| Commercial mortgage pass-through securities | $492,549,000 | 40 |
| Other commercial mortgage-backed securities | $1,435,539,000 | 38 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $9,713,006,000 | 49 |
| Total debt securities | $9,713,006,000 | 53 |
| Structured notes | ||
| Amortized cost | $543,000,000 | 4 |
| Fair value | $523,594,000 | 4 |
| 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 | $8,426,279,000 | 58 |
| U.S. Government securities | $5,618,643,000 | 63 |
| U.S. Treasury securities | $836,940,000 | 45 |
| U.S. Government agency obligations | $4,781,703,000 | 65 |
| Securities issued by states & political subdivisions | $312,595,000 | 136 |
| Other domestic debt securities | $2,041,205,000 | 25 |
| Privately issued residential mortgage-backed securities | $772,474,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,829,000 | 93 |
| Structured financial products - Total | $291,529,000 | 23 |
| Other domestic debt securities - All other | $408,873,000 | 32 |
| Foreign debt securities | $427,017,000 | 15 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $618,081,000 | 153 |
| Mortgage-backed securities | $4,836,166,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,159,883,000 | 94 |
| Issued or guaranteed by U.S. | $1,159,883,000 | 94 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,981,143,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,208,669,000 | 61 |
| Privately issued | $772,474,000 | 13 |
| Commercial mortgage-backed securities | $1,695,140,000 | 45 |
| Commercial mortgage pass-through securities | $396,747,000 | 43 |
| Other commercial mortgage-backed securities | $1,298,393,000 | 41 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $8,399,460,000 | 50 |
| Total debt securities | $8,399,460,000 | 57 |
| Structured notes | ||
| Amortized cost | $418,000,000 | 4 |
| Fair value | $400,937,000 | 4 |
| 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 | $7,815,906,000 | 59 |
| U.S. Government securities | $5,437,144,000 | 64 |
| U.S. Treasury securities | $826,342,000 | 43 |
| U.S. Government agency obligations | $4,610,802,000 | 65 |
| Securities issued by states & political subdivisions | $310,406,000 | 131 |
| Other domestic debt securities | $1,626,154,000 | 29 |
| Privately issued residential mortgage-backed securities | $523,500,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $63,040,000 | 90 |
| Structured financial products - Total | $291,466,000 | 20 |
| Other domestic debt securities - All other | $357,462,000 | 32 |
| Foreign debt securities | $415,509,000 | 17 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $590,858,000 | 157 |
| Mortgage-backed securities | $4,330,983,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,176,766,000 | 90 |
| Issued or guaranteed by U.S. | $1,176,766,000 | 89 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,594,140,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,070,640,000 | 65 |
| Privately issued | $523,500,000 | 15 |
| Commercial mortgage-backed securities | $1,560,077,000 | 45 |
| Commercial mortgage pass-through securities | $355,883,000 | 43 |
| Other commercial mortgage-backed securities | $1,204,194,000 | 39 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $7,789,213,000 | 53 |
| Total debt securities | $7,789,213,000 | 60 |
| Structured notes | ||
| Amortized cost | $418,000,000 | 4 |
| Fair value | $393,506,000 | 4 |
| 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 | $5,575,930,000 | 74 |
| U.S. Government securities | $3,679,744,000 | 78 |
| U.S. Treasury securities | $50,761,000 | 137 |
| U.S. Government agency obligations | $3,628,983,000 | 71 |
| Securities issued by states & political subdivisions | $298,051,000 | 132 |
| Other domestic debt securities | $1,260,734,000 | 33 |
| Privately issued residential mortgage-backed securities | $289,775,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $63,231,000 | 88 |
| Structured financial products - Total | $287,494,000 | 19 |
| Other domestic debt securities - All other | $282,370,000 | 45 |
| Foreign debt securities | $306,129,000 | 19 |
| 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 | $588,484,000 | 151 |
| Mortgage-backed securities | $3,442,303,000 | 70 |
| Certificates of participation in pools of residential mortgages | $790,375,000 | 98 |
| Issued or guaranteed by U.S. | $790,375,000 | 97 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,160,294,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $870,519,000 | 72 |
| Privately issued | $289,775,000 | 19 |
| Commercial mortgage-backed securities | $1,491,634,000 | 47 |
| Commercial mortgage pass-through securities | $310,399,000 | 49 |
| Other commercial mortgage-backed securities | $1,181,235,000 | 41 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,544,658,000 | 65 |
| Total debt securities | $5,544,658,000 | 73 |
| Structured notes | ||
| Amortized cost | $243,000,000 | 5 |
| Fair value | $239,461,000 | 5 |
| 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 | $4,570,439,000 | 78 |
| U.S. Government securities | $2,983,178,000 | 83 |
| U.S. Treasury securities | $50,998,000 | 139 |
| U.S. Government agency obligations | $2,932,180,000 | 73 |
| Securities issued by states & political subdivisions | $254,626,000 | 148 |
| Other domestic debt securities | $1,093,972,000 | 35 |
| Privately issued residential mortgage-backed securities | $277,613,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $63,148,000 | 81 |
| Structured financial products - Total | $283,422,000 | 19 |
| Other domestic debt securities - All other | $176,464,000 | 58 |
| Foreign debt securities | $207,384,000 | 20 |
| 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 | $710,391,000 | 132 |
| Mortgage-backed securities | $2,776,056,000 | 73 |
| Certificates of participation in pools of residential mortgages | $433,280,000 | 146 |
| Issued or guaranteed by U.S. | $433,280,000 | 144 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,082,342,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $804,729,000 | 74 |
| Privately issued | $277,613,000 | 20 |
| Commercial mortgage-backed securities | $1,260,434,000 | 46 |
| Commercial mortgage pass-through securities | $270,466,000 | 52 |
| Other commercial mortgage-backed securities | $989,968,000 | 45 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,539,160,000 | 68 |
| Total debt securities | $4,539,160,000 | 77 |
| Structured notes | ||
| Amortized cost | $143,000,000 | 7 |
| Fair value | $141,779,000 | 7 |
| 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 | $3,915,716,000 | 84 |
| U.S. Government securities | $2,833,180,000 | 87 |
| U.S. Treasury securities | $251,201,000 | 64 |
| U.S. Government agency obligations | $2,581,979,000 | 88 |
| Securities issued by states & political subdivisions | $182,457,000 | 196 |
| Other domestic debt securities | $664,857,000 | 43 |
| Privately issued residential mortgage-backed securities | $114,338,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,619,000 | 75 |
| Structured financial products - Total | $273,979,000 | 19 |
| Other domestic debt securities - All other | $30,826,000 | 224 |
| Foreign debt securities | $204,080,000 | 19 |
| 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 | $745,163,000 | 122 |
| Mortgage-backed securities | $2,437,768,000 | 84 |
| Certificates of participation in pools of residential mortgages | $449,814,000 | 143 |
| Issued or guaranteed by U.S. | $449,814,000 | 140 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $945,419,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $831,081,000 | 74 |
| Privately issued | $114,338,000 | 28 |
| Commercial mortgage-backed securities | $1,042,535,000 | 50 |
| Commercial mortgage pass-through securities | $182,581,000 | 64 |
| Other commercial mortgage-backed securities | $859,954,000 | 42 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,884,574,000 | 71 |
| Total debt securities | $3,884,574,000 | 83 |
| Structured notes | ||
| Amortized cost | $60,000,000 | 11 |
| Fair value | $59,510,000 | 11 |
| 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 | $3,726,273,000 | 88 |
| U.S. Government securities | $2,620,151,000 | 94 |
| U.S. Treasury securities | $51,428,000 | 140 |
| U.S. Government agency obligations | $2,568,723,000 | 84 |
| Securities issued by states & political subdivisions | $278,083,000 | 108 |
| Other domestic debt securities | $513,188,000 | 49 |
| Privately issued residential mortgage-backed securities | $62,134,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,556,000 | 67 |
| Structured financial products - Total | $259,878,000 | 21 |
| Other domestic debt securities - All other | $10,963,000 | 412 |
| Foreign debt securities | $284,521,000 | 17 |
| 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 | $742,410,000 | 125 |
| Mortgage-backed securities | $2,231,106,000 | 90 |
| Certificates of participation in pools of residential mortgages | $473,115,000 | 128 |
| Issued or guaranteed by U.S. | $473,115,000 | 128 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $941,386,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $879,252,000 | 70 |
| Privately issued | $62,134,000 | 44 |
| Commercial mortgage-backed securities | $816,605,000 | 57 |
| Commercial mortgage pass-through securities | $181,521,000 | 63 |
| Other commercial mortgage-backed securities | $635,084,000 | 52 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $3,695,943,000 | 74 |
| Total debt securities | $3,695,943,000 | 87 |
| Structured notes | ||
| Amortized cost | $184,995,000 | 5 |
| Fair value | $184,947,000 | 5 |
| 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 | $3,348,887,000 | 91 |
| U.S. Government securities | $2,365,035,000 | 97 |
| U.S. Treasury securities | $176,422,000 | 75 |
| U.S. Government agency obligations | $2,188,613,000 | 94 |
| Securities issued by states & political subdivisions | $102,302,000 | 302 |
| Other domestic debt securities | $495,705,000 | 52 |
| Privately issued residential mortgage-backed securities | $46,548,000 | 72 |
| Commercial mortgage-backed securities - Total | $88,550,000 | 31 |
| Asset backed securities | $64,752,000 | 65 |
| Structured financial products - Total | $284,706,000 | 20 |
| Other domestic debt securities - All other | $11,149,000 | 391 |
| Foreign debt securities | $354,172,000 | 16 |
| 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 | $479,432,000 | 160 |
| Mortgage-backed securities | $1,742,466,000 | 103 |
| Certificates of participation in pools of residential mortgages | $208,094,000 | 236 |
| Issued or guaranteed by U.S. | $208,094,000 | 232 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $842,351,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $795,803,000 | 73 |
| Privately issued | $46,548,000 | 55 |
| Commercial mortgage-backed securities | $692,021,000 | 58 |
| Commercial mortgage pass-through securities | $137,806,000 | 76 |
| Other commercial mortgage-backed securities | $554,215,000 | 52 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $3,317,214,000 | 80 |
| Total debt securities | $3,317,214,000 | 91 |
| Structured notes | ||
| Amortized cost | $269,994,000 | 5 |
| Fair value | $269,543,000 | 5 |
| 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 | $3,315,758,000 | 90 |
| U.S. Government securities | $2,592,661,000 | 83 |
| U.S. Treasury securities | $426,113,000 | 54 |
| U.S. Government agency obligations | $2,166,548,000 | 92 |
| Securities issued by states & political subdivisions | $78,159,000 | 404 |
| Other domestic debt securities | $160,035,000 | 120 |
| Privately issued residential mortgage-backed securities | $31,495,000 | 89 |
| Commercial mortgage-backed securities - Total | $70,243,000 | 37 |
| Asset backed securities | $47,275,000 | 84 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $11,022,000 | 388 |
| Foreign debt securities | $453,179,000 | 15 |
| 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 | $524,413,000 | 142 |
| Mortgage-backed securities | $1,576,918,000 | 107 |
| Certificates of participation in pools of residential mortgages | $144,029,000 | 296 |
| Issued or guaranteed by U.S. | $144,029,000 | 289 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $812,853,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $781,358,000 | 77 |
| Privately issued | $31,495,000 | 65 |
| Commercial mortgage-backed securities | $620,036,000 | 60 |
| Commercial mortgage pass-through securities | $148,829,000 | 68 |
| Other commercial mortgage-backed securities | $471,207,000 | 58 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,284,034,000 | 76 |
| Total debt securities | $3,284,034,000 | 90 |
| Structured notes | ||
| Amortized cost | $369,948,000 | 5 |
| Fair value | $369,168,000 | 5 |
| 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 | $2,624,336,000 | 102 |
| U.S. Government securities | $1,886,908,000 | 108 |
| U.S. Treasury securities | $326,535,000 | 56 |
| U.S. Government agency obligations | $1,560,373,000 | 113 |
| Securities issued by states & political subdivisions | $87,529,000 | 353 |
| Other domestic debt securities | $134,060,000 | 127 |
| Privately issued residential mortgage-backed securities | $24,539,000 | 85 |
| Commercial mortgage-backed securities - Total | $70,549,000 | 38 |
| Asset backed securities | $27,816,000 | 100 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $11,156,000 | 387 |
| Foreign debt securities | $484,416,000 | 15 |
| 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 | $493,693,000 | 155 |
| Mortgage-backed securities | $1,413,494,000 | 111 |
| Certificates of participation in pools of residential mortgages | $138,147,000 | 309 |
| Issued or guaranteed by U.S. | $138,147,000 | 308 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $729,966,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $705,427,000 | 84 |
| Privately issued | $24,539,000 | 74 |
| Commercial mortgage-backed securities | $545,381,000 | 60 |
| Commercial mortgage pass-through securities | $97,713,000 | 82 |
| Other commercial mortgage-backed securities | $447,668,000 | 53 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,592,913,000 | 90 |
| Total debt securities | $2,592,913,000 | 102 |
| Structured notes | ||
| Amortized cost | $394,906,000 | 6 |
| Fair value | $390,141,000 | 6 |
| 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 | $2,671,095,000 | 106 |
| U.S. Government securities | $2,016,092,000 | 101 |
| U.S. Treasury securities | $520,440,000 | 51 |
| U.S. Government agency obligations | $1,495,652,000 | 116 |
| Securities issued by states & political subdivisions | $76,004,000 | 427 |
| Other domestic debt securities | $75,393,000 | 174 |
| Privately issued residential mortgage-backed securities | $9,455,000 | 154 |
| Commercial mortgage-backed securities - Total | $42,299,000 | 45 |
| Asset backed securities | $12,545,000 | 144 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $11,094,000 | 394 |
| Foreign debt securities | $472,669,000 | 15 |
| 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 | $448,964,000 | 173 |
| Mortgage-backed securities | $1,364,870,000 | 112 |
| Certificates of participation in pools of residential mortgages | $148,351,000 | 298 |
| Issued or guaranteed by U.S. | $148,351,000 | 298 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $747,929,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $738,474,000 | 77 |
| Privately issued | $9,455,000 | 110 |
| Commercial mortgage-backed securities | $468,590,000 | 67 |
| Commercial mortgage pass-through securities | $94,990,000 | 82 |
| Other commercial mortgage-backed securities | $373,600,000 | 56 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,640,158,000 | 92 |
| Total debt securities | $2,640,158,000 | 106 |
| Structured notes | ||
| Amortized cost | $394,875,000 | 6 |
| Fair value | $380,871,000 | 6 |
| 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 | $2,773,056,000 | 104 |
| U.S. Government securities | $2,137,284,000 | 97 |
| U.S. Treasury securities | $564,815,000 | 51 |
| U.S. Government agency obligations | $1,572,469,000 | 108 |
| Securities issued by states & political subdivisions | $82,020,000 | 401 |
| Other domestic debt securities | $59,495,000 | 199 |
| Privately issued residential mortgage-backed securities | $9,931,000 | 130 |
| Commercial mortgage-backed securities - Total | $26,052,000 | 54 |
| Asset backed securities | $12,643,000 | 138 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $10,869,000 | 400 |
| Foreign debt securities | $463,048,000 | 16 |
| 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 | $435,833,000 | 177 |
| Mortgage-backed securities | $1,391,279,000 | 109 |
| Certificates of participation in pools of residential mortgages | $145,434,000 | 301 |
| Issued or guaranteed by U.S. | $145,434,000 | 299 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $811,190,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $801,259,000 | 73 |
| Privately issued | $9,931,000 | 105 |
| Commercial mortgage-backed securities | $434,655,000 | 67 |
| Commercial mortgage pass-through securities | $93,466,000 | 79 |
| Other commercial mortgage-backed securities | $341,189,000 | 57 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $2,741,847,000 | 88 |
| Total debt securities | $2,741,847,000 | 105 |
| Structured notes | ||
| Amortized cost | $394,873,000 | 6 |
| Fair value | $373,972,000 | 6 |
| 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 | $2,707,359,000 | 98 |
| U.S. Government securities | $2,101,101,000 | 96 |
| U.S. Treasury securities | $603,926,000 | 47 |
| U.S. Government agency obligations | $1,497,175,000 | 107 |
| Securities issued by states & political subdivisions | $72,824,000 | 467 |
| Other domestic debt securities | $49,742,000 | 215 |
| Privately issued residential mortgage-backed securities | $10,362,000 | 112 |
| Commercial mortgage-backed securities - Total | $15,926,000 | 64 |
| Asset backed securities | $12,512,000 | 132 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $10,942,000 | 394 |
| Foreign debt securities | $452,843,000 | 16 |
| 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 | $429,823,000 | 182 |
| Mortgage-backed securities | $1,294,807,000 | 112 |
| Certificates of participation in pools of residential mortgages | $156,350,000 | 283 |
| Issued or guaranteed by U.S. | $156,350,000 | 282 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $757,460,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $747,098,000 | 76 |
| Privately issued | $10,362,000 | 101 |
| Commercial mortgage-backed securities | $380,997,000 | 72 |
| Commercial mortgage pass-through securities | $70,595,000 | 92 |
| Other commercial mortgage-backed securities | $310,402,000 | 58 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,676,510,000 | 84 |
| Total debt securities | $2,676,510,000 | 98 |
| Structured notes | ||
| Amortized cost | $394,868,000 | 6 |
| Fair value | $367,889,000 | 6 |
| 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 | $2,738,373,000 | 97 |
| U.S. Government securities | $2,142,996,000 | 92 |
| U.S. Treasury securities | $629,270,000 | 46 |
| U.S. Government agency obligations | $1,513,726,000 | 104 |
| Securities issued by states & political subdivisions | $73,619,000 | 486 |
| Other domestic debt securities | $31,396,000 | 318 |
| Privately issued residential mortgage-backed securities | $7,835,000 | 222 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $12,560,000 | 134 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $11,001,000 | 390 |
| Foreign debt securities | $459,433,000 | 15 |
| 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 | $436,773,000 | 181 |
| Mortgage-backed securities | $1,281,519,000 | 116 |
| Certificates of participation in pools of residential mortgages | $170,094,000 | 271 |
| Issued or guaranteed by U.S. | $170,094,000 | 270 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $774,188,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $766,353,000 | 72 |
| Privately issued | $7,835,000 | 114 |
| Commercial mortgage-backed securities | $337,237,000 | 76 |
| Commercial mortgage pass-through securities | $71,518,000 | 90 |
| Other commercial mortgage-backed securities | $265,719,000 | 62 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,707,444,000 | 80 |
| Total debt securities | $2,707,444,000 | 96 |
| Structured notes | ||
| Amortized cost | $394,865,000 | 6 |
| Fair value | $372,312,000 | 6 |
| 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 | $2,842,403,000 | 92 |
| U.S. Government securities | $2,214,133,000 | 91 |
| U.S. Treasury securities | $651,830,000 | 44 |
| U.S. Government agency obligations | $1,562,303,000 | 100 |
| Securities issued by states & political subdivisions | $74,076,000 | 478 |
| Other domestic debt securities | $44,262,000 | 233 |
| Privately issued residential mortgage-backed securities | $8,404,000 | 118 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $35,858,000 | 165 |
| Foreign debt securities | $478,945,000 | 15 |
| 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 | $498,658,000 | 164 |
| Mortgage-backed securities | $1,337,691,000 | 106 |
| Certificates of participation in pools of residential mortgages | $201,746,000 | 244 |
| Issued or guaranteed by U.S. | $201,746,000 | 242 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $796,111,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $787,707,000 | 68 |
| Privately issued | $8,404,000 | 113 |
| Commercial mortgage-backed securities | $339,834,000 | 73 |
| Commercial mortgage pass-through securities | $72,769,000 | 80 |
| Other commercial mortgage-backed securities | $267,065,000 | 61 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,811,416,000 | 78 |
| Total debt securities | $2,811,416,000 | 92 |
| Structured notes | ||
| Amortized cost | $374,861,000 | 6 |
| Fair value | $354,999,000 | 6 |
| 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 | $3,016,752,000 | 83 |
| U.S. Government securities | $2,352,900,000 | 84 |
| U.S. Treasury securities | $640,280,000 | 43 |
| U.S. Government agency obligations | $1,712,620,000 | 92 |
| Securities issued by states & political subdivisions | $99,982,000 | 351 |
| Other domestic debt securities | $46,120,000 | 219 |
| Privately issued residential mortgage-backed securities | $9,117,000 | 121 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $1,148,000 | 138 |
| Other domestic debt securities - All other | $35,855,000 | 165 |
| Foreign debt securities | $486,408,000 | 15 |
| Equity securities | $31,342,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $534,327,000 | 155 |
| Mortgage-backed securities | $1,518,345,000 | 96 |
| Certificates of participation in pools of residential mortgages | $216,902,000 | 219 |
| Issued or guaranteed by U.S. | $216,902,000 | 217 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $982,486,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $973,369,000 | 59 |
| Privately issued | $9,117,000 | 117 |
| Commercial mortgage-backed securities | $318,957,000 | 71 |
| Commercial mortgage pass-through securities | $69,387,000 | 82 |
| Other commercial mortgage-backed securities | $249,570,000 | 65 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $3,016,752,000 | 71 |
| Total debt securities | $2,985,409,000 | 84 |
| Structured notes | ||
| Amortized cost | $374,858,000 | 6 |
| Fair value | $357,290,000 | 6 |
| 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 | $2,956,674,000 | 82 |
| U.S. Government securities | $2,181,622,000 | 87 |
| U.S. Treasury securities | $526,332,000 | 44 |
| U.S. Government agency obligations | $1,655,290,000 | 97 |
| Securities issued by states & political subdivisions | $117,242,000 | 299 |
| Other domestic debt securities | $137,251,000 | 108 |
| Privately issued residential mortgage-backed securities | $9,695,000 | 121 |
| Commercial mortgage-backed securities - Total | $115,615,000 | 28 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $1,092,000 | 149 |
| Other domestic debt securities - All other | $10,849,000 | 410 |
| Foreign debt securities | $489,140,000 | 13 |
| Equity securities | $31,419,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $586,141,000 | 143 |
| Mortgage-backed securities | $1,591,415,000 | 93 |
| Certificates of participation in pools of residential mortgages | $231,647,000 | 210 |
| Issued or guaranteed by U.S. | $231,647,000 | 208 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $928,981,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $919,286,000 | 57 |
| Privately issued | $9,695,000 | 115 |
| Commercial mortgage-backed securities | $430,787,000 | 52 |
| Commercial mortgage pass-through securities | $70,202,000 | 88 |
| Other commercial mortgage-backed securities | $360,585,000 | 51 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,956,674,000 | 66 |
| Total debt securities | $2,925,255,000 | 81 |
| Structured notes | ||
| Amortized cost | $374,854,000 | 5 |
| Fair value | $359,882,000 | 5 |
| 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 | $2,933,786,000 | 85 |
| U.S. Government securities | $2,174,117,000 | 84 |
| U.S. Treasury securities | $546,857,000 | 46 |
| U.S. Government agency obligations | $1,627,260,000 | 95 |
| Securities issued by states & political subdivisions | $105,502,000 | 345 |
| Other domestic debt securities | $143,129,000 | 107 |
| Privately issued residential mortgage-backed securities | $10,210,000 | 121 |
| Commercial mortgage-backed securities - Total | $121,131,000 | 28 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $1,084,000 | 151 |
| Other domestic debt securities - All other | $10,704,000 | 420 |
| Foreign debt securities | $479,687,000 | 15 |
| Equity securities | $31,351,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $577,503,000 | 143 |
| Mortgage-backed securities | $1,585,016,000 | 90 |
| Certificates of participation in pools of residential mortgages | $247,527,000 | 201 |
| Issued or guaranteed by U.S. | $247,527,000 | 199 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $891,214,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $881,004,000 | 58 |
| Privately issued | $10,210,000 | 115 |
| Commercial mortgage-backed securities | $446,275,000 | 50 |
| Commercial mortgage pass-through securities | $70,481,000 | 83 |
| Other commercial mortgage-backed securities | $375,794,000 | 50 |
| Held to maturity securities (book value) | $121,131,000 | 230 |
| Available-for-sale securities (fair market value) | $2,812,655,000 | 74 |
| Total debt securities | $2,902,436,000 | 86 |
| Structured notes | ||
| Amortized cost | $384,851,000 | 5 |
| Fair value | $370,094,000 | 5 |
| 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 | $3,084,677,000 | 81 |
| U.S. Government securities | $2,325,999,000 | 82 |
| U.S. Treasury securities | $700,860,000 | 39 |
| U.S. Government agency obligations | $1,625,139,000 | 91 |
| Securities issued by states & political subdivisions | $147,069,000 | 223 |
| Other domestic debt securities | $154,665,000 | 106 |
| Privately issued residential mortgage-backed securities | $10,729,000 | 121 |
| Commercial mortgage-backed securities - Total | $132,497,000 | 27 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,065,000 | 144 |
| Other domestic debt securities - All other | $10,374,000 | 425 |
| Foreign debt securities | $425,868,000 | 14 |
| Equity securities | $31,076,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $640,853,000 | 136 |
| Mortgage-backed securities | $1,587,503,000 | 88 |
| Certificates of participation in pools of residential mortgages | $261,064,000 | 193 |
| Issued or guaranteed by U.S. | $261,064,000 | 191 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $929,420,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $918,691,000 | 58 |
| Privately issued | $10,729,000 | 116 |
| Commercial mortgage-backed securities | $397,019,000 | 55 |
| Commercial mortgage pass-through securities | $50,406,000 | 103 |
| Other commercial mortgage-backed securities | $346,613,000 | 50 |
| Held to maturity securities (book value) | $132,497,000 | 223 |
| Available-for-sale securities (fair market value) | $2,952,180,000 | 67 |
| Total debt securities | $3,053,601,000 | 80 |
| Structured notes | ||
| Amortized cost | $334,847,000 | 6 |
| Fair value | $316,361,000 | 6 |
| 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 | $3,470,428,000 | 71 |
| U.S. Government securities | $2,520,891,000 | 77 |
| U.S. Treasury securities | $720,479,000 | 41 |
| U.S. Government agency obligations | $1,800,412,000 | 87 |
| Securities issued by states & political subdivisions | $147,654,000 | 216 |
| Other domestic debt securities | $386,998,000 | 59 |
| Privately issued residential mortgage-backed securities | $11,477,000 | 124 |
| Commercial mortgage-backed securities - Total | $143,971,000 | 25 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $221,200,000 | 20 |
| Other domestic debt securities - All other | $10,350,000 | 416 |
| Foreign debt securities | $383,894,000 | 15 |
| Equity securities | $30,991,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $767,437,000 | 115 |
| Mortgage-backed securities | $1,680,994,000 | 86 |
| Certificates of participation in pools of residential mortgages | $306,285,000 | 166 |
| Issued or guaranteed by U.S. | $306,285,000 | 164 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $963,939,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $952,462,000 | 57 |
| Privately issued | $11,477,000 | 119 |
| Commercial mortgage-backed securities | $410,770,000 | 53 |
| Commercial mortgage pass-through securities | $50,416,000 | 100 |
| Other commercial mortgage-backed securities | $360,354,000 | 48 |
| Held to maturity securities (book value) | $143,971,000 | 201 |
| Available-for-sale securities (fair market value) | $3,326,457,000 | 61 |
| Total debt securities | $3,439,438,000 | 70 |
| Structured notes | ||
| Amortized cost | $334,844,000 | 5 |
| Fair value | $314,277,000 | 6 |
| 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 | $3,381,284,000 | 70 |
| U.S. Government securities | $2,361,435,000 | 74 |
| U.S. Treasury securities | $456,448,000 | 44 |
| U.S. Government agency obligations | $1,904,987,000 | 82 |
| Securities issued by states & political subdivisions | $152,293,000 | 207 |
| Other domestic debt securities | $498,183,000 | 48 |
| Privately issued residential mortgage-backed securities | $52,957,000 | 55 |
| Commercial mortgage-backed securities - Total | $154,461,000 | 25 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $280,822,000 | 18 |
| Other domestic debt securities - All other | $9,943,000 | 436 |
| Foreign debt securities | $337,434,000 | 17 |
| Equity securities | $31,939,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $955,691,000 | 101 |
| Mortgage-backed securities | $1,729,074,000 | 83 |
| Certificates of participation in pools of residential mortgages | $309,404,000 | 157 |
| Issued or guaranteed by U.S. | $309,404,000 | 154 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $938,391,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $885,434,000 | 59 |
| Privately issued | $52,957,000 | 53 |
| Commercial mortgage-backed securities | $481,279,000 | 45 |
| Commercial mortgage pass-through securities | $57,874,000 | 85 |
| Other commercial mortgage-backed securities | $423,405,000 | 45 |
| Held to maturity securities (book value) | $154,461,000 | 187 |
| Available-for-sale securities (fair market value) | $3,226,823,000 | 62 |
| Total debt securities | $3,349,345,000 | 70 |
| Structured notes | ||
| Amortized cost | $309,852,000 | 5 |
| Fair value | $307,105,000 | 5 |
| 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 | $3,390,602,000 | 71 |
| U.S. Government securities | $2,559,741,000 | 72 |
| U.S. Treasury securities | $488,560,000 | 40 |
| U.S. Government agency obligations | $2,071,181,000 | 77 |
| Securities issued by states & political subdivisions | $153,903,000 | 203 |
| Other domestic debt securities | $504,601,000 | 48 |
| Privately issued residential mortgage-backed securities | $55,975,000 | 57 |
| Commercial mortgage-backed securities - Total | $159,208,000 | 26 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $279,892,000 | 19 |
| Other domestic debt securities - All other | $9,526,000 | 446 |
| Foreign debt securities | $140,355,000 | 24 |
| Equity securities | $32,002,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,063,973,000 | 92 |
| Mortgage-backed securities | $1,582,435,000 | 87 |
| Certificates of participation in pools of residential mortgages | $350,505,000 | 150 |
| Issued or guaranteed by U.S. | $350,505,000 | 149 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $764,358,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $708,383,000 | 71 |
| Privately issued | $55,975,000 | 53 |
| Commercial mortgage-backed securities | $467,572,000 | 45 |
| Commercial mortgage pass-through securities | $58,496,000 | 77 |
| Other commercial mortgage-backed securities | $409,076,000 | 46 |
| Held to maturity securities (book value) | $159,208,000 | 189 |
| Available-for-sale securities (fair market value) | $3,231,394,000 | 61 |
| Total debt securities | $3,358,600,000 | 71 |
| Structured notes | ||
| Amortized cost | $224,843,000 | 7 |
| Fair value | $225,529,000 | 7 |
| 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 | $3,356,697,000 | 71 |
| U.S. Government securities | $2,567,194,000 | 74 |
| U.S. Treasury securities | $516,755,000 | 41 |
| U.S. Government agency obligations | $2,050,439,000 | 77 |
| Securities issued by states & political subdivisions | $159,426,000 | 186 |
| Other domestic debt securities | $508,080,000 | 47 |
| Privately issued residential mortgage-backed securities | $59,899,000 | 54 |
| Commercial mortgage-backed securities - Total | $160,135,000 | 26 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $278,983,000 | 18 |
| Other domestic debt securities - All other | $9,063,000 | 466 |
| Foreign debt securities | $90,298,000 | 28 |
| Equity securities | $31,699,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,112,585,000 | 92 |
| Mortgage-backed securities | $1,481,538,000 | 90 |
| Certificates of participation in pools of residential mortgages | $407,327,000 | 133 |
| Issued or guaranteed by U.S. | $407,327,000 | 132 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $587,089,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $527,190,000 | 85 |
| Privately issued | $59,899,000 | 52 |
| Commercial mortgage-backed securities | $487,122,000 | 42 |
| Commercial mortgage pass-through securities | $94,528,000 | 51 |
| Other commercial mortgage-backed securities | $392,594,000 | 46 |
| Held to maturity securities (book value) | $160,135,000 | 188 |
| Available-for-sale securities (fair market value) | $3,196,562,000 | 61 |
| Total debt securities | $3,324,999,000 | 70 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 170 |
| Fair value | $9,570,000 | 186 |
| 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 | $3,764,495,000 | 65 |
| U.S. Government securities | $3,116,463,000 | 66 |
| U.S. Treasury securities | $998,515,000 | 35 |
| U.S. Government agency obligations | $2,117,948,000 | 74 |
| Securities issued by states & political subdivisions | $175,649,000 | 165 |
| Other domestic debt securities | $351,468,000 | 63 |
| Privately issued residential mortgage-backed securities | $62,393,000 | 52 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $279,283,000 | 17 |
| Other domestic debt securities - All other | $9,792,000 | 427 |
| Foreign debt securities | $89,795,000 | 27 |
| Equity securities | $31,120,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $872,971,000 | 107 |
| Mortgage-backed securities | $1,411,492,000 | 93 |
| Certificates of participation in pools of residential mortgages | $412,423,000 | 131 |
| Issued or guaranteed by U.S. | $412,423,000 | 130 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $647,407,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $585,014,000 | 78 |
| Privately issued | $62,393,000 | 50 |
| Commercial mortgage-backed securities | $351,662,000 | 54 |
| Commercial mortgage pass-through securities | $116,442,000 | 40 |
| Other commercial mortgage-backed securities | $235,220,000 | 54 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $3,764,495,000 | 56 |
| Total debt securities | $3,733,373,000 | 65 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 53 |
| Fair value | $34,487,000 | 55 |
| 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 | $2,943,676,000 | 79 |
| U.S. Government securities | $2,482,433,000 | 76 |
| U.S. Treasury securities | $752,605,000 | 36 |
| U.S. Government agency obligations | $1,729,828,000 | 86 |
| Securities issued by states & political subdivisions | $206,825,000 | 127 |
| Other domestic debt securities | $157,422,000 | 103 |
| Privately issued residential mortgage-backed securities | $66,537,000 | 50 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $80,249,000 | 28 |
| Other domestic debt securities - All other | $10,636,000 | 411 |
| Foreign debt securities | $65,279,000 | 33 |
| Equity securities | $31,717,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,762,000 | 99 |
| Mortgage-backed securities | $1,094,522,000 | 109 |
| Certificates of participation in pools of residential mortgages | $373,627,000 | 140 |
| Issued or guaranteed by U.S. | $373,627,000 | 139 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $447,545,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $381,008,000 | 109 |
| Privately issued | $66,537,000 | 48 |
| Commercial mortgage-backed securities | $273,350,000 | 59 |
| Commercial mortgage pass-through securities | $105,106,000 | 37 |
| Other commercial mortgage-backed securities | $168,244,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,943,676,000 | 63 |
| Total debt securities | $2,911,960,000 | 80 |
| Structured notes | ||
| Amortized cost | $159,890,000 | 11 |
| Fair value | $159,360,000 | 11 |
| 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 | $2,973,425,000 | 76 |
| U.S. Government securities | $2,502,551,000 | 73 |
| U.S. Treasury securities | $1,200,111,000 | 28 |
| U.S. Government agency obligations | $1,302,440,000 | 108 |
| Securities issued by states & political subdivisions | $206,422,000 | 121 |
| Other domestic debt securities | $152,694,000 | 101 |
| Privately issued residential mortgage-backed securities | $61,907,000 | 50 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $80,645,000 | 28 |
| Other domestic debt securities - All other | $10,142,000 | 403 |
| Foreign debt securities | $80,730,000 | 30 |
| Equity securities | $31,028,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,713,769,000 | 64 |
| Mortgage-backed securities | $939,484,000 | 124 |
| Certificates of participation in pools of residential mortgages | $374,737,000 | 137 |
| Issued or guaranteed by U.S. | $374,737,000 | 135 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $377,359,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $315,452,000 | 123 |
| Privately issued | $61,907,000 | 48 |
| Commercial mortgage-backed securities | $187,388,000 | 71 |
| Commercial mortgage pass-through securities | $77,762,000 | 47 |
| Other commercial mortgage-backed securities | $109,626,000 | 68 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,973,425,000 | 61 |
| Total debt securities | $2,942,397,000 | 77 |
| Structured notes | ||
| Amortized cost | $94,777,000 | 27 |
| Fair value | $94,648,000 | 28 |
| 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 | $2,832,411,000 | 77 |
| U.S. Government securities | $2,407,278,000 | 74 |
| U.S. Treasury securities | $1,172,227,000 | 29 |
| U.S. Government agency obligations | $1,235,051,000 | 111 |
| Securities issued by states & political subdivisions | $191,246,000 | 130 |
| Other domestic debt securities | $141,578,000 | 106 |
| Privately issued residential mortgage-backed securities | $51,501,000 | 53 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $80,492,000 | 27 |
| Other domestic debt securities - All other | $9,585,000 | 422 |
| Foreign debt securities | $64,338,000 | 34 |
| Equity securities | $27,971,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,924,858,000 | 60 |
| Mortgage-backed securities | $874,587,000 | 126 |
| Certificates of participation in pools of residential mortgages | $397,188,000 | 134 |
| Issued or guaranteed by U.S. | $397,188,000 | 133 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $382,163,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $330,662,000 | 119 |
| Privately issued | $51,501,000 | 50 |
| Commercial mortgage-backed securities | $95,236,000 | 89 |
| Commercial mortgage pass-through securities | $47,533,000 | 64 |
| Other commercial mortgage-backed securities | $47,703,000 | 94 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,832,411,000 | 63 |
| Total debt securities | $2,804,440,000 | 77 |
| Structured notes | ||
| Amortized cost | $194,754,000 | 12 |
| Fair value | $194,997,000 | 12 |
| 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 | $2,610,481,000 | 82 |
| U.S. Government securities | $2,117,602,000 | 76 |
| U.S. Treasury securities | $873,435,000 | 31 |
| U.S. Government agency obligations | $1,244,167,000 | 107 |
| Securities issued by states & political subdivisions | $250,448,000 | 95 |
| Other domestic debt securities | $183,027,000 | 94 |
| Privately issued residential mortgage-backed securities | $53,917,000 | 53 |
| Commercial mortgage-backed securities - Total | $34,056,000 | 42 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $85,629,000 | 25 |
| Other domestic debt securities - All other | $9,425,000 | 429 |
| Foreign debt securities | $39,318,000 | 39 |
| Equity securities | $20,086,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,960,636,000 | 58 |
| Mortgage-backed securities | $1,021,117,000 | 111 |
| Certificates of participation in pools of residential mortgages | $414,181,000 | 129 |
| Issued or guaranteed by U.S. | $414,181,000 | 128 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $431,460,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $377,543,000 | 114 |
| Privately issued | $53,917,000 | 49 |
| Commercial mortgage-backed securities | $175,476,000 | 68 |
| Commercial mortgage pass-through securities | $42,970,000 | 72 |
| Other commercial mortgage-backed securities | $132,506,000 | 61 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $2,610,481,000 | 66 |
| Total debt securities | $2,590,396,000 | 82 |
| Structured notes | ||
| Amortized cost | $194,733,000 | 13 |
| Fair value | $194,211,000 | 13 |
| 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 | $2,555,849,000 | 82 |
| U.S. Government securities | $1,899,928,000 | 83 |
| U.S. Treasury securities | $603,647,000 | 31 |
| U.S. Government agency obligations | $1,296,281,000 | 102 |
| Securities issued by states & political subdivisions | $296,598,000 | 81 |
| Other domestic debt securities | $325,146,000 | 68 |
| Privately issued residential mortgage-backed securities | $55,258,000 | 49 |
| Commercial mortgage-backed securities - Total | $51,127,000 | 35 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $88,143,000 | 27 |
| Other domestic debt securities - All other | $130,618,000 | 69 |
| Foreign debt securities | $14,351,000 | 56 |
| Equity securities | $19,826,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,894,154,000 | 62 |
| Mortgage-backed securities | $989,685,000 | 111 |
| Certificates of participation in pools of residential mortgages | $399,181,000 | 128 |
| Issued or guaranteed by U.S. | $399,181,000 | 126 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $413,810,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $358,552,000 | 116 |
| Privately issued | $55,258,000 | 47 |
| Commercial mortgage-backed securities | $176,694,000 | 66 |
| Commercial mortgage pass-through securities | $55,418,000 | 58 |
| Other commercial mortgage-backed securities | $121,276,000 | 64 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,555,849,000 | 66 |
| Total debt securities | $2,536,023,000 | 82 |
| Structured notes | ||
| Amortized cost | $319,688,000 | 10 |
| Fair value | $316,161,000 | 10 |
| 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 | $2,454,825,000 | 86 |
| U.S. Government securities | $1,798,288,000 | 89 |
| U.S. Treasury securities | $449,311,000 | 33 |
| U.S. Government agency obligations | $1,348,977,000 | 103 |
| Securities issued by states & political subdivisions | $289,480,000 | 80 |
| Other domestic debt securities | $326,383,000 | 67 |
| Privately issued residential mortgage-backed securities | $57,205,000 | 51 |
| Commercial mortgage-backed securities - Total | $51,463,000 | 38 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $87,275,000 | 25 |
| Other domestic debt securities - All other | $130,440,000 | 67 |
| Foreign debt securities | $14,248,000 | 55 |
| Equity securities | $26,426,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,976,639,000 | 60 |
| Mortgage-backed securities | $1,019,047,000 | 114 |
| Certificates of participation in pools of residential mortgages | $421,633,000 | 126 |
| Issued or guaranteed by U.S. | $421,633,000 | 124 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $434,194,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $376,989,000 | 112 |
| Privately issued | $57,205,000 | 49 |
| Commercial mortgage-backed securities | $163,220,000 | 64 |
| Commercial mortgage pass-through securities | $38,706,000 | 71 |
| Other commercial mortgage-backed securities | $124,514,000 | 61 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $2,454,825,000 | 72 |
| Total debt securities | $2,428,402,000 | 87 |
| Structured notes | ||
| Amortized cost | $439,671,000 | 6 |
| Fair value | $436,161,000 | 7 |
| 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 | $2,401,200,000 | 88 |
| U.S. Government securities | $1,756,107,000 | 90 |
| U.S. Treasury securities | $428,253,000 | 31 |
| U.S. Government agency obligations | $1,327,854,000 | 101 |
| Securities issued by states & political subdivisions | $283,897,000 | 79 |
| Other domestic debt securities | $322,481,000 | 71 |
| Privately issued residential mortgage-backed securities | $57,008,000 | 51 |
| Commercial mortgage-backed securities - Total | $51,419,000 | 39 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $85,819,000 | 26 |
| Other domestic debt securities - All other | $128,235,000 | 71 |
| Foreign debt securities | $15,659,000 | 57 |
| Equity securities | $23,056,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,901,522,000 | 60 |
| Mortgage-backed securities | $1,051,596,000 | 112 |
| Certificates of participation in pools of residential mortgages | $434,212,000 | 119 |
| Issued or guaranteed by U.S. | $434,212,000 | 117 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $446,858,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $389,850,000 | 113 |
| Privately issued | $57,008,000 | 49 |
| Commercial mortgage-backed securities | $170,526,000 | 60 |
| Commercial mortgage pass-through securities | $39,011,000 | 68 |
| Other commercial mortgage-backed securities | $131,515,000 | 55 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $2,401,200,000 | 73 |
| Total debt securities | $2,378,144,000 | 87 |
| Structured notes | ||
| Amortized cost | $314,701,000 | 11 |
| Fair value | $306,565,000 | 11 |
| 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 | $2,664,605,000 | 78 |
| U.S. Government securities | $1,950,070,000 | 77 |
| U.S. Treasury securities | $491,632,000 | 24 |
| U.S. Government agency obligations | $1,458,438,000 | 97 |
| Securities issued by states & political subdivisions | $280,979,000 | 78 |
| Other domestic debt securities | $411,954,000 | 63 |
| Privately issued residential mortgage-backed securities | $46,328,000 | 58 |
| Commercial mortgage-backed securities - Total | $51,616,000 | 37 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $105,486,000 | 23 |
| Other domestic debt securities - All other | $208,524,000 | 48 |
| Foreign debt securities | $15,597,000 | 58 |
| Equity securities | $6,005,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,973,698,000 | 59 |
| Mortgage-backed securities | $1,162,059,000 | 105 |
| Certificates of participation in pools of residential mortgages | $461,269,000 | 114 |
| Issued or guaranteed by U.S. | $461,269,000 | 112 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $470,304,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $423,976,000 | 101 |
| Privately issued | $46,328,000 | 56 |
| Commercial mortgage-backed securities | $230,486,000 | 53 |
| Commercial mortgage pass-through securities | $39,144,000 | 64 |
| Other commercial mortgage-backed securities | $191,342,000 | 41 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $2,664,605,000 | 68 |
| Total debt securities | $2,658,600,000 | 78 |
| Structured notes | ||
| Amortized cost | $434,683,000 | 7 |
| Fair value | $421,913,000 | 7 |
| 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 | $2,894,376,000 | 73 |
| U.S. Government securities | $2,085,983,000 | 74 |
| U.S. Treasury securities | $525,707,000 | 19 |
| U.S. Government agency obligations | $1,560,276,000 | 91 |
| Securities issued by states & political subdivisions | $250,006,000 | 83 |
| Other domestic debt securities | $535,939,000 | 52 |
| Privately issued residential mortgage-backed securities | $14,691,000 | 138 |
| Commercial mortgage-backed securities - Total | $51,293,000 | 36 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $263,725,000 | 22 |
| Other domestic debt securities - All other | $206,230,000 | 50 |
| Foreign debt securities | $15,422,000 | 57 |
| Equity securities | $7,026,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,058,749,000 | 54 |
| Mortgage-backed securities | $1,223,199,000 | 104 |
| Certificates of participation in pools of residential mortgages | $554,986,000 | 101 |
| Issued or guaranteed by U.S. | $554,986,000 | 100 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $437,662,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $422,971,000 | 98 |
| Privately issued | $14,691,000 | 128 |
| Commercial mortgage-backed securities | $230,551,000 | 49 |
| Commercial mortgage pass-through securities | $39,928,000 | 63 |
| Other commercial mortgage-backed securities | $190,623,000 | 38 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,894,376,000 | 64 |
| Total debt securities | $2,887,350,000 | 73 |
| Structured notes | ||
| Amortized cost | $459,644,000 | 7 |
| Fair value | $448,313,000 | 7 |
| 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 | $2,670,099,000 | 79 |
| U.S. Government securities | $1,896,786,000 | 83 |
| U.S. Treasury securities | $515,762,000 | 20 |
| U.S. Government agency obligations | $1,381,024,000 | 103 |
| Securities issued by states & political subdivisions | $229,273,000 | 90 |
| Other domestic debt securities | $500,293,000 | 54 |
| Privately issued residential mortgage-backed securities | $15,203,000 | 139 |
| Commercial mortgage-backed securities - Total | $51,297,000 | 32 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $224,376,000 | 19 |
| Other domestic debt securities - All other | $209,417,000 | 48 |
| Foreign debt securities | $34,564,000 | 46 |
| Equity securities | $9,183,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,026,713,000 | 57 |
| Mortgage-backed securities | $1,197,269,000 | 105 |
| Certificates of participation in pools of residential mortgages | $551,173,000 | 104 |
| Issued or guaranteed by U.S. | $551,173,000 | 103 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $460,551,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $445,348,000 | 93 |
| Privately issued | $15,203,000 | 131 |
| Commercial mortgage-backed securities | $185,545,000 | 54 |
| Commercial mortgage pass-through securities | $37,607,000 | 63 |
| Other commercial mortgage-backed securities | $147,938,000 | 43 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,670,099,000 | 68 |
| Total debt securities | $2,660,916,000 | 78 |
| Structured notes | ||
| Amortized cost | $329,971,000 | 8 |
| Fair value | $318,924,000 | 8 |
| 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 | $2,602,052,000 | 81 |
| U.S. Government securities | $1,848,774,000 | 92 |
| U.S. Treasury securities | $470,764,000 | 24 |
| U.S. Government agency obligations | $1,378,010,000 | 102 |
| Securities issued by states & political subdivisions | $206,758,000 | 104 |
| Other domestic debt securities | $492,666,000 | 51 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $51,359,000 | 33 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $204,803,000 | 16 |
| Other domestic debt securities - All other | $236,504,000 | 45 |
| Foreign debt securities | $34,525,000 | 42 |
| Equity securities | $19,329,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,633,000 | 57 |
| Mortgage-backed securities | $1,231,832,000 | 102 |
| Certificates of participation in pools of residential mortgages | $602,987,000 | 99 |
| Issued or guaranteed by U.S. | $602,987,000 | 98 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $432,441,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $432,441,000 | 96 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $196,404,000 | 51 |
| Commercial mortgage pass-through securities | $47,694,000 | 52 |
| Other commercial mortgage-backed securities | $148,710,000 | 40 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,602,052,000 | 69 |
| Total debt securities | $2,582,723,000 | 82 |
| Structured notes | ||
| Amortized cost | $269,958,000 | 9 |
| Fair value | $264,724,000 | 9 |
| 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 | $2,610,556,000 | 81 |
| U.S. Government securities | $1,983,269,000 | 83 |
| U.S. Treasury securities | $460,677,000 | 24 |
| U.S. Government agency obligations | $1,522,592,000 | 99 |
| Securities issued by states & political subdivisions | $167,094,000 | 140 |
| Other domestic debt securities | $417,063,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $17,084,000 | 48 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $104,758,000 | 15 |
| Other domestic debt securities - All other | $295,221,000 | 34 |
| Foreign debt securities | $33,935,000 | 39 |
| Equity securities | $9,195,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,828,518,000 | 60 |
| Mortgage-backed securities | $1,341,821,000 | 97 |
| Certificates of participation in pools of residential mortgages | $685,228,000 | 86 |
| Issued or guaranteed by U.S. | $685,228,000 | 85 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $458,844,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $458,844,000 | 92 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $197,749,000 | 46 |
| Commercial mortgage pass-through securities | $57,376,000 | 37 |
| Other commercial mortgage-backed securities | $140,373,000 | 36 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $2,610,556,000 | 69 |
| Total debt securities | $2,601,361,000 | 81 |
| Structured notes | ||
| Amortized cost | $319,933,000 | 6 |
| Fair value | $307,839,000 | 6 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,291,520,000 | 92 |
| U.S. Government securities | $1,670,731,000 | 94 |
| U.S. Treasury securities | $400,032,000 | 26 |
| U.S. Government agency obligations | $1,270,699,000 | 110 |
| Securities issued by states & political subdivisions | $113,597,000 | 219 |
| Other domestic debt securities | $359,073,000 | 70 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $17,000,000 | 52 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $3,849,000 | 93 |
| Other domestic debt securities - All other | $338,224,000 | 34 |
| Foreign debt securities | $88,763,000 | 31 |
| Equity securities | $59,356,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,637,869,000 | 62 |
| Mortgage-backed securities | $1,089,654,000 | 116 |
| Certificates of participation in pools of residential mortgages | $661,214,000 | 94 |
| Issued or guaranteed by U.S. | $661,214,000 | 92 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $342,616,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $342,616,000 | 129 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $85,824,000 | 60 |
| Commercial mortgage pass-through securities | $58,357,000 | 32 |
| Other commercial mortgage-backed securities | $27,467,000 | 75 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $2,291,520,000 | 75 |
| Total debt securities | $2,232,164,000 | 94 |
| Structured notes | ||
| Amortized cost | $364,893,000 | 4 |
| Fair value | $352,105,000 | 4 |
| 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 | $1,955,065,000 | 105 |
| U.S. Government securities | $1,356,846,000 | 112 |
| U.S. Treasury securities | $72,188,000 | 73 |
| U.S. Government agency obligations | $1,284,658,000 | 107 |
| Securities issued by states & political subdivisions | $65,782,000 | 444 |
| Other domestic debt securities | $334,929,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $2,422,000 | 112 |
| Other domestic debt securities - All other | $332,507,000 | 32 |
| Foreign debt securities | $110,554,000 | 29 |
| Equity securities | $86,954,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,714,329,000 | 59 |
| Mortgage-backed securities | $924,934,000 | 122 |
| Certificates of participation in pools of residential mortgages | $598,182,000 | 104 |
| Issued or guaranteed by U.S. | $598,182,000 | 103 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $267,874,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $267,874,000 | 160 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $58,878,000 | 63 |
| Commercial mortgage pass-through securities | $48,690,000 | 29 |
| Other commercial mortgage-backed securities | $10,188,000 | 100 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,955,065,000 | 84 |
| Total debt securities | $1,868,111,000 | 107 |
| Structured notes | ||
| Amortized cost | $502,990,000 | 2 |
| Fair value | $474,717,000 | 2 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,716,285,000 | 75 |
| U.S. Government securities | $1,508,955,000 | 108 |
| U.S. Treasury securities | $20,618,000 | 158 |
| U.S. Government agency obligations | $1,488,337,000 | 102 |
| Securities issued by states & political subdivisions | $82,772,000 | 311 |
| Other domestic debt securities | $860,920,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $2,247,000 | 117 |
| Other domestic debt securities - All other | $858,673,000 | 14 |
| Foreign debt securities | $248,498,000 | 21 |
| Equity securities | $15,140,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,857,614,000 | 58 |
| Mortgage-backed securities | $974,015,000 | 119 |
| Certificates of participation in pools of residential mortgages | $514,661,000 | 117 |
| Issued or guaranteed by U.S. | $514,661,000 | 116 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $409,973,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $409,973,000 | 112 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $49,381,000 | 65 |
| Commercial mortgage pass-through securities | $49,381,000 | 24 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $2,716,285,000 | 67 |
| Total debt securities | $2,701,145,000 | 76 |
| Structured notes | ||
| Amortized cost | $674,440,000 | 2 |
| Fair value | $636,362,000 | 2 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $3,073,201,000 | 71 |
| U.S. Government securities | $1,640,389,000 | 93 |
| U.S. Treasury securities | $20,725,000 | 154 |
| U.S. Government agency obligations | $1,619,664,000 | 89 |
| Securities issued by states & political subdivisions | $79,947,000 | 321 |
| Other domestic debt securities | $1,095,805,000 | 38 |
| 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 | $2,291,000 | 110 |
| Other domestic debt securities - All other | $1,093,514,000 | 12 |
| Foreign debt securities | $250,874,000 | 18 |
| Equity securities | $6,186,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,186,792,000 | 48 |
| Mortgage-backed securities | $1,043,085,000 | 114 |
| Certificates of participation in pools of residential mortgages | $550,323,000 | 109 |
| Issued or guaranteed by U.S. | $550,323,000 | 109 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $443,447,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $443,447,000 | 97 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $49,315,000 | 53 |
| Commercial mortgage pass-through securities | $49,315,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $3,073,201,000 | 64 |
| Total debt securities | $3,067,015,000 | 71 |
| Structured notes | ||
| Amortized cost | $849,305,000 | 2 |
| Fair value | $797,737,000 | 2 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $3,282,781,000 | 70 |
| U.S. Government securities | $1,774,363,000 | 91 |
| U.S. Treasury securities | $20,761,000 | 167 |
| U.S. Government agency obligations | $1,753,602,000 | 87 |
| Securities issued by states & political subdivisions | $77,466,000 | 313 |
| Other domestic debt securities | $1,159,923,000 | 39 |
| 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 | $2,355,000 | 112 |
| Other domestic debt securities - All other | $1,157,568,000 | 12 |
| Foreign debt securities | $262,289,000 | 19 |
| Equity securities | $8,740,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,321,315,000 | 46 |
| Mortgage-backed securities | $1,110,651,000 | 109 |
| Certificates of participation in pools of residential mortgages | $598,555,000 | 102 |
| Issued or guaranteed by U.S. | $598,555,000 | 99 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $462,266,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $462,266,000 | 94 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $49,830,000 | 44 |
| Commercial mortgage pass-through securities | $49,830,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $3,282,781,000 | 60 |
| Total debt securities | $3,274,042,000 | 70 |
| Structured notes | ||
| Amortized cost | $874,453,000 | 2 |
| Fair value | $838,036,000 | 2 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $3,209,410,000 | 70 |
| U.S. Government securities | $2,015,893,000 | 79 |
| U.S. Treasury securities | $20,625,000 | 187 |
| U.S. Government agency obligations | $1,995,268,000 | 77 |
| Securities issued by states & political subdivisions | $32,881,000 | 881 |
| Other domestic debt securities | $852,931,000 | 44 |
| 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 | $2,453,000 | 114 |
| Other domestic debt securities - All other | $850,478,000 | 16 |
| Foreign debt securities | $298,951,000 | 17 |
| Equity securities | $8,754,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,548,260,000 | 42 |
| Mortgage-backed securities | $789,648,000 | 127 |
| Certificates of participation in pools of residential mortgages | $490,333,000 | 114 |
| Issued or guaranteed by U.S. | $490,333,000 | 113 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $274,980,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $274,980,000 | 136 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $24,335,000 | 56 |
| Commercial mortgage pass-through securities | $24,335,000 | 25 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $3,209,410,000 | 63 |
| Total debt securities | $3,200,655,000 | 70 |
| Structured notes | ||
| Amortized cost | $1,064,780,000 | 3 |
| Fair value | $1,063,145,000 | 3 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $3,123,375,000 | 70 |
| U.S. Government securities | $1,817,284,000 | 88 |
| U.S. Treasury securities | $20,345,000 | 208 |
| U.S. Government agency obligations | $1,796,939,000 | 86 |
| Securities issued by states & political subdivisions | $15,857,000 | 1,805 |
| Other domestic debt securities | $808,741,000 | 46 |
| Privately issued residential mortgage-backed securities | $771,000 | 913 |
| Commercial mortgage-backed securities - Total | $5,900,000 | 46 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $2,379,000 | 111 |
| Other domestic debt securities - All other | $799,691,000 | 17 |
| Foreign debt securities | $286,518,000 | 19 |
| Equity securities | $194,975,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,288,151,000 | 50 |
| Mortgage-backed securities | $374,298,000 | 230 |
| Certificates of participation in pools of residential mortgages | $265,817,000 | 178 |
| Issued or guaranteed by U.S. | $265,046,000 | 177 |
| Privately issued | $771,000 | 84 |
| Collaterized mortgage obligations | $84,084,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $84,084,000 | 317 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $24,397,000 | 52 |
| Commercial mortgage pass-through securities | $24,397,000 | 23 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $3,123,375,000 | 63 |
| Total debt securities | $2,928,400,000 | 71 |
| Structured notes | ||
| Amortized cost | $1,259,806,000 | 3 |
| Fair value | $1,240,167,000 | 3 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,890,949,000 | 74 |
| U.S. Government securities | $1,660,634,000 | 89 |
| U.S. Treasury securities | $20,455,000 | 206 |
| U.S. Government agency obligations | $1,640,179,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $884,139,000 | 45 |
| Privately issued residential mortgage-backed securities | $6,254,000 | 470 |
| Commercial mortgage-backed securities - Total | $19,132,000 | 48 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $12,061,000 | 47 |
| Other domestic debt securities - All other | $846,692,000 | 19 |
| Foreign debt securities | $328,604,000 | 17 |
| Equity securities | $17,572,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,893,272,000 | 56 |
| Mortgage-backed securities | $332,100,000 | 250 |
| Certificates of participation in pools of residential mortgages | $306,714,000 | 152 |
| Issued or guaranteed by U.S. | $306,714,000 | 151 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,254,000 | 1,830 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $6,254,000 | 450 |
| Commercial mortgage-backed securities | $19,132,000 | 48 |
| Commercial mortgage pass-through securities | $19,132,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $2,890,949,000 | 66 |
| Total debt securities | $2,873,378,000 | 74 |
| Structured notes | ||
| Amortized cost | $1,158,381,000 | 3 |
| Fair value | $1,141,606,000 | 3 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,908,127,000 | 72 |
| U.S. Government securities | $1,568,285,000 | 87 |
| U.S. Treasury securities | $21,740,000 | 191 |
| U.S. Government agency obligations | $1,546,545,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,013,778,000 | 43 |
| Privately issued residential mortgage-backed securities | $12,834,000 | 349 |
| Commercial mortgage-backed securities - Total | $19,791,000 | 44 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $2,153,000 | 125 |
| Other domestic debt securities - All other | $979,000,000 | 18 |
| Foreign debt securities | $324,206,000 | 16 |
| Equity securities | $1,858,000 | 489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,001,579,000 | 50 |
| Mortgage-backed securities | $372,336,000 | 209 |
| Certificates of participation in pools of residential mortgages | $339,711,000 | 129 |
| Issued or guaranteed by U.S. | $339,711,000 | 127 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,834,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $12,834,000 | 333 |
| Commercial mortgage-backed securities | $19,791,000 | 44 |
| Commercial mortgage pass-through securities | $19,791,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $2,908,127,000 | 65 |
| Total debt securities | $2,906,264,000 | 71 |
| Structured notes | ||
| Amortized cost | $978,519,000 | 3 |
| Fair value | $981,782,000 | 3 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $2,081,911,000 | 89 |
| U.S. Government securities | $1,348,265,000 | 100 |
| U.S. Treasury securities | $55,867,000 | 97 |
| U.S. Government agency obligations | $1,292,398,000 | 100 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $607,933,000 | 55 |
| Privately issued residential mortgage-backed securities | $12,506,000 | 377 |
| Commercial mortgage-backed securities - Total | $24,829,000 | 38 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $12,883,000 | 47 |
| Other domestic debt securities - All other | $557,715,000 | 22 |
| Foreign debt securities | $75,165,000 | 23 |
| Equity securities | $50,548,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,776,211,000 | 55 |
| Mortgage-backed securities | $431,288,000 | 185 |
| Certificates of participation in pools of residential mortgages | $393,953,000 | 119 |
| Issued or guaranteed by U.S. | $393,953,000 | 118 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $12,506,000 | 1,243 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $12,506,000 | 362 |
| Commercial mortgage-backed securities | $24,829,000 | 38 |
| Commercial mortgage pass-through securities | $24,829,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $2,081,911,000 | 77 |
| Total debt securities | $2,031,364,000 | 90 |
| Structured notes | ||
| Amortized cost | $691,393,000 | 3 |
| Fair value | $693,447,000 | 3 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,149,846,000 | 85 |
| U.S. Government securities | $1,788,680,000 | 79 |
| U.S. Treasury securities | $53,952,000 | 96 |
| U.S. Government agency obligations | $1,734,728,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $353,756,000 | 73 |
| Privately issued residential mortgage-backed securities | $12,202,000 | 405 |
| Commercial mortgage-backed securities - Total | $26,101,000 | 38 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $3,537,000 | 107 |
| Other domestic debt securities - All other | $311,916,000 | 33 |
| Foreign debt securities | $5,582,000 | 49 |
| Equity securities | $1,828,000 | 516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,511,643,000 | 63 |
| Mortgage-backed securities | $716,630,000 | 131 |
| Certificates of participation in pools of residential mortgages | $461,136,000 | 107 |
| Issued or guaranteed by U.S. | $461,136,000 | 105 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $229,393,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $217,191,000 | 140 |
| Privately issued | $12,202,000 | 386 |
| Commercial mortgage-backed securities | $26,101,000 | 38 |
| Commercial mortgage pass-through securities | $26,101,000 | 17 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $2,149,846,000 | 74 |
| Total debt securities | $2,148,017,000 | 86 |
| Structured notes | ||
| Amortized cost | $911,606,000 | 3 |
| Fair value | $908,712,000 | 3 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,687,190,000 | 75 |
| U.S. Government securities | $1,849,864,000 | 79 |
| U.S. Treasury securities | $303,472,000 | 29 |
| U.S. Government agency obligations | $1,546,392,000 | 85 |
| Securities issued by states & political subdivisions | $54,689,000 | 374 |
| Other domestic debt securities | $597,344,000 | 60 |
| Privately issued residential mortgage-backed securities | $137,127,000 | 80 |
| Commercial mortgage-backed securities - Total | $26,355,000 | 39 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $2,933,000 | 123 |
| Other domestic debt securities - All other | $430,929,000 | 26 |
| Foreign debt securities | $33,481,000 | 29 |
| Equity securities | $151,812,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,110,765,000 | 48 |
| Mortgage-backed securities | $887,829,000 | 111 |
| Certificates of participation in pools of residential mortgages | $494,313,000 | 108 |
| Issued or guaranteed by U.S. | $494,313,000 | 106 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $367,161,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $230,034,000 | 128 |
| Privately issued | $137,127,000 | 77 |
| Commercial mortgage-backed securities | $26,355,000 | 39 |
| Commercial mortgage pass-through securities | $26,355,000 | 18 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,687,190,000 | 65 |
| Total debt securities | $2,535,378,000 | 79 |
| Structured notes | ||
| Amortized cost | $661,313,000 | 3 |
| Fair value | $651,797,000 | 3 |
| 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 | $2,697,534,000 | 80 |
| U.S. Government securities | $1,503,961,000 | 93 |
| U.S. Treasury securities | $2,215,000 | 533 |
| U.S. Government agency obligations | $1,501,746,000 | 89 |
| Securities issued by states & political subdivisions | $54,044,000 | 375 |
| Other domestic debt securities | $644,533,000 | 61 |
| Privately issued residential mortgage-backed securities | $148,021,000 | 84 |
| Commercial mortgage-backed securities - Total | $26,980,000 | 44 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $6,351,000 | 96 |
| Other domestic debt securities - All other | $463,181,000 | 26 |
| Foreign debt securities | $31,043,000 | 26 |
| Equity securities | $463,953,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,787,308,000 | 63 |
| Mortgage-backed securities | $947,374,000 | 113 |
| Certificates of participation in pools of residential mortgages | $580,243,000 | 102 |
| Issued or guaranteed by U.S. | $580,243,000 | 100 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $340,151,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $192,130,000 | 138 |
| Privately issued | $148,021,000 | 81 |
| Commercial mortgage-backed securities | $26,980,000 | 44 |
| Commercial mortgage pass-through securities | $26,980,000 | 19 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $781,331,000 | 40 |
| Available-for-sale securities (fair market value) | $1,916,203,000 | 87 |
| Total debt securities | $2,233,582,000 | 95 |
| Structured notes | ||
| Amortized cost | $381,990,000 | 4 |
| Fair value | $381,278,000 | 4 |
| 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 | $2,600,782,000 | 85 |
| U.S. Government securities | $1,516,032,000 | 96 |
| U.S. Treasury securities | $2,514,000 | 486 |
| U.S. Government agency obligations | $1,513,518,000 | 91 |
| Securities issued by states & political subdivisions | $48,132,000 | 420 |
| Other domestic debt securities | $582,745,000 | 68 |
| Privately issued residential mortgage-backed securities | $129,772,000 | 100 |
| Commercial mortgage-backed securities - Total | $27,095,000 | 46 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $19,885,000 | 46 |
| Other domestic debt securities - All other | $405,993,000 | 27 |
| Foreign debt securities | $27,715,000 | 29 |
| Equity securities | $426,158,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,826,950,000 | 59 |
| Mortgage-backed securities | $964,147,000 | 115 |
| Certificates of participation in pools of residential mortgages | $612,366,000 | 105 |
| Issued or guaranteed by U.S. | $612,366,000 | 103 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $324,686,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $194,914,000 | 128 |
| Privately issued | $129,772,000 | 91 |
| Commercial mortgage-backed securities | $27,095,000 | 46 |
| Commercial mortgage pass-through securities | $27,095,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $794,840,000 | 34 |
| Available-for-sale securities (fair market value) | $1,805,942,000 | 92 |
| Total debt securities | $2,174,623,000 | 93 |
| Structured notes | ||
| Amortized cost | $241,990,000 | 5 |
| Fair value | $240,372,000 | 5 |
| 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 | $3,121,589,000 | 71 |
| U.S. Government securities | $1,539,813,000 | 92 |
| U.S. Treasury securities | $2,513,000 | 446 |
| U.S. Government agency obligations | $1,537,300,000 | 88 |
| Securities issued by states & political subdivisions | $31,065,000 | 686 |
| Other domestic debt securities | $1,128,481,000 | 43 |
| Privately issued residential mortgage-backed securities | $722,679,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $405,802,000 | 23 |
| Foreign debt securities | $26,933,000 | 25 |
| Equity securities | $395,297,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,768,808,000 | 63 |
| Mortgage-backed securities | $1,596,299,000 | 82 |
| Certificates of participation in pools of residential mortgages | $672,261,000 | 100 |
| Issued or guaranteed by U.S. | $672,261,000 | 97 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $924,038,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $201,359,000 | 126 |
| Privately issued | $722,679,000 | 34 |
| 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) | $734,799,000 | 33 |
| Available-for-sale securities (fair market value) | $2,386,790,000 | 77 |
| Total debt securities | $2,726,290,000 | 77 |
| Structured notes | ||
| Amortized cost | $156,990,000 | 8 |
| Fair value | $156,385,000 | 8 |
| 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 | $2,883,945,000 | 73 |
| U.S. Government securities | $1,406,498,000 | 89 |
| U.S. Treasury securities | $2,513,000 | 416 |
| U.S. Government agency obligations | $1,403,985,000 | 87 |
| Securities issued by states & political subdivisions | $5,772,000 | 2,937 |
| Other domestic debt securities | $743,755,000 | 51 |
| Privately issued residential mortgage-backed securities | $587,387,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $156,368,000 | 40 |
| Foreign debt securities | $2,580,000 | 44 |
| Equity securities | $725,340,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,670,695,000 | 67 |
| Mortgage-backed securities | $967,437,000 | 112 |
| Certificates of participation in pools of residential mortgages | $261,375,000 | 194 |
| Issued or guaranteed by U.S. | $261,375,000 | 189 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $706,062,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $118,675,000 | 189 |
| Privately issued | $587,387,000 | 38 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $122,317,000 | 167 |
| Available-for-sale securities (fair market value) | $2,761,628,000 | 63 |
| Total debt securities | $2,158,605,000 | 86 |
| 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 | $2,041,417,000 | 88 |
| U.S. Government securities | $1,340,679,000 | 87 |
| U.S. Treasury securities | $2,511,000 | 428 |
| U.S. Government agency obligations | $1,338,168,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $694,826,000 | 56 |
| Privately issued residential mortgage-backed securities | $630,777,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $64,049,000 | 99 |
| Foreign debt securities | $2,572,000 | 48 |
| Equity securities | $3,340,000 | 443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,504,344,000 | 67 |
| Mortgage-backed securities | $763,839,000 | 122 |
| Certificates of participation in pools of residential mortgages | $123,751,000 | 366 |
| Issued or guaranteed by U.S. | $123,751,000 | 361 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $640,088,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $9,311,000 | 1,023 |
| Privately issued | $630,777,000 | 38 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $2,041,417,000 | 74 |
| Total debt securities | $2,038,076,000 | 88 |
| 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 | $1,823,358,000 | 100 |
| U.S. Government securities | $1,072,861,000 | 103 |
| U.S. Treasury securities | $2,501,000 | 425 |
| U.S. Government agency obligations | $1,070,360,000 | 103 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $703,378,000 | 61 |
| Privately issued residential mortgage-backed securities | $645,707,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,671,000 | 112 |
| Foreign debt securities | $2,528,000 | 50 |
| Equity securities | $44,591,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,627,000 | 66 |
| Mortgage-backed securities | $805,927,000 | 119 |
| Certificates of participation in pools of residential mortgages | $150,848,000 | 303 |
| Issued or guaranteed by U.S. | $150,848,000 | 298 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $655,079,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $9,372,000 | 1,024 |
| Privately issued | $645,707,000 | 43 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $1,823,358,000 | 85 |
| Total debt securities | $1,778,768,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,741,201,000 | 109 |
| U.S. Government securities | $994,932,000 | 113 |
| U.S. Treasury securities | $2,509,000 | 448 |
| U.S. Government agency obligations | $992,423,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $697,066,000 | 59 |
| Privately issued residential mortgage-backed securities | $600,891,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $96,175,000 | 81 |
| Foreign debt securities | $2,503,000 | 52 |
| Equity securities | $46,700,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,570,335,000 | 64 |
| Mortgage-backed securities | $1,019,020,000 | 106 |
| Certificates of participation in pools of residential mortgages | $418,129,000 | 125 |
| Issued or guaranteed by U.S. | $418,129,000 | 119 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $600,891,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $600,891,000 | 46 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $1,741,201,000 | 95 |
| Total debt securities | $1,694,501,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,876,288,000 | 107 |
| U.S. Government securities | $965,924,000 | 122 |
| U.S. Treasury securities | $2,492,000 | 507 |
| U.S. Government agency obligations | $963,432,000 | 119 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $832,825,000 | 53 |
| Privately issued residential mortgage-backed securities | $719,648,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $113,177,000 | 70 |
| Foreign debt securities | $2,484,000 | 50 |
| Equity securities | $75,055,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,673,139,000 | 62 |
| Mortgage-backed securities | $1,256,590,000 | 93 |
| Certificates of participation in pools of residential mortgages | $536,942,000 | 103 |
| Issued or guaranteed by U.S. | $536,942,000 | 101 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $719,648,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $719,648,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,876,288,000 | 89 |
| Total debt securities | $1,801,232,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,958,296,000 | 104 |
| U.S. Government securities | $1,016,482,000 | 123 |
| U.S. Treasury securities | $2,495,000 | 534 |
| U.S. Government agency obligations | $1,013,987,000 | 120 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $908,626,000 | 54 |
| Privately issued residential mortgage-backed securities | $792,022,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $116,604,000 | 70 |
| Foreign debt securities | $2,464,000 | 50 |
| Equity securities | $30,724,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,604,343,000 | 65 |
| Mortgage-backed securities | $1,316,782,000 | 88 |
| Certificates of participation in pools of residential mortgages | $524,760,000 | 100 |
| Issued or guaranteed by U.S. | $524,760,000 | 98 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $792,022,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $792,022,000 | 40 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $1,958,296,000 | 91 |
| Total debt securities | $1,927,572,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,784,870,000 | 116 |
| U.S. Government securities | $821,152,000 | 146 |
| U.S. Treasury securities | $2,478,000 | 601 |
| U.S. Government agency obligations | $818,674,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $929,443,000 | 54 |
| Privately issued residential mortgage-backed securities | $824,339,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $105,104,000 | 74 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $34,275,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,409,150,000 | 74 |
| Mortgage-backed securities | $1,225,114,000 | 102 |
| Certificates of participation in pools of residential mortgages | $400,775,000 | 122 |
| Issued or guaranteed by U.S. | $400,775,000 | 116 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $824,339,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $824,339,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $1,784,870,000 | 100 |
| Total debt securities | $1,750,597,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,680,465,000 | 121 |
| U.S. Government securities | $685,747,000 | 169 |
| U.S. Treasury securities | $2,488,000 | 637 |
| U.S. Government agency obligations | $683,259,000 | 165 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $984,952,000 | 51 |
| Privately issued residential mortgage-backed securities | $879,693,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $105,259,000 | 74 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $9,766,000 | 289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,453,695,000 | 72 |
| Mortgage-backed securities | $1,066,948,000 | 106 |
| Certificates of participation in pools of residential mortgages | $187,255,000 | 224 |
| Issued or guaranteed by U.S. | $187,255,000 | 214 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $879,693,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $879,693,000 | 38 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,680,465,000 | 102 |
| Total debt securities | $1,670,699,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,647,080,000 | 121 |
| U.S. Government securities | $1,052,867,000 | 131 |
| U.S. Treasury securities | $2,477,000 | 692 |
| U.S. Government agency obligations | $1,050,390,000 | 129 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $589,592,000 | 63 |
| Privately issued residential mortgage-backed securities | $491,711,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $97,881,000 | 82 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $4,621,000 | 503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,505,739,000 | 73 |
| Mortgage-backed securities | $751,849,000 | 134 |
| Certificates of participation in pools of residential mortgages | $260,138,000 | 180 |
| Issued or guaranteed by U.S. | $260,138,000 | 172 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $491,711,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $491,711,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,647,080,000 | 104 |
| Total debt securities | $1,642,459,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,490,112,000 | 134 |
| U.S. Government securities | $1,220,153,000 | 124 |
| U.S. Treasury securities | $2,489,000 | 701 |
| U.S. Government agency obligations | $1,217,664,000 | 120 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $265,419,000 | 117 |
| Privately issued residential mortgage-backed securities | $200,471,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $64,948,000 | 116 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $4,540,000 | 500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,367,126,000 | 78 |
| Mortgage-backed securities | $305,216,000 | 241 |
| Certificates of participation in pools of residential mortgages | $104,745,000 | 377 |
| Issued or guaranteed by U.S. | $104,745,000 | 371 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $200,471,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $200,471,000 | 86 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,490,112,000 | 117 |
| Total debt securities | $1,485,573,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,353,386,000 | 146 |
| U.S. Government securities | $1,090,778,000 | 127 |
| U.S. Treasury securities | $2,482,000 | 746 |
| U.S. Government agency obligations | $1,088,296,000 | 124 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $258,068,000 | 113 |
| Privately issued residential mortgage-backed securities | $210,289,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,779,000 | 138 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,540,000 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,251,994,000 | 83 |
| Mortgage-backed securities | $429,857,000 | 193 |
| Certificates of participation in pools of residential mortgages | $219,568,000 | 213 |
| Issued or guaranteed by U.S. | $219,568,000 | 205 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $210,289,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $210,289,000 | 84 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,353,386,000 | 127 |
| Total debt securities | $1,348,846,000 | 143 |
| 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 | $850,018,000 | 205 |
| U.S. Government securities | $816,591,000 | 175 |
| U.S. Treasury securities | $2,479,000 | 794 |
| U.S. Government agency obligations | $814,112,000 | 165 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $28,757,000 | 398 |
| Privately issued residential mortgage-backed securities | $10,963,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,794,000 | 289 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $4,670,000 | 504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $843,372,000 | 106 |
| Mortgage-backed securities | $120,502,000 | 487 |
| Certificates of participation in pools of residential mortgages | $109,539,000 | 381 |
| Issued or guaranteed by U.S. | $109,539,000 | 375 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,963,000 | 967 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $10,963,000 | 347 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $850,018,000 | 174 |
| Total debt securities | $845,348,000 | 202 |
| 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 | $869,836,000 | 205 |
| U.S. Government securities | $801,648,000 | 177 |
| U.S. Treasury securities | $1,497,000 | 1,000 |
| U.S. Government agency obligations | $800,151,000 | 166 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $32,320,000 | 381 |
| Privately issued residential mortgage-backed securities | $14,508,000 | 335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,812,000 | 293 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $35,868,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $833,708,000 | 106 |
| Mortgage-backed securities | $204,422,000 | 338 |
| Certificates of participation in pools of residential mortgages | $189,914,000 | 253 |
| Issued or guaranteed by U.S. | $189,914,000 | 247 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,508,000 | 827 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $14,508,000 | 318 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $869,836,000 | 174 |
| Total debt securities | $833,967,000 | 207 |
| 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 | $718,556,000 | 227 |
| U.S. Government securities | $639,884,000 | 201 |
| U.S. Treasury securities | $2,493,000 | 803 |
| U.S. Government agency obligations | $637,391,000 | 191 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $36,324,000 | 357 |
| Privately issued residential mortgage-backed securities | $18,473,000 | 291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,851,000 | 306 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $42,348,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $681,697,000 | 123 |
| Mortgage-backed securities | $140,654,000 | 453 |
| Certificates of participation in pools of residential mortgages | $122,181,000 | 370 |
| Issued or guaranteed by U.S. | $122,181,000 | 366 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $18,473,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $18,473,000 | 274 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $718,556,000 | 190 |
| Total debt securities | $676,208,000 | 236 |
| 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 | $674,543,000 | 238 |
| U.S. Government securities | $594,605,000 | 206 |
| U.S. Treasury securities | $2,493,000 | 824 |
| U.S. Government agency obligations | $592,112,000 | 200 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $37,688,000 | 350 |
| Privately issued residential mortgage-backed securities | $20,283,000 | 283 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,405,000 | 323 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $42,250,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $476,971,000 | 153 |
| Mortgage-backed securities | $198,766,000 | 358 |
| Certificates of participation in pools of residential mortgages | $178,483,000 | 268 |
| Issued or guaranteed by U.S. | $178,483,000 | 261 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $20,283,000 | 692 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $20,283,000 | 265 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $674,543,000 | 203 |
| Total debt securities | $632,292,000 | 245 |
| 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 | $603,223,000 | 256 |
| U.S. Government securities | $519,833,000 | 229 |
| U.S. Treasury securities | $2,491,000 | 900 |
| U.S. Government agency obligations | $517,342,000 | 219 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $40,777,000 | 335 |
| Privately issued residential mortgage-backed securities | $23,460,000 | 261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,317,000 | 337 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $42,613,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,441,000 | 173 |
| Mortgage-backed securities | $177,484,000 | 401 |
| Certificates of participation in pools of residential mortgages | $154,024,000 | 315 |
| Issued or guaranteed by U.S. | $154,024,000 | 307 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $23,460,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $23,460,000 | 244 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $603,223,000 | 219 |
| Total debt securities | $560,610,000 | 267 |
| 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 | $533,532,000 | 294 |
| U.S. Government securities | $447,083,000 | 266 |
| U.S. Treasury securities | $2,496,000 | 928 |
| U.S. Government agency obligations | $444,587,000 | 255 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $44,001,000 | 330 |
| Privately issued residential mortgage-backed securities | $26,632,000 | 240 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,369,000 | 347 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $42,448,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $388,157,000 | 177 |
| Mortgage-backed securities | $134,605,000 | 498 |
| Certificates of participation in pools of residential mortgages | $107,973,000 | 420 |
| Issued or guaranteed by U.S. | $107,973,000 | 418 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $26,632,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $26,632,000 | 224 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $533,532,000 | 249 |
| Total debt securities | $491,084,000 | 304 |
| 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 | $471,215,000 | 326 |
| U.S. Government securities | $379,468,000 | 300 |
| U.S. Treasury securities | $2,502,000 | 909 |
| U.S. Government agency obligations | $376,966,000 | 285 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $48,666,000 | 299 |
| Privately issued residential mortgage-backed securities | $31,128,000 | 205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,538,000 | 353 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $43,081,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $333,652,000 | 203 |
| Mortgage-backed securities | $101,732,000 | 609 |
| Certificates of participation in pools of residential mortgages | $70,604,000 | 589 |
| Issued or guaranteed by U.S. | $70,604,000 | 586 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $31,128,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $31,128,000 | 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $471,215,000 | 282 |
| Total debt securities | $428,134,000 | 341 |
| 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 | $452,161,000 | 343 |
| U.S. Government securities | $362,536,000 | 320 |
| U.S. Treasury securities | $2,502,000 | 960 |
| U.S. Government agency obligations | $360,034,000 | 302 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $54,855,000 | 274 |
| Privately issued residential mortgage-backed securities | $37,221,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,634,000 | 372 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $34,770,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $319,601,000 | 213 |
| Mortgage-backed securities | $83,872,000 | 704 |
| Certificates of participation in pools of residential mortgages | $46,651,000 | 801 |
| Issued or guaranteed by U.S. | $46,651,000 | 796 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $37,221,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $37,221,000 | 166 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $452,161,000 | 298 |
| Total debt securities | $417,391,000 | 349 |
| 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 | $391,551,000 | 372 |
| U.S. Government securities | $285,711,000 | 383 |
| U.S. Treasury securities | $2,518,000 | 926 |
| U.S. Government agency obligations | $283,193,000 | 368 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $59,906,000 | 275 |
| Privately issued residential mortgage-backed securities | $42,360,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,546,000 | 401 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $45,934,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $266,201,000 | 235 |
| Mortgage-backed securities | $63,026,000 | 885 |
| Certificates of participation in pools of residential mortgages | $20,666,000 | 1,500 |
| Issued or guaranteed by U.S. | $20,666,000 | 1,487 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $42,360,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $42,360,000 | 166 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $391,551,000 | 325 |
| Total debt securities | $345,616,000 | 404 |
| 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 | $444,178,000 | 351 |
| U.S. Government securities | $321,428,000 | 368 |
| U.S. Treasury securities | $26,228,000 | 195 |
| U.S. Government agency obligations | $295,200,000 | 374 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $76,697,000 | 217 |
| Privately issued residential mortgage-backed securities | $47,614,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,083,000 | 281 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $46,053,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $356,162,000 | 190 |
| Mortgage-backed securities | $69,708,000 | 842 |
| Certificates of participation in pools of residential mortgages | $22,094,000 | 1,432 |
| Issued or guaranteed by U.S. | $22,094,000 | 1,421 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $47,614,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $47,614,000 | 112 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $444,178,000 | 305 |
| Total debt securities | $398,124,000 | 367 |
| 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 | $422,574,000 | 358 |
| U.S. Government securities | $288,059,000 | 400 |
| U.S. Treasury securities | $26,479,000 | 194 |
| U.S. Government agency obligations | $261,580,000 | 418 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $88,576,000 | 195 |
| Privately issued residential mortgage-backed securities | $59,428,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,148,000 | 300 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $45,939,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $314,233,000 | 199 |
| Mortgage-backed securities | $83,214,000 | 741 |
| Certificates of participation in pools of residential mortgages | $23,581,000 | 1,368 |
| Issued or guaranteed by U.S. | $23,581,000 | 1,362 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $59,633,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 3,442 |
| Privately issued | $59,428,000 | 102 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $422,574,000 | 314 |
| Total debt securities | $376,635,000 | 380 |
| 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 | $421,909,000 | 351 |
| U.S. Government securities | $272,032,000 | 421 |
| U.S. Treasury securities | $25,997,000 | 199 |
| U.S. Government agency obligations | $246,035,000 | 440 |
| Securities issued by states & political subdivisions | $31,000 | 6,733 |
| Other domestic debt securities | $103,344,000 | 178 |
| Privately issued residential mortgage-backed securities | $77,256,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,088,000 | 340 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $46,502,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $333,415,000 | 188 |
| Mortgage-backed securities | $103,358,000 | 636 |
| Certificates of participation in pools of residential mortgages | $25,749,000 | 1,272 |
| Issued or guaranteed by U.S. | $25,749,000 | 1,264 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $77,609,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $353,000 | 3,439 |
| Privately issued | $77,256,000 | 97 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $421,909,000 | 307 |
| Total debt securities | $375,406,000 | 374 |
| 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 | $488,930,000 | 318 |
| U.S. Government securities | $326,893,000 | 358 |
| U.S. Treasury securities | $25,693,000 | 209 |
| U.S. Government agency obligations | $301,200,000 | 363 |
| Securities issued by states & political subdivisions | $30,000 | 6,734 |
| Other domestic debt securities | $115,763,000 | 162 |
| Privately issued residential mortgage-backed securities | $89,435,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,328,000 | 340 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $46,244,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,033,000 | 174 |
| Mortgage-backed securities | $135,829,000 | 513 |
| Certificates of participation in pools of residential mortgages | $45,049,000 | 795 |
| Issued or guaranteed by U.S. | $45,049,000 | 790 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $90,780,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $1,345,000 | 2,770 |
| Privately issued | $89,435,000 | 90 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $488,930,000 | 279 |
| Total debt securities | $442,684,000 | 330 |
| 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 | $531,609,000 | 286 |
| U.S. Government securities | $375,596,000 | 298 |
| U.S. Treasury securities | $28,769,000 | 205 |
| U.S. Government agency obligations | $346,827,000 | 302 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $124,732,000 | 146 |
| Privately issued residential mortgage-backed securities | $98,823,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,909,000 | 342 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $31,281,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,202,000 | 171 |
| Mortgage-backed securities | $164,159,000 | 427 |
| Certificates of participation in pools of residential mortgages | $58,495,000 | 637 |
| Issued or guaranteed by U.S. | $58,495,000 | 632 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $105,664,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $6,841,000 | 1,460 |
| Privately issued | $98,823,000 | 82 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $531,609,000 | 249 |
| Total debt securities | $500,327,000 | 290 |
| 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 | $323,099,000 | 379 |
| U.S. Government securities | $254,616,000 | 362 |
| U.S. Treasury securities | $78,112,000 | 96 |
| U.S. Government agency obligations | $176,504,000 | 483 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $50,560,000 | 315 |
| Privately issued residential mortgage-backed securities | $23,272,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,288,000 | 337 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $17,923,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,681,000 | 190 |
| Mortgage-backed securities | $191,333,000 | 353 |
| Certificates of participation in pools of residential mortgages | $30,872,000 | 939 |
| Issued or guaranteed by U.S. | $30,872,000 | 931 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $160,461,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $137,189,000 | 190 |
| Privately issued | $23,272,000 | 205 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $323,099,000 | 332 |
| Total debt securities | $305,176,000 | 385 |
| Structured notes | ||
| Amortized cost | $8,276,000 | 41 |
| Fair value | $8,443,000 | 41 |
| 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 | $503,205,000 | 266 |
| U.S. Government securities | $422,424,000 | 237 |
| U.S. Treasury securities | $8,429,000 | 729 |
| U.S. Government agency obligations | $413,995,000 | 225 |
| Securities issued by states & political subdivisions | $201,000 | 6,709 |
| Other domestic debt securities | $65,669,000 | 233 |
| Privately issued residential mortgage-backed securities | $38,069,000 | 142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,600,000 | 324 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $14,911,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $445,014,000 | 137 |
| Mortgage-backed securities | $384,682,000 | 195 |
| Certificates of participation in pools of residential mortgages | $42,163,000 | 616 |
| Issued or guaranteed by U.S. | $42,163,000 | 610 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $342,519,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $304,450,000 | 93 |
| Privately issued | $38,069,000 | 121 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $503,205,000 | 213 |
| Total debt securities | $488,294,000 | 263 |
| Structured notes | ||
| Amortized cost | $61,291,000 | 7 |
| Fair value | $56,452,000 | 8 |
| Trading account assets | $23,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $23,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $523,540,000 | 276 |
| U.S. Government securities | $454,358,000 | 239 |
| U.S. Treasury securities | $975,000 | 3,903 |
| U.S. Government agency obligations | $453,383,000 | 218 |
| Securities issued by states & political subdivisions | $202,000 | 7,009 |
| Other domestic debt securities | $41,873,000 | 343 |
| Privately issued residential mortgage-backed securities | $41,873,000 | 152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $27,107,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $492,088,000 | 143 |
| Mortgage-backed securities | $426,385,000 | 196 |
| Certificates of participation in pools of residential mortgages | $36,585,000 | 754 |
| Issued or guaranteed by U.S. | $36,585,000 | 744 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $389,800,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $347,927,000 | 93 |
| Privately issued | $41,873,000 | 128 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $523,540,000 | 216 |
| Total debt securities | $496,433,000 | 276 |
| Structured notes | ||
| Amortized cost | $64,612,000 | 9 |
| Fair value | $58,346,000 | 9 |
| 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 | $715,974,000 | 208 |
| U.S. Government securities | $564,984,000 | 206 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $564,984,000 | 180 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $118,011,000 | 143 |
| Privately issued residential mortgage-backed securities | $118,011,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $32,979,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $636,293,000 | 100 |
| Mortgage-backed securities | $682,995,000 | 141 |
| Certificates of participation in pools of residential mortgages | $66,454,000 | 520 |
| Issued or guaranteed by U.S. | $66,454,000 | 510 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $616,541,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $498,530,000 | 71 |
| Privately issued | $118,011,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $715,974,000 | 167 |
| Total debt securities | $682,995,000 | 217 |
| 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 | $389,211,000 | 368 |
| U.S. Government securities | $358,207,000 | 329 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $358,207,000 | 273 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $17,081,000 | 411 |
| Privately issued residential mortgage-backed securities | $17,081,000 | 186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $13,923,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $338,650,000 | 152 |
| Mortgage-backed securities | $375,288,000 | 214 |
| Certificates of participation in pools of residential mortgages | $260,634,000 | 195 |
| Issued or guaranteed by U.S. | $260,634,000 | 191 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $114,654,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $97,573,000 | 226 |
| Privately issued | $17,081,000 | 126 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $389,211,000 | 279 |
| Total debt securities | $375,288,000 | 366 |
| 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 | $416,542,000 | 354 |
| U.S. Government securities | $315,436,000 | 384 |
| U.S. Treasury securities | $50,120,000 | 467 |
| U.S. Government agency obligations | $265,316,000 | 367 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $91,032,000 | 138 |
| Privately issued residential mortgage-backed securities | $91,032,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $10,074,000 | 415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,983,000 | 202 |
| Mortgage-backed securities | $351,348,000 | 235 |
| Certificates of participation in pools of residential mortgages | $227,273,000 | 228 |
| Issued or guaranteed by U.S. | $227,273,000 | 219 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $124,075,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $33,043,000 | 493 |
| Privately issued | $91,032,000 | 58 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $416,542,000 | 266 |
| Total debt securities | $406,468,000 | 354 |
| 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 | $362,930,000 | 418 |
| U.S. Government securities | $304,770,000 | 406 |
| U.S. Treasury securities | $59,877,000 | 463 |
| U.S. Government agency obligations | $244,893,000 | 382 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $48,666,000 | 239 |
| Privately issued residential mortgage-backed securities | $48,666,000 | 135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $9,494,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,354,000 | 4,069 |
| Mortgage-backed securities | $284,283,000 | 297 |
| Certificates of participation in pools of residential mortgages | $199,982,000 | 250 |
| Issued or guaranteed by U.S. | $199,982,000 | 241 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $84,301,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $35,635,000 | 506 |
| Privately issued | $48,666,000 | 86 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $362,930,000 | 313 |
| Total debt securities | $353,436,000 | 417 |
| 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 | $403,646,000 | 390 |
| U.S. Government securities | $373,436,000 | 364 |
| U.S. Treasury securities | $62,879,000 | 542 |
| U.S. Government agency obligations | $310,557,000 | 321 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $26,631,000 | 387 |
| Privately issued residential mortgage-backed securities | $12,436,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,195,000 | 408 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-3,579,000 | 1,499 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $286,065,000 | 309 |
| Certificates of participation in pools of residential mortgages | $223,699,000 | 235 |
| Issued or guaranteed by U.S. | $211,263,000 | 234 |
| Privately issued | $12,436,000 | 109 |
| Collaterized mortgage obligations | $62,366,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $62,366,000 | 367 |
| Privately issued | NA | NA |
| 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) | $369,628,000 | 266 |
| Available-for-sale securities (fair market value) | $34,018,000 | 1,686 |
| Total debt securities | $400,067,000 | 385 |
| 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 | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $272,204,000 | 565 |
| U.S. Government securities | $231,489,000 | 533 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $231,489,000 | 384 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $38,707,000 | 353 |
| Privately issued residential mortgage-backed securities | $38,056,000 | 176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $651,000 | 2,978 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-2,008,000 | 1,637 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $224,710,000 | 370 |
| Certificates of participation in pools of residential mortgages | $162,971,000 | 296 |
| Issued or guaranteed by U.S. | $124,915,000 | 339 |
| Privately issued | $38,056,000 | 96 |
| Collaterized mortgage obligations | $61,739,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $61,739,000 | 416 |
| Privately issued | NA | NA |
| 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 | $270,196,000 | 557 |
| 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 | $177,736,000 | 776 |
| U.S. Government securities | $83,016,000 | 1,315 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $83,016,000 | 881 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $86,063,000 | 198 |
| Privately issued residential mortgage-backed securities | $85,213,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $850,000 | 3,180 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,666,000 | 445 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-991,000 | 1,825 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $114,838,000 | 588 |
| Certificates of participation in pools of residential mortgages | $114,838,000 | 380 |
| Issued or guaranteed by U.S. | $29,625,000 | 1,085 |
| Privately issued | $85,213,000 | 64 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $169,079,000 | 798 |
| 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 |