Home > Eastern Bank > Securities
Eastern Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $4,857,242,000 | 81 |
| U.S. Government securities | $4,665,898,000 | 69 |
| U.S. Treasury securities | $95,152,000 | 272 |
| U.S. Government agency obligations | $4,570,746,000 | 62 |
| Securities issued by states & political subdivisions | $191,344,000 | 214 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,319,818,000 | 68 |
| Mortgage-backed securities | $4,354,735,000 | 62 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,250,475,000 | 54 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $784,915,000 | 66 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $376,620,000 | 51 |
| Other commercial mortgage-backed securities | $942,725,000 | 38 |
| Held to maturity securities (book value) | $449,721,000 | 149 |
| Available-for-sale securities (fair market value) | $4,407,521,000 | 70 |
| Total debt securities | $4,857,242,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $4,717,418,000 | 84 |
| U.S. Government securities | $4,546,833,000 | 69 |
| U.S. Treasury securities | $93,219,000 | 286 |
| U.S. Government agency obligations | $4,453,614,000 | 63 |
| Securities issued by states & political subdivisions | $170,585,000 | 236 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,376,762,000 | 69 |
| Mortgage-backed securities | $4,245,649,000 | 62 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,191,278,000 | 57 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $769,622,000 | 67 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $365,623,000 | 51 |
| Other commercial mortgage-backed securities | $919,126,000 | 39 |
| Held to maturity securities (book value) | $455,900,000 | 149 |
| Available-for-sale securities (fair market value) | $4,261,518,000 | 72 |
| Total debt securities | $4,717,418,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $4,985,354,000 | 78 |
| U.S. Government securities | $4,799,437,000 | 66 |
| U.S. Treasury securities | $93,082,000 | 284 |
| U.S. Government agency obligations | $4,706,355,000 | 65 |
| Securities issued by states & political subdivisions | $185,817,000 | 222 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $100,000 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,441,386,000 | 69 |
| Mortgage-backed securities | $4,496,286,000 | 62 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,335,501,000 | 56 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $821,703,000 | 65 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $372,255,000 | 49 |
| Other commercial mortgage-backed securities | $966,827,000 | 38 |
| Held to maturity securities (book value) | $465,061,000 | 143 |
| Available-for-sale securities (fair market value) | $4,520,293,000 | 67 |
| Total debt securities | $4,985,354,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $5,171,319,000 | 82 |
| U.S. Government securities | $4,981,875,000 | 67 |
| U.S. Treasury securities | $94,283,000 | 300 |
| U.S. Government agency obligations | $4,887,592,000 | 60 |
| Securities issued by states & political subdivisions | $188,149,000 | 228 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $1,295,000 | 169 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,447,487,000 | 66 |
| Mortgage-backed securities | $4,675,785,000 | 63 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,429,198,000 | 59 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $867,016,000 | 67 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $377,971,000 | 54 |
| Other commercial mortgage-backed securities | $1,001,600,000 | 38 |
| Held to maturity securities (book value) | $471,185,000 | 151 |
| Available-for-sale securities (fair market value) | $4,700,134,000 | 69 |
| Total debt securities | $5,171,319,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $7,167,425,000 | 73 |
| U.S. Government securities | $6,966,772,000 | 61 |
| U.S. Treasury securities | $93,057,000 | 328 |
| U.S. Government agency obligations | $6,873,715,000 | 52 |
| Securities issued by states & political subdivisions | $183,092,000 | 245 |
| Other domestic debt securities | $16,276,000 | 844 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $16,276,000 | 209 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $1,285,000 | 173 |
| 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 | $522,000,000 | 196 |
| Mortgage-backed securities | $5,921,233,000 | 55 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,500,503,000 | 44 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $887,898,000 | 71 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $374,364,000 | 55 |
| Other commercial mortgage-backed securities | $1,158,468,000 | 36 |
| Held to maturity securities (book value) | $476,647,000 | 157 |
| Available-for-sale securities (fair market value) | $6,690,778,000 | 59 |
| Total debt securities | $7,167,425,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $7,326,578,000 | 74 |
| U.S. Government securities | $7,106,126,000 | 60 |
| U.S. Treasury securities | $92,459,000 | 341 |
| U.S. Government agency obligations | $7,013,667,000 | 51 |
| Securities issued by states & political subdivisions | $202,664,000 | 221 |
| Other domestic debt securities | $16,210,000 | 808 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $16,210,000 | 166 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $1,578,000 | 164 |
| 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 | $522,411,000 | 193 |
| Mortgage-backed securities | $6,072,070,000 | 56 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,567,245,000 | 46 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $923,098,000 | 72 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $379,502,000 | 56 |
| Other commercial mortgage-backed securities | $1,202,225,000 | 38 |
| Held to maturity securities (book value) | $481,963,000 | 155 |
| Available-for-sale securities (fair market value) | $6,844,615,000 | 60 |
| Total debt securities | $7,326,578,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $8,025,502,000 | 70 |
| U.S. Government securities | $7,761,260,000 | 56 |
| U.S. Treasury securities | $85,365,000 | 348 |
| U.S. Government agency obligations | $7,675,895,000 | 49 |
| Securities issued by states & political subdivisions | $262,671,000 | 180 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $1,571,000 | 169 |
| 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 | $547,951,000 | 183 |
| Mortgage-backed securities | $6,686,951,000 | 54 |
| Certificates of participation in pools of residential mortgages | $3,871,461,000 | 45 |
| Issued or guaranteed by U.S. | $3,871,461,000 | 45 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,025,419,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $1,025,419,000 | 70 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,790,071,000 | 46 |
| Commercial mortgage pass-through securities | $485,326,000 | 48 |
| Other commercial mortgage-backed securities | $1,304,745,000 | 38 |
| Held to maturity securities (book value) | $488,581,000 | 149 |
| Available-for-sale securities (fair market value) | $7,536,921,000 | 59 |
| Total debt securities | $8,025,501,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $8,312,738,000 | 67 |
| U.S. Government securities | $8,050,838,000 | 56 |
| U.S. Treasury securities | $56,235,000 | 441 |
| U.S. Government agency obligations | $7,994,603,000 | 48 |
| Securities issued by states & political subdivisions | $260,318,000 | 188 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $1,582,000 | 167 |
| 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 | $528,251,000 | 184 |
| Mortgage-backed securities | $6,980,705,000 | 54 |
| Certificates of participation in pools of residential mortgages | $4,019,582,000 | 46 |
| Issued or guaranteed by U.S. | $4,019,582,000 | 46 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,141,993,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $1,141,993,000 | 67 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,819,130,000 | 47 |
| Commercial mortgage pass-through securities | $411,548,000 | 55 |
| Other commercial mortgage-backed securities | $1,407,582,000 | 37 |
| Held to maturity securities (book value) | $395,434,000 | 155 |
| Available-for-sale securities (fair market value) | $7,917,304,000 | 58 |
| Total debt securities | $8,312,738,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $8,511,224,000 | 65 |
| U.S. Government securities | $8,229,297,000 | 52 |
| U.S. Treasury securities | $88,604,000 | 208 |
| U.S. Government agency obligations | $8,140,693,000 | 49 |
| Securities issued by states & political subdivisions | $280,329,000 | 177 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $1,598,000 | 155 |
| 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 | $184,793,000 | 417 |
| Mortgage-backed securities | $6,933,576,000 | 54 |
| Certificates of participation in pools of residential mortgages | $4,185,395,000 | 45 |
| Issued or guaranteed by U.S. | $4,185,395,000 | 45 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,339,314,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,339,314,000 | 57 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,408,867,000 | 57 |
| Commercial mortgage pass-through securities | $86,651,000 | 129 |
| Other commercial mortgage-backed securities | $1,322,216,000 | 42 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $8,511,224,000 | 57 |
| Total debt securities | $8,511,224,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $5,689,312,000 | 84 |
| U.S. Government securities | $5,414,842,000 | 70 |
| U.S. Treasury securities | $69,182,000 | 205 |
| U.S. Government agency obligations | $5,345,660,000 | 64 |
| Securities issued by states & political subdivisions | $274,470,000 | 175 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,867,000 | 762 |
| Mortgage-backed securities | $4,504,377,000 | 70 |
| Certificates of participation in pools of residential mortgages | $4,073,369,000 | 45 |
| Issued or guaranteed by U.S. | $4,073,369,000 | 45 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $431,008,000 | 109 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $431,008,000 | 80 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $5,689,312,000 | 71 |
| Total debt securities | $5,689,312,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $4,848,781,000 | 91 |
| U.S. Government securities | $4,570,660,000 | 73 |
| U.S. Treasury securities | $69,332,000 | 165 |
| U.S. Government agency obligations | $4,501,328,000 | 68 |
| Securities issued by states & political subdivisions | $278,121,000 | 165 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,050,000 | 725 |
| Mortgage-backed securities | $3,660,324,000 | 75 |
| Certificates of participation in pools of residential mortgages | $3,478,530,000 | 50 |
| Issued or guaranteed by U.S. | $3,478,530,000 | 50 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $181,794,000 | 164 |
| Commercial mortgage pass-through securities | $181,794,000 | 87 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $4,848,781,000 | 76 |
| Total debt securities | $4,848,781,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $3,986,252,000 | 97 |
| U.S. Government securities | $3,708,734,000 | 79 |
| U.S. Treasury securities | $69,091,000 | 127 |
| U.S. Government agency obligations | $3,639,643,000 | 73 |
| Securities issued by states & political subdivisions | $277,518,000 | 156 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,299,000 | 692 |
| Mortgage-backed securities | $2,807,972,000 | 87 |
| Certificates of participation in pools of residential mortgages | $2,691,702,000 | 56 |
| Issued or guaranteed by U.S. | $2,691,702,000 | 56 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $116,270,000 | 193 |
| Commercial mortgage pass-through securities | $116,270,000 | 100 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $3,986,252,000 | 86 |
| Total debt securities | $3,986,252,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $3,183,860,000 | 110 |
| U.S. Government securities | $2,902,959,000 | 90 |
| U.S. Treasury securities | $70,369,000 | 113 |
| U.S. Government agency obligations | $2,832,590,000 | 81 |
| Securities issued by states & political subdivisions | $280,901,000 | 147 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,647,000 | 643 |
| Mortgage-backed securities | $2,165,881,000 | 99 |
| Certificates of participation in pools of residential mortgages | $2,148,800,000 | 60 |
| Issued or guaranteed by U.S. | $2,148,800,000 | 60 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $17,081,000 | 577 |
| Commercial mortgage pass-through securities | $17,081,000 | 303 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $3,183,860,000 | 97 |
| Total debt securities | $3,183,860,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,207,671,000 | 133 |
| U.S. Government securities | $1,919,935,000 | 111 |
| U.S. Treasury securities | $70,673,000 | 117 |
| U.S. Government agency obligations | $1,849,262,000 | 106 |
| Securities issued by states & political subdivisions | $281,469,000 | 130 |
| Other domestic debt securities | $6,267,000 | 929 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $6,267,000 | 622 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,258,000 | 608 |
| Mortgage-backed securities | $1,556,090,000 | 117 |
| Certificates of participation in pools of residential mortgages | $1,538,994,000 | 69 |
| Issued or guaranteed by U.S. | $1,538,994,000 | 69 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $17,096,000 | 564 |
| Commercial mortgage pass-through securities | $17,096,000 | 293 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $2,207,671,000 | 118 |
| Total debt securities | $2,207,671,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,600,354,000 | 149 |
| U.S. Government securities | $1,312,735,000 | 140 |
| U.S. Treasury securities | $60,936,000 | 135 |
| U.S. Government agency obligations | $1,251,799,000 | 132 |
| Securities issued by states & political subdivisions | $281,340,000 | 121 |
| Other domestic debt securities | $6,279,000 | 884 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,279,000 | 595 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,888,000 | 668 |
| Mortgage-backed securities | $1,251,799,000 | 127 |
| Certificates of participation in pools of residential mortgages | $1,251,799,000 | 73 |
| Issued or guaranteed by U.S. | $1,251,799,000 | 73 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,600,354,000 | 138 |
| Total debt securities | $1,600,353,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,549,926,000 | 144 |
| U.S. Government securities | $1,264,723,000 | 142 |
| U.S. Treasury securities | $61,234,000 | 123 |
| U.S. Government agency obligations | $1,203,489,000 | 139 |
| Securities issued by states & political subdivisions | $278,954,000 | 107 |
| Other domestic debt securities | $6,249,000 | 863 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $6,249,000 | 563 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,621,000 | 611 |
| Mortgage-backed securities | $1,203,489,000 | 131 |
| Certificates of participation in pools of residential mortgages | $1,203,489,000 | 74 |
| Issued or guaranteed by U.S. | $1,203,489,000 | 74 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,549,926,000 | 135 |
| Total debt securities | $1,549,926,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $652,000 | 199 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,508,236,000 | 148 |
| U.S. Government securities | $1,218,390,000 | 147 |
| U.S. Treasury securities | $50,421,000 | 147 |
| U.S. Government agency obligations | $1,167,969,000 | 142 |
| Securities issued by states & political subdivisions | $283,537,000 | 93 |
| Other domestic debt securities | $6,309,000 | 813 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $6,309,000 | 538 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $933,432,000 | 102 |
| Mortgage-backed securities | $1,167,969,000 | 129 |
| Certificates of participation in pools of residential mortgages | $1,167,969,000 | 74 |
| Issued or guaranteed by U.S. | $1,167,969,000 | 74 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,508,236,000 | 135 |
| Total debt securities | $1,508,236,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $961,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,371,670,000 | 158 |
| U.S. Government securities | $1,081,329,000 | 155 |
| U.S. Treasury securities | $50,367,000 | 153 |
| U.S. Government agency obligations | $1,030,962,000 | 147 |
| Securities issued by states & political subdivisions | $284,214,000 | 90 |
| Other domestic debt securities | $6,127,000 | 815 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,127,000 | 545 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,555,000 | 95 |
| Mortgage-backed securities | $1,030,962,000 | 139 |
| Certificates of participation in pools of residential mortgages | $1,030,962,000 | 78 |
| Issued or guaranteed by U.S. | $1,030,962,000 | 78 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,371,670,000 | 143 |
| Total debt securities | $1,371,670,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $1,080,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,404,300,000 | 154 |
| U.S. Government securities | $1,117,181,000 | 153 |
| U.S. Treasury securities | $36,270,000 | 181 |
| U.S. Government agency obligations | $1,080,911,000 | 147 |
| Securities issued by states & political subdivisions | $281,019,000 | 91 |
| Other domestic debt securities | $6,100,000 | 805 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $6,100,000 | 554 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,020,424,000 | 96 |
| Mortgage-backed securities | $1,080,911,000 | 135 |
| Certificates of participation in pools of residential mortgages | $1,080,911,000 | 75 |
| Issued or guaranteed by U.S. | $1,080,911,000 | 75 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,404,300,000 | 141 |
| Total debt securities | $1,404,301,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $1,455,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,444,024,000 | 153 |
| U.S. Government securities | $1,118,701,000 | 150 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,118,701,000 | 142 |
| Securities issued by states & political subdivisions | $319,250,000 | 86 |
| Other domestic debt securities | $6,073,000 | 796 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,073,000 | 555 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,016,850,000 | 96 |
| Mortgage-backed securities | $1,118,701,000 | 131 |
| Certificates of participation in pools of residential mortgages | $1,118,701,000 | 76 |
| Issued or guaranteed by U.S. | $1,118,701,000 | 76 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,444,024,000 | 139 |
| Total debt securities | $1,444,025,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $18,487,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,455,898,000 | 153 |
| U.S. Government securities | $1,136,137,000 | 150 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,136,137,000 | 140 |
| Securities issued by states & political subdivisions | $313,716,000 | 84 |
| Other domestic debt securities | $6,045,000 | 779 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,045,000 | 554 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,031,021,000 | 99 |
| Mortgage-backed securities | $1,136,137,000 | 131 |
| Certificates of participation in pools of residential mortgages | $1,136,137,000 | 76 |
| Issued or guaranteed by U.S. | $1,136,137,000 | 76 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,455,898,000 | 140 |
| Total debt securities | $1,455,898,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $52,899,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,414,975,000 | 152 |
| U.S. Government securities | $1,098,784,000 | 149 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,098,784,000 | 139 |
| Securities issued by states & political subdivisions | $310,173,000 | 88 |
| Other domestic debt securities | $6,018,000 | 748 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $6,018,000 | 550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $989,811,000 | 95 |
| Mortgage-backed securities | $1,098,784,000 | 128 |
| Certificates of participation in pools of residential mortgages | $1,098,784,000 | 78 |
| Issued or guaranteed by U.S. | $1,098,784,000 | 78 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,414,975,000 | 136 |
| Total debt securities | $1,414,975,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $77,859,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,432,146,000 | 151 |
| U.S. Government securities | $1,107,205,000 | 151 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,107,205,000 | 138 |
| Securities issued by states & political subdivisions | $318,900,000 | 88 |
| Other domestic debt securities | $5,991,000 | 855 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $5,991,000 | 560 |
| Foreign debt securities | $50,000 | 323 |
| 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 | $989,106,000 | 98 |
| Mortgage-backed securities | $1,107,205,000 | 129 |
| Certificates of participation in pools of residential mortgages | $1,107,205,000 | 78 |
| Issued or guaranteed by U.S. | $1,107,205,000 | 78 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,432,146,000 | 135 |
| Total debt securities | $1,432,146,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $77,494,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,489,377,000 | 145 |
| U.S. Government securities | $1,155,775,000 | 146 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,155,775,000 | 133 |
| Securities issued by states & political subdivisions | $327,588,000 | 85 |
| Other domestic debt securities | $5,964,000 | 758 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $5,964,000 | 571 |
| Foreign debt securities | $50,000 | 313 |
| 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 | $1,030,482,000 | 94 |
| Mortgage-backed securities | $1,155,775,000 | 124 |
| Certificates of participation in pools of residential mortgages | $1,155,775,000 | 77 |
| Issued or guaranteed by U.S. | $1,155,775,000 | 76 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,489,377,000 | 130 |
| Total debt securities | $1,489,377,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $46,050,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,504,810,000 | 141 |
| U.S. Government securities | $1,167,444,000 | 131 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,167,444,000 | 121 |
| Securities issued by states & political subdivisions | $331,380,000 | 85 |
| Other domestic debt securities | $5,936,000 | 753 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $5,936,000 | 564 |
| Foreign debt securities | $50,000 | 310 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,033,097,000 | 95 |
| Mortgage-backed securities | $1,167,444,000 | 115 |
| Certificates of participation in pools of residential mortgages | $1,167,444,000 | 71 |
| Issued or guaranteed by U.S. | $1,167,444,000 | 70 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,504,810,000 | 124 |
| Total debt securities | $1,504,810,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $46,791,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,318,337,000 | 154 |
| U.S. Government securities | $1,011,720,000 | 147 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,011,720,000 | 137 |
| Securities issued by states & political subdivisions | $300,658,000 | 98 |
| Other domestic debt securities | $5,909,000 | 771 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $5,909,000 | 588 |
| Foreign debt securities | $50,000 | 329 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $817,685,000 | 117 |
| Mortgage-backed securities | $1,011,720,000 | 128 |
| Certificates of participation in pools of residential mortgages | $1,011,720,000 | 81 |
| Issued or guaranteed by U.S. | $1,011,720,000 | 80 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,318,337,000 | 133 |
| Total debt securities | $1,318,337,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $74,216,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,384,958,000 | 145 |
| U.S. Government securities | $998,957,000 | 149 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $998,957,000 | 141 |
| Securities issued by states & political subdivisions | $316,324,000 | 93 |
| Other domestic debt securities | $69,627,000 | 164 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $26,625,000 | 50 |
| Other domestic debt securities - All other | $43,002,000 | 152 |
| Foreign debt securities | $50,000 | 342 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,591,000 | 1,620 |
| Mortgage-backed securities | $998,957,000 | 132 |
| Certificates of participation in pools of residential mortgages | $998,957,000 | 81 |
| Issued or guaranteed by U.S. | $998,957,000 | 80 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,384,958,000 | 125 |
| Total debt securities | $1,369,722,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $92,968,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,347,166,000 | 151 |
| U.S. Government securities | $973,815,000 | 151 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $973,815,000 | 143 |
| Securities issued by states & political subdivisions | $303,459,000 | 99 |
| Other domestic debt securities | $69,842,000 | 167 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $27,238,000 | 47 |
| Other domestic debt securities - All other | $42,604,000 | 154 |
| Foreign debt securities | $50,000 | 346 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,602,000 | 1,546 |
| Mortgage-backed securities | $973,815,000 | 134 |
| Certificates of participation in pools of residential mortgages | $973,815,000 | 82 |
| Issued or guaranteed by U.S. | $973,815,000 | 81 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,347,166,000 | 128 |
| Total debt securities | $1,332,489,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $48,189,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,207,596,000 | 158 |
| U.S. Government securities | $859,592,000 | 156 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $859,592,000 | 150 |
| Securities issued by states & political subdivisions | $276,751,000 | 106 |
| Other domestic debt securities | $71,203,000 | 164 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $29,817,000 | 49 |
| Other domestic debt securities - All other | $41,386,000 | 159 |
| Foreign debt securities | $50,000 | 341 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,921,000 | 1,462 |
| Mortgage-backed securities | $859,592,000 | 139 |
| Certificates of participation in pools of residential mortgages | $859,592,000 | 86 |
| Issued or guaranteed by U.S. | $859,592,000 | 85 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,207,596,000 | 135 |
| Total debt securities | $1,193,762,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $51,663,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $905,887,000 | 193 |
| U.S. Government securities | $607,675,000 | 203 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $607,675,000 | 195 |
| Securities issued by states & political subdivisions | $225,407,000 | 130 |
| Other domestic debt securities | $72,755,000 | 162 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $31,418,000 | 48 |
| Other domestic debt securities - All other | $41,337,000 | 161 |
| Foreign debt securities | $50,000 | 332 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,939,000 | 1,387 |
| Mortgage-backed securities | $607,675,000 | 178 |
| Certificates of participation in pools of residential mortgages | $607,675,000 | 100 |
| Issued or guaranteed by U.S. | $607,675,000 | 99 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $905,887,000 | 162 |
| Total debt securities | $892,030,000 | 194 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $105,671,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $968,349,000 | 185 |
| U.S. Government securities | $651,065,000 | 193 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $651,065,000 | 187 |
| Securities issued by states & political subdivisions | $235,911,000 | 120 |
| Other domestic debt securities | $81,298,000 | 151 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $31,469,000 | 51 |
| Other domestic debt securities - All other | $49,829,000 | 138 |
| Foreign debt securities | $75,000 | 332 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,334,000 | 1,310 |
| Mortgage-backed securities | $651,065,000 | 166 |
| Certificates of participation in pools of residential mortgages | $651,065,000 | 94 |
| Issued or guaranteed by U.S. | $651,065,000 | 93 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $968,349,000 | 155 |
| Total debt securities | $955,555,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $97,955,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $958,949,000 | 188 |
| U.S. Government securities | $687,105,000 | 189 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $687,105,000 | 179 |
| Securities issued by states & political subdivisions | $190,684,000 | 149 |
| Other domestic debt securities | $81,135,000 | 154 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $31,893,000 | 51 |
| Other domestic debt securities - All other | $49,242,000 | 139 |
| Foreign debt securities | $25,000 | 331 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,952,000 | 1,256 |
| Mortgage-backed securities | $687,105,000 | 163 |
| Certificates of participation in pools of residential mortgages | $687,105,000 | 91 |
| Issued or guaranteed by U.S. | $687,105,000 | 90 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $958,949,000 | 156 |
| Total debt securities | $945,950,000 | 186 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $73,149,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $979,647,000 | 181 |
| U.S. Government securities | $712,231,000 | 183 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $712,231,000 | 175 |
| Securities issued by states & political subdivisions | $183,029,000 | 155 |
| Other domestic debt securities | $84,362,000 | 155 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $34,031,000 | 49 |
| Other domestic debt securities - All other | $50,331,000 | 135 |
| Foreign debt securities | $25,000 | 318 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,084,000 | 1,212 |
| Mortgage-backed securities | $712,231,000 | 149 |
| Certificates of participation in pools of residential mortgages | $712,231,000 | 90 |
| Issued or guaranteed by U.S. | $712,231,000 | 89 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $979,647,000 | 147 |
| Total debt securities | $965,794,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $61,050,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $909,812,000 | 191 |
| U.S. Government securities | $651,716,000 | 194 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $651,716,000 | 186 |
| Securities issued by states & political subdivisions | $171,898,000 | 166 |
| Other domestic debt securities | $86,173,000 | 156 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $35,223,000 | 44 |
| Other domestic debt securities - All other | $50,950,000 | 135 |
| Foreign debt securities | $25,000 | 321 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,298,000 | 1,160 |
| Mortgage-backed securities | $651,716,000 | 156 |
| Certificates of participation in pools of residential mortgages | $651,716,000 | 94 |
| Issued or guaranteed by U.S. | $651,716,000 | 93 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $909,812,000 | 156 |
| Total debt securities | $895,267,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $65,737,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $956,428,000 | 178 |
| U.S. Government securities | $690,634,000 | 187 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $690,634,000 | 181 |
| Securities issued by states & political subdivisions | $176,965,000 | 156 |
| Other domestic debt securities | $88,804,000 | 151 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $36,850,000 | 39 |
| Other domestic debt securities - All other | $51,954,000 | 130 |
| Foreign debt securities | $25,000 | 327 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $289,822,000 | 248 |
| Mortgage-backed securities | $690,634,000 | 152 |
| Certificates of participation in pools of residential mortgages | $690,634,000 | 89 |
| Issued or guaranteed by U.S. | $690,634,000 | 88 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $956,428,000 | 147 |
| Total debt securities | $941,018,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $149,815,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,007,765,000 | 175 |
| U.S. Government securities | $743,004,000 | 173 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $743,004,000 | 170 |
| Securities issued by states & political subdivisions | $166,731,000 | 162 |
| Other domestic debt securities | $98,005,000 | 138 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $39,105,000 | 35 |
| Other domestic debt securities - All other | $58,900,000 | 117 |
| Foreign debt securities | $25,000 | 328 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $310,105,000 | 232 |
| Mortgage-backed securities | $743,004,000 | 145 |
| Certificates of participation in pools of residential mortgages | $743,004,000 | 88 |
| Issued or guaranteed by U.S. | $743,004,000 | 87 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,007,765,000 | 148 |
| Total debt securities | $990,152,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $136,438,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,048,763,000 | 166 |
| U.S. Government securities | $782,392,000 | 157 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $782,392,000 | 153 |
| Securities issued by states & political subdivisions | $166,755,000 | 158 |
| Other domestic debt securities | $99,591,000 | 135 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $39,982,000 | 33 |
| Other domestic debt securities - All other | $59,609,000 | 115 |
| Foreign debt securities | $25,000 | 312 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $324,954,000 | 225 |
| Mortgage-backed securities | $782,392,000 | 137 |
| Certificates of participation in pools of residential mortgages | $782,392,000 | 79 |
| Issued or guaranteed by U.S. | $782,392,000 | 78 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,048,763,000 | 142 |
| Total debt securities | $1,030,840,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $113,857,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,066,372,000 | 161 |
| U.S. Government securities | $818,402,000 | 151 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $818,402,000 | 148 |
| Securities issued by states & political subdivisions | $148,492,000 | 181 |
| Other domestic debt securities | $99,453,000 | 131 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $39,232,000 | 33 |
| Other domestic debt securities - All other | $60,221,000 | 115 |
| Foreign debt securities | $25,000 | 305 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,701,000 | 208 |
| Mortgage-backed securities | $818,402,000 | 129 |
| Certificates of participation in pools of residential mortgages | $818,402,000 | 78 |
| Issued or guaranteed by U.S. | $818,402,000 | 77 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,066,372,000 | 135 |
| Total debt securities | $1,048,856,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $56,631,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,105,898,000 | 156 |
| U.S. Government securities | $869,690,000 | 145 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $869,690,000 | 141 |
| Securities issued by states & political subdivisions | $136,479,000 | 197 |
| Other domestic debt securities | $99,729,000 | 133 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $39,305,000 | 33 |
| Other domestic debt securities - All other | $60,424,000 | 118 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $361,164,000 | 192 |
| Mortgage-backed securities | $869,690,000 | 124 |
| Certificates of participation in pools of residential mortgages | $869,690,000 | 76 |
| Issued or guaranteed by U.S. | $869,690,000 | 75 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,105,898,000 | 132 |
| Total debt securities | $1,089,584,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $72,371,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,122,346,000 | 159 |
| U.S. Government securities | $900,985,000 | 140 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $900,985,000 | 138 |
| Securities issued by states & political subdivisions | $114,109,000 | 250 |
| Other domestic debt securities | $107,252,000 | 134 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $41,261,000 | 31 |
| Other domestic debt securities - All other | $65,991,000 | 115 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,753,000 | 188 |
| Mortgage-backed securities | $900,985,000 | 123 |
| Certificates of participation in pools of residential mortgages | $900,985,000 | 77 |
| Issued or guaranteed by U.S. | $900,985,000 | 76 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,122,346,000 | 133 |
| Total debt securities | $1,105,529,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $78,480,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,155,725,000 | 150 |
| U.S. Government securities | $937,353,000 | 135 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $937,353,000 | 133 |
| Securities issued by states & political subdivisions | $109,270,000 | 261 |
| Other domestic debt securities | $109,102,000 | 132 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $44,134,000 | 33 |
| Other domestic debt securities - All other | $64,968,000 | 114 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $388,734,000 | 184 |
| Mortgage-backed securities | $937,353,000 | 125 |
| Certificates of participation in pools of residential mortgages | $937,353,000 | 74 |
| Issued or guaranteed by U.S. | $937,353,000 | 72 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,155,725,000 | 123 |
| Total debt securities | $1,140,926,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $77,031,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,111,179,000 | 155 |
| U.S. Government securities | $887,365,000 | 141 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $887,365,000 | 139 |
| Securities issued by states & political subdivisions | $110,241,000 | 257 |
| Other domestic debt securities | $113,573,000 | 134 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $48,370,000 | 34 |
| Other domestic debt securities - All other | $65,203,000 | 121 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $411,664,000 | 176 |
| Mortgage-backed securities | $887,365,000 | 124 |
| Certificates of participation in pools of residential mortgages | $887,365,000 | 72 |
| Issued or guaranteed by U.S. | $887,365,000 | 70 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $1,111,179,000 | 126 |
| Total debt securities | $1,095,055,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $74,179,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,076,063,000 | 159 |
| U.S. Government securities | $849,784,000 | 145 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $849,784,000 | 143 |
| Securities issued by states & political subdivisions | $107,674,000 | 259 |
| Other domestic debt securities | $118,574,000 | 133 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $53,585,000 | 28 |
| Other domestic debt securities - All other | $64,989,000 | 120 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $31,000 | 1,068 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $442,033,000 | 158 |
| Mortgage-backed securities | $849,784,000 | 128 |
| Certificates of participation in pools of residential mortgages | $849,784,000 | 77 |
| Issued or guaranteed by U.S. | $849,784,000 | 76 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,076,063,000 | 136 |
| Total debt securities | $1,059,389,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $109,171,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,186,702,000 | 148 |
| U.S. Government securities | $964,294,000 | 131 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $964,294,000 | 129 |
| Securities issued by states & political subdivisions | $81,112,000 | 381 |
| Other domestic debt securities | $141,265,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $59,020,000 | 25 |
| Other domestic debt securities - All other | $82,245,000 | 97 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $31,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $409,026,000 | 178 |
| Mortgage-backed securities | $964,294,000 | 121 |
| Certificates of participation in pools of residential mortgages | $964,294,000 | 73 |
| Issued or guaranteed by U.S. | $964,294,000 | 71 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,186,702,000 | 129 |
| Total debt securities | $1,171,297,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $76,446,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,305,715,000 | 138 |
| U.S. Government securities | $1,078,098,000 | 120 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,078,098,000 | 117 |
| Securities issued by states & political subdivisions | $76,503,000 | 399 |
| Other domestic debt securities | $151,083,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $58,038,000 | 22 |
| Other domestic debt securities - All other | $93,045,000 | 81 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $31,000 | 1,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $408,329,000 | 173 |
| Mortgage-backed securities | $1,078,098,000 | 113 |
| Certificates of participation in pools of residential mortgages | $1,078,098,000 | 71 |
| Issued or guaranteed by U.S. | $1,078,098,000 | 70 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,305,715,000 | 117 |
| Total debt securities | $1,291,516,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $106,300,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,493,349,000 | 128 |
| U.S. Government securities | $1,253,252,000 | 115 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,253,252,000 | 111 |
| Securities issued by states & political subdivisions | $74,213,000 | 401 |
| Other domestic debt securities | $165,853,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $61,426,000 | 18 |
| Other domestic debt securities - All other | $104,427,000 | 84 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $31,000 | 1,072 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,934,000 | 108 |
| Mortgage-backed securities | $1,253,252,000 | 104 |
| Certificates of participation in pools of residential mortgages | $1,253,252,000 | 67 |
| Issued or guaranteed by U.S. | $1,253,252,000 | 66 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,493,349,000 | 106 |
| Total debt securities | $1,480,686,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $83,214,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,782,029,000 | 112 |
| U.S. Government securities | $1,478,094,000 | 108 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,478,094,000 | 99 |
| Securities issued by states & political subdivisions | $67,508,000 | 428 |
| Other domestic debt securities | $236,396,000 | 91 |
| 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 | $61,881,000 | 18 |
| Other domestic debt securities - All other | $174,515,000 | 59 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $31,000 | 1,091 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $776,426,000 | 107 |
| Mortgage-backed securities | $1,478,094,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,374,856,000 | 60 |
| Issued or guaranteed by U.S. | $1,374,856,000 | 59 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $103,238,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $103,238,000 | 307 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,782,029,000 | 92 |
| Total debt securities | $1,770,206,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $78,955,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,850,589,000 | 109 |
| U.S. Government securities | $1,513,202,000 | 107 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,513,202,000 | 98 |
| Securities issued by states & political subdivisions | $68,746,000 | 398 |
| Other domestic debt securities | $268,610,000 | 82 |
| 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 | $67,063,000 | 18 |
| Other domestic debt securities - All other | $201,547,000 | 61 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $31,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $756,640,000 | 111 |
| Mortgage-backed securities | $1,513,202,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,513,202,000 | 56 |
| Issued or guaranteed by U.S. | $1,513,202,000 | 55 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,850,589,000 | 91 |
| Total debt securities | $1,837,917,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $45,187,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,756,796,000 | 111 |
| U.S. Government securities | $1,429,900,000 | 104 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,429,900,000 | 100 |
| Securities issued by states & political subdivisions | $68,496,000 | 383 |
| Other domestic debt securities | $258,369,000 | 88 |
| 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 | $63,762,000 | 17 |
| Other domestic debt securities - All other | $194,607,000 | 56 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $31,000 | 1,072 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $742,651,000 | 105 |
| Mortgage-backed securities | $1,429,900,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,429,900,000 | 61 |
| Issued or guaranteed by U.S. | $1,429,900,000 | 61 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,756,796,000 | 99 |
| Total debt securities | $1,745,449,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $48,335,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,785,970,000 | 113 |
| U.S. Government securities | $1,455,545,000 | 105 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,455,545,000 | 100 |
| Securities issued by states & political subdivisions | $65,442,000 | 375 |
| Other domestic debt securities | $264,952,000 | 90 |
| 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 | $67,591,000 | 15 |
| Other domestic debt securities - All other | $197,361,000 | 56 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $31,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $846,444,000 | 94 |
| Mortgage-backed securities | $1,455,545,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,455,545,000 | 64 |
| Issued or guaranteed by U.S. | $1,455,545,000 | 63 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,785,970,000 | 97 |
| Total debt securities | $1,777,151,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $71,789,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,165,921,000 | 96 |
| U.S. Government securities | $1,817,293,000 | 91 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,817,293,000 | 87 |
| Securities issued by states & political subdivisions | $59,794,000 | 406 |
| Other domestic debt securities | $288,803,000 | 88 |
| 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 | $74,775,000 | 16 |
| Other domestic debt securities - All other | $214,028,000 | 53 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $31,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $918,635,000 | 91 |
| Mortgage-backed securities | $1,817,293,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,817,293,000 | 49 |
| Issued or guaranteed by U.S. | $1,817,293,000 | 48 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $2,165,921,000 | 83 |
| Total debt securities | $2,156,100,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $65,307,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,587,187,000 | 88 |
| U.S. Government securities | $2,223,638,000 | 76 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,223,638,000 | 75 |
| Securities issued by states & political subdivisions | $58,189,000 | 416 |
| Other domestic debt securities | $305,329,000 | 88 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $77,174,000 | 16 |
| Other domestic debt securities - All other | $228,155,000 | 51 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $31,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $938,104,000 | 89 |
| Mortgage-backed securities | $2,223,638,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,223,638,000 | 37 |
| Issued or guaranteed by U.S. | $2,223,638,000 | 37 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,587,187,000 | 72 |
| Total debt securities | $2,577,615,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $53,494,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,602,942,000 | 83 |
| U.S. Government securities | $2,254,890,000 | 76 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,254,890,000 | 71 |
| Securities issued by states & political subdivisions | $56,180,000 | 419 |
| Other domestic debt securities | $291,841,000 | 85 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $76,952,000 | 15 |
| Other domestic debt securities - All other | $214,889,000 | 47 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $31,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $953,746,000 | 93 |
| Mortgage-backed securities | $2,254,890,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,254,890,000 | 35 |
| Issued or guaranteed by U.S. | $2,254,890,000 | 35 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $2,602,942,000 | 73 |
| Total debt securities | $2,592,483,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $33,602,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,458,164,000 | 83 |
| U.S. Government securities | $2,103,073,000 | 74 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,103,073,000 | 71 |
| Securities issued by states & political subdivisions | $60,602,000 | 374 |
| Other domestic debt securities | $294,458,000 | 87 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $77,068,000 | 16 |
| Other domestic debt securities - All other | $217,390,000 | 43 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $31,000 | 1,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $997,415,000 | 86 |
| Mortgage-backed securities | $2,103,073,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,103,073,000 | 40 |
| Issued or guaranteed by U.S. | $2,103,073,000 | 40 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $2,458,164,000 | 73 |
| Total debt securities | $2,447,684,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $36,695,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $2,294,337,000 | 83 |
| U.S. Government securities | $1,956,272,000 | 76 |
| U.S. Treasury securities | $84,000,000 | 71 |
| U.S. Government agency obligations | $1,872,272,000 | 75 |
| Securities issued by states & political subdivisions | $59,322,000 | 359 |
| Other domestic debt securities | $278,712,000 | 88 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $76,626,000 | 18 |
| Other domestic debt securities - All other | $202,086,000 | 43 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $31,000 | 1,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $851,778,000 | 97 |
| Mortgage-backed securities | $1,872,272,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,872,272,000 | 43 |
| Issued or guaranteed by U.S. | $1,872,272,000 | 43 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $2,294,337,000 | 70 |
| Total debt securities | $2,285,370,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $45,044,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,304,990,000 | 80 |
| U.S. Government securities | $1,974,077,000 | 75 |
| U.S. Treasury securities | $262,000,000 | 36 |
| U.S. Government agency obligations | $1,712,077,000 | 82 |
| Securities issued by states & political subdivisions | $52,767,000 | 394 |
| Other domestic debt securities | $278,115,000 | 86 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $76,904,000 | 19 |
| Other domestic debt securities - All other | $201,211,000 | 45 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $31,000 | 1,308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $745,901,000 | 102 |
| Mortgage-backed securities | $1,712,077,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,712,077,000 | 47 |
| Issued or guaranteed by U.S. | $1,712,077,000 | 46 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $2,304,990,000 | 69 |
| Total debt securities | $2,296,851,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $12,136,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,142,985,000 | 90 |
| U.S. Government securities | $1,827,968,000 | 80 |
| U.S. Treasury securities | $74,000,000 | 69 |
| U.S. Government agency obligations | $1,753,968,000 | 78 |
| Securities issued by states & political subdivisions | $52,925,000 | 393 |
| Other domestic debt securities | $261,702,000 | 98 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $74,997,000 | 21 |
| Other domestic debt securities - All other | $186,705,000 | 48 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $390,000 | 941 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,226,000 | 188 |
| Mortgage-backed securities | $1,753,968,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,753,968,000 | 48 |
| Issued or guaranteed by U.S. | $1,753,968,000 | 47 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,142,985,000 | 74 |
| Total debt securities | $2,133,039,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $10,959,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,289,346,000 | 94 |
| U.S. Government securities | $1,969,579,000 | 82 |
| U.S. Treasury securities | $68,203,000 | 68 |
| U.S. Government agency obligations | $1,901,376,000 | 81 |
| Securities issued by states & political subdivisions | $55,151,000 | 369 |
| Other domestic debt securities | $263,976,000 | 105 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $81,474,000 | 23 |
| Other domestic debt securities - All other | $182,502,000 | 49 |
| Foreign debt securities | $250,000 | 110 |
| Equity securities | $390,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,216,000 | 181 |
| Mortgage-backed securities | $1,901,376,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,900,184,000 | 45 |
| Issued or guaranteed by U.S. | $1,900,184,000 | 45 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,192,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $1,192,000 | 2,433 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $2,289,346,000 | 77 |
| Total debt securities | $2,281,136,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $19,461,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,993,471,000 | 105 |
| U.S. Government securities | $1,692,733,000 | 86 |
| U.S. Treasury securities | $186,359,000 | 31 |
| U.S. Government agency obligations | $1,506,374,000 | 92 |
| Securities issued by states & political subdivisions | $51,344,000 | 377 |
| Other domestic debt securities | $248,754,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $87,099,000 | 18 |
| Other domestic debt securities - All other | $161,655,000 | 55 |
| Foreign debt securities | $250,000 | 112 |
| Equity securities | $390,000 | 1,027 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $467,986,000 | 151 |
| Mortgage-backed securities | $1,506,374,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,447,159,000 | 56 |
| Issued or guaranteed by U.S. | $1,447,159,000 | 55 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $59,215,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $59,215,000 | 317 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,993,471,000 | 85 |
| Total debt securities | $1,978,643,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $23,289,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,838,888,000 | 104 |
| U.S. Government securities | $1,579,743,000 | 91 |
| U.S. Treasury securities | $74,719,000 | 55 |
| U.S. Government agency obligations | $1,505,024,000 | 90 |
| Securities issued by states & political subdivisions | $50,392,000 | 371 |
| Other domestic debt securities | $208,113,000 | 129 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $208,113,000 | 38 |
| Foreign debt securities | $250,000 | 107 |
| Equity securities | $390,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $517,169,000 | 146 |
| Mortgage-backed securities | $1,505,024,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,403,510,000 | 57 |
| Issued or guaranteed by U.S. | $1,403,510,000 | 55 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $101,514,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $101,514,000 | 217 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $1,838,888,000 | 89 |
| Total debt securities | $1,827,424,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $20,760,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,973,275,000 | 94 |
| U.S. Government securities | $1,669,727,000 | 82 |
| U.S. Treasury securities | $74,766,000 | 46 |
| U.S. Government agency obligations | $1,594,961,000 | 84 |
| Securities issued by states & political subdivisions | $50,820,000 | 352 |
| Other domestic debt securities | $252,088,000 | 106 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,088,000 | 28 |
| Foreign debt securities | $250,000 | 101 |
| Equity securities | $390,000 | 1,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $723,109,000 | 107 |
| Mortgage-backed securities | $1,594,961,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,459,769,000 | 56 |
| Issued or guaranteed by U.S. | $1,459,769,000 | 54 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $135,192,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $135,192,000 | 171 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $1,973,275,000 | 81 |
| Total debt securities | $1,960,243,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $59,163,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,978,991,000 | 91 |
| U.S. Government securities | $1,678,884,000 | 76 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,678,884,000 | 75 |
| Securities issued by states & political subdivisions | $46,714,000 | 372 |
| Other domestic debt securities | $252,753,000 | 107 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,753,000 | 25 |
| Foreign debt securities | $250,000 | 107 |
| Equity securities | $390,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $578,342,000 | 127 |
| Mortgage-backed securities | $1,678,884,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,528,558,000 | 54 |
| Issued or guaranteed by U.S. | $1,528,558,000 | 52 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $150,326,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $150,326,000 | 150 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $1,978,991,000 | 76 |
| Total debt securities | $1,976,060,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $86,500,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,154,514,000 | 90 |
| U.S. Government securities | $1,743,356,000 | 75 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,743,356,000 | 72 |
| Securities issued by states & political subdivisions | $50,729,000 | 346 |
| Other domestic debt securities | $359,789,000 | 90 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $359,789,000 | 23 |
| Foreign debt securities | $250,000 | 109 |
| Equity securities | $390,000 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $573,936,000 | 124 |
| Mortgage-backed securities | $1,743,356,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,574,710,000 | 51 |
| Issued or guaranteed by U.S. | $1,574,710,000 | 50 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $168,646,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $168,646,000 | 139 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $2,154,514,000 | 74 |
| Total debt securities | $2,150,466,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $123,316,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,295,656,000 | 89 |
| U.S. Government securities | $1,825,799,000 | 72 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,825,799,000 | 70 |
| Securities issued by states & political subdivisions | $44,721,000 | 419 |
| Other domestic debt securities | $423,946,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $423,946,000 | 23 |
| Foreign debt securities | $800,000 | 79 |
| Equity securities | $390,000 | 1,373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $568,480,000 | 129 |
| Mortgage-backed securities | $1,825,799,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,631,393,000 | 54 |
| Issued or guaranteed by U.S. | $1,631,393,000 | 50 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $194,406,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $194,406,000 | 118 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $2,295,656,000 | 77 |
| Total debt securities | $2,290,906,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $95,880,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,111,925,000 | 96 |
| U.S. Government securities | $1,619,092,000 | 83 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,619,092,000 | 82 |
| Securities issued by states & political subdivisions | $43,467,000 | 430 |
| Other domestic debt securities | $448,176,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $448,176,000 | 20 |
| Foreign debt securities | $800,000 | 81 |
| Equity securities | $390,000 | 1,325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,362,000 | 142 |
| Mortgage-backed securities | $1,619,092,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,406,484,000 | 55 |
| Issued or guaranteed by U.S. | $1,406,484,000 | 52 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $212,608,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $212,608,000 | 111 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $2,111,925,000 | 80 |
| Total debt securities | $2,110,754,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $100,186,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,133,218,000 | 99 |
| U.S. Government securities | $1,604,352,000 | 86 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,604,352,000 | 82 |
| Securities issued by states & political subdivisions | $39,701,000 | 466 |
| Other domestic debt securities | $487,975,000 | 76 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $487,975,000 | 21 |
| Foreign debt securities | $800,000 | 80 |
| Equity securities | $390,000 | 1,302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,265,000 | 140 |
| Mortgage-backed securities | $1,498,428,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,269,083,000 | 56 |
| Issued or guaranteed by U.S. | $1,269,083,000 | 55 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $229,345,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $229,345,000 | 100 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $2,133,218,000 | 84 |
| Total debt securities | $2,132,020,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $125,103,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,734,713,000 | 119 |
| U.S. Government securities | $1,339,458,000 | 103 |
| U.S. Treasury securities | $1,995,000 | 656 |
| U.S. Government agency obligations | $1,337,463,000 | 100 |
| Securities issued by states & political subdivisions | $35,564,000 | 523 |
| Other domestic debt securities | $358,451,000 | 94 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $358,451,000 | 21 |
| Foreign debt securities | $850,000 | 79 |
| Equity securities | $390,000 | 1,311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $415,101,000 | 172 |
| Mortgage-backed securities | $1,234,282,000 | 100 |
| Certificates of participation in pools of residential mortgages | $987,398,000 | 70 |
| Issued or guaranteed by U.S. | $987,398,000 | 67 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $246,884,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $246,884,000 | 103 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $1,734,713,000 | 102 |
| Total debt securities | $1,734,323,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $135,930,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,574,954,000 | 127 |
| U.S. Government securities | $1,207,113,000 | 117 |
| U.S. Treasury securities | $1,983,000 | 730 |
| U.S. Government agency obligations | $1,205,130,000 | 115 |
| Securities issued by states & political subdivisions | $28,579,000 | 678 |
| Other domestic debt securities | $338,072,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $338,072,000 | 21 |
| Foreign debt securities | $800,000 | 84 |
| Equity securities | $390,000 | 1,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $386,036,000 | 180 |
| Mortgage-backed securities | $1,100,303,000 | 104 |
| Certificates of participation in pools of residential mortgages | $945,634,000 | 71 |
| Issued or guaranteed by U.S. | $945,634,000 | 67 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $154,669,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $154,669,000 | 140 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,574,954,000 | 106 |
| Total debt securities | $1,574,564,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $101,684,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,547,291,000 | 126 |
| U.S. Government securities | $1,223,426,000 | 121 |
| U.S. Treasury securities | $1,973,000 | 775 |
| U.S. Government agency obligations | $1,221,453,000 | 118 |
| Securities issued by states & political subdivisions | $28,713,000 | 672 |
| Other domestic debt securities | $284,533,000 | 106 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $284,533,000 | 26 |
| Foreign debt securities | $800,000 | 84 |
| Equity securities | $9,819,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $384,422,000 | 184 |
| Mortgage-backed securities | $1,088,000,000 | 107 |
| Certificates of participation in pools of residential mortgages | $980,287,000 | 71 |
| Issued or guaranteed by U.S. | $980,287,000 | 67 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $107,713,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $107,713,000 | 187 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,547,291,000 | 110 |
| Total debt securities | $1,537,472,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $64,703,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,442,645,000 | 139 |
| U.S. Government securities | $1,172,376,000 | 127 |
| U.S. Treasury securities | $1,962,000 | 818 |
| U.S. Government agency obligations | $1,170,414,000 | 123 |
| Securities issued by states & political subdivisions | $25,804,000 | 751 |
| Other domestic debt securities | $233,876,000 | 128 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $233,876,000 | 36 |
| Foreign debt securities | $800,000 | 86 |
| Equity securities | $9,789,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $359,443,000 | 195 |
| Mortgage-backed securities | $1,036,989,000 | 112 |
| Certificates of participation in pools of residential mortgages | $1,018,082,000 | 74 |
| Issued or guaranteed by U.S. | $1,018,082,000 | 71 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $18,907,000 | 713 |
| CMOs issued by government agencies or sponsored agencies | $18,907,000 | 566 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,442,645,000 | 122 |
| Total debt securities | $1,432,856,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $29,651,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,420,005,000 | 141 |
| U.S. Government securities | $1,187,603,000 | 123 |
| U.S. Treasury securities | $1,945,000 | 863 |
| U.S. Government agency obligations | $1,185,658,000 | 119 |
| Securities issued by states & political subdivisions | $12,268,000 | 1,630 |
| Other domestic debt securities | $209,772,000 | 134 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $209,772,000 | 36 |
| Foreign debt securities | $800,000 | 91 |
| Equity securities | $9,562,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $361,637,000 | 196 |
| Mortgage-backed securities | $1,055,557,000 | 114 |
| Certificates of participation in pools of residential mortgages | $1,036,932,000 | 75 |
| Issued or guaranteed by U.S. | $1,036,932,000 | 68 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $18,625,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $18,625,000 | 563 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,420,005,000 | 122 |
| Total debt securities | $1,410,445,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $59,602,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,393,920,000 | 139 |
| U.S. Government securities | $1,239,348,000 | 123 |
| U.S. Treasury securities | $1,944,000 | 924 |
| U.S. Government agency obligations | $1,237,404,000 | 117 |
| Securities issued by states & political subdivisions | $12,362,000 | 1,607 |
| Other domestic debt securities | $129,444,000 | 177 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $129,444,000 | 70 |
| Foreign debt securities | $800,000 | 92 |
| Equity securities | $11,966,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $376,076,000 | 196 |
| Mortgage-backed securities | $1,105,582,000 | 112 |
| Certificates of participation in pools of residential mortgages | $1,086,630,000 | 72 |
| Issued or guaranteed by U.S. | $1,086,630,000 | 66 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $18,952,000 | 717 |
| CMOs issued by government agencies or sponsored agencies | $18,952,000 | 568 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,393,920,000 | 121 |
| Total debt securities | $1,381,953,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $21,134,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,287,955,000 | 150 |
| U.S. Government securities | $1,132,190,000 | 128 |
| U.S. Treasury securities | $1,948,000 | 941 |
| U.S. Government agency obligations | $1,130,242,000 | 122 |
| Securities issued by states & political subdivisions | $26,168,000 | 712 |
| Other domestic debt securities | $116,610,000 | 187 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $116,610,000 | 69 |
| Foreign debt securities | $800,000 | 92 |
| Equity securities | $12,187,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $376,845,000 | 199 |
| Mortgage-backed securities | $1,011,025,000 | 122 |
| Certificates of participation in pools of residential mortgages | $991,824,000 | 75 |
| Issued or guaranteed by U.S. | $991,824,000 | 71 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $19,201,000 | 708 |
| CMOs issued by government agencies or sponsored agencies | $19,201,000 | 563 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,287,955,000 | 131 |
| Total debt securities | $1,275,769,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $26,783,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,121,304,000 | 170 |
| U.S. Government securities | $953,328,000 | 150 |
| U.S. Treasury securities | $292,000 | 1,586 |
| U.S. Government agency obligations | $953,036,000 | 146 |
| Securities issued by states & political subdivisions | $46,057,000 | 367 |
| Other domestic debt securities | $108,786,000 | 199 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $108,786,000 | 75 |
| Foreign debt securities | $800,000 | 95 |
| Equity securities | $12,333,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $292,135,000 | 223 |
| Mortgage-backed securities | $827,926,000 | 142 |
| Certificates of participation in pools of residential mortgages | $808,304,000 | 89 |
| Issued or guaranteed by U.S. | $808,304,000 | 86 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,622,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $19,622,000 | 562 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,121,304,000 | 148 |
| Total debt securities | $1,108,971,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $26,247,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,205,680,000 | 167 |
| U.S. Government securities | $1,020,001,000 | 143 |
| U.S. Treasury securities | $5,254,000 | 531 |
| U.S. Government agency obligations | $1,014,747,000 | 139 |
| Securities issued by states & political subdivisions | $88,530,000 | 147 |
| Other domestic debt securities | $82,883,000 | 226 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,883,000 | 92 |
| Foreign debt securities | $800,000 | 95 |
| Equity securities | $13,466,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,540,000 | 206 |
| Mortgage-backed securities | $881,757,000 | 137 |
| Certificates of participation in pools of residential mortgages | $861,494,000 | 86 |
| Issued or guaranteed by U.S. | $861,494,000 | 84 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $20,263,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $20,263,000 | 572 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,205,680,000 | 145 |
| Total debt securities | $1,192,214,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $13,074,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,232,147,000 | 164 |
| U.S. Government securities | $1,062,211,000 | 142 |
| U.S. Treasury securities | $293,000 | 1,755 |
| U.S. Government agency obligations | $1,061,918,000 | 136 |
| Securities issued by states & political subdivisions | $93,896,000 | 136 |
| Other domestic debt securities | $62,459,000 | 253 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $62,459,000 | 115 |
| Foreign debt securities | $1,050,000 | 85 |
| Equity securities | $12,531,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,333,000 | 196 |
| Mortgage-backed securities | $916,505,000 | 134 |
| Certificates of participation in pools of residential mortgages | $896,258,000 | 89 |
| Issued or guaranteed by U.S. | $896,258,000 | 87 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $20,247,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $20,247,000 | 586 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,232,147,000 | 142 |
| Total debt securities | $1,219,616,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $13,854,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,056,446,000 | 181 |
| U.S. Government securities | $895,700,000 | 164 |
| U.S. Treasury securities | $297,000 | 1,753 |
| U.S. Government agency obligations | $895,403,000 | 159 |
| Securities issued by states & political subdivisions | $98,383,000 | 133 |
| Other domestic debt securities | $49,225,000 | 302 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,225,000 | 141 |
| Foreign debt securities | $1,047,000 | 92 |
| Equity securities | $12,091,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $364,057,000 | 187 |
| Mortgage-backed securities | $762,537,000 | 156 |
| Certificates of participation in pools of residential mortgages | $741,714,000 | 101 |
| Issued or guaranteed by U.S. | $741,714,000 | 98 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $20,823,000 | 717 |
| CMOs issued by government agencies or sponsored agencies | $20,823,000 | 598 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,056,446,000 | 160 |
| Total debt securities | $1,044,355,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $10,476,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,037,227,000 | 182 |
| U.S. Government securities | $884,247,000 | 163 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $884,247,000 | 158 |
| Securities issued by states & political subdivisions | $104,895,000 | 121 |
| Other domestic debt securities | $35,037,000 | 372 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,037,000 | 197 |
| Foreign debt securities | $1,050,000 | 88 |
| Equity securities | $11,998,000 | 289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $335,038,000 | 201 |
| Mortgage-backed securities | $755,969,000 | 152 |
| Certificates of participation in pools of residential mortgages | $734,943,000 | 101 |
| Issued or guaranteed by U.S. | $734,943,000 | 97 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $21,026,000 | 702 |
| CMOs issued by government agencies or sponsored agencies | $21,026,000 | 594 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,037,227,000 | 162 |
| Total debt securities | $1,025,229,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $16,463,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,117,403,000 | 176 |
| U.S. Government securities | $973,305,000 | 159 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $973,305,000 | 155 |
| Securities issued by states & political subdivisions | $109,534,000 | 113 |
| Other domestic debt securities | $21,783,000 | 518 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,783,000 | 306 |
| Foreign debt securities | $1,050,000 | 86 |
| Equity securities | $11,731,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $364,987,000 | 193 |
| Mortgage-backed securities | $823,639,000 | 146 |
| Certificates of participation in pools of residential mortgages | $703,827,000 | 107 |
| Issued or guaranteed by U.S. | $703,827,000 | 103 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $119,812,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $119,812,000 | 200 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,117,403,000 | 158 |
| Total debt securities | $1,105,672,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $14,288,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $920,277,000 | 198 |
| U.S. Government securities | $788,799,000 | 180 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $788,799,000 | 173 |
| Securities issued by states & political subdivisions | $101,559,000 | 128 |
| Other domestic debt securities | $16,323,000 | 660 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,323,000 | 427 |
| Foreign debt securities | $1,550,000 | 77 |
| Equity securities | $12,046,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $385,385,000 | 179 |
| Mortgage-backed securities | $629,527,000 | 179 |
| Certificates of participation in pools of residential mortgages | $501,034,000 | 136 |
| Issued or guaranteed by U.S. | $501,034,000 | 131 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $128,493,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $128,493,000 | 205 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $920,277,000 | 179 |
| Total debt securities | $908,231,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $15,643,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $995,713,000 | 184 |
| U.S. Government securities | $864,344,000 | 171 |
| U.S. Treasury securities | $2,013,000 | 1,114 |
| U.S. Government agency obligations | $862,331,000 | 165 |
| Securities issued by states & political subdivisions | $104,351,000 | 122 |
| Other domestic debt securities | $13,714,000 | 709 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,714,000 | 521 |
| Foreign debt securities | $1,550,000 | 82 |
| Equity securities | $11,754,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $410,208,000 | 173 |
| Mortgage-backed securities | $688,758,000 | 172 |
| Certificates of participation in pools of residential mortgages | $514,419,000 | 140 |
| Issued or guaranteed by U.S. | $514,419,000 | 135 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $174,339,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $174,339,000 | 177 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $995,713,000 | 169 |
| Total debt securities | $983,959,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $12,156,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $945,852,000 | 188 |
| U.S. Government securities | $786,925,000 | 178 |
| U.S. Treasury securities | $12,061,000 | 356 |
| U.S. Government agency obligations | $774,864,000 | 174 |
| Securities issued by states & political subdivisions | $112,354,000 | 116 |
| Other domestic debt securities | $18,877,000 | 598 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,877,000 | 437 |
| Foreign debt securities | $1,540,000 | 83 |
| Equity securities | $26,156,000 | 174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $397,272,000 | 169 |
| Mortgage-backed securities | $613,606,000 | 177 |
| Certificates of participation in pools of residential mortgages | $395,213,000 | 162 |
| Issued or guaranteed by U.S. | $395,213,000 | 157 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $218,393,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $218,393,000 | 146 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $945,852,000 | 173 |
| Total debt securities | $919,696,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $5,130,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $893,057,000 | 193 |
| U.S. Government securities | $729,447,000 | 184 |
| U.S. Treasury securities | $12,124,000 | 353 |
| U.S. Government agency obligations | $717,323,000 | 181 |
| Securities issued by states & political subdivisions | $118,103,000 | 113 |
| Other domestic debt securities | $19,209,000 | 608 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,209,000 | 438 |
| Foreign debt securities | $1,527,000 | 83 |
| Equity securities | $24,771,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,343,000 | 178 |
| Mortgage-backed securities | $496,250,000 | 210 |
| Certificates of participation in pools of residential mortgages | $247,974,000 | 220 |
| Issued or guaranteed by U.S. | $247,974,000 | 214 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $248,276,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $248,276,000 | 143 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $893,057,000 | 171 |
| Total debt securities | $868,286,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $11,659,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $860,921,000 | 197 |
| U.S. Government securities | $694,430,000 | 199 |
| U.S. Treasury securities | $50,586,000 | 118 |
| U.S. Government agency obligations | $643,844,000 | 200 |
| Securities issued by states & political subdivisions | $122,826,000 | 104 |
| Other domestic debt securities | $29,295,000 | 454 |
| Privately issued residential mortgage-backed securities | $4,694,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,601,000 | 357 |
| Foreign debt securities | $1,100,000 | 96 |
| Equity securities | $13,270,000 | 337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,145,000 | 178 |
| Mortgage-backed securities | $364,475,000 | 249 |
| Certificates of participation in pools of residential mortgages | $183,210,000 | 278 |
| Issued or guaranteed by U.S. | $183,210,000 | 273 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $181,265,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $176,571,000 | 192 |
| Privately issued | $4,694,000 | 369 |
| 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) | $860,921,000 | 172 |
| Total debt securities | $847,651,000 | 197 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $8,201,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $945,853,000 | 177 |
| U.S. Government securities | $777,772,000 | 167 |
| U.S. Treasury securities | $204,552,000 | 38 |
| U.S. Government agency obligations | $573,220,000 | 208 |
| Securities issued by states & political subdivisions | $120,222,000 | 104 |
| Other domestic debt securities | $31,250,000 | 434 |
| Privately issued residential mortgage-backed securities | $4,980,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,270,000 | 339 |
| Foreign debt securities | $1,098,000 | 97 |
| Equity securities | $15,511,000 | 285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,010,000 | 158 |
| Mortgage-backed securities | $168,502,000 | 422 |
| Certificates of participation in pools of residential mortgages | $163,522,000 | 284 |
| Issued or guaranteed by U.S. | $163,522,000 | 283 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,980,000 | 1,828 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $4,980,000 | 349 |
| 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) | $945,853,000 | 158 |
| Total debt securities | $930,342,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $12,538,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $715,060,000 | 207 |
| U.S. Government securities | $559,490,000 | 192 |
| U.S. Treasury securities | $273,039,000 | 33 |
| U.S. Government agency obligations | $286,451,000 | 311 |
| Securities issued by states & political subdivisions | $73,588,000 | 161 |
| Other domestic debt securities | $69,651,000 | 246 |
| Privately issued residential mortgage-backed securities | $15,763,000 | 267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $53,888,000 | 186 |
| Foreign debt securities | $1,057,000 | 107 |
| Equity securities | $11,274,000 | 371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,353,000 | 124 |
| Mortgage-backed securities | $109,407,000 | 532 |
| Certificates of participation in pools of residential mortgages | $93,644,000 | 397 |
| Issued or guaranteed by U.S. | $93,644,000 | 392 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $15,763,000 | 972 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $15,763,000 | 238 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $715,060,000 | 181 |
| Total debt securities | $703,786,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $24,598,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $561,761,000 | 241 |
| U.S. Government securities | $344,847,000 | 278 |
| U.S. Treasury securities | $122,410,000 | 75 |
| U.S. Government agency obligations | $222,437,000 | 378 |
| Securities issued by states & political subdivisions | $46,231,000 | 270 |
| Other domestic debt securities | $138,418,000 | 139 |
| Privately issued residential mortgage-backed securities | $19,555,000 | 195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $118,863,000 | 95 |
| Foreign debt securities | $1,059,000 | 102 |
| Equity securities | $31,206,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $274,136,000 | 201 |
| Mortgage-backed securities | $35,305,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $13,633,000 | 1,423 |
| Issued or guaranteed by U.S. | $13,633,000 | 1,408 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $21,672,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $2,117,000 | 2,098 |
| Privately issued | $19,555,000 | 168 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $561,761,000 | 202 |
| Total debt securities | $530,555,000 | 238 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $11,744,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $462,624,000 | 308 |
| U.S. Government securities | $245,652,000 | 413 |
| U.S. Treasury securities | $95,588,000 | 117 |
| U.S. Government agency obligations | $150,064,000 | 544 |
| Securities issued by states & political subdivisions | $43,384,000 | 302 |
| Other domestic debt securities | $139,783,000 | 150 |
| Privately issued residential mortgage-backed securities | $24,908,000 | 189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,875,000 | 98 |
| Foreign debt securities | $1,053,000 | 108 |
| Equity securities | $32,752,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,379,000 | 274 |
| Mortgage-backed securities | $49,509,000 | 878 |
| Certificates of participation in pools of residential mortgages | $16,840,000 | 1,296 |
| Issued or guaranteed by U.S. | $16,840,000 | 1,287 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $32,669,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $7,761,000 | 1,154 |
| Privately issued | $24,908,000 | 160 |
| 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) | $462,624,000 | 243 |
| Total debt securities | $429,872,000 | 316 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $505,214,000 | 284 |
| U.S. Government securities | $242,990,000 | 436 |
| U.S. Treasury securities | $106,399,000 | 140 |
| U.S. Government agency obligations | $136,591,000 | 583 |
| Securities issued by states & political subdivisions | $46,498,000 | 268 |
| Other domestic debt securities | $179,406,000 | 115 |
| Privately issued residential mortgage-backed securities | $30,205,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,201,000 | 64 |
| Foreign debt securities | $800,000 | 124 |
| Equity securities | $35,520,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,450,000 | 251 |
| Mortgage-backed securities | $67,488,000 | 722 |
| Certificates of participation in pools of residential mortgages | $24,986,000 | 1,045 |
| Issued or guaranteed by U.S. | $24,986,000 | 1,032 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $42,502,000 | 455 |
| CMOs issued by government agencies or sponsored agencies | $12,297,000 | 939 |
| Privately issued | $30,205,000 | 138 |
| 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) | $505,214,000 | 232 |
| Total debt securities | $469,694,000 | 290 |
| 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 | $390,110,000 | 367 |
| U.S. Government securities | $237,104,000 | 456 |
| U.S. Treasury securities | $65,444,000 | 300 |
| U.S. Government agency obligations | $171,660,000 | 505 |
| Securities issued by states & political subdivisions | $22,325,000 | 573 |
| Other domestic debt securities | $102,389,000 | 129 |
| Privately issued residential mortgage-backed securities | $16,162,000 | 191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,227,000 | 78 |
| Foreign debt securities | $750,000 | 134 |
| Equity securities | $27,542,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,836,000 | 356 |
| Mortgage-backed securities | $63,830,000 | 729 |
| Certificates of participation in pools of residential mortgages | $40,367,000 | 750 |
| Issued or guaranteed by U.S. | $40,367,000 | 738 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $23,463,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $7,301,000 | 1,322 |
| Privately issued | $16,162,000 | 129 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $390,110,000 | 278 |
| Total debt securities | $362,568,000 | 381 |
| 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 | $365,679,000 | 395 |
| U.S. Government securities | $216,894,000 | 516 |
| U.S. Treasury securities | $86,478,000 | 275 |
| U.S. Government agency obligations | $130,416,000 | 626 |
| Securities issued by states & political subdivisions | $16,449,000 | 812 |
| Other domestic debt securities | $109,585,000 | 117 |
| Privately issued residential mortgage-backed securities | $38,017,000 | 148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,568,000 | 81 |
| Foreign debt securities | $750,000 | 158 |
| Equity securities | $22,001,000 | 207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,312,000 | 394 |
| Mortgage-backed securities | $93,036,000 | 606 |
| Certificates of participation in pools of residential mortgages | $51,553,000 | 663 |
| Issued or guaranteed by U.S. | $51,553,000 | 649 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $41,483,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $3,466,000 | 2,264 |
| Privately issued | $38,017,000 | 98 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $365,679,000 | 295 |
| Total debt securities | $342,698,000 | 408 |
| 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 | $519,256,000 | 311 |
| U.S. Government securities | $379,708,000 | 344 |
| U.S. Treasury securities | $126,067,000 | 227 |
| U.S. Government agency obligations | $253,641,000 | 371 |
| Securities issued by states & political subdivisions | $17,033,000 | 757 |
| Other domestic debt securities | $104,788,000 | 150 |
| Privately issued residential mortgage-backed securities | $43,141,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,647,000 | 107 |
| Foreign debt securities | $500,000 | 219 |
| Equity securities | $17,227,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,519,000 | 444 |
| Mortgage-backed securities | $133,847,000 | 504 |
| Certificates of participation in pools of residential mortgages | $79,062,000 | 491 |
| Issued or guaranteed by U.S. | $79,062,000 | 478 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $54,785,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $11,644,000 | 1,189 |
| Privately issued | $43,141,000 | 92 |
| 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) | $519,256,000 | 240 |
| Total debt securities | $497,310,000 | 313 |
| 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 | $433,860,000 | 368 |
| U.S. Government securities | $369,261,000 | 368 |
| U.S. Treasury securities | $191,944,000 | 204 |
| U.S. Government agency obligations | $177,317,000 | 478 |
| Securities issued by states & political subdivisions | $17,486,000 | 723 |
| Other domestic debt securities | $31,830,000 | 342 |
| Privately issued residential mortgage-backed securities | $1,103,000 | 893 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,727,000 | 215 |
| Foreign debt securities | $500,000 | 247 |
| Equity securities | $14,783,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,195,000 | 411 |
| Mortgage-backed securities | $154,139,000 | 469 |
| Certificates of participation in pools of residential mortgages | $92,564,000 | 453 |
| Issued or guaranteed by U.S. | $92,564,000 | 439 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $61,575,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $60,472,000 | 378 |
| Privately issued | $1,103,000 | 690 |
| 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 | 11,523 |
| Available-for-sale securities (fair market value) | $433,860,000 | 166 |
| Total debt securities | $429,288,000 | 367 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $491,751,000 | 349 |
| U.S. Government securities | $449,324,000 | 323 |
| U.S. Treasury securities | $283,642,000 | 157 |
| U.S. Government agency obligations | $165,682,000 | 503 |
| Securities issued by states & political subdivisions | $366,000 | 8,250 |
| Other domestic debt securities | $36,822,000 | 365 |
| Privately issued residential mortgage-backed securities | $3,147,000 | 650 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,675,000 | 241 |
| Foreign debt securities | $500,000 | 256 |
| Equity securities | $4,739,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,534,000 | 438 |
| Mortgage-backed securities | $153,780,000 | 498 |
| Certificates of participation in pools of residential mortgages | $51,909,000 | 714 |
| Issued or guaranteed by U.S. | $51,909,000 | 684 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $101,871,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $98,724,000 | 293 |
| Privately issued | $3,147,000 | 441 |
| 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 | $487,012,000 | 346 |
| 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 | $424,765,000 | 374 |
| U.S. Government securities | $356,209,000 | 359 |
| U.S. Treasury securities | $224,247,000 | 175 |
| U.S. Government agency obligations | $131,962,000 | 575 |
| Securities issued by states & political subdivisions | $920,000 | 6,742 |
| Other domestic debt securities | $64,365,000 | 259 |
| Privately issued residential mortgage-backed securities | $13,143,000 | 357 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,222,000 | 180 |
| Foreign debt securities | $250,000 | 321 |
| Equity securities | $3,021,000 | 933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,045,000 | 560 |
| Mortgage-backed securities | $145,105,000 | 500 |
| Certificates of participation in pools of residential mortgages | $43,701,000 | 829 |
| Issued or guaranteed by U.S. | $43,701,000 | 793 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $101,404,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $88,261,000 | 296 |
| Privately issued | $13,143,000 | 206 |
| 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 | $421,744,000 | 376 |
| 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 |