Home > Emigrant Bank > Securities
Emigrant Bank, Securities
| 2023-09-30 | Rank | |
| Total securities | $436,423,000 | 475 |
| U.S. Government securities | $317,524,000 | 451 |
| U.S. Treasury securities | $167,129,000 | 188 |
| U.S. Government agency obligations | $150,395,000 | 722 |
| Securities issued by states & political subdivisions | $1,285,000 | 3,502 |
| Other domestic debt securities | $110,075,000 | 247 |
| 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 | $110,075,000 | 91 |
| 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 | $353,080,000 | 310 |
| Mortgage-backed securities | $150,395,000 | 550 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $100,515,000 | 496 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $49,880,000 | 379 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $428,884,000 | 391 |
| Total debt securities | $428,884,000 | 474 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $892,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $451,023,000 | 471 |
| U.S. Government securities | $323,243,000 | 445 |
| U.S. Treasury securities | $165,864,000 | 179 |
| U.S. Government agency obligations | $157,379,000 | 712 |
| Securities issued by states & political subdivisions | $1,316,000 | 3,531 |
| Other domestic debt securities | $106,795,000 | 245 |
| 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 | $106,795,000 | 90 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,747,000 | 305 |
| Mortgage-backed securities | $157,379,000 | 537 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $104,418,000 | 500 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $52,961,000 | 373 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $431,354,000 | 403 |
| Total debt securities | $431,356,000 | 492 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $624,000 | 185 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $465,533,000 | 487 |
| U.S. Government securities | $335,418,000 | 457 |
| U.S. Treasury securities | $167,095,000 | 188 |
| U.S. Government agency obligations | $168,323,000 | 666 |
| Securities issued by states & political subdivisions | $2,113,000 | 3,432 |
| Other domestic debt securities | $109,013,000 | 258 |
| 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 | $109,013,000 | 95 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,119,000 | 294 |
| Mortgage-backed securities | $168,323,000 | 541 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $111,264,000 | 497 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $57,059,000 | 377 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $446,544,000 | 414 |
| Total debt securities | $446,544,000 | 500 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $438,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $469,156,000 | 493 |
| U.S. Government securities | $340,009,000 | 451 |
| U.S. Treasury securities | $165,236,000 | 196 |
| U.S. Government agency obligations | $174,773,000 | 643 |
| Securities issued by states & political subdivisions | $2,127,000 | 3,468 |
| Other domestic debt securities | $110,514,000 | 263 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $110,514,000 | 99 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $392,852,000 | 249 |
| Mortgage-backed securities | $174,773,000 | 539 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $174,773,000 | 357 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $452,650,000 | 415 |
| Total debt securities | $452,650,000 | 500 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $672,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $475,391,000 | 489 |
| U.S. Government securities | $345,331,000 | 447 |
| U.S. Treasury securities | $164,652,000 | 205 |
| U.S. Government agency obligations | $180,679,000 | 631 |
| Securities issued by states & political subdivisions | $2,113,000 | 3,506 |
| Other domestic debt securities | $111,082,000 | 254 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $111,082,000 | 103 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $398,547,000 | 230 |
| Mortgage-backed securities | $180,679,000 | 530 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $180,679,000 | 350 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $458,526,000 | 413 |
| Total debt securities | $458,527,000 | 499 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $788,000 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $493,953,000 | 475 |
| U.S. Government securities | $364,647,000 | 444 |
| U.S. Treasury securities | $168,640,000 | 191 |
| U.S. Government agency obligations | $196,007,000 | 602 |
| Securities issued by states & political subdivisions | $2,168,000 | 3,544 |
| Other domestic debt securities | $111,001,000 | 238 |
| 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 | $111,001,000 | 105 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $417,949,000 | 217 |
| Mortgage-backed securities | $196,007,000 | 516 |
| Certificates of participation in pools of residential mortgages | $196,007,000 | 336 |
| Issued or guaranteed by U.S. | $196,007,000 | 334 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $477,816,000 | 415 |
| Total debt securities | $477,816,000 | 487 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $501,000 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $504,301,000 | 469 |
| U.S. Government securities | $361,338,000 | 444 |
| U.S. Treasury securities | $145,680,000 | 188 |
| U.S. Government agency obligations | $215,658,000 | 574 |
| Securities issued by states & political subdivisions | $2,949,000 | 3,423 |
| Other domestic debt securities | $114,275,000 | 229 |
| 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 | $114,275,000 | 104 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $415,747,000 | 225 |
| Mortgage-backed securities | $215,658,000 | 499 |
| Certificates of participation in pools of residential mortgages | $215,658,000 | 318 |
| Issued or guaranteed by U.S. | $215,658,000 | 317 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $478,562,000 | 424 |
| Total debt securities | $478,562,000 | 485 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $388,000 | 222 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $312,409,000 | 697 |
| U.S. Government securities | $158,746,000 | 813 |
| U.S. Treasury securities | $101,000 | 2,198 |
| U.S. Government agency obligations | $158,645,000 | 726 |
| Securities issued by states & political subdivisions | $3,069,000 | 3,444 |
| Other domestic debt securities | $117,642,000 | 216 |
| 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 | $117,642,000 | 99 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,244,000 | 367 |
| Mortgage-backed securities | $158,645,000 | 601 |
| Certificates of participation in pools of residential mortgages | $158,645,000 | 396 |
| Issued or guaranteed by U.S. | $158,645,000 | 394 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $279,457,000 | 692 |
| Total debt securities | $279,457,000 | 757 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $220,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $337,116,000 | 633 |
| U.S. Government securities | $175,895,000 | 703 |
| U.S. Treasury securities | $101,000 | 1,995 |
| U.S. Government agency obligations | $175,794,000 | 644 |
| Securities issued by states & political subdivisions | $3,107,000 | 3,464 |
| Other domestic debt securities | $127,580,000 | 188 |
| 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 | $127,580,000 | 89 |
| 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 | $241,450,000 | 321 |
| Mortgage-backed securities | $175,794,000 | 549 |
| Certificates of participation in pools of residential mortgages | $175,794,000 | 363 |
| Issued or guaranteed by U.S. | $175,794,000 | 362 |
| 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 | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $306,582,000 | 606 |
| Total debt securities | $306,582,000 | 665 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $244,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $352,746,000 | 575 |
| U.S. Government securities | $194,760,000 | 613 |
| U.S. Treasury securities | $101,000 | 1,900 |
| U.S. Government agency obligations | $194,659,000 | 566 |
| Securities issued by states & political subdivisions | $3,142,000 | 3,477 |
| Other domestic debt securities | $126,561,000 | 184 |
| 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 | $126,561,000 | 90 |
| 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 | $259,730,000 | 296 |
| Mortgage-backed securities | $194,659,000 | 487 |
| Certificates of participation in pools of residential mortgages | $194,659,000 | 323 |
| Issued or guaranteed by U.S. | $194,659,000 | 320 |
| 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 | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $324,463,000 | 558 |
| Total debt securities | $324,463,000 | 608 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $243,000 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $370,600,000 | 504 |
| U.S. Government securities | $212,223,000 | 523 |
| U.S. Treasury securities | $101,000 | 1,618 |
| U.S. Government agency obligations | $212,122,000 | 494 |
| Securities issued by states & political subdivisions | $3,853,000 | 3,357 |
| Other domestic debt securities | $125,447,000 | 173 |
| 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 | $125,447,000 | 80 |
| 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 | $294,376,000 | 257 |
| Mortgage-backed securities | $212,122,000 | 436 |
| Certificates of participation in pools of residential mortgages | $212,122,000 | 278 |
| Issued or guaranteed by U.S. | $212,122,000 | 277 |
| 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 | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $341,523,000 | 494 |
| Total debt securities | $341,523,000 | 536 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $373,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $357,760,000 | 471 |
| U.S. Government securities | $230,805,000 | 440 |
| U.S. Treasury securities | $101,000 | 1,181 |
| U.S. Government agency obligations | $230,704,000 | 424 |
| Securities issued by states & political subdivisions | $3,891,000 | 3,355 |
| Other domestic debt securities | $123,064,000 | 156 |
| 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 | $123,064,000 | 77 |
| 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 | $311,308,000 | 239 |
| Mortgage-backed securities | $230,704,000 | 384 |
| Certificates of participation in pools of residential mortgages | $230,704,000 | 245 |
| Issued or guaranteed by U.S. | $230,704,000 | 244 |
| 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 | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $357,760,000 | 423 |
| Total debt securities | $357,759,000 | 462 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $147,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $375,712,000 | 430 |
| U.S. Government securities | $253,285,000 | 396 |
| U.S. Treasury securities | $101,000 | 1,198 |
| U.S. Government agency obligations | $253,184,000 | 377 |
| Securities issued by states & political subdivisions | $3,880,000 | 3,280 |
| Other domestic debt securities | $118,297,000 | 158 |
| 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 | $118,297,000 | 76 |
| Foreign debt securities | $250,000 | 265 |
| 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 | $331,431,000 | 230 |
| Mortgage-backed securities | $253,184,000 | 343 |
| Certificates of participation in pools of residential mortgages | $253,184,000 | 211 |
| Issued or guaranteed by U.S. | $253,184,000 | 210 |
| 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 | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $375,712,000 | 382 |
| Total debt securities | $375,712,000 | 423 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $2,632,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $480,154,000 | 348 |
| U.S. Government securities | $333,097,000 | 318 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $333,097,000 | 305 |
| Securities issued by states & political subdivisions | $33,351,000 | 1,141 |
| Other domestic debt securities | $113,456,000 | 164 |
| Privately issued residential mortgage-backed securities | $1,000 | 653 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $113,455,000 | 76 |
| Foreign debt securities | $250,000 | 274 |
| 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 | $407,891,000 | 201 |
| Mortgage-backed securities | $333,098,000 | 274 |
| Certificates of participation in pools of residential mortgages | $333,097,000 | 167 |
| Issued or guaranteed by U.S. | $333,097,000 | 165 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $1,000 | 448 |
| 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) | $480,154,000 | 311 |
| Total debt securities | $480,154,000 | 344 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $149,000 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $511,641,000 | 325 |
| U.S. Government securities | $364,768,000 | 300 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $364,768,000 | 287 |
| Securities issued by states & political subdivisions | $37,751,000 | 912 |
| Other domestic debt securities | $108,872,000 | 166 |
| Privately issued residential mortgage-backed securities | $1,000 | 673 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $108,871,000 | 77 |
| Foreign debt securities | $250,000 | 274 |
| 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 | $436,770,000 | 185 |
| Mortgage-backed securities | $364,769,000 | 260 |
| Certificates of participation in pools of residential mortgages | $364,768,000 | 153 |
| Issued or guaranteed by U.S. | $364,768,000 | 150 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $1,000 | 454 |
| 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) | $511,641,000 | 284 |
| Total debt securities | $511,641,000 | 320 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $360,000 | 205 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $537,423,000 | 306 |
| U.S. Government securities | $409,148,000 | 280 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $409,148,000 | 265 |
| Securities issued by states & political subdivisions | $4,315,000 | 3,117 |
| Other domestic debt securities | $123,710,000 | 147 |
| Privately issued residential mortgage-backed securities | $1,000 | 646 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $123,709,000 | 61 |
| Foreign debt securities | $250,000 | 256 |
| 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 | $81,279,000 | 644 |
| Mortgage-backed securities | $409,149,000 | 239 |
| Certificates of participation in pools of residential mortgages | $409,148,000 | 137 |
| Issued or guaranteed by U.S. | $409,148,000 | 136 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $1,000 | 448 |
| 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) | $537,423,000 | 272 |
| Total debt securities | $537,423,000 | 300 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $331,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $579,623,000 | 293 |
| U.S. Government securities | $454,873,000 | 265 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $454,873,000 | 248 |
| Securities issued by states & political subdivisions | $4,362,000 | 3,129 |
| Other domestic debt securities | $120,138,000 | 149 |
| Privately issued residential mortgage-backed securities | $2,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $120,136,000 | 65 |
| Foreign debt securities | $250,000 | 266 |
| 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 | $85,648,000 | 606 |
| Mortgage-backed securities | $454,875,000 | 225 |
| Certificates of participation in pools of residential mortgages | $454,873,000 | 125 |
| Issued or guaranteed by U.S. | $454,873,000 | 125 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,000 | 2,917 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $2,000 | 451 |
| 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) | $579,623,000 | 260 |
| Total debt securities | $579,623,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $260,000 | 201 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $631,595,000 | 274 |
| U.S. Government securities | $508,296,000 | 258 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $508,296,000 | 242 |
| Securities issued by states & political subdivisions | $4,343,000 | 3,181 |
| Other domestic debt securities | $118,706,000 | 138 |
| Privately issued residential mortgage-backed securities | $4,000 | 652 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $118,702,000 | 66 |
| Foreign debt securities | $250,000 | 279 |
| 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 | $95,870,000 | 571 |
| Mortgage-backed securities | $508,300,000 | 213 |
| Certificates of participation in pools of residential mortgages | $508,296,000 | 120 |
| Issued or guaranteed by U.S. | $508,296,000 | 119 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $4,000 | 459 |
| 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) | $631,595,000 | 248 |
| Total debt securities | $631,595,000 | 270 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $158,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $913,088,000 | 210 |
| U.S. Government securities | $788,153,000 | 189 |
| U.S. Treasury securities | $224,166,000 | 69 |
| U.S. Government agency obligations | $563,987,000 | 221 |
| Securities issued by states & political subdivisions | $5,583,000 | 3,037 |
| Other domestic debt securities | $119,103,000 | 129 |
| Privately issued residential mortgage-backed securities | $5,000 | 668 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $119,098,000 | 62 |
| Foreign debt securities | $249,000 | 294 |
| 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 | $109,401,000 | 517 |
| Mortgage-backed securities | $563,992,000 | 195 |
| Certificates of participation in pools of residential mortgages | $563,987,000 | 112 |
| Issued or guaranteed by U.S. | $563,987,000 | 111 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,000 | 2,934 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $5,000 | 475 |
| 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) | $913,088,000 | 186 |
| Total debt securities | $913,088,000 | 206 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $180,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,002,203,000 | 194 |
| U.S. Government securities | $873,932,000 | 178 |
| U.S. Treasury securities | $262,952,000 | 64 |
| U.S. Government agency obligations | $610,980,000 | 206 |
| Securities issued by states & political subdivisions | $12,348,000 | 2,241 |
| Other domestic debt securities | $115,674,000 | 128 |
| Privately issued residential mortgage-backed securities | $7,000 | 626 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $115,667,000 | 62 |
| Foreign debt securities | $249,000 | 295 |
| 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 | $111,368,000 | 521 |
| Mortgage-backed securities | $610,987,000 | 182 |
| Certificates of participation in pools of residential mortgages | $610,980,000 | 106 |
| Issued or guaranteed by U.S. | $610,980,000 | 106 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $7,000 | 465 |
| 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) | $1,002,203,000 | 173 |
| Total debt securities | $1,002,203,000 | 192 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $288,276,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,069,822,000 | 186 |
| U.S. Government securities | $933,597,000 | 169 |
| U.S. Treasury securities | $272,479,000 | 67 |
| U.S. Government agency obligations | $661,118,000 | 194 |
| Securities issued by states & political subdivisions | $14,313,000 | 2,088 |
| Other domestic debt securities | $121,666,000 | 120 |
| Privately issued residential mortgage-backed securities | $10,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $121,656,000 | 57 |
| Foreign debt securities | $246,000 | 296 |
| 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 | $196,971,000 | 331 |
| Mortgage-backed securities | $661,128,000 | 172 |
| Certificates of participation in pools of residential mortgages | $661,118,000 | 99 |
| Issued or guaranteed by U.S. | $661,118,000 | 99 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,000 | 2,951 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $10,000 | 468 |
| 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) | $1,069,822,000 | 157 |
| Total debt securities | $1,069,822,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $288,712,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,124,263,000 | 176 |
| U.S. Government securities | $989,243,000 | 158 |
| U.S. Treasury securities | $270,468,000 | 69 |
| U.S. Government agency obligations | $718,775,000 | 183 |
| Securities issued by states & political subdivisions | $12,817,000 | 2,269 |
| Other domestic debt securities | $121,958,000 | 119 |
| Privately issued residential mortgage-backed securities | $12,000 | 858 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $121,946,000 | 53 |
| Foreign debt securities | $245,000 | 300 |
| 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 | $195,155,000 | 339 |
| Mortgage-backed securities | $718,787,000 | 164 |
| Certificates of participation in pools of residential mortgages | $718,775,000 | 96 |
| Issued or guaranteed by U.S. | $718,775,000 | 95 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $12,000 | 2,976 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $12,000 | 491 |
| 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) | $1,124,263,000 | 153 |
| Total debt securities | $1,124,263,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $268,676,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $996,355,000 | 190 |
| U.S. Government securities | $858,676,000 | 172 |
| U.S. Treasury securities | $69,362,000 | 119 |
| U.S. Government agency obligations | $789,314,000 | 173 |
| Securities issued by states & political subdivisions | $14,577,000 | 2,147 |
| Other domestic debt securities | $122,856,000 | 119 |
| Privately issued residential mortgage-backed securities | $15,000 | 541 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $122,841,000 | 53 |
| Foreign debt securities | $246,000 | 288 |
| 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 | $198,640,000 | 335 |
| Mortgage-backed securities | $789,329,000 | 152 |
| Certificates of participation in pools of residential mortgages | $789,314,000 | 93 |
| Issued or guaranteed by U.S. | $789,314,000 | 92 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,000 | 2,972 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $15,000 | 503 |
| 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) | $996,355,000 | 165 |
| Total debt securities | $996,355,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $258,019,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $934,000 | 117 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,068,479,000 | 180 |
| U.S. Government securities | $932,111,000 | 158 |
| U.S. Treasury securities | $73,334,000 | 113 |
| U.S. Government agency obligations | $858,777,000 | 153 |
| Securities issued by states & political subdivisions | $14,580,000 | 2,212 |
| Other domestic debt securities | $121,538,000 | 118 |
| Privately issued residential mortgage-backed securities | $18,000 | 543 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $121,520,000 | 52 |
| Foreign debt securities | $250,000 | 281 |
| 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 | $141,697,000 | 441 |
| Mortgage-backed securities | $858,795,000 | 143 |
| Certificates of participation in pools of residential mortgages | $858,777,000 | 89 |
| Issued or guaranteed by U.S. | $858,777,000 | 88 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $18,000 | 2,984 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $18,000 | 510 |
| 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) | $1,068,479,000 | 154 |
| Total debt securities | $1,068,479,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $221,152,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $182,000 | 132 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,235,308,000 | 163 |
| U.S. Government securities | $1,002,144,000 | 149 |
| U.S. Treasury securities | $70,741,000 | 111 |
| U.S. Government agency obligations | $931,403,000 | 144 |
| Securities issued by states & political subdivisions | $90,083,000 | 403 |
| Other domestic debt securities | $122,129,000 | 119 |
| Privately issued residential mortgage-backed securities | $21,000 | 551 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $122,108,000 | 55 |
| Foreign debt securities | $500,000 | 246 |
| Equity securities | $20,452,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,624,000 | 284 |
| Mortgage-backed securities | $931,424,000 | 140 |
| Certificates of participation in pools of residential mortgages | $931,403,000 | 87 |
| Issued or guaranteed by U.S. | $931,403,000 | 86 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $21,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $21,000 | 516 |
| 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) | $1,235,308,000 | 143 |
| Total debt securities | $1,214,856,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $220,785,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,333,588,000 | 153 |
| U.S. Government securities | $1,069,299,000 | 141 |
| U.S. Treasury securities | $74,886,000 | 111 |
| U.S. Government agency obligations | $994,413,000 | 144 |
| Securities issued by states & political subdivisions | $119,703,000 | 303 |
| Other domestic debt securities | $121,365,000 | 118 |
| Privately issued residential mortgage-backed securities | $25,000 | 565 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $121,340,000 | 59 |
| Foreign debt securities | $500,000 | 252 |
| Equity securities | $22,721,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $257,487,000 | 280 |
| Mortgage-backed securities | $994,438,000 | 135 |
| Certificates of participation in pools of residential mortgages | $994,413,000 | 83 |
| Issued or guaranteed by U.S. | $994,413,000 | 82 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $25,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $25,000 | 530 |
| 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) | $1,333,588,000 | 131 |
| Total debt securities | $1,310,867,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $208,480,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,260,844,000 | 161 |
| U.S. Government securities | $1,005,319,000 | 149 |
| U.S. Treasury securities | $82,658,000 | 106 |
| U.S. Government agency obligations | $922,661,000 | 147 |
| Securities issued by states & political subdivisions | $120,567,000 | 297 |
| Other domestic debt securities | $118,061,000 | 122 |
| Privately issued residential mortgage-backed securities | $29,000 | 595 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $118,032,000 | 60 |
| Foreign debt securities | $500,000 | 251 |
| Equity securities | $16,397,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,244,000 | 278 |
| Mortgage-backed securities | $922,690,000 | 140 |
| Certificates of participation in pools of residential mortgages | $922,661,000 | 85 |
| Issued or guaranteed by U.S. | $922,661,000 | 84 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $29,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $29,000 | 562 |
| 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) | $1,260,844,000 | 133 |
| Total debt securities | $1,244,447,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $214,143,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,307,840,000 | 153 |
| U.S. Government securities | $1,006,257,000 | 141 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,006,257,000 | 132 |
| Securities issued by states & political subdivisions | $162,152,000 | 192 |
| Other domestic debt securities | $115,417,000 | 125 |
| Privately issued residential mortgage-backed securities | $33,000 | 613 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $115,384,000 | 62 |
| Foreign debt securities | $500,000 | 249 |
| Equity securities | $23,514,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,897,000 | 415 |
| Mortgage-backed securities | $1,006,290,000 | 129 |
| Certificates of participation in pools of residential mortgages | $1,006,257,000 | 77 |
| Issued or guaranteed by U.S. | $1,006,257,000 | 76 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $33,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $33,000 | 578 |
| 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) | $1,307,840,000 | 124 |
| Total debt securities | $1,284,326,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $214,619,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,528,366,000 | 131 |
| U.S. Government securities | $1,028,997,000 | 136 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,028,997,000 | 126 |
| Securities issued by states & political subdivisions | $255,896,000 | 113 |
| Other domestic debt securities | $220,957,000 | 86 |
| Privately issued residential mortgage-backed securities | $38,000 | 614 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $220,919,000 | 41 |
| Foreign debt securities | $500,000 | 252 |
| Equity securities | $22,016,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,665,000 | 316 |
| Mortgage-backed securities | $1,029,035,000 | 120 |
| Certificates of participation in pools of residential mortgages | $1,028,997,000 | 73 |
| Issued or guaranteed by U.S. | $1,028,997,000 | 72 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $38,000 | 3,101 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $38,000 | 582 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,528,366,000 | 110 |
| Total debt securities | $1,506,350,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $191,111,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,500,754,000 | 131 |
| U.S. Government securities | $1,096,797,000 | 130 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,096,797,000 | 122 |
| Securities issued by states & political subdivisions | $170,464,000 | 178 |
| Other domestic debt securities | $214,214,000 | 89 |
| Privately issued residential mortgage-backed securities | $41,000 | 635 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $214,173,000 | 42 |
| Foreign debt securities | $500,000 | 251 |
| Equity securities | $18,779,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,824,000 | 317 |
| Mortgage-backed securities | $1,096,838,000 | 116 |
| Certificates of participation in pools of residential mortgages | $1,096,797,000 | 72 |
| Issued or guaranteed by U.S. | $1,096,797,000 | 71 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $41,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $41,000 | 599 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,500,754,000 | 107 |
| Total debt securities | $1,481,975,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $189,167,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,451,047,000 | 138 |
| U.S. Government securities | $1,075,940,000 | 134 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,075,940,000 | 126 |
| Securities issued by states & political subdivisions | $134,666,000 | 234 |
| Other domestic debt securities | $222,457,000 | 89 |
| Privately issued residential mortgage-backed securities | $45,000 | 637 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $222,412,000 | 44 |
| Foreign debt securities | $500,000 | 247 |
| Equity securities | $17,484,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,927,000 | 324 |
| Mortgage-backed securities | $1,075,985,000 | 115 |
| Certificates of participation in pools of residential mortgages | $1,075,940,000 | 72 |
| Issued or guaranteed by U.S. | $1,075,940,000 | 71 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $45,000 | 3,150 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $45,000 | 605 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $1,451,047,000 | 115 |
| Total debt securities | $1,433,563,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $173,422,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,302,405,000 | 145 |
| U.S. Government securities | $941,278,000 | 143 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $941,278,000 | 138 |
| Securities issued by states & political subdivisions | $122,616,000 | 263 |
| Other domestic debt securities | $217,871,000 | 86 |
| Privately issued residential mortgage-backed securities | $50,000 | 634 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $217,821,000 | 44 |
| Foreign debt securities | $500,000 | 233 |
| Equity securities | $20,140,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,808,000 | 310 |
| Mortgage-backed securities | $941,328,000 | 127 |
| Certificates of participation in pools of residential mortgages | $941,278,000 | 77 |
| Issued or guaranteed by U.S. | $941,278,000 | 76 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $50,000 | 3,171 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $50,000 | 604 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,302,405,000 | 121 |
| Total debt securities | $1,282,265,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $163,786,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,164,858,000 | 154 |
| U.S. Government securities | $778,958,000 | 162 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $778,958,000 | 157 |
| Securities issued by states & political subdivisions | $141,922,000 | 214 |
| Other domestic debt securities | $220,605,000 | 86 |
| Privately issued residential mortgage-backed securities | $55,000 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $220,550,000 | 45 |
| Foreign debt securities | $500,000 | 236 |
| Equity securities | $22,873,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,190,000 | 314 |
| Mortgage-backed securities | $779,013,000 | 138 |
| Certificates of participation in pools of residential mortgages | $778,958,000 | 82 |
| Issued or guaranteed by U.S. | $778,958,000 | 81 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $55,000 | 3,217 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $55,000 | 614 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,164,858,000 | 128 |
| Total debt securities | $1,141,985,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $166,679,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,220,667,000 | 148 |
| U.S. Government securities | $826,305,000 | 152 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $826,305,000 | 148 |
| Securities issued by states & political subdivisions | $141,315,000 | 207 |
| Other domestic debt securities | $224,337,000 | 84 |
| Privately issued residential mortgage-backed securities | $61,000 | 665 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $224,276,000 | 44 |
| Foreign debt securities | $500,000 | 243 |
| Equity securities | $28,210,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,614,000 | 307 |
| Mortgage-backed securities | $826,366,000 | 135 |
| Certificates of participation in pools of residential mortgages | $826,305,000 | 80 |
| Issued or guaranteed by U.S. | $826,305,000 | 79 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $61,000 | 3,252 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $61,000 | 633 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,220,667,000 | 124 |
| Total debt securities | $1,192,457,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $188,385,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,306,274,000 | 142 |
| U.S. Government securities | $869,333,000 | 147 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $869,333,000 | 142 |
| Securities issued by states & political subdivisions | $154,236,000 | 181 |
| Other domestic debt securities | $233,585,000 | 83 |
| Privately issued residential mortgage-backed securities | $78,000 | 691 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $233,507,000 | 40 |
| Foreign debt securities | $500,000 | 250 |
| Equity securities | $48,620,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,215,000 | 294 |
| Mortgage-backed securities | $869,411,000 | 128 |
| Certificates of participation in pools of residential mortgages | $869,333,000 | 75 |
| Issued or guaranteed by U.S. | $869,333,000 | 74 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $78,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $78,000 | 656 |
| 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) | $1,306,274,000 | 117 |
| Total debt securities | $1,257,654,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $176,561,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,436,298,000 | 135 |
| U.S. Government securities | $912,270,000 | 139 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $912,270,000 | 133 |
| Securities issued by states & political subdivisions | $156,989,000 | 173 |
| Other domestic debt securities | $233,524,000 | 84 |
| Privately issued residential mortgage-backed securities | $84,000 | 685 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $233,440,000 | 37 |
| Foreign debt securities | $500,000 | 227 |
| Equity securities | $133,015,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,761,000 | 288 |
| Mortgage-backed securities | $912,354,000 | 121 |
| Certificates of participation in pools of residential mortgages | $912,270,000 | 74 |
| Issued or guaranteed by U.S. | $912,270,000 | 73 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $84,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $84,000 | 649 |
| 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) | $1,436,298,000 | 112 |
| Total debt securities | $1,303,283,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $192,466,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,545,659,000 | 125 |
| U.S. Government securities | $963,716,000 | 131 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $963,716,000 | 127 |
| Securities issued by states & political subdivisions | $166,974,000 | 156 |
| Other domestic debt securities | $256,425,000 | 80 |
| Privately issued residential mortgage-backed securities | $92,000 | 714 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $256,333,000 | 35 |
| Foreign debt securities | $500,000 | 228 |
| Equity securities | $158,044,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,316,000 | 280 |
| Mortgage-backed securities | $963,808,000 | 114 |
| Certificates of participation in pools of residential mortgages | $963,716,000 | 71 |
| Issued or guaranteed by U.S. | $963,716,000 | 70 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $92,000 | 3,356 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $92,000 | 682 |
| 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) | $1,545,659,000 | 101 |
| Total debt securities | $1,387,615,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $184,969,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $20,000 | 135 |
| Revaluation losses on off-balance sheet contracts | $60,000 | 135 |
| 2014-06-30 | Rank | |
| Total securities | $1,660,813,000 | 120 |
| U.S. Government securities | $1,022,391,000 | 126 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,022,391,000 | 122 |
| Securities issued by states & political subdivisions | $167,334,000 | 151 |
| Other domestic debt securities | $252,591,000 | 85 |
| Privately issued residential mortgage-backed securities | $99,000 | 727 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $252,492,000 | 36 |
| Foreign debt securities | $500,000 | 230 |
| Equity securities | $217,997,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,962,000 | 286 |
| Mortgage-backed securities | $1,022,490,000 | 113 |
| Certificates of participation in pools of residential mortgages | $1,022,391,000 | 70 |
| Issued or guaranteed by U.S. | $1,022,391,000 | 69 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $99,000 | 3,389 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $99,000 | 697 |
| 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) | $1,660,813,000 | 94 |
| Total debt securities | $1,442,816,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $158,661,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $30,000 | 133 |
| Revaluation losses on off-balance sheet contracts | $87,000 | 135 |
| 2014-03-31 | Rank | |
| Total securities | $1,752,777,000 | 115 |
| U.S. Government securities | $1,096,190,000 | 121 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,096,190,000 | 118 |
| Securities issued by states & political subdivisions | $176,520,000 | 139 |
| Other domestic debt securities | $245,600,000 | 88 |
| Privately issued residential mortgage-backed securities | $104,000 | 749 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $245,496,000 | 41 |
| Foreign debt securities | $500,000 | 227 |
| Equity securities | $233,967,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $389,186,000 | 180 |
| Mortgage-backed securities | $1,096,294,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,096,190,000 | 65 |
| Issued or guaranteed by U.S. | $1,096,190,000 | 64 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $104,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $104,000 | 719 |
| 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) | $1,752,777,000 | 91 |
| Total debt securities | $1,518,810,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $164,995,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,812,533,000 | 111 |
| U.S. Government securities | $1,184,430,000 | 115 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,184,430,000 | 112 |
| Securities issued by states & political subdivisions | $175,050,000 | 137 |
| Other domestic debt securities | $237,981,000 | 89 |
| Privately issued residential mortgage-backed securities | $156,000 | 747 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $237,825,000 | 44 |
| Foreign debt securities | $498,000 | 237 |
| Equity securities | $214,574,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $383,088,000 | 185 |
| Mortgage-backed securities | $1,184,586,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,184,430,000 | 62 |
| Issued or guaranteed by U.S. | $1,184,430,000 | 60 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $156,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $156,000 | 713 |
| 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) | $1,812,533,000 | 89 |
| Total debt securities | $1,597,959,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $157,989,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $44,000 | 139 |
| Revaluation losses on off-balance sheet contracts | $101,000 | 123 |
| 2013-09-30 | Rank | |
| Total securities | $1,930,495,000 | 107 |
| U.S. Government securities | $1,294,188,000 | 109 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,294,188,000 | 105 |
| Securities issued by states & political subdivisions | $193,802,000 | 110 |
| Other domestic debt securities | $237,654,000 | 88 |
| Privately issued residential mortgage-backed securities | $191,000 | 753 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $237,463,000 | 43 |
| Foreign debt securities | $490,000 | 253 |
| Equity securities | $204,361,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $458,432,000 | 160 |
| Mortgage-backed securities | $1,294,379,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,294,188,000 | 55 |
| Issued or guaranteed by U.S. | $1,294,188,000 | 53 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $191,000 | 3,386 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $191,000 | 722 |
| 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) | $1,930,495,000 | 86 |
| Total debt securities | $1,726,134,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $266,257,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $337,000 | 114 |
| Revaluation losses on off-balance sheet contracts | $225,000 | 119 |
| 2013-06-30 | Rank | |
| Total securities | $2,129,931,000 | 101 |
| U.S. Government securities | $1,467,573,000 | 104 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,467,573,000 | 99 |
| Securities issued by states & political subdivisions | $207,691,000 | 101 |
| Other domestic debt securities | $241,807,000 | 89 |
| Privately issued residential mortgage-backed securities | $246,000 | 742 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $241,561,000 | 43 |
| Foreign debt securities | $490,000 | 237 |
| Equity securities | $212,370,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,283,000 | 200 |
| Mortgage-backed securities | $1,467,819,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,467,573,000 | 51 |
| Issued or guaranteed by U.S. | $1,467,573,000 | 49 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $246,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $246,000 | 711 |
| 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) | $2,129,931,000 | 79 |
| Total debt securities | $1,917,561,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $362,612,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $1,271,000 | 90 |
| Revaluation losses on off-balance sheet contracts | $826,000 | 98 |
| 2013-03-31 | Rank | |
| Total securities | $2,368,341,000 | 91 |
| U.S. Government securities | $1,594,329,000 | 100 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,594,329,000 | 94 |
| Securities issued by states & political subdivisions | $307,128,000 | 66 |
| Other domestic debt securities | $244,642,000 | 85 |
| Privately issued residential mortgage-backed securities | $336,000 | 728 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $244,306,000 | 43 |
| Foreign debt securities | $500,000 | 233 |
| Equity securities | $221,742,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,603,000 | 257 |
| Mortgage-backed securities | $1,594,665,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,594,329,000 | 51 |
| Issued or guaranteed by U.S. | $1,594,329,000 | 49 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $336,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $336,000 | 698 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,368,341,000 | 75 |
| Total debt securities | $2,146,599,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $287,736,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $140,000 | 116 |
| Revaluation losses on off-balance sheet contracts | $65,000 | 120 |
| 2012-12-31 | Rank | |
| Total securities | $2,609,289,000 | 82 |
| U.S. Government securities | $1,801,934,000 | 93 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,801,934,000 | 88 |
| Securities issued by states & political subdivisions | $371,311,000 | 52 |
| Other domestic debt securities | $237,200,000 | 87 |
| Privately issued residential mortgage-backed securities | $494,000 | 697 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $236,706,000 | 42 |
| Foreign debt securities | $500,000 | 231 |
| Equity securities | $198,344,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,777,000 | 393 |
| Mortgage-backed securities | $1,802,428,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,801,934,000 | 43 |
| Issued or guaranteed by U.S. | $1,801,934,000 | 42 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $494,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $494,000 | 671 |
| 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) | $2,609,289,000 | 70 |
| Total debt securities | $2,410,945,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $282,865,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $212,000 | 112 |
| 2012-09-30 | Rank | |
| Total securities | $1,581,835,000 | 120 |
| U.S. Government securities | $882,730,000 | 142 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $882,730,000 | 140 |
| Securities issued by states & political subdivisions | $431,650,000 | 46 |
| Other domestic debt securities | $132,218,000 | 124 |
| Privately issued residential mortgage-backed securities | $801,000 | 654 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $131,417,000 | 70 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $135,237,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,249,000 | 302 |
| Mortgage-backed securities | $883,531,000 | 130 |
| Certificates of participation in pools of residential mortgages | $882,730,000 | 80 |
| Issued or guaranteed by U.S. | $882,730,000 | 79 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $801,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $801,000 | 630 |
| 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) | $1,581,835,000 | 99 |
| Total debt securities | $1,446,598,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $604,000 | 96 |
| 2012-06-30 | Rank | |
| Total securities | $1,845,238,000 | 110 |
| U.S. Government securities | $1,097,768,000 | 128 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,097,768,000 | 121 |
| Securities issued by states & political subdivisions | $476,107,000 | 42 |
| Other domestic debt securities | $154,099,000 | 115 |
| Privately issued residential mortgage-backed securities | $1,421,000 | 585 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $152,678,000 | 65 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $117,264,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,604,000 | 277 |
| Mortgage-backed securities | $1,099,189,000 | 113 |
| Certificates of participation in pools of residential mortgages | $1,078,486,000 | 72 |
| Issued or guaranteed by U.S. | $1,078,486,000 | 71 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,703,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $19,282,000 | 1,019 |
| Privately issued | $1,421,000 | 565 |
| 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) | $1,845,238,000 | 88 |
| Total debt securities | $1,727,974,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $3,344,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $733,000 | 95 |
| 2012-03-31 | Rank | |
| Total securities | $1,855,495,000 | 108 |
| U.S. Government securities | $997,858,000 | 135 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $997,858,000 | 132 |
| Securities issued by states & political subdivisions | $519,418,000 | 36 |
| Other domestic debt securities | $231,595,000 | 92 |
| Privately issued residential mortgage-backed securities | $1,836,000 | 562 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $229,759,000 | 50 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $106,624,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,300,000 | 221 |
| Mortgage-backed securities | $999,694,000 | 116 |
| Certificates of participation in pools of residential mortgages | $977,772,000 | 75 |
| Issued or guaranteed by U.S. | $977,772,000 | 74 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $21,922,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $20,086,000 | 1,006 |
| Privately issued | $1,836,000 | 542 |
| 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) | $1,855,495,000 | 90 |
| Total debt securities | $1,748,871,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $13,250,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $50,000 | 107 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,504,592,000 | 85 |
| U.S. Government securities | $1,322,014,000 | 114 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,322,014,000 | 107 |
| Securities issued by states & political subdivisions | $753,177,000 | 23 |
| Other domestic debt securities | $327,708,000 | 78 |
| Privately issued residential mortgage-backed securities | $2,305,000 | 575 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $325,403,000 | 38 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $101,693,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $462,748,000 | 143 |
| Mortgage-backed securities | $1,324,319,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,149,128,000 | 72 |
| Issued or guaranteed by U.S. | $1,149,128,000 | 71 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $175,191,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $172,886,000 | 206 |
| Privately issued | $2,305,000 | 548 |
| 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) | $2,504,592,000 | 76 |
| Total debt securities | $2,402,899,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $72,965,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $299,000 | 82 |
| 2011-09-30 | Rank | |
| Total securities | $2,447,749,000 | 83 |
| U.S. Government securities | $1,237,669,000 | 117 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,237,669,000 | 110 |
| Securities issued by states & political subdivisions | $736,882,000 | 23 |
| Other domestic debt securities | $376,251,000 | 74 |
| Privately issued residential mortgage-backed securities | $2,702,000 | 569 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $373,549,000 | 34 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $96,947,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $397,307,000 | 162 |
| Mortgage-backed securities | $1,240,371,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,051,983,000 | 73 |
| Issued or guaranteed by U.S. | $1,051,983,000 | 72 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $188,388,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $185,686,000 | 194 |
| Privately issued | $2,702,000 | 537 |
| 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) | $2,447,749,000 | 74 |
| Total debt securities | $2,350,802,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $54,897,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $456,000 | 82 |
| 2011-06-30 | Rank | |
| Total securities | $2,705,743,000 | 80 |
| U.S. Government securities | $1,285,028,000 | 113 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,285,028,000 | 108 |
| Securities issued by states & political subdivisions | $826,652,000 | 20 |
| Other domestic debt securities | $475,993,000 | 60 |
| Privately issued residential mortgage-backed securities | $3,348,000 | 536 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $472,645,000 | 24 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $118,070,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $451,613,000 | 142 |
| Mortgage-backed securities | $1,288,376,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,087,749,000 | 72 |
| Issued or guaranteed by U.S. | $1,087,749,000 | 71 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $200,627,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $197,279,000 | 179 |
| Privately issued | $3,348,000 | 508 |
| 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) | $2,705,743,000 | 71 |
| Total debt securities | $2,587,673,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $9,696,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,988,683,000 | 71 |
| U.S. Government securities | $1,827,632,000 | 87 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,827,632,000 | 85 |
| Securities issued by states & political subdivisions | $468,005,000 | 36 |
| Other domestic debt securities | $573,940,000 | 53 |
| Privately issued residential mortgage-backed securities | $3,852,000 | 542 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $570,088,000 | 23 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $119,106,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $563,332,000 | 130 |
| Mortgage-backed securities | $1,831,484,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,619,288,000 | 58 |
| Issued or guaranteed by U.S. | $1,619,288,000 | 58 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $212,196,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $208,344,000 | 167 |
| Privately issued | $3,852,000 | 520 |
| 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) | $2,988,683,000 | 64 |
| Total debt securities | $2,868,777,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $6,742,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $57,000 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,051,140,000 | 68 |
| U.S. Government securities | $1,592,018,000 | 91 |
| U.S. Treasury securities | $505,000 | 1,067 |
| U.S. Government agency obligations | $1,591,513,000 | 90 |
| Securities issued by states & political subdivisions | $485,392,000 | 35 |
| Other domestic debt securities | $855,659,000 | 46 |
| Privately issued residential mortgage-backed securities | $4,766,000 | 521 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $850,893,000 | 18 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $118,071,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $847,499,000 | 100 |
| Mortgage-backed securities | $1,596,279,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,364,119,000 | 61 |
| Issued or guaranteed by U.S. | $1,364,119,000 | 60 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $232,160,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $227,394,000 | 144 |
| Privately issued | $4,766,000 | 500 |
| 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) | $3,051,140,000 | 62 |
| Total debt securities | $2,932,270,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $149,795,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $607,000 | 75 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,823,120,000 | 74 |
| U.S. Government securities | $1,437,459,000 | 96 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,437,459,000 | 92 |
| Securities issued by states & political subdivisions | $383,987,000 | 41 |
| Other domestic debt securities | $892,934,000 | 45 |
| Privately issued residential mortgage-backed securities | $7,130,000 | 474 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $885,804,000 | 19 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $108,740,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,602,958,000 | 60 |
| Mortgage-backed securities | $1,444,589,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,213,775,000 | 62 |
| Issued or guaranteed by U.S. | $1,213,775,000 | 62 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $230,814,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $223,684,000 | 138 |
| Privately issued | $7,130,000 | 453 |
| 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) | $2,823,120,000 | 66 |
| Total debt securities | $2,713,480,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $42,829,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $3,539,220,000 | 61 |
| U.S. Government securities | $2,178,589,000 | 72 |
| U.S. Treasury securities | $27,989,000 | 157 |
| U.S. Government agency obligations | $2,150,600,000 | 68 |
| Securities issued by states & political subdivisions | $350,936,000 | 44 |
| Other domestic debt securities | $904,956,000 | 44 |
| Privately issued residential mortgage-backed securities | $8,244,000 | 470 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $896,712,000 | 18 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $104,739,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,222,860,000 | 75 |
| Mortgage-backed securities | $2,158,844,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,796,364,000 | 46 |
| Issued or guaranteed by U.S. | $1,796,364,000 | 46 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $362,480,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $354,236,000 | 91 |
| Privately issued | $8,244,000 | 455 |
| 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) | $1,694,953,000 | 16 |
| Available-for-sale securities (fair market value) | $1,844,267,000 | 87 |
| Total debt securities | $3,433,579,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $79,013,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $3,678,775,000 | 62 |
| U.S. Government securities | $2,322,349,000 | 70 |
| U.S. Treasury securities | $27,830,000 | 156 |
| U.S. Government agency obligations | $2,294,519,000 | 66 |
| Securities issued by states & political subdivisions | $276,741,000 | 53 |
| Other domestic debt securities | $948,151,000 | 44 |
| Privately issued residential mortgage-backed securities | $9,314,000 | 478 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $938,837,000 | 17 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $131,534,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,729,584,000 | 56 |
| Mortgage-backed securities | $2,303,833,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,916,169,000 | 42 |
| Issued or guaranteed by U.S. | $1,916,169,000 | 42 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $387,664,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $378,350,000 | 81 |
| Privately issued | $9,314,000 | 459 |
| 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) | $1,813,055,000 | 15 |
| Available-for-sale securities (fair market value) | $1,865,720,000 | 81 |
| Total debt securities | $3,546,342,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $62,332,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,966,606,000 | 61 |
| U.S. Government securities | $2,502,480,000 | 62 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,502,480,000 | 61 |
| Securities issued by states & political subdivisions | $271,080,000 | 54 |
| Other domestic debt securities | $1,056,337,000 | 41 |
| Privately issued residential mortgage-backed securities | $10,250,000 | 480 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,046,087,000 | 13 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $136,709,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,342,119,000 | 33 |
| Mortgage-backed securities | $2,512,730,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,092,476,000 | 42 |
| Issued or guaranteed by U.S. | $2,092,476,000 | 42 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $420,254,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $410,004,000 | 71 |
| Privately issued | $10,250,000 | 462 |
| 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) | $1,945,951,000 | 18 |
| Available-for-sale securities (fair market value) | $2,020,655,000 | 82 |
| Total debt securities | $3,816,503,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $16,372,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $4,389,483,000 | 57 |
| U.S. Government securities | $2,662,945,000 | 64 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,662,945,000 | 62 |
| Securities issued by states & political subdivisions | $382,570,000 | 39 |
| Other domestic debt securities | $1,213,049,000 | 43 |
| Privately issued residential mortgage-backed securities | $13,715,000 | 429 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,199,334,000 | 15 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $130,919,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,436,210,000 | 46 |
| Mortgage-backed securities | $2,676,660,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,223,956,000 | 42 |
| Issued or guaranteed by U.S. | $2,223,956,000 | 42 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $452,704,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $438,989,000 | 68 |
| Privately issued | $13,715,000 | 412 |
| 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) | $2,065,774,000 | 21 |
| Available-for-sale securities (fair market value) | $2,323,709,000 | 74 |
| Total debt securities | $4,247,258,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $13,895,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $4,044,362,000 | 60 |
| U.S. Government securities | $2,235,367,000 | 72 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,235,367,000 | 70 |
| Securities issued by states & political subdivisions | $471,990,000 | 35 |
| Other domestic debt securities | $1,220,051,000 | 45 |
| Privately issued residential mortgage-backed securities | $13,350,000 | 444 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,206,701,000 | 15 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $116,954,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,322,577,000 | 48 |
| Mortgage-backed securities | $2,248,717,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,022,352,000 | 42 |
| Issued or guaranteed by U.S. | $2,022,352,000 | 41 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $226,365,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $213,015,000 | 117 |
| Privately issued | $13,350,000 | 426 |
| 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) | $1,598,956,000 | 21 |
| Available-for-sale securities (fair market value) | $2,445,406,000 | 74 |
| Total debt securities | $3,921,102,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $9,192,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,537,403,000 | 63 |
| U.S. Government securities | $2,020,168,000 | 75 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,020,168,000 | 73 |
| Securities issued by states & political subdivisions | $38,310,000 | 525 |
| Other domestic debt securities | $1,290,038,000 | 39 |
| Privately issued residential mortgage-backed securities | $15,014,000 | 423 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,275,024,000 | 11 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $188,887,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,362,352,000 | 46 |
| Mortgage-backed securities | $2,035,182,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,801,148,000 | 47 |
| Issued or guaranteed by U.S. | $1,801,148,000 | 44 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $234,034,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $219,020,000 | 116 |
| Privately issued | $15,014,000 | 405 |
| 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) | $395,057,000 | 59 |
| Available-for-sale securities (fair market value) | $3,142,346,000 | 58 |
| Total debt securities | $3,342,209,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $97,656,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $3,322,617,000 | 65 |
| U.S. Government securities | $1,741,198,000 | 79 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,741,198,000 | 77 |
| Securities issued by states & political subdivisions | $33,950,000 | 599 |
| Other domestic debt securities | $1,275,182,000 | 37 |
| Privately issued residential mortgage-backed securities | $16,469,000 | 387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,258,713,000 | 10 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $272,287,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $631,389,000 | 127 |
| Mortgage-backed securities | $1,757,667,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,741,198,000 | 47 |
| Issued or guaranteed by U.S. | $1,741,198,000 | 46 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $16,469,000 | 981 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $16,469,000 | 371 |
| 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) | $3,322,617,000 | 56 |
| Total debt securities | $3,043,518,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $36,716,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $3,276,569,000 | 62 |
| U.S. Government securities | $1,562,896,000 | 79 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,562,896,000 | 78 |
| Securities issued by states & political subdivisions | $70,360,000 | 222 |
| Other domestic debt securities | $1,303,370,000 | 37 |
| Privately issued residential mortgage-backed securities | $17,559,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,285,811,000 | 7 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $339,943,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $632,148,000 | 118 |
| Mortgage-backed securities | $1,580,455,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,562,896,000 | 50 |
| Issued or guaranteed by U.S. | $1,562,896,000 | 48 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $17,559,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $17,559,000 | 362 |
| 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) | $3,276,569,000 | 54 |
| Total debt securities | $2,928,188,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $4,046,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $4,046,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,577,096,000 | 61 |
| U.S. Government securities | $1,514,040,000 | 84 |
| U.S. Treasury securities | $37,799,000 | 64 |
| U.S. Government agency obligations | $1,476,241,000 | 85 |
| Securities issued by states & political subdivisions | $88,100,000 | 180 |
| Other domestic debt securities | $1,454,668,000 | 41 |
| Privately issued residential mortgage-backed securities | $19,804,000 | 357 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,434,864,000 | 8 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $520,288,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $639,590,000 | 116 |
| Mortgage-backed securities | $1,496,045,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,476,241,000 | 55 |
| Issued or guaranteed by U.S. | $1,476,241,000 | 54 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $19,804,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $19,804,000 | 336 |
| 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) | $3,577,096,000 | 53 |
| Total debt securities | $3,056,808,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $1,627,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $1,627,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $3,281,109,000 | 66 |
| U.S. Government securities | $1,132,847,000 | 102 |
| U.S. Treasury securities | $21,299,000 | 110 |
| U.S. Government agency obligations | $1,111,548,000 | 103 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,523,458,000 | 41 |
| Privately issued residential mortgage-backed securities | $21,967,000 | 334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,501,491,000 | 7 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $624,804,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $622,324,000 | 119 |
| Mortgage-backed securities | $1,133,515,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,111,548,000 | 70 |
| Issued or guaranteed by U.S. | $1,111,548,000 | 67 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $21,967,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $21,967,000 | 312 |
| 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) | $3,281,109,000 | 55 |
| Total debt securities | $2,656,305,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $3,073,806,000 | 68 |
| U.S. Government securities | $763,354,000 | 145 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $763,354,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,618,487,000 | 39 |
| Privately issued residential mortgage-backed securities | $23,725,000 | 291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,594,762,000 | 6 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $691,965,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,000 | 6,619 |
| Mortgage-backed securities | $787,079,000 | 124 |
| Certificates of participation in pools of residential mortgages | $763,354,000 | 79 |
| Issued or guaranteed by U.S. | $763,354,000 | 74 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $23,725,000 | 670 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $23,725,000 | 274 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $3,073,806,000 | 59 |
| Total debt securities | $2,381,841,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,948,834,000 | 74 |
| U.S. Government securities | $562,239,000 | 180 |
| U.S. Treasury securities | $24,971,000 | 108 |
| U.S. Government agency obligations | $537,268,000 | 185 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,627,940,000 | 41 |
| Privately issued residential mortgage-backed securities | $25,724,000 | 267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,602,216,000 | 8 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $758,655,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,000 | 6,632 |
| Mortgage-backed securities | $562,992,000 | 147 |
| Certificates of participation in pools of residential mortgages | $537,268,000 | 97 |
| Issued or guaranteed by U.S. | $537,268,000 | 95 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $25,724,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $25,724,000 | 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 | 3,749 |
| Available-for-sale securities (fair market value) | $2,948,834,000 | 63 |
| Total debt securities | $2,190,179,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $6,133,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $6,133,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,532,106,000 | 86 |
| U.S. Government securities | $448,154,000 | 221 |
| U.S. Treasury securities | $24,824,000 | 114 |
| U.S. Government agency obligations | $423,330,000 | 222 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,504,214,000 | 41 |
| Privately issued residential mortgage-backed securities | $28,931,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,475,283,000 | 9 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $579,738,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,478,000 | 4,142 |
| Mortgage-backed securities | $452,261,000 | 175 |
| Certificates of participation in pools of residential mortgages | $423,330,000 | 118 |
| Issued or guaranteed by U.S. | $423,330,000 | 113 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $28,931,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $28,931,000 | 235 |
| 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) | $2,532,106,000 | 74 |
| Total debt securities | $1,952,368,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $2,396,775,000 | 91 |
| U.S. Government securities | $429,995,000 | 229 |
| U.S. Treasury securities | $24,693,000 | 126 |
| U.S. Government agency obligations | $405,302,000 | 236 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,418,956,000 | 40 |
| Privately issued residential mortgage-backed securities | $31,828,000 | 236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,387,128,000 | 8 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $547,824,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,458,000 | 4,432 |
| Mortgage-backed securities | $437,130,000 | 182 |
| Certificates of participation in pools of residential mortgages | $405,302,000 | 124 |
| Issued or guaranteed by U.S. | $405,302,000 | 118 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $31,828,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $31,828,000 | 225 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $2,396,775,000 | 77 |
| Total debt securities | $1,848,951,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $6,623,978,000 | 38 |
| U.S. Government securities | $4,946,990,000 | 33 |
| U.S. Treasury securities | $4,517,121,000 | 2 |
| U.S. Government agency obligations | $429,869,000 | 228 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,152,317,000 | 43 |
| Privately issued residential mortgage-backed securities | $33,971,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,118,346,000 | 11 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $524,671,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,360,741,000 | 50 |
| Mortgage-backed securities | $463,840,000 | 173 |
| Certificates of participation in pools of residential mortgages | $429,869,000 | 123 |
| Issued or guaranteed by U.S. | $429,869,000 | 120 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $33,971,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $33,971,000 | 207 |
| 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) | $6,623,978,000 | 36 |
| Total debt securities | $6,099,307,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,890,447,000 | 114 |
| U.S. Government securities | $412,987,000 | 247 |
| U.S. Treasury securities | $24,492,000 | 147 |
| U.S. Government agency obligations | $388,495,000 | 249 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $977,309,000 | 56 |
| Privately issued residential mortgage-backed securities | $36,939,000 | 209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $940,370,000 | 10 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $500,151,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,285,000 | 4,237 |
| Mortgage-backed securities | $425,434,000 | 188 |
| Certificates of participation in pools of residential mortgages | $388,495,000 | 133 |
| Issued or guaranteed by U.S. | $388,495,000 | 129 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $36,939,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $36,939,000 | 198 |
| 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) | $1,890,447,000 | 98 |
| Total debt securities | $1,390,296,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,686,656,000 | 122 |
| U.S. Government securities | $461,220,000 | 230 |
| U.S. Treasury securities | $24,272,000 | 160 |
| U.S. Government agency obligations | $436,948,000 | 235 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $770,348,000 | 62 |
| Privately issued residential mortgage-backed securities | $39,009,000 | 205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $731,339,000 | 10 |
| Foreign debt securities | $250,000 | 146 |
| Equity securities | $454,838,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,000 | 6,815 |
| Mortgage-backed securities | $475,957,000 | 181 |
| Certificates of participation in pools of residential mortgages | $436,948,000 | 131 |
| Issued or guaranteed by U.S. | $436,948,000 | 126 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $39,009,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $39,009,000 | 195 |
| 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) | $1,686,656,000 | 106 |
| Total debt securities | $1,231,818,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,877,863,000 | 116 |
| U.S. Government securities | $995,653,000 | 139 |
| U.S. Treasury securities | $520,692,000 | 17 |
| U.S. Government agency obligations | $474,961,000 | 226 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $500,516,000 | 74 |
| Privately issued residential mortgage-backed securities | $42,226,000 | 199 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $458,290,000 | 14 |
| Foreign debt securities | $250,000 | 148 |
| Equity securities | $381,444,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $659,000 | 6,591 |
| Mortgage-backed securities | $517,187,000 | 176 |
| Certificates of participation in pools of residential mortgages | $474,961,000 | 127 |
| Issued or guaranteed by U.S. | $474,961,000 | 122 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $42,226,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $42,226,000 | 189 |
| 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) | $1,877,863,000 | 101 |
| Total debt securities | $1,496,418,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,699,889,000 | 68 |
| U.S. Government securities | $2,789,673,000 | 64 |
| U.S. Treasury securities | $2,437,715,000 | 5 |
| U.S. Government agency obligations | $351,958,000 | 292 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $441,771,000 | 83 |
| Privately issued residential mortgage-backed securities | $46,745,000 | 187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $395,026,000 | 15 |
| Foreign debt securities | $250,000 | 143 |
| Equity securities | $468,195,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,614,997,000 | 69 |
| Mortgage-backed securities | $398,703,000 | 214 |
| Certificates of participation in pools of residential mortgages | $351,958,000 | 160 |
| Issued or guaranteed by U.S. | $351,958,000 | 156 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $46,745,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $46,745,000 | 177 |
| 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) | $3,699,889,000 | 61 |
| Total debt securities | $3,231,694,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $425,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $2,090,562,000 | 111 |
| U.S. Government securities | $1,134,688,000 | 127 |
| U.S. Treasury securities | $959,810,000 | 11 |
| U.S. Government agency obligations | $174,878,000 | 549 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $425,355,000 | 90 |
| Privately issued residential mortgage-backed securities | $55,185,000 | 168 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $370,170,000 | 16 |
| Foreign debt securities | $250,000 | 147 |
| Equity securities | $530,269,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,736,000 | 218 |
| Mortgage-backed securities | $230,063,000 | 312 |
| Certificates of participation in pools of residential mortgages | $174,878,000 | 273 |
| Issued or guaranteed by U.S. | $174,878,000 | 268 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $55,185,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $55,185,000 | 158 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,090,562,000 | 99 |
| Total debt securities | $1,560,293,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $1,528,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,780,189,000 | 67 |
| U.S. Government securities | $2,670,157,000 | 70 |
| U.S. Treasury securities | $760,907,000 | 11 |
| U.S. Government agency obligations | $1,909,250,000 | 88 |
| Securities issued by states & political subdivisions | $60,196,000 | 256 |
| Other domestic debt securities | $305,270,000 | 104 |
| 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 | $305,270,000 | 21 |
| Foreign debt securities | $250,000 | 148 |
| Equity securities | $744,316,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,675,000 | 752 |
| Mortgage-backed securities | $1,909,250,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,909,250,000 | 44 |
| Issued or guaranteed by U.S. | $1,909,250,000 | 42 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,780,189,000 | 60 |
| Total debt securities | $3,035,873,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $124,815,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,417,675,000 | 75 |
| U.S. Government securities | $2,278,415,000 | 81 |
| U.S. Treasury securities | $258,708,000 | 30 |
| U.S. Government agency obligations | $2,019,707,000 | 85 |
| Securities issued by states & political subdivisions | $54,885,000 | 274 |
| Other domestic debt securities | $289,704,000 | 109 |
| 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 | $289,704,000 | 27 |
| Foreign debt securities | $250,000 | 155 |
| Equity securities | $794,421,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $882,076,000 | 107 |
| Mortgage-backed securities | $2,019,707,000 | 84 |
| Certificates of participation in pools of residential mortgages | $2,019,707,000 | 47 |
| Issued or guaranteed by U.S. | $2,019,707,000 | 44 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,417,675,000 | 66 |
| Total debt securities | $2,623,254,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $23,228,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,850,962,000 | 70 |
| U.S. Government securities | $3,156,601,000 | 62 |
| U.S. Treasury securities | $1,085,422,000 | 10 |
| U.S. Government agency obligations | $2,071,179,000 | 86 |
| Securities issued by states & political subdivisions | $50,918,000 | 313 |
| Other domestic debt securities | $362,451,000 | 102 |
| 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 | $362,451,000 | 20 |
| Foreign debt securities | $250,000 | 153 |
| Equity securities | $280,742,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,515,817,000 | 56 |
| Mortgage-backed securities | $2,071,179,000 | 85 |
| Certificates of participation in pools of residential mortgages | $2,071,179,000 | 48 |
| Issued or guaranteed by U.S. | $2,071,179,000 | 44 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $3,850,962,000 | 62 |
| Total debt securities | $3,570,220,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $21,175,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,288,204,000 | 74 |
| U.S. Government securities | $2,553,136,000 | 77 |
| U.S. Treasury securities | $51,966,000 | 110 |
| U.S. Government agency obligations | $2,501,170,000 | 78 |
| Securities issued by states & political subdivisions | $67,994,000 | 217 |
| Other domestic debt securities | $335,663,000 | 100 |
| 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 | $335,663,000 | 21 |
| Foreign debt securities | $250,000 | 157 |
| Equity securities | $331,161,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,752,637,000 | 69 |
| Mortgage-backed securities | $2,501,170,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,501,169,000 | 38 |
| Issued or guaranteed by U.S. | $2,501,169,000 | 36 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,000 | 3,845 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,464 |
| 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) | $3,288,204,000 | 66 |
| Total debt securities | $2,957,043,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $22,896,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,249,645,000 | 80 |
| U.S. Government securities | $2,708,953,000 | 74 |
| U.S. Treasury securities | $538,678,000 | 18 |
| U.S. Government agency obligations | $2,170,275,000 | 85 |
| Securities issued by states & political subdivisions | $63,442,000 | 224 |
| Other domestic debt securities | $291,574,000 | 104 |
| 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 | $291,574,000 | 25 |
| Foreign debt securities | $250,000 | 161 |
| Equity securities | $185,426,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,190,652,000 | 91 |
| Mortgage-backed securities | $2,170,275,000 | 78 |
| Certificates of participation in pools of residential mortgages | $2,170,274,000 | 46 |
| Issued or guaranteed by U.S. | $2,170,274,000 | 41 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,000 | 3,923 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,545 |
| 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) | $3,249,645,000 | 68 |
| Total debt securities | $3,064,219,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,758,286,000 | 91 |
| U.S. Government securities | $2,295,029,000 | 83 |
| U.S. Treasury securities | $393,638,000 | 21 |
| U.S. Government agency obligations | $1,901,391,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $238,093,000 | 125 |
| 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 | $238,093,000 | 36 |
| Foreign debt securities | $250,000 | 170 |
| Equity securities | $224,914,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,626,751,000 | 71 |
| Mortgage-backed securities | $1,901,391,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,901,390,000 | 49 |
| Issued or guaranteed by U.S. | $1,901,390,000 | 45 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,000 | 3,991 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,601 |
| 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) | $2,758,286,000 | 76 |
| Total debt securities | $2,533,372,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,600,965,000 | 95 |
| U.S. Government securities | $2,193,939,000 | 90 |
| U.S. Treasury securities | $424,234,000 | 22 |
| U.S. Government agency obligations | $1,769,705,000 | 100 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $336,605,000 | 78 |
| 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 | $336,605,000 | 22 |
| Foreign debt securities | $250,000 | 179 |
| Equity securities | $70,171,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,343,990,000 | 82 |
| Mortgage-backed securities | $1,769,705,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,769,703,000 | 52 |
| Issued or guaranteed by U.S. | $1,769,703,000 | 49 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,000 | 4,036 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,808 |
| 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) | $2,600,965,000 | 83 |
| Total debt securities | $2,530,794,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,249,211,000 | 74 |
| U.S. Government securities | $1,726,309,000 | 103 |
| U.S. Treasury securities | $260,642,000 | 26 |
| U.S. Government agency obligations | $1,465,667,000 | 108 |
| Securities issued by states & political subdivisions | $282,661,000 | 44 |
| Other domestic debt securities | $895,518,000 | 42 |
| 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 | $895,518,000 | 8 |
| Foreign debt securities | $250,000 | 185 |
| Equity securities | $344,473,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,330,752,000 | 79 |
| Mortgage-backed securities | $1,465,667,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,465,665,000 | 61 |
| Issued or guaranteed by U.S. | $1,465,665,000 | 55 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,000 | 4,131 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,890 |
| 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) | $386,238,000 | 59 |
| Available-for-sale securities (fair market value) | $2,862,973,000 | 75 |
| Total debt securities | $2,903,963,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,459,580,000 | 74 |
| U.S. Government securities | $1,683,239,000 | 107 |
| U.S. Treasury securities | $99,963,000 | 70 |
| U.S. Government agency obligations | $1,583,276,000 | 103 |
| Securities issued by states & political subdivisions | $410,456,000 | 30 |
| Other domestic debt securities | $1,002,284,000 | 35 |
| 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 | $1,002,284,000 | 8 |
| Foreign debt securities | $250,000 | 185 |
| Equity securities | $363,351,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,461,607,000 | 72 |
| Mortgage-backed securities | $1,583,276,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,583,273,000 | 57 |
| Issued or guaranteed by U.S. | $1,583,273,000 | 53 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,000 | 4,282 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 4,047 |
| 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) | $387,185,000 | 60 |
| Available-for-sale securities (fair market value) | $3,072,395,000 | 69 |
| Total debt securities | $3,095,454,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,269,628,000 | 74 |
| U.S. Government securities | $1,403,604,000 | 122 |
| U.S. Treasury securities | $117,893,000 | 62 |
| U.S. Government agency obligations | $1,285,711,000 | 121 |
| Securities issued by states & political subdivisions | $480,449,000 | 23 |
| Other domestic debt securities | $938,318,000 | 39 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $938,318,000 | 9 |
| Foreign debt securities | $1,250,000 | 88 |
| Equity securities | $446,007,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,220,365,000 | 83 |
| Mortgage-backed securities | $1,285,711,000 | 110 |
| Certificates of participation in pools of residential mortgages | $1,285,707,000 | 67 |
| Issued or guaranteed by U.S. | $1,285,707,000 | 62 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,000 | 4,352 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 4,130 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $361,472,000 | 71 |
| Available-for-sale securities (fair market value) | $2,908,156,000 | 71 |
| Total debt securities | $2,822,624,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,013,215,000 | 81 |
| U.S. Government securities | $1,256,753,000 | 127 |
| U.S. Treasury securities | $77,536,000 | 86 |
| U.S. Government agency obligations | $1,179,217,000 | 127 |
| Securities issued by states & political subdivisions | $392,119,000 | 32 |
| Other domestic debt securities | $933,412,000 | 39 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $933,403,000 | 9 |
| Foreign debt securities | $1,250,000 | 89 |
| Equity securities | $429,681,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,141,865,000 | 87 |
| Mortgage-backed securities | $1,179,226,000 | 111 |
| Certificates of participation in pools of residential mortgages | $1,179,212,000 | 69 |
| Issued or guaranteed by U.S. | $1,179,212,000 | 65 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $14,000 | 4,340 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 4,181 |
| Privately issued | $9,000 | 1,150 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $258,289,000 | 93 |
| Available-for-sale securities (fair market value) | $2,754,926,000 | 74 |
| Total debt securities | $2,582,310,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,086,813,000 | 106 |
| U.S. Government securities | $619,555,000 | 185 |
| U.S. Treasury securities | $81,440,000 | 92 |
| U.S. Government agency obligations | $538,115,000 | 187 |
| Securities issued by states & political subdivisions | $103,388,000 | 116 |
| Other domestic debt securities | $881,303,000 | 43 |
| Privately issued residential mortgage-backed securities | $717,000 | 890 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $880,586,000 | 7 |
| Foreign debt securities | $1,265,000 | 96 |
| Equity securities | $481,302,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,893,000 | 125 |
| Mortgage-backed securities | $538,832,000 | 169 |
| Certificates of participation in pools of residential mortgages | $538,104,000 | 106 |
| Issued or guaranteed by U.S. | $538,104,000 | 105 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $728,000 | 3,528 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 4,235 |
| Privately issued | $717,000 | 803 |
| 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) | $132,396,000 | 152 |
| Available-for-sale securities (fair market value) | $1,954,417,000 | 95 |
| Total debt securities | $1,604,899,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $353,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $2,172,994,000 | 92 |
| U.S. Government securities | $867,599,000 | 144 |
| U.S. Treasury securities | $12,120,000 | 541 |
| U.S. Government agency obligations | $855,479,000 | 138 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $697,681,000 | 47 |
| Privately issued residential mortgage-backed securities | $2,197,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $695,484,000 | 22 |
| Foreign debt securities | $1,250,000 | 95 |
| Equity securities | $606,464,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $748,442,000 | 94 |
| Mortgage-backed securities | $857,676,000 | 119 |
| Certificates of participation in pools of residential mortgages | $855,252,000 | 79 |
| Issued or guaranteed by U.S. | $855,252,000 | 76 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,424,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 3,543 |
| Privately issued | $2,197,000 | 484 |
| 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) | $411,567,000 | 78 |
| Available-for-sale securities (fair market value) | $1,761,427,000 | 93 |
| Total debt securities | $1,566,530,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $1,779,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $2,173,650,000 | 97 |
| U.S. Government securities | $990,205,000 | 142 |
| U.S. Treasury securities | $17,033,000 | 553 |
| U.S. Government agency obligations | $973,172,000 | 129 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $635,178,000 | 52 |
| Privately issued residential mortgage-backed securities | $6,076,000 | 375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $629,102,000 | 26 |
| Foreign debt securities | $1,250,000 | 104 |
| Equity securities | $547,017,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $774,271,000 | 103 |
| Mortgage-backed securities | $979,248,000 | 116 |
| Certificates of participation in pools of residential mortgages | $972,154,000 | 76 |
| Issued or guaranteed by U.S. | $972,154,000 | 74 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $7,094,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $1,018,000 | 2,828 |
| Privately issued | $6,076,000 | 329 |
| 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) | $484,857,000 | 80 |
| Available-for-sale securities (fair market value) | $1,688,793,000 | 98 |
| Total debt securities | $1,626,633,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $5,615,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,558,751,000 | 115 |
| U.S. Government securities | $562,630,000 | 207 |
| U.S. Treasury securities | $32,700,000 | 421 |
| U.S. Government agency obligations | $529,930,000 | 192 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $468,436,000 | 57 |
| Privately issued residential mortgage-backed securities | $7,781,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $460,655,000 | 24 |
| Foreign debt securities | $1,279,000 | 98 |
| Equity securities | $526,406,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,473,000 | 313 |
| Mortgage-backed securities | $537,711,000 | 172 |
| Certificates of participation in pools of residential mortgages | $526,086,000 | 111 |
| Issued or guaranteed by U.S. | $526,086,000 | 106 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $11,625,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $3,844,000 | 1,871 |
| Privately issued | $7,781,000 | 256 |
| 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) | $646,035,000 | 61 |
| Available-for-sale securities (fair market value) | $912,716,000 | 133 |
| Total debt securities | $1,032,345,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $5,095,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,796,584,000 | 95 |
| U.S. Government securities | $1,025,387,000 | 137 |
| U.S. Treasury securities | $100,223,000 | 201 |
| U.S. Government agency obligations | $925,164,000 | 127 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $367,519,000 | 51 |
| Privately issued residential mortgage-backed securities | $12,254,000 | 218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $355,265,000 | 24 |
| Foreign debt securities | $1,261,000 | 98 |
| Equity securities | $402,417,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,460,000 | 959 |
| Mortgage-backed securities | $937,418,000 | 106 |
| Certificates of participation in pools of residential mortgages | $904,064,000 | 69 |
| Issued or guaranteed by U.S. | $904,064,000 | 67 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $33,354,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $21,100,000 | 622 |
| Privately issued | $12,254,000 | 150 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $950,728,000 | 44 |
| Available-for-sale securities (fair market value) | $845,856,000 | 140 |
| Total debt securities | $1,394,167,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $28,523,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $1,979,537,000 | 93 |
| U.S. Government securities | $1,427,009,000 | 96 |
| U.S. Treasury securities | $139,022,000 | 172 |
| U.S. Government agency obligations | $1,287,987,000 | 90 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $93,055,000 | 134 |
| Privately issued residential mortgage-backed securities | $15,116,000 | 218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $77,939,000 | 76 |
| Foreign debt securities | $9,506,000 | 49 |
| Equity securities | $449,967,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,163,000 | 2,679 |
| Mortgage-backed securities | $1,303,103,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,244,337,000 | 59 |
| Issued or guaranteed by U.S. | $1,244,337,000 | 52 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $58,766,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $43,650,000 | 407 |
| Privately issued | $15,116,000 | 149 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,228,725,000 | 42 |
| Available-for-sale securities (fair market value) | $750,812,000 | 153 |
| Total debt securities | $1,529,603,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $20,915,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,921,312,000 | 93 |
| U.S. Government securities | $1,644,985,000 | 89 |
| U.S. Treasury securities | $391,972,000 | 82 |
| U.S. Government agency obligations | $1,253,013,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $130,177,000 | 126 |
| Privately issued residential mortgage-backed securities | $17,895,000 | 219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $112,282,000 | 67 |
| Foreign debt securities | $9,880,000 | 57 |
| Equity securities | $136,270,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,568,000 | 1,129 |
| Mortgage-backed securities | $1,270,908,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,183,613,000 | 58 |
| Issued or guaranteed by U.S. | $1,183,613,000 | 54 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $87,295,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $69,400,000 | 324 |
| Privately issued | $17,895,000 | 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) | $1,218,971,000 | 42 |
| Available-for-sale securities (fair market value) | $702,341,000 | 179 |
| Total debt securities | $1,782,760,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,942,669,000 | 93 |
| U.S. Government securities | $1,745,458,000 | 87 |
| U.S. Treasury securities | $521,759,000 | 71 |
| U.S. Government agency obligations | $1,223,699,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $116,782,000 | 145 |
| Privately issued residential mortgage-backed securities | $20,218,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $96,564,000 | 79 |
| Foreign debt securities | $9,978,000 | 55 |
| Equity securities | $70,451,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,541,000 | 4,985 |
| Mortgage-backed securities | $1,243,917,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,130,449,000 | 65 |
| Issued or guaranteed by U.S. | $1,130,449,000 | 56 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $113,468,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $93,250,000 | 274 |
| Privately issued | $20,218,000 | 139 |
| 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) | $917,197,000 | 142 |
| Available-for-sale securities (fair market value) | $1,025,472,000 | 69 |
| Total debt securities | $1,895,320,000 | 95 |
| 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 | $2,110,194,000 | 78 |
| U.S. Government securities | $1,925,896,000 | 72 |
| U.S. Treasury securities | $878,837,000 | 55 |
| U.S. Government agency obligations | $1,047,059,000 | 93 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $116,472,000 | 152 |
| Privately issued residential mortgage-backed securities | $45,151,000 | 153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,321,000 | 113 |
| Foreign debt securities | $14,299,000 | 46 |
| Equity securities | $53,527,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,606,000 | 4,855 |
| Mortgage-backed securities | $1,092,210,000 | 97 |
| Certificates of participation in pools of residential mortgages | $871,644,000 | 76 |
| Issued or guaranteed by U.S. | $871,644,000 | 62 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $220,566,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $175,415,000 | 196 |
| Privately issued | $45,151,000 | 77 |
| 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 | $2,055,637,000 | 77 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $10,728,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,210,545,000 | 66 |
| U.S. Government securities | $2,072,144,000 | 49 |
| U.S. Treasury securities | $1,782,518,000 | 18 |
| U.S. Government agency obligations | $289,626,000 | 305 |
| Securities issued by states & political subdivisions | $4,620,000 | 2,940 |
| Other domestic debt securities | $84,055,000 | 202 |
| Privately issued residential mortgage-backed securities | $50,016,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,039,000 | 266 |
| Foreign debt securities | $5,931,000 | 72 |
| Equity securities | $43,795,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,100,000 | 2,280 |
| Mortgage-backed securities | $339,642,000 | 264 |
| Certificates of participation in pools of residential mortgages | $119,367,000 | 372 |
| Issued or guaranteed by U.S. | $119,367,000 | 342 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $220,275,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $170,259,000 | 174 |
| Privately issued | $50,016,000 | 78 |
| 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 | $2,164,823,000 | 66 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $19,341,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |