Home > United Community Bank > Securities
United Community Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $5,807,494,000 | 72 |
| U.S. Government securities | $4,646,402,000 | 70 |
| U.S. Treasury securities | $407,212,000 | 89 |
| U.S. Government agency obligations | $4,239,190,000 | 63 |
| Securities issued by states & political subdivisions | $456,754,000 | 81 |
| Other domestic debt securities | $689,338,000 | 77 |
| Privately issued residential mortgage-backed securities | $317,247,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $161,712,000 | 46 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $186,785,000 | 58 |
| Foreign debt securities | $15,000,000 | 57 |
| 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 | $4,115,668,000 | 57 |
| Mortgage-backed securities | $4,213,479,000 | 63 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,113,277,000 | 80 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,460,367,000 | 49 |
| Privately issued | $317,247,000 | 25 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $224,603,000 | 68 |
| Other commercial mortgage-backed securities | $1,097,985,000 | 34 |
| Held to maturity securities (book value) | $2,490,848,000 | 53 |
| Available-for-sale securities (fair market value) | $3,316,646,000 | 81 |
| Total debt securities | $5,807,493,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $26,522,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $72,980,000 | 45 |
| 2023-09-30 | Rank | |
| Total securities | $5,686,436,000 | 72 |
| U.S. Government securities | $4,517,207,000 | 70 |
| U.S. Treasury securities | $303,444,000 | 113 |
| U.S. Government agency obligations | $4,213,763,000 | 65 |
| Securities issued by states & political subdivisions | $450,431,000 | 74 |
| Other domestic debt securities | $703,798,000 | 73 |
| Privately issued residential mortgage-backed securities | $322,713,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $174,055,000 | 47 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $180,600,000 | 59 |
| Foreign debt securities | $15,000,000 | 55 |
| 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 | $4,169,823,000 | 56 |
| Mortgage-backed securities | $4,239,222,000 | 63 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,141,790,000 | 80 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,489,682,000 | 49 |
| Privately issued | $322,713,000 | 25 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $278,008,000 | 62 |
| Other commercial mortgage-backed securities | $1,007,029,000 | 36 |
| Held to maturity securities (book value) | $2,518,773,000 | 52 |
| Available-for-sale securities (fair market value) | $3,167,663,000 | 85 |
| Total debt securities | $5,686,436,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $35,459,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $103,703,000 | 50 |
| 2023-06-30 | Rank | |
| Total securities | $5,899,290,000 | 71 |
| U.S. Government securities | $4,689,102,000 | 67 |
| U.S. Treasury securities | $353,028,000 | 97 |
| U.S. Government agency obligations | $4,336,074,000 | 67 |
| Securities issued by states & political subdivisions | $456,021,000 | 78 |
| Other domestic debt securities | $739,167,000 | 69 |
| Privately issued residential mortgage-backed securities | $333,671,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $192,960,000 | 43 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $182,447,000 | 57 |
| Foreign debt securities | $15,000,000 | 58 |
| 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 | $4,427,581,000 | 53 |
| Mortgage-backed securities | $4,362,960,000 | 63 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,187,218,000 | 80 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,537,394,000 | 48 |
| Privately issued | $333,671,000 | 25 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $281,404,000 | 62 |
| Other commercial mortgage-backed securities | $1,023,273,000 | 35 |
| Held to maturity securities (book value) | $2,553,834,000 | 50 |
| Available-for-sale securities (fair market value) | $3,345,456,000 | 82 |
| Total debt securities | $5,899,292,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $30,235,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $92,209,000 | 46 |
| 2023-03-31 | Rank | |
| Total securities | $5,899,897,000 | 75 |
| U.S. Government securities | $4,660,312,000 | 69 |
| U.S. Treasury securities | $195,856,000 | 165 |
| U.S. Government agency obligations | $4,464,456,000 | 63 |
| Securities issued by states & political subdivisions | $458,407,000 | 85 |
| Other domestic debt securities | $766,178,000 | 73 |
| Privately issued residential mortgage-backed securities | $341,755,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $208,907,000 | 43 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $184,988,000 | 57 |
| Foreign debt securities | $15,000,000 | 52 |
| 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 | $4,394,837,000 | 53 |
| Mortgage-backed securities | $4,491,378,000 | 65 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,220,426,000 | 84 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,589,873,000 | 47 |
| Privately issued | $341,755,000 | 25 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $301,555,000 | 66 |
| Other commercial mortgage-backed securities | $1,037,769,000 | 37 |
| Held to maturity securities (book value) | $2,584,081,000 | 54 |
| Available-for-sale securities (fair market value) | $3,315,816,000 | 88 |
| Total debt securities | $5,899,897,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $26,163,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $79,204,000 | 45 |
| 2022-12-31 | Rank | |
| Total securities | $6,213,519,000 | 80 |
| U.S. Government securities | $4,792,095,000 | 75 |
| U.S. Treasury securities | $168,943,000 | 190 |
| U.S. Government agency obligations | $4,623,152,000 | 68 |
| Securities issued by states & political subdivisions | $599,693,000 | 69 |
| Other domestic debt securities | $806,731,000 | 67 |
| Privately issued residential mortgage-backed securities | $346,662,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $231,271,000 | 41 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $198,232,000 | 60 |
| Foreign debt securities | $15,000,000 | 55 |
| 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 | $2,526,215,000 | 68 |
| Mortgage-backed securities | $4,650,585,000 | 67 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,276,931,000 | 86 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,659,917,000 | 48 |
| Privately issued | $346,662,000 | 26 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $305,661,000 | 63 |
| Other commercial mortgage-backed securities | $1,061,414,000 | 39 |
| Held to maturity securities (book value) | $2,613,648,000 | 55 |
| Available-for-sale securities (fair market value) | $3,599,871,000 | 88 |
| Total debt securities | $6,213,518,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $22,734,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $86,632,000 | 50 |
| 2022-09-30 | Rank | |
| Total securities | $6,526,028,000 | 78 |
| U.S. Government securities | $4,964,361,000 | 76 |
| U.S. Treasury securities | $197,559,000 | 176 |
| U.S. Government agency obligations | $4,766,802,000 | 67 |
| Securities issued by states & political subdivisions | $617,022,000 | 69 |
| Other domestic debt securities | $929,645,000 | 57 |
| Privately issued residential mortgage-backed securities | $359,242,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $326,482,000 | 31 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $213,389,000 | 56 |
| Foreign debt securities | $15,000,000 | 55 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,960,386,000 | 75 |
| Mortgage-backed securities | $4,800,930,000 | 69 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,300,324,000 | 87 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,716,416,000 | 50 |
| Privately issued | $359,242,000 | 25 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $329,239,000 | 63 |
| Other commercial mortgage-backed securities | $1,095,709,000 | 42 |
| Held to maturity securities (book value) | $2,676,404,000 | 52 |
| Available-for-sale securities (fair market value) | $3,849,624,000 | 86 |
| Total debt securities | $6,526,028,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $24,022,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $92,444,000 | 54 |
| 2022-06-30 | Rank | |
| Total securities | $6,672,014,000 | 74 |
| U.S. Government securities | $5,046,870,000 | 76 |
| U.S. Treasury securities | $201,283,000 | 166 |
| U.S. Government agency obligations | $4,845,587,000 | 69 |
| Securities issued by states & political subdivisions | $624,296,000 | 70 |
| Other domestic debt securities | $985,848,000 | 52 |
| Privately issued residential mortgage-backed securities | $369,493,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $374,939,000 | 30 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $210,448,000 | 58 |
| Foreign debt securities | $15,000,000 | 56 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,623,745,000 | 86 |
| Mortgage-backed securities | $4,889,204,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,321,925,000 | 92 |
| Issued or guaranteed by U.S. | $1,321,925,000 | 92 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,106,018,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,736,525,000 | 50 |
| Privately issued | $369,493,000 | 25 |
| Commercial mortgage-backed securities | $1,461,261,000 | 52 |
| Commercial mortgage pass-through securities | $339,467,000 | 63 |
| Other commercial mortgage-backed securities | $1,121,794,000 | 48 |
| Held to maturity securities (book value) | $2,722,474,000 | 50 |
| Available-for-sale securities (fair market value) | $3,949,540,000 | 86 |
| Total debt securities | $6,672,014,000 | 74 |
| Structured notes | ||
| Amortized cost | $5,753,000 | 334 |
| Fair value | $5,698,000 | 307 |
| Trading account assets | $14,423,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $57,579,000 | 52 |
| 2022-03-31 | Rank | |
| Total securities | $6,399,150,000 | 78 |
| U.S. Government securities | $4,752,008,000 | 78 |
| U.S. Treasury securities | $204,881,000 | 149 |
| U.S. Government agency obligations | $4,547,127,000 | 74 |
| Securities issued by states & political subdivisions | $632,674,000 | 73 |
| Other domestic debt securities | $999,468,000 | 50 |
| Privately issued residential mortgage-backed securities | $269,695,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $479,043,000 | 28 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $218,846,000 | 59 |
| Foreign debt securities | $15,000,000 | 58 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,768,032,000 | 79 |
| Mortgage-backed securities | $4,554,752,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,233,788,000 | 95 |
| Issued or guaranteed by U.S. | $1,233,788,000 | 95 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,917,509,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,647,814,000 | 50 |
| Privately issued | $269,695,000 | 36 |
| Commercial mortgage-backed securities | $1,403,455,000 | 54 |
| Commercial mortgage pass-through securities | $339,624,000 | 61 |
| Other commercial mortgage-backed securities | $1,063,831,000 | 50 |
| Held to maturity securities (book value) | $2,500,985,000 | 46 |
| Available-for-sale securities (fair market value) | $3,898,165,000 | 90 |
| Total debt securities | $6,399,147,000 | 78 |
| Structured notes | ||
| Amortized cost | $6,381,000 | 260 |
| Fair value | $6,365,000 | 253 |
| Trading account assets | $13,905,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $40,535,000 | 56 |
| 2021-12-31 | Rank | |
| Total securities | $5,644,948,000 | 88 |
| U.S. Government securities | $4,206,307,000 | 83 |
| U.S. Treasury securities | $237,323,000 | 97 |
| U.S. Government agency obligations | $3,968,984,000 | 79 |
| Securities issued by states & political subdivisions | $533,532,000 | 85 |
| Other domestic debt securities | $890,109,000 | 52 |
| Privately issued residential mortgage-backed securities | $84,170,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $604,277,000 | 25 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $185,192,000 | 66 |
| Foreign debt securities | $15,000,000 | 59 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,464,351,000 | 90 |
| Mortgage-backed securities | $3,812,412,000 | 80 |
| Certificates of participation in pools of residential mortgages | $953,255,000 | 112 |
| Issued or guaranteed by U.S. | $953,255,000 | 111 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,573,519,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,489,349,000 | 52 |
| Privately issued | $84,170,000 | 63 |
| Commercial mortgage-backed securities | $1,285,638,000 | 59 |
| Commercial mortgage pass-through securities | $336,854,000 | 60 |
| Other commercial mortgage-backed securities | $948,784,000 | 52 |
| Held to maturity securities (book value) | $1,156,098,000 | 66 |
| Available-for-sale securities (fair market value) | $4,488,850,000 | 86 |
| Total debt securities | $5,644,950,000 | 88 |
| Structured notes | ||
| Amortized cost | $7,112,000 | 191 |
| Fair value | $7,332,000 | 186 |
| Trading account assets | $29,631,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,895,000 | 60 |
| 2021-09-30 | Rank | |
| Total securities | $5,327,806,000 | 90 |
| U.S. Government securities | $3,851,893,000 | 85 |
| U.S. Treasury securities | $259,001,000 | 73 |
| U.S. Government agency obligations | $3,592,892,000 | 78 |
| Securities issued by states & political subdivisions | $538,096,000 | 81 |
| Other domestic debt securities | $922,817,000 | 48 |
| Privately issued residential mortgage-backed securities | $103,082,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $664,003,000 | 24 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $139,019,000 | 80 |
| Foreign debt securities | $15,000,000 | 58 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,219,125,000 | 97 |
| Mortgage-backed securities | $3,491,778,000 | 80 |
| Certificates of participation in pools of residential mortgages | $932,168,000 | 110 |
| Issued or guaranteed by U.S. | $932,168,000 | 109 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,430,175,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,327,093,000 | 59 |
| Privately issued | $103,082,000 | 50 |
| Commercial mortgage-backed securities | $1,129,435,000 | 57 |
| Commercial mortgage pass-through securities | $315,894,000 | 60 |
| Other commercial mortgage-backed securities | $813,541,000 | 54 |
| Held to maturity securities (book value) | $1,083,323,000 | 63 |
| Available-for-sale securities (fair market value) | $4,244,483,000 | 89 |
| Total debt securities | $5,327,808,000 | 90 |
| Structured notes | ||
| Amortized cost | $7,795,000 | 143 |
| Fair value | $8,136,000 | 131 |
| Trading account assets | $39,488,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,614,000 | 62 |
| 2021-06-30 | Rank | |
| Total securities | $4,921,869,000 | 89 |
| U.S. Government securities | $3,415,683,000 | 90 |
| U.S. Treasury securities | $161,868,000 | 91 |
| U.S. Government agency obligations | $3,253,815,000 | 83 |
| Securities issued by states & political subdivisions | $538,114,000 | 78 |
| Other domestic debt securities | $953,072,000 | 45 |
| Privately issued residential mortgage-backed securities | $136,068,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $654,667,000 | 22 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $145,496,000 | 75 |
| Foreign debt securities | $15,000,000 | 59 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,145,508,000 | 102 |
| Mortgage-backed securities | $3,194,391,000 | 82 |
| Certificates of participation in pools of residential mortgages | $864,420,000 | 105 |
| Issued or guaranteed by U.S. | $864,420,000 | 104 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,336,196,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,200,128,000 | 62 |
| Privately issued | $136,068,000 | 35 |
| Commercial mortgage-backed securities | $993,775,000 | 62 |
| Commercial mortgage pass-through securities | $251,510,000 | 66 |
| Other commercial mortgage-backed securities | $742,265,000 | 55 |
| Held to maturity securities (book value) | $852,404,000 | 69 |
| Available-for-sale securities (fair market value) | $4,069,465,000 | 89 |
| Total debt securities | $4,921,869,000 | 88 |
| Structured notes | ||
| Amortized cost | $8,547,000 | 115 |
| Fair value | $8,948,000 | 111 |
| Trading account assets | $45,809,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,852,000 | 65 |
| 2021-03-31 | Rank | |
| Total securities | $4,325,661,000 | 92 |
| U.S. Government securities | $2,852,270,000 | 99 |
| U.S. Treasury securities | $127,570,000 | 92 |
| U.S. Government agency obligations | $2,724,700,000 | 92 |
| Securities issued by states & political subdivisions | $536,029,000 | 72 |
| Other domestic debt securities | $922,362,000 | 43 |
| Privately issued residential mortgage-backed securities | $160,810,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $680,492,000 | 23 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $64,295,000 | 131 |
| Foreign debt securities | $15,000,000 | 56 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,227,156,000 | 93 |
| Mortgage-backed securities | $2,718,219,000 | 90 |
| Certificates of participation in pools of residential mortgages | $825,476,000 | 105 |
| Issued or guaranteed by U.S. | $825,476,000 | 104 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $972,314,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $811,504,000 | 76 |
| Privately issued | $160,810,000 | 29 |
| Commercial mortgage-backed securities | $920,429,000 | 61 |
| Commercial mortgage pass-through securities | $218,809,000 | 72 |
| Other commercial mortgage-backed securities | $701,620,000 | 54 |
| Held to maturity securities (book value) | $587,696,000 | 78 |
| Available-for-sale securities (fair market value) | $3,737,965,000 | 92 |
| Total debt securities | $4,325,661,000 | 91 |
| Structured notes | ||
| Amortized cost | $9,433,000 | 68 |
| Fair value | $9,915,000 | 65 |
| Trading account assets | $44,758,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $28,848,000 | 63 |
| 2020-12-31 | Rank | |
| Total securities | $3,638,718,000 | 98 |
| U.S. Government securities | $2,302,454,000 | 106 |
| U.S. Treasury securities | $128,072,000 | 81 |
| U.S. Government agency obligations | $2,174,382,000 | 100 |
| Securities issued by states & political subdivisions | $473,997,000 | 85 |
| Other domestic debt securities | $862,267,000 | 40 |
| Privately issued residential mortgage-backed securities | $193,670,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $586,332,000 | 23 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $65,402,000 | 126 |
| 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 | $1,113,756,000 | 101 |
| Mortgage-backed securities | $2,221,368,000 | 96 |
| Certificates of participation in pools of residential mortgages | $725,176,000 | 107 |
| Issued or guaranteed by U.S. | $725,176,000 | 106 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $883,391,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $689,721,000 | 82 |
| Privately issued | $193,670,000 | 24 |
| Commercial mortgage-backed securities | $612,801,000 | 77 |
| Commercial mortgage pass-through securities | $133,633,000 | 86 |
| Other commercial mortgage-backed securities | $479,168,000 | 69 |
| Held to maturity securities (book value) | $420,361,000 | 84 |
| Available-for-sale securities (fair market value) | $3,218,357,000 | 96 |
| Total debt securities | $3,638,716,000 | 97 |
| Structured notes | ||
| Amortized cost | $10,046,000 | 43 |
| Fair value | $10,545,000 | 41 |
| Trading account assets | $72,509,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,631,000 | 67 |
| 2020-09-30 | Rank | |
| Total securities | $3,083,448,000 | 109 |
| U.S. Government securities | $1,914,863,000 | 113 |
| U.S. Treasury securities | $128,534,000 | 82 |
| U.S. Government agency obligations | $1,786,329,000 | 108 |
| Securities issued by states & political subdivisions | $422,357,000 | 83 |
| Other domestic debt securities | $746,228,000 | 42 |
| Privately issued residential mortgage-backed securities | $223,708,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $411,864,000 | 25 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $93,895,000 | 95 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $903,103,000 | 113 |
| Mortgage-backed securities | $1,900,935,000 | 102 |
| Certificates of participation in pools of residential mortgages | $596,447,000 | 115 |
| Issued or guaranteed by U.S. | $596,447,000 | 115 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $794,850,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $571,142,000 | 89 |
| Privately issued | $223,708,000 | 22 |
| Commercial mortgage-backed securities | $509,638,000 | 83 |
| Commercial mortgage pass-through securities | $121,316,000 | 85 |
| Other commercial mortgage-backed securities | $388,322,000 | 74 |
| Held to maturity securities (book value) | $398,376,000 | 80 |
| Available-for-sale securities (fair market value) | $2,685,072,000 | 108 |
| Total debt securities | $3,083,447,000 | 108 |
| Structured notes | ||
| Amortized cost | $13,702,000 | 29 |
| Fair value | $14,197,000 | 28 |
| Trading account assets | $87,979,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $30,261,000 | 66 |
| 2020-06-30 | Rank | |
| Total securities | $2,427,231,000 | 126 |
| U.S. Government securities | $1,547,751,000 | 123 |
| U.S. Treasury securities | $128,866,000 | 85 |
| U.S. Government agency obligations | $1,418,885,000 | 120 |
| Securities issued by states & political subdivisions | $318,549,000 | 109 |
| Other domestic debt securities | $560,931,000 | 49 |
| Privately issued residential mortgage-backed securities | $268,072,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $107,318,000 | 54 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $168,861,000 | 57 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $524,402,000 | 167 |
| Mortgage-backed securities | $1,698,862,000 | 106 |
| Certificates of participation in pools of residential mortgages | $528,777,000 | 119 |
| Issued or guaranteed by U.S. | $528,777,000 | 118 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $812,599,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $544,527,000 | 94 |
| Privately issued | $268,072,000 | 21 |
| Commercial mortgage-backed securities | $357,486,000 | 100 |
| Commercial mortgage pass-through securities | $113,421,000 | 85 |
| Other commercial mortgage-backed securities | $244,065,000 | 90 |
| Held to maturity securities (book value) | $306,637,000 | 97 |
| Available-for-sale securities (fair market value) | $2,120,594,000 | 118 |
| Total debt securities | $2,427,232,000 | 125 |
| Structured notes | ||
| Amortized cost | $11,363,000 | 30 |
| Fair value | $11,941,000 | 29 |
| Trading account assets | $79,903,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,269,000 | 78 |
| 2020-03-31 | Rank | |
| Total securities | $2,536,589,000 | 116 |
| U.S. Government securities | $1,667,908,000 | 121 |
| U.S. Treasury securities | $158,964,000 | 72 |
| U.S. Government agency obligations | $1,508,944,000 | 117 |
| Securities issued by states & political subdivisions | $288,764,000 | 101 |
| Other domestic debt securities | $579,917,000 | 46 |
| Privately issued residential mortgage-backed securities | $282,353,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $94,051,000 | 51 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $187,093,000 | 49 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $559,490,000 | 155 |
| Mortgage-backed securities | $1,802,868,000 | 102 |
| Certificates of participation in pools of residential mortgages | $532,171,000 | 118 |
| Issued or guaranteed by U.S. | $532,171,000 | 118 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $908,865,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $626,512,000 | 84 |
| Privately issued | $282,353,000 | 20 |
| Commercial mortgage-backed securities | $361,832,000 | 99 |
| Commercial mortgage pass-through securities | $113,098,000 | 86 |
| Other commercial mortgage-backed securities | $248,734,000 | 90 |
| Held to maturity securities (book value) | $290,404,000 | 99 |
| Available-for-sale securities (fair market value) | $2,246,185,000 | 112 |
| Total debt securities | $2,536,590,000 | 115 |
| Structured notes | ||
| Amortized cost | $11,760,000 | 41 |
| Fair value | $12,276,000 | 38 |
| Trading account assets | $74,826,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,350,000 | 80 |
| 2019-12-31 | Rank | |
| Total securities | $2,554,573,000 | 113 |
| U.S. Government securities | $1,668,514,000 | 119 |
| U.S. Treasury securities | $154,618,000 | 78 |
| U.S. Government agency obligations | $1,513,896,000 | 116 |
| Securities issued by states & political subdivisions | $271,970,000 | 98 |
| Other domestic debt securities | $614,089,000 | 43 |
| Privately issued residential mortgage-backed securities | $306,064,000 | 21 |
| Commercial mortgage-backed securities - Total | $16,051,000 | 74 |
| Asset backed securities | $92,425,000 | 51 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $199,549,000 | 43 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $917,849,000 | 104 |
| Mortgage-backed securities | $1,830,591,000 | 98 |
| Certificates of participation in pools of residential mortgages | $542,995,000 | 114 |
| Issued or guaranteed by U.S. | $542,995,000 | 114 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $918,555,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $612,491,000 | 88 |
| Privately issued | $306,064,000 | 20 |
| Commercial mortgage-backed securities | $369,041,000 | 94 |
| Commercial mortgage pass-through securities | $114,712,000 | 84 |
| Other commercial mortgage-backed securities | $254,329,000 | 85 |
| Held to maturity securities (book value) | $283,534,000 | 104 |
| Available-for-sale securities (fair market value) | $2,271,039,000 | 111 |
| Total debt securities | $2,554,572,000 | 112 |
| Structured notes | ||
| Amortized cost | $12,218,000 | 66 |
| Fair value | $12,623,000 | 64 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,513,528,000 | 110 |
| U.S. Government securities | $1,586,475,000 | 122 |
| U.S. Treasury securities | $154,632,000 | 79 |
| U.S. Government agency obligations | $1,431,843,000 | 122 |
| Securities issued by states & political subdivisions | $288,576,000 | 88 |
| Other domestic debt securities | $638,477,000 | 44 |
| Privately issued residential mortgage-backed securities | $328,729,000 | 20 |
| Commercial mortgage-backed securities - Total | $16,302,000 | 75 |
| Asset backed securities | $93,798,000 | 52 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $199,648,000 | 43 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $724,378,000 | 114 |
| Mortgage-backed securities | $1,770,893,000 | 101 |
| Certificates of participation in pools of residential mortgages | $427,771,000 | 131 |
| Issued or guaranteed by U.S. | $427,771,000 | 130 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $993,651,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $664,922,000 | 88 |
| Privately issued | $328,729,000 | 19 |
| Commercial mortgage-backed securities | $349,471,000 | 93 |
| Commercial mortgage pass-through securities | $118,731,000 | 79 |
| Other commercial mortgage-backed securities | $230,740,000 | 87 |
| Held to maturity securities (book value) | $243,028,000 | 119 |
| Available-for-sale securities (fair market value) | $2,270,500,000 | 108 |
| Total debt securities | $2,513,529,000 | 109 |
| Structured notes | ||
| Amortized cost | $12,739,000 | 84 |
| Fair value | $13,212,000 | 83 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,618,365,000 | 103 |
| U.S. Government securities | $1,673,357,000 | 117 |
| U.S. Treasury securities | $153,939,000 | 76 |
| U.S. Government agency obligations | $1,519,418,000 | 117 |
| Securities issued by states & political subdivisions | $288,582,000 | 89 |
| Other domestic debt securities | $656,426,000 | 42 |
| Privately issued residential mortgage-backed securities | $346,029,000 | 20 |
| Commercial mortgage-backed securities - Total | $15,922,000 | 73 |
| Asset backed securities | $94,842,000 | 51 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $199,633,000 | 44 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $695,173,000 | 120 |
| Mortgage-backed securities | $1,874,726,000 | 96 |
| Certificates of participation in pools of residential mortgages | $447,973,000 | 131 |
| Issued or guaranteed by U.S. | $447,973,000 | 130 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,061,045,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $715,016,000 | 82 |
| Privately issued | $346,029,000 | 19 |
| Commercial mortgage-backed securities | $365,708,000 | 85 |
| Commercial mortgage pass-through securities | $124,583,000 | 70 |
| Other commercial mortgage-backed securities | $241,125,000 | 78 |
| Held to maturity securities (book value) | $253,398,000 | 122 |
| Available-for-sale securities (fair market value) | $2,364,967,000 | 98 |
| Total debt securities | $2,618,363,000 | 101 |
| Structured notes | ||
| Amortized cost | $13,196,000 | 96 |
| Fair value | $13,647,000 | 92 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $2,718,440,000 | 101 |
| U.S. Government securities | $1,720,455,000 | 111 |
| U.S. Treasury securities | $141,855,000 | 86 |
| U.S. Government agency obligations | $1,578,600,000 | 105 |
| Securities issued by states & political subdivisions | $287,699,000 | 95 |
| Other domestic debt securities | $710,286,000 | 40 |
| Privately issued residential mortgage-backed securities | $384,213,000 | 19 |
| Commercial mortgage-backed securities - Total | $15,393,000 | 68 |
| Asset backed securities | $94,945,000 | 50 |
| Structured financial products - Total | $16,573,000 | 52 |
| Other domestic debt securities - All other | $199,162,000 | 45 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,383,000 | 108 |
| Mortgage-backed securities | $1,970,076,000 | 92 |
| Certificates of participation in pools of residential mortgages | $456,949,000 | 124 |
| Issued or guaranteed by U.S. | $456,949,000 | 124 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,133,080,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $748,867,000 | 76 |
| Privately issued | $384,213,000 | 18 |
| Commercial mortgage-backed securities | $380,047,000 | 76 |
| Commercial mortgage pass-through securities | $123,931,000 | 68 |
| Other commercial mortgage-backed securities | $256,116,000 | 73 |
| Held to maturity securities (book value) | $265,329,000 | 121 |
| Available-for-sale securities (fair market value) | $2,453,111,000 | 97 |
| Total debt securities | $2,718,441,000 | 100 |
| Structured notes | ||
| Amortized cost | $13,770,000 | 97 |
| Fair value | $14,062,000 | 94 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $2,901,361,000 | 97 |
| U.S. Government securities | $1,845,703,000 | 107 |
| U.S. Treasury securities | $149,307,000 | 82 |
| U.S. Government agency obligations | $1,696,396,000 | 102 |
| Securities issued by states & political subdivisions | $302,492,000 | 93 |
| Other domestic debt securities | $753,166,000 | 38 |
| Privately issued residential mortgage-backed securities | $375,170,000 | 19 |
| Commercial mortgage-backed securities - Total | $15,033,000 | 64 |
| Asset backed securities | $101,641,000 | 47 |
| Structured financial products - Total | $63,673,000 | 30 |
| Other domestic debt securities - All other | $197,649,000 | 43 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $925,232,000 | 104 |
| Mortgage-backed securities | $2,057,504,000 | 88 |
| Certificates of participation in pools of residential mortgages | $482,160,000 | 123 |
| Issued or guaranteed by U.S. | $482,160,000 | 122 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,154,060,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $778,890,000 | 75 |
| Privately issued | $375,170,000 | 18 |
| Commercial mortgage-backed securities | $421,284,000 | 68 |
| Commercial mortgage pass-through securities | $141,641,000 | 60 |
| Other commercial mortgage-backed securities | $279,643,000 | 65 |
| Held to maturity securities (book value) | $274,407,000 | 126 |
| Available-for-sale securities (fair market value) | $2,626,954,000 | 92 |
| Total debt securities | $2,901,360,000 | 96 |
| Structured notes | ||
| Amortized cost | $14,360,000 | 99 |
| Fair value | $14,430,000 | 95 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $2,870,997,000 | 94 |
| U.S. Government securities | $1,823,527,000 | 105 |
| U.S. Treasury securities | $146,418,000 | 86 |
| U.S. Government agency obligations | $1,677,109,000 | 98 |
| Securities issued by states & political subdivisions | $290,509,000 | 95 |
| Other domestic debt securities | $756,961,000 | 38 |
| Privately issued residential mortgage-backed securities | $342,016,000 | 18 |
| Commercial mortgage-backed securities - Total | $15,450,000 | 65 |
| Asset backed securities | $102,313,000 | 46 |
| Structured financial products - Total | $99,101,000 | 31 |
| Other domestic debt securities - All other | $198,081,000 | 43 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $833,127,000 | 109 |
| Mortgage-backed securities | $2,005,585,000 | 85 |
| Certificates of participation in pools of residential mortgages | $501,920,000 | 120 |
| Issued or guaranteed by U.S. | $501,920,000 | 119 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,078,401,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $736,385,000 | 77 |
| Privately issued | $342,016,000 | 17 |
| Commercial mortgage-backed securities | $425,264,000 | 64 |
| Commercial mortgage pass-through securities | $143,182,000 | 58 |
| Other commercial mortgage-backed securities | $282,082,000 | 60 |
| Held to maturity securities (book value) | $285,739,000 | 122 |
| Available-for-sale securities (fair market value) | $2,585,258,000 | 89 |
| Total debt securities | $2,870,998,000 | 92 |
| Structured notes | ||
| Amortized cost | $14,791,000 | 90 |
| Fair value | $14,572,000 | 89 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,833,806,000 | 92 |
| U.S. Government securities | $1,856,700,000 | 103 |
| U.S. Treasury securities | $119,038,000 | 95 |
| U.S. Government agency obligations | $1,737,662,000 | 96 |
| Securities issued by states & political subdivisions | $268,757,000 | 106 |
| Other domestic debt securities | $708,349,000 | 39 |
| Privately issued residential mortgage-backed securities | $342,015,000 | 19 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $54,631,000 | 65 |
| Structured financial products - Total | $113,537,000 | 29 |
| Other domestic debt securities - All other | $198,166,000 | 40 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $815,876,000 | 109 |
| Mortgage-backed securities | $2,050,244,000 | 83 |
| Certificates of participation in pools of residential mortgages | $532,251,000 | 117 |
| Issued or guaranteed by U.S. | $532,251,000 | 116 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,097,970,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $755,955,000 | 74 |
| Privately issued | $342,015,000 | 17 |
| Commercial mortgage-backed securities | $420,023,000 | 65 |
| Commercial mortgage pass-through securities | $147,076,000 | 55 |
| Other commercial mortgage-backed securities | $272,947,000 | 60 |
| Held to maturity securities (book value) | $297,569,000 | 120 |
| Available-for-sale securities (fair market value) | $2,536,237,000 | 85 |
| Total debt securities | $2,833,807,000 | 91 |
| Structured notes | ||
| Amortized cost | $15,575,000 | 89 |
| Fair value | $15,514,000 | 88 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,731,072,000 | 98 |
| U.S. Government securities | $1,817,570,000 | 101 |
| U.S. Treasury securities | $119,586,000 | 89 |
| U.S. Government agency obligations | $1,697,984,000 | 96 |
| Securities issued by states & political subdivisions | $268,266,000 | 111 |
| Other domestic debt securities | $645,236,000 | 40 |
| Privately issued residential mortgage-backed securities | $259,293,000 | 23 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $55,804,000 | 63 |
| Structured financial products - Total | $131,589,000 | 27 |
| Other domestic debt securities - All other | $198,550,000 | 40 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $875,843,000 | 108 |
| Mortgage-backed securities | $1,927,170,000 | 85 |
| Certificates of participation in pools of residential mortgages | $555,418,000 | 115 |
| Issued or guaranteed by U.S. | $555,418,000 | 114 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $930,461,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $671,168,000 | 77 |
| Privately issued | $259,293,000 | 21 |
| Commercial mortgage-backed securities | $441,291,000 | 58 |
| Commercial mortgage pass-through securities | $148,853,000 | 49 |
| Other commercial mortgage-backed securities | $292,438,000 | 57 |
| Held to maturity securities (book value) | $312,080,000 | 115 |
| Available-for-sale securities (fair market value) | $2,418,992,000 | 88 |
| Total debt securities | $2,731,072,000 | 97 |
| Structured notes | ||
| Amortized cost | $16,045,000 | 87 |
| Fair value | $15,931,000 | 85 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,936,887,000 | 87 |
| U.S. Government securities | $1,879,620,000 | 98 |
| U.S. Treasury securities | $121,113,000 | 87 |
| U.S. Government agency obligations | $1,758,507,000 | 91 |
| Securities issued by states & political subdivisions | $269,245,000 | 111 |
| Other domestic debt securities | $788,022,000 | 37 |
| Privately issued residential mortgage-backed securities | $270,415,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $57,419,000 | 63 |
| Structured financial products - Total | $153,835,000 | 24 |
| Other domestic debt securities - All other | $306,353,000 | 31 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,042,326,000 | 93 |
| Mortgage-backed securities | $1,998,198,000 | 80 |
| Certificates of participation in pools of residential mortgages | $579,822,000 | 109 |
| Issued or guaranteed by U.S. | $579,822,000 | 108 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $960,568,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $690,153,000 | 72 |
| Privately issued | $270,415,000 | 22 |
| Commercial mortgage-backed securities | $457,808,000 | 53 |
| Commercial mortgage pass-through securities | $151,284,000 | 48 |
| Other commercial mortgage-backed securities | $306,524,000 | 54 |
| Held to maturity securities (book value) | $321,094,000 | 115 |
| Available-for-sale securities (fair market value) | $2,615,793,000 | 82 |
| Total debt securities | $2,936,888,000 | 86 |
| Structured notes | ||
| Amortized cost | $16,444,000 | 82 |
| Fair value | $16,533,000 | 80 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,847,154,000 | 90 |
| U.S. Government securities | $1,838,447,000 | 97 |
| U.S. Treasury securities | $74,764,000 | 109 |
| U.S. Government agency obligations | $1,763,683,000 | 89 |
| Securities issued by states & political subdivisions | $231,306,000 | 129 |
| Other domestic debt securities | $777,401,000 | 34 |
| Privately issued residential mortgage-backed securities | $190,291,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $100,387,000 | 47 |
| Structured financial products - Total | $178,352,000 | 24 |
| Other domestic debt securities - All other | $308,371,000 | 31 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,347,184,000 | 77 |
| Mortgage-backed securities | $1,921,776,000 | 85 |
| Certificates of participation in pools of residential mortgages | $573,175,000 | 111 |
| Issued or guaranteed by U.S. | $573,175,000 | 110 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $919,623,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $729,332,000 | 67 |
| Privately issued | $190,291,000 | 23 |
| Commercial mortgage-backed securities | $428,978,000 | 53 |
| Commercial mortgage pass-through securities | $113,253,000 | 52 |
| Other commercial mortgage-backed securities | $315,725,000 | 53 |
| Held to maturity securities (book value) | $306,741,000 | 121 |
| Available-for-sale securities (fair market value) | $2,540,413,000 | 84 |
| Total debt securities | $2,847,154,000 | 89 |
| Structured notes | ||
| Amortized cost | $16,990,000 | 84 |
| Fair value | $17,284,000 | 80 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,785,413,000 | 93 |
| U.S. Government securities | $1,691,948,000 | 100 |
| U.S. Treasury securities | $170,919,000 | 68 |
| U.S. Government agency obligations | $1,521,029,000 | 102 |
| Securities issued by states & political subdivisions | $166,075,000 | 190 |
| Other domestic debt securities | $927,390,000 | 32 |
| Privately issued residential mortgage-backed securities | $193,832,000 | 28 |
| Commercial mortgage-backed securities - Total | $115,500,000 | 29 |
| Asset backed securities | $89,670,000 | 53 |
| Structured financial products - Total | $219,910,000 | 21 |
| Other domestic debt securities - All other | $308,478,000 | 32 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,301,292,000 | 79 |
| Mortgage-backed securities | $1,792,743,000 | 86 |
| Certificates of participation in pools of residential mortgages | $585,560,000 | 113 |
| Issued or guaranteed by U.S. | $585,560,000 | 112 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $893,261,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $699,429,000 | 72 |
| Privately issued | $193,832,000 | 23 |
| Commercial mortgage-backed securities | $313,922,000 | 70 |
| Commercial mortgage pass-through securities | $28,428,000 | 144 |
| Other commercial mortgage-backed securities | $285,494,000 | 57 |
| Held to maturity securities (book value) | $312,002,000 | 121 |
| Available-for-sale securities (fair market value) | $2,473,411,000 | 82 |
| Total debt securities | $2,785,413,000 | 92 |
| Structured notes | ||
| Amortized cost | $16,934,000 | 93 |
| Fair value | $17,275,000 | 89 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,765,401,000 | 92 |
| U.S. Government securities | $1,636,126,000 | 100 |
| U.S. Treasury securities | $169,927,000 | 69 |
| U.S. Government agency obligations | $1,466,199,000 | 102 |
| Securities issued by states & political subdivisions | $140,350,000 | 236 |
| Other domestic debt securities | $988,925,000 | 30 |
| Privately issued residential mortgage-backed securities | $106,219,000 | 37 |
| Commercial mortgage-backed securities - Total | $90,191,000 | 31 |
| Asset backed securities | $485,984,000 | 25 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $306,531,000 | 31 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,401,707,000 | 74 |
| Mortgage-backed securities | $1,636,781,000 | 87 |
| Certificates of participation in pools of residential mortgages | $565,713,000 | 116 |
| Issued or guaranteed by U.S. | $565,713,000 | 115 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $781,122,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $674,903,000 | 75 |
| Privately issued | $106,219,000 | 34 |
| Commercial mortgage-backed securities | $289,946,000 | 71 |
| Commercial mortgage pass-through securities | $2,028,000 | 623 |
| Other commercial mortgage-backed securities | $287,918,000 | 57 |
| Held to maturity securities (book value) | $329,992,000 | 118 |
| Available-for-sale securities (fair market value) | $2,435,409,000 | 81 |
| Total debt securities | $2,765,401,000 | 90 |
| Structured notes | ||
| Amortized cost | $16,881,000 | 91 |
| Fair value | $17,148,000 | 88 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,761,099,000 | 92 |
| U.S. Government securities | $1,644,572,000 | 99 |
| U.S. Treasury securities | $169,616,000 | 72 |
| U.S. Government agency obligations | $1,474,956,000 | 100 |
| Securities issued by states & political subdivisions | $131,310,000 | 257 |
| Other domestic debt securities | $985,217,000 | 33 |
| Privately issued residential mortgage-backed securities | $172,528,000 | 30 |
| Commercial mortgage-backed securities - Total | $90,067,000 | 32 |
| Asset backed securities | $417,230,000 | 27 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $305,392,000 | 32 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,447,430,000 | 74 |
| Mortgage-backed securities | $1,711,968,000 | 84 |
| Certificates of participation in pools of residential mortgages | $553,114,000 | 110 |
| Issued or guaranteed by U.S. | $553,114,000 | 109 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $875,909,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $703,381,000 | 72 |
| Privately issued | $172,528,000 | 26 |
| Commercial mortgage-backed securities | $282,945,000 | 71 |
| Commercial mortgage pass-through securities | $45,026,000 | 106 |
| Other commercial mortgage-backed securities | $237,919,000 | 63 |
| Held to maturity securities (book value) | $329,843,000 | 118 |
| Available-for-sale securities (fair market value) | $2,431,256,000 | 81 |
| Total debt securities | $2,761,099,000 | 90 |
| Structured notes | ||
| Amortized cost | $16,830,000 | 83 |
| Fair value | $16,830,000 | 81 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,558,905,000 | 98 |
| U.S. Government securities | $1,517,860,000 | 104 |
| U.S. Treasury securities | $144,874,000 | 69 |
| U.S. Government agency obligations | $1,372,986,000 | 107 |
| Securities issued by states & political subdivisions | $122,796,000 | 276 |
| Other domestic debt securities | $918,249,000 | 35 |
| Privately issued residential mortgage-backed securities | $166,481,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $439,209,000 | 27 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $312,559,000 | 35 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,328,845,000 | 77 |
| Mortgage-backed securities | $1,513,377,000 | 87 |
| Certificates of participation in pools of residential mortgages | $463,112,000 | 123 |
| Issued or guaranteed by U.S. | $463,112,000 | 122 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $851,383,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $684,902,000 | 73 |
| Privately issued | $166,481,000 | 26 |
| Commercial mortgage-backed securities | $198,882,000 | 84 |
| Commercial mortgage pass-through securities | $45,698,000 | 96 |
| Other commercial mortgage-backed securities | $153,184,000 | 73 |
| Held to maturity securities (book value) | $344,917,000 | 115 |
| Available-for-sale securities (fair market value) | $2,213,988,000 | 86 |
| Total debt securities | $2,558,906,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,676,337,000 | 91 |
| U.S. Government securities | $1,587,152,000 | 98 |
| U.S. Treasury securities | $145,558,000 | 70 |
| U.S. Government agency obligations | $1,441,594,000 | 102 |
| Securities issued by states & political subdivisions | $131,693,000 | 249 |
| Other domestic debt securities | $957,492,000 | 36 |
| Privately issued residential mortgage-backed securities | $189,956,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $455,452,000 | 26 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $312,084,000 | 33 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,308,961,000 | 75 |
| Mortgage-backed securities | $1,586,128,000 | 86 |
| Certificates of participation in pools of residential mortgages | $469,573,000 | 123 |
| Issued or guaranteed by U.S. | $469,573,000 | 122 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $914,677,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $724,721,000 | 69 |
| Privately issued | $189,956,000 | 25 |
| Commercial mortgage-backed securities | $201,878,000 | 83 |
| Commercial mortgage pass-through securities | $46,361,000 | 91 |
| Other commercial mortgage-backed securities | $155,517,000 | 72 |
| Held to maturity securities (book value) | $341,951,000 | 115 |
| Available-for-sale securities (fair market value) | $2,334,386,000 | 80 |
| Total debt securities | $2,676,337,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,754,230,000 | 88 |
| U.S. Government securities | $1,664,031,000 | 96 |
| U.S. Treasury securities | $143,051,000 | 69 |
| U.S. Government agency obligations | $1,520,980,000 | 96 |
| Securities issued by states & political subdivisions | $135,639,000 | 230 |
| Other domestic debt securities | $954,560,000 | 36 |
| Privately issued residential mortgage-backed securities | $195,949,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $450,149,000 | 26 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $308,462,000 | 33 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,458,988,000 | 71 |
| Mortgage-backed securities | $1,623,492,000 | 84 |
| Certificates of participation in pools of residential mortgages | $508,422,000 | 111 |
| Issued or guaranteed by U.S. | $508,422,000 | 110 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $913,294,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $717,345,000 | 69 |
| Privately issued | $195,949,000 | 23 |
| Commercial mortgage-backed securities | $201,776,000 | 78 |
| Commercial mortgage pass-through securities | $47,194,000 | 82 |
| Other commercial mortgage-backed securities | $154,582,000 | 66 |
| Held to maturity securities (book value) | $351,700,000 | 114 |
| Available-for-sale securities (fair market value) | $2,402,530,000 | 77 |
| Total debt securities | $2,754,230,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,654,402,000 | 91 |
| U.S. Government securities | $1,599,971,000 | 97 |
| U.S. Treasury securities | $168,706,000 | 64 |
| U.S. Government agency obligations | $1,431,265,000 | 103 |
| Securities issued by states & political subdivisions | $103,592,000 | 324 |
| Other domestic debt securities | $950,839,000 | 35 |
| Privately issued residential mortgage-backed securities | $136,953,000 | 36 |
| Commercial mortgage-backed securities - Total | $31,196,000 | 41 |
| Asset backed securities | $440,545,000 | 25 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $342,145,000 | 31 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,625,905,000 | 70 |
| Mortgage-backed securities | $1,481,773,000 | 89 |
| Certificates of participation in pools of residential mortgages | $585,547,000 | 103 |
| Issued or guaranteed by U.S. | $585,547,000 | 102 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $790,598,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $653,645,000 | 73 |
| Privately issued | $136,953,000 | 34 |
| Commercial mortgage-backed securities | $105,628,000 | 94 |
| Commercial mortgage pass-through securities | $93,399,000 | 46 |
| Other commercial mortgage-backed securities | $12,229,000 | 215 |
| Held to maturity securities (book value) | $364,696,000 | 113 |
| Available-for-sale securities (fair market value) | $2,289,706,000 | 81 |
| Total debt securities | $2,654,402,000 | 91 |
| Structured notes | ||
| Amortized cost | $325,705,000 | 7 |
| Fair value | $323,999,000 | 7 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,455,557,000 | 94 |
| U.S. Government securities | $1,629,346,000 | 96 |
| U.S. Treasury securities | $164,227,000 | 65 |
| U.S. Government agency obligations | $1,465,119,000 | 99 |
| Securities issued by states & political subdivisions | $78,110,000 | 445 |
| Other domestic debt securities | $748,101,000 | 39 |
| Privately issued residential mortgage-backed securities | $61,780,000 | 51 |
| Commercial mortgage-backed securities - Total | $7,862,000 | 64 |
| Asset backed securities | $448,359,000 | 25 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $230,100,000 | 42 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,447,188,000 | 72 |
| Mortgage-backed securities | $1,427,064,000 | 91 |
| Certificates of participation in pools of residential mortgages | $655,568,000 | 93 |
| Issued or guaranteed by U.S. | $655,568,000 | 92 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $688,134,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $626,354,000 | 72 |
| Privately issued | $61,780,000 | 49 |
| Commercial mortgage-backed securities | $83,362,000 | 105 |
| Commercial mortgage pass-through securities | $70,204,000 | 56 |
| Other commercial mortgage-backed securities | $13,158,000 | 186 |
| Held to maturity securities (book value) | $357,549,000 | 114 |
| Available-for-sale securities (fair market value) | $2,098,008,000 | 87 |
| Total debt securities | $2,455,557,000 | 93 |
| Structured notes | ||
| Amortized cost | $207,562,000 | 9 |
| Fair value | $207,520,000 | 9 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,264,946,000 | 98 |
| U.S. Government securities | $1,488,574,000 | 102 |
| U.S. Treasury securities | $127,902,000 | 67 |
| U.S. Government agency obligations | $1,360,672,000 | 105 |
| Securities issued by states & political subdivisions | $60,993,000 | 609 |
| Other domestic debt securities | $715,379,000 | 41 |
| Privately issued residential mortgage-backed securities | $41,754,000 | 63 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $466,332,000 | 27 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $207,293,000 | 45 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,246,852,000 | 81 |
| Mortgage-backed securities | $1,325,882,000 | 100 |
| Certificates of participation in pools of residential mortgages | $630,576,000 | 96 |
| Issued or guaranteed by U.S. | $630,576,000 | 95 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $628,310,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $586,556,000 | 79 |
| Privately issued | $41,754,000 | 61 |
| Commercial mortgage-backed securities | $66,996,000 | 112 |
| Commercial mortgage pass-through securities | $66,996,000 | 52 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $379,756,000 | 109 |
| Available-for-sale securities (fair market value) | $1,885,190,000 | 92 |
| Total debt securities | $2,264,946,000 | 98 |
| Structured notes | ||
| Amortized cost | $208,116,000 | 11 |
| Fair value | $206,859,000 | 11 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,199,253,000 | 103 |
| U.S. Government securities | $1,428,622,000 | 103 |
| U.S. Treasury securities | $48,415,000 | 128 |
| U.S. Government agency obligations | $1,380,207,000 | 103 |
| Securities issued by states & political subdivisions | $64,489,000 | 549 |
| Other domestic debt securities | $706,142,000 | 42 |
| Privately issued residential mortgage-backed securities | $49,288,000 | 55 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $468,728,000 | 28 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $188,126,000 | 47 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,350,673,000 | 77 |
| Mortgage-backed securities | $1,392,227,000 | 94 |
| Certificates of participation in pools of residential mortgages | $674,227,000 | 92 |
| Issued or guaranteed by U.S. | $674,227,000 | 91 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $649,052,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $599,764,000 | 77 |
| Privately issued | $49,288,000 | 52 |
| Commercial mortgage-backed securities | $68,948,000 | 107 |
| Commercial mortgage pass-through securities | $68,948,000 | 51 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $399,228,000 | 101 |
| Available-for-sale securities (fair market value) | $1,800,025,000 | 90 |
| Total debt securities | $2,199,253,000 | 103 |
| Structured notes | ||
| Amortized cost | $186,128,000 | 13 |
| Fair value | $187,760,000 | 13 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,195,945,000 | 98 |
| U.S. Government securities | $1,453,868,000 | 100 |
| U.S. Treasury securities | $105,709,000 | 72 |
| U.S. Government agency obligations | $1,348,159,000 | 104 |
| Securities issued by states & political subdivisions | $68,390,000 | 500 |
| Other domestic debt securities | $673,687,000 | 40 |
| Privately issued residential mortgage-backed securities | $52,074,000 | 56 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $455,928,000 | 28 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $165,685,000 | 55 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,498,448,000 | 71 |
| Mortgage-backed securities | $1,363,934,000 | 96 |
| Certificates of participation in pools of residential mortgages | $688,447,000 | 85 |
| Issued or guaranteed by U.S. | $688,447,000 | 84 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $675,487,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $623,413,000 | 76 |
| Privately issued | $52,074,000 | 52 |
| 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) | $415,267,000 | 101 |
| Available-for-sale securities (fair market value) | $1,780,678,000 | 87 |
| Total debt securities | $2,195,945,000 | 98 |
| Structured notes | ||
| Amortized cost | $165,019,000 | 14 |
| Fair value | $165,132,000 | 14 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,220,048,000 | 96 |
| U.S. Government securities | $1,465,288,000 | 99 |
| U.S. Treasury securities | $105,022,000 | 69 |
| U.S. Government agency obligations | $1,360,266,000 | 99 |
| Securities issued by states & political subdivisions | $70,569,000 | 474 |
| Other domestic debt securities | $684,191,000 | 40 |
| Privately issued residential mortgage-backed securities | $56,896,000 | 48 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $462,043,000 | 28 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $165,252,000 | 55 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,374,159,000 | 80 |
| Mortgage-backed securities | $1,417,162,000 | 91 |
| Certificates of participation in pools of residential mortgages | $719,294,000 | 80 |
| Issued or guaranteed by U.S. | $719,294,000 | 79 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $697,868,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $640,972,000 | 74 |
| Privately issued | $56,896,000 | 46 |
| 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) | $432,418,000 | 96 |
| Available-for-sale securities (fair market value) | $1,787,630,000 | 87 |
| Total debt securities | $2,220,048,000 | 96 |
| Structured notes | ||
| Amortized cost | $165,429,000 | 16 |
| Fair value | $165,122,000 | 16 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,187,809,000 | 100 |
| U.S. Government securities | $1,429,618,000 | 101 |
| U.S. Treasury securities | $15,508,000 | 252 |
| U.S. Government agency obligations | $1,414,110,000 | 97 |
| Securities issued by states & political subdivisions | $72,483,000 | 452 |
| Other domestic debt securities | $685,708,000 | 42 |
| Privately issued residential mortgage-backed securities | $83,644,000 | 46 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $426,047,000 | 29 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $176,017,000 | 51 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,361,549,000 | 78 |
| Mortgage-backed securities | $1,497,754,000 | 91 |
| Certificates of participation in pools of residential mortgages | $756,348,000 | 82 |
| Issued or guaranteed by U.S. | $756,348,000 | 81 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $741,406,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $657,762,000 | 75 |
| Privately issued | $83,644,000 | 45 |
| 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) | $448,752,000 | 93 |
| Available-for-sale securities (fair market value) | $1,739,057,000 | 90 |
| Total debt securities | $2,187,809,000 | 99 |
| Structured notes | ||
| Amortized cost | $165,835,000 | 17 |
| Fair value | $165,831,000 | 16 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,299,801,000 | 93 |
| U.S. Government securities | $1,476,266,000 | 98 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,476,266,000 | 93 |
| Securities issued by states & political subdivisions | $74,264,000 | 436 |
| Other domestic debt securities | $749,271,000 | 43 |
| Privately issued residential mortgage-backed securities | $79,759,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $417,532,000 | 31 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $251,980,000 | 40 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,477,125,000 | 72 |
| Mortgage-backed securities | $1,556,025,000 | 86 |
| Certificates of participation in pools of residential mortgages | $707,925,000 | 85 |
| Issued or guaranteed by U.S. | $707,925,000 | 84 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $848,100,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $768,341,000 | 67 |
| Privately issued | $79,759,000 | 44 |
| 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) | $464,697,000 | 87 |
| Available-for-sale securities (fair market value) | $1,835,104,000 | 87 |
| Total debt securities | $2,299,801,000 | 92 |
| Structured notes | ||
| Amortized cost | $255,188,000 | 13 |
| Fair value | $251,874,000 | 13 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,309,259,000 | 91 |
| U.S. Government securities | $1,491,845,000 | 98 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,491,845,000 | 94 |
| Securities issued by states & political subdivisions | $74,975,000 | 426 |
| Other domestic debt securities | $742,439,000 | 44 |
| Privately issued residential mortgage-backed securities | $86,245,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $405,489,000 | 31 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $250,705,000 | 41 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,529,292,000 | 68 |
| Mortgage-backed securities | $1,578,090,000 | 83 |
| Certificates of participation in pools of residential mortgages | $673,000,000 | 90 |
| Issued or guaranteed by U.S. | $673,000,000 | 88 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $905,090,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $818,845,000 | 64 |
| Privately issued | $86,245,000 | 43 |
| 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) | $479,742,000 | 85 |
| Available-for-sale securities (fair market value) | $1,829,517,000 | 88 |
| Total debt securities | $2,309,259,000 | 90 |
| Structured notes | ||
| Amortized cost | $255,266,000 | 13 |
| Fair value | $250,247,000 | 13 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,173,643,000 | 97 |
| U.S. Government securities | $1,455,970,000 | 103 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,455,970,000 | 98 |
| Securities issued by states & political subdivisions | $75,269,000 | 429 |
| Other domestic debt securities | $642,404,000 | 45 |
| Privately issued residential mortgage-backed securities | $77,230,000 | 46 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $310,829,000 | 34 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $254,345,000 | 41 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,347,498,000 | 75 |
| Mortgage-backed securities | $1,533,200,000 | 81 |
| Certificates of participation in pools of residential mortgages | $598,641,000 | 94 |
| Issued or guaranteed by U.S. | $598,641,000 | 93 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $934,559,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $857,329,000 | 62 |
| Privately issued | $77,230,000 | 44 |
| 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) | $205,613,000 | 138 |
| Available-for-sale securities (fair market value) | $1,968,030,000 | 82 |
| Total debt securities | $2,173,643,000 | 96 |
| Structured notes | ||
| Amortized cost | $255,341,000 | 13 |
| Fair value | $246,901,000 | 13 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,156,685,000 | 98 |
| U.S. Government securities | $1,500,346,000 | 102 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,500,346,000 | 96 |
| Securities issued by states & political subdivisions | $75,197,000 | 431 |
| Other domestic debt securities | $581,142,000 | 46 |
| Privately issued residential mortgage-backed securities | $85,779,000 | 47 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $234,204,000 | 39 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $261,159,000 | 40 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,245,686,000 | 78 |
| Mortgage-backed securities | $1,586,125,000 | 84 |
| Certificates of participation in pools of residential mortgages | $574,777,000 | 100 |
| Issued or guaranteed by U.S. | $574,777,000 | 99 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,009,149,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $923,370,000 | 60 |
| Privately issued | $85,779,000 | 46 |
| Commercial mortgage-backed securities | $2,199,000 | 516 |
| Commercial mortgage pass-through securities | $2,199,000 | 320 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $214,947,000 | 124 |
| Available-for-sale securities (fair market value) | $1,941,738,000 | 89 |
| Total debt securities | $2,156,685,000 | 97 |
| Structured notes | ||
| Amortized cost | $260,414,000 | 12 |
| Fair value | $253,817,000 | 12 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,138,101,000 | 104 |
| U.S. Government securities | $1,599,362,000 | 99 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,599,362,000 | 93 |
| Securities issued by states & political subdivisions | $75,807,000 | 423 |
| Other domestic debt securities | $462,932,000 | 56 |
| Privately issued residential mortgage-backed securities | $48,025,000 | 64 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $225,870,000 | 40 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $189,037,000 | 57 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,255,098,000 | 78 |
| Mortgage-backed securities | $1,647,387,000 | 83 |
| Certificates of participation in pools of residential mortgages | $622,155,000 | 96 |
| Issued or guaranteed by U.S. | $622,155,000 | 95 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,022,949,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $974,924,000 | 64 |
| Privately issued | $48,025,000 | 61 |
| Commercial mortgage-backed securities | $2,283,000 | 454 |
| Commercial mortgage pass-through securities | $2,283,000 | 296 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $231,089,000 | 107 |
| Available-for-sale securities (fair market value) | $1,907,012,000 | 93 |
| Total debt securities | $2,138,101,000 | 103 |
| Structured notes | ||
| Amortized cost | $190,793,000 | 12 |
| Fair value | $188,744,000 | 12 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,075,956,000 | 102 |
| U.S. Government securities | $1,580,974,000 | 99 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,580,974,000 | 95 |
| Securities issued by states & political subdivisions | $80,831,000 | 367 |
| Other domestic debt securities | $250,319,000 | 81 |
| Privately issued residential mortgage-backed securities | $39,762,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $210,557,000 | 40 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $163,832,000 | 25 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,392,966,000 | 73 |
| Mortgage-backed securities | $1,620,736,000 | 84 |
| Certificates of participation in pools of residential mortgages | $661,355,000 | 91 |
| Issued or guaranteed by U.S. | $661,355,000 | 89 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $957,072,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $917,310,000 | 65 |
| Privately issued | $39,762,000 | 79 |
| Commercial mortgage-backed securities | $2,309,000 | 378 |
| Commercial mortgage pass-through securities | $2,309,000 | 254 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $244,184,000 | 99 |
| Available-for-sale securities (fair market value) | $1,831,772,000 | 91 |
| Total debt securities | $2,075,956,000 | 101 |
| Structured notes | ||
| Amortized cost | $169,733,000 | 14 |
| Fair value | $163,612,000 | 15 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,022,047,000 | 105 |
| U.S. Government securities | $1,560,634,000 | 99 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,560,634,000 | 94 |
| Securities issued by states & political subdivisions | $80,668,000 | 352 |
| Other domestic debt securities | $380,745,000 | 63 |
| Privately issued residential mortgage-backed securities | $32,826,000 | 97 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $204,430,000 | 42 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $143,489,000 | 66 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,267,607,000 | 76 |
| Mortgage-backed securities | $1,593,460,000 | 84 |
| Certificates of participation in pools of residential mortgages | $735,506,000 | 88 |
| Issued or guaranteed by U.S. | $735,506,000 | 87 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $855,641,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $822,815,000 | 67 |
| Privately issued | $32,826,000 | 92 |
| Commercial mortgage-backed securities | $2,313,000 | 363 |
| Commercial mortgage pass-through securities | $2,313,000 | 231 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $262,648,000 | 95 |
| Available-for-sale securities (fair market value) | $1,759,399,000 | 92 |
| Total debt securities | $2,022,047,000 | 105 |
| Structured notes | ||
| Amortized cost | $148,265,000 | 19 |
| Fair value | $143,103,000 | 19 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,981,750,000 | 104 |
| U.S. Government securities | $1,680,383,000 | 93 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,680,383,000 | 89 |
| Securities issued by states & political subdivisions | $78,745,000 | 352 |
| Other domestic debt securities | $222,622,000 | 94 |
| Privately issued residential mortgage-backed securities | $26,635,000 | 121 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $84,498,000 | 56 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $111,489,000 | 80 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,431,336,000 | 73 |
| Mortgage-backed securities | $1,663,069,000 | 80 |
| Certificates of participation in pools of residential mortgages | $793,469,000 | 84 |
| Issued or guaranteed by U.S. | $793,469,000 | 83 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $869,600,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $842,965,000 | 65 |
| Privately issued | $26,635,000 | 115 |
| 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) | $282,750,000 | 89 |
| Available-for-sale securities (fair market value) | $1,699,000,000 | 97 |
| Total debt securities | $1,981,750,000 | 104 |
| Structured notes | ||
| Amortized cost | $119,148,000 | 23 |
| Fair value | $109,988,000 | 24 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,199,887,000 | 96 |
| U.S. Government securities | $1,989,866,000 | 84 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,989,866,000 | 81 |
| Securities issued by states & political subdivisions | $74,700,000 | 357 |
| Other domestic debt securities | $135,321,000 | 125 |
| Privately issued residential mortgage-backed securities | $30,090,000 | 120 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $105,231,000 | 88 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,853,196,000 | 59 |
| Mortgage-backed securities | $1,976,077,000 | 76 |
| Certificates of participation in pools of residential mortgages | $995,795,000 | 74 |
| Issued or guaranteed by U.S. | $995,795,000 | 73 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $980,282,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $950,192,000 | 60 |
| Privately issued | $30,090,000 | 114 |
| 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) | $303,636,000 | 83 |
| Available-for-sale securities (fair market value) | $1,896,251,000 | 89 |
| Total debt securities | $2,199,887,000 | 96 |
| Structured notes | ||
| Amortized cost | $119,107,000 | 20 |
| Fair value | $104,536,000 | 27 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,117,878,000 | 97 |
| U.S. Government securities | $1,897,998,000 | 82 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,897,998,000 | 81 |
| Securities issued by states & political subdivisions | $78,242,000 | 334 |
| Other domestic debt securities | $141,638,000 | 133 |
| Privately issued residential mortgage-backed securities | $33,400,000 | 146 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $108,238,000 | 85 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,918,224,000 | 52 |
| Mortgage-backed securities | $1,882,555,000 | 74 |
| Certificates of participation in pools of residential mortgages | $803,111,000 | 85 |
| Issued or guaranteed by U.S. | $803,111,000 | 84 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,079,444,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,046,044,000 | 54 |
| Privately issued | $33,400,000 | 141 |
| 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) | $330,202,000 | 77 |
| Available-for-sale securities (fair market value) | $1,787,676,000 | 96 |
| Total debt securities | $2,117,878,000 | 97 |
| Structured notes | ||
| Amortized cost | $119,060,000 | 29 |
| Fair value | $107,629,000 | 35 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,120,318,000 | 96 |
| U.S. Government securities | $1,894,580,000 | 84 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,894,580,000 | 83 |
| Securities issued by states & political subdivisions | $77,016,000 | 315 |
| Other domestic debt securities | $148,722,000 | 134 |
| Privately issued residential mortgage-backed securities | $37,997,000 | 140 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $110,725,000 | 85 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,974,192,000 | 53 |
| Mortgage-backed securities | $1,879,671,000 | 75 |
| Certificates of participation in pools of residential mortgages | $787,302,000 | 86 |
| Issued or guaranteed by U.S. | $787,302,000 | 85 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,092,369,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,054,372,000 | 53 |
| Privately issued | $37,997,000 | 135 |
| 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) | $353,739,000 | 75 |
| Available-for-sale securities (fair market value) | $1,766,579,000 | 101 |
| Total debt securities | $2,120,318,000 | 97 |
| Structured notes | ||
| Amortized cost | $119,016,000 | 25 |
| Fair value | $110,592,000 | 28 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,360,734,000 | 88 |
| U.S. Government securities | $1,945,329,000 | 82 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,945,329,000 | 80 |
| Securities issued by states & political subdivisions | $75,894,000 | 307 |
| Other domestic debt securities | $339,511,000 | 80 |
| Privately issued residential mortgage-backed securities | $47,115,000 | 127 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $94,000 | 224 |
| Structured financial products - Total | $350,000 | 251 |
| Other domestic debt securities - All other | $291,952,000 | 42 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,060,211,000 | 51 |
| Mortgage-backed securities | $1,895,585,000 | 73 |
| Certificates of participation in pools of residential mortgages | $795,114,000 | 85 |
| Issued or guaranteed by U.S. | $795,114,000 | 83 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,100,471,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,053,356,000 | 53 |
| Privately issued | $47,115,000 | 122 |
| 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) | $371,578,000 | 68 |
| Available-for-sale securities (fair market value) | $1,989,156,000 | 87 |
| Total debt securities | $2,360,734,000 | 89 |
| Structured notes | ||
| Amortized cost | $118,971,000 | 30 |
| Fair value | $117,245,000 | 30 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,351,558,000 | 92 |
| U.S. Government securities | $1,627,857,000 | 96 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,627,857,000 | 94 |
| Securities issued by states & political subdivisions | $76,331,000 | 297 |
| Other domestic debt securities | $647,370,000 | 50 |
| Privately issued residential mortgage-backed securities | $77,369,000 | 96 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $105,000 | 219 |
| Structured financial products - Total | $350,000 | 238 |
| Other domestic debt securities - All other | $569,546,000 | 24 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,595,227,000 | 67 |
| Mortgage-backed securities | $1,581,482,000 | 84 |
| Certificates of participation in pools of residential mortgages | $727,505,000 | 92 |
| Issued or guaranteed by U.S. | $727,505,000 | 89 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $853,977,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $776,608,000 | 59 |
| Privately issued | $77,369,000 | 93 |
| 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) | $245,430,000 | 95 |
| Available-for-sale securities (fair market value) | $2,106,128,000 | 85 |
| Total debt securities | $2,351,558,000 | 92 |
| Structured notes | ||
| Amortized cost | $100,956,000 | 38 |
| Fair value | $99,586,000 | 37 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,929,335,000 | 102 |
| U.S. Government securities | $1,215,518,000 | 113 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,215,518,000 | 110 |
| Securities issued by states & political subdivisions | $75,447,000 | 289 |
| Other domestic debt securities | $638,370,000 | 53 |
| Privately issued residential mortgage-backed securities | $91,605,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $106,000 | 204 |
| Structured financial products - Total | $350,000 | 244 |
| Other domestic debt securities - All other | $546,309,000 | 26 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,437,859,000 | 71 |
| Mortgage-backed securities | $1,171,115,000 | 98 |
| Certificates of participation in pools of residential mortgages | $633,082,000 | 95 |
| Issued or guaranteed by U.S. | $633,082,000 | 93 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $538,033,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $446,428,000 | 87 |
| Privately issued | $91,605,000 | 88 |
| 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) | $265,807,000 | 83 |
| Available-for-sale securities (fair market value) | $1,663,528,000 | 96 |
| Total debt securities | $1,929,335,000 | 101 |
| Structured notes | ||
| Amortized cost | $105,359,000 | 31 |
| Fair value | $104,034,000 | 31 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,416,339,000 | 120 |
| U.S. Government securities | $1,040,831,000 | 116 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,040,831,000 | 112 |
| Securities issued by states & political subdivisions | $61,389,000 | 363 |
| Other domestic debt securities | $314,119,000 | 83 |
| Privately issued residential mortgage-backed securities | $108,625,000 | 80 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $106,000 | 193 |
| Structured financial products - Total | $350,000 | 269 |
| Other domestic debt securities - All other | $205,038,000 | 46 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,235,324,000 | 76 |
| Mortgage-backed securities | $1,002,286,000 | 102 |
| Certificates of participation in pools of residential mortgages | $605,415,000 | 93 |
| Issued or guaranteed by U.S. | $605,415,000 | 91 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $396,871,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $288,246,000 | 108 |
| Privately issued | $108,625,000 | 76 |
| 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) | $256,694,000 | 83 |
| Available-for-sale securities (fair market value) | $1,159,645,000 | 116 |
| Total debt securities | $1,416,339,000 | 119 |
| Structured notes | ||
| Amortized cost | $95,480,000 | 35 |
| Fair value | $94,405,000 | 35 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,633,698,000 | 111 |
| U.S. Government securities | $1,294,027,000 | 102 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,294,027,000 | 99 |
| Securities issued by states & political subdivisions | $60,229,000 | 350 |
| Other domestic debt securities | $279,442,000 | 87 |
| Privately issued residential mortgage-backed securities | $119,795,000 | 81 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $109,000 | 190 |
| Structured financial products - Total | $1,050,000 | 190 |
| Other domestic debt securities - All other | $158,488,000 | 53 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,141,021,000 | 80 |
| Mortgage-backed securities | $1,113,854,000 | 94 |
| Certificates of participation in pools of residential mortgages | $683,363,000 | 83 |
| Issued or guaranteed by U.S. | $683,363,000 | 80 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $430,491,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $310,696,000 | 98 |
| Privately issued | $119,795,000 | 77 |
| 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) | $322,148,000 | 67 |
| Available-for-sale securities (fair market value) | $1,311,550,000 | 104 |
| Total debt securities | $1,633,698,000 | 111 |
| Structured notes | ||
| Amortized cost | $159,761,000 | 16 |
| Fair value | $161,126,000 | 15 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,707,372,000 | 104 |
| U.S. Government securities | $1,318,254,000 | 96 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,318,254,000 | 95 |
| Securities issued by states & political subdivisions | $64,544,000 | 299 |
| Other domestic debt securities | $324,574,000 | 79 |
| Privately issued residential mortgage-backed securities | $128,832,000 | 81 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $123,000 | 190 |
| Structured financial products - Total | $1,050,000 | 198 |
| Other domestic debt securities - All other | $194,569,000 | 46 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,436,399,000 | 67 |
| Mortgage-backed securities | $1,127,922,000 | 91 |
| Certificates of participation in pools of residential mortgages | $661,141,000 | 86 |
| Issued or guaranteed by U.S. | $661,141,000 | 83 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $466,781,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $337,949,000 | 89 |
| Privately issued | $128,832,000 | 79 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $1,707,372,000 | 87 |
| Total debt securities | $1,707,372,000 | 105 |
| Structured notes | ||
| Amortized cost | $126,543,000 | 18 |
| Fair value | $126,160,000 | 18 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,657,503,000 | 110 |
| U.S. Government securities | $1,302,712,000 | 95 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,302,712,000 | 93 |
| Securities issued by states & political subdivisions | $63,293,000 | 308 |
| Other domestic debt securities | $291,498,000 | 92 |
| Privately issued residential mortgage-backed securities | $140,615,000 | 79 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $151,000 | 209 |
| Structured financial products - Total | $2,000,000 | 156 |
| Other domestic debt securities - All other | $148,732,000 | 54 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,479,877,000 | 65 |
| Mortgage-backed securities | $1,183,940,000 | 91 |
| Certificates of participation in pools of residential mortgages | $694,550,000 | 89 |
| Issued or guaranteed by U.S. | $694,550,000 | 86 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $489,390,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $348,775,000 | 84 |
| Privately issued | $140,615,000 | 76 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $1,657,503,000 | 93 |
| Total debt securities | $1,657,503,000 | 108 |
| Structured notes | ||
| Amortized cost | $20,437,000 | 171 |
| Fair value | $20,802,000 | 165 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,927,849,000 | 105 |
| U.S. Government securities | $1,300,875,000 | 103 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,300,875,000 | 99 |
| Securities issued by states & political subdivisions | $53,852,000 | 376 |
| Other domestic debt securities | $573,122,000 | 67 |
| Privately issued residential mortgage-backed securities | $153,453,000 | 82 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $168,000 | 213 |
| Structured financial products - Total | $2,484,000 | 155 |
| Other domestic debt securities - All other | $417,017,000 | 29 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,480,982,000 | 67 |
| Mortgage-backed securities | $1,234,242,000 | 95 |
| Certificates of participation in pools of residential mortgages | $694,326,000 | 95 |
| Issued or guaranteed by U.S. | $694,326,000 | 92 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $539,916,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $386,463,000 | 73 |
| Privately issued | $153,453,000 | 79 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $1,927,849,000 | 85 |
| Total debt securities | $1,927,849,000 | 105 |
| Structured notes | ||
| Amortized cost | $20,525,000 | 96 |
| Fair value | $21,392,000 | 92 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,815,947,000 | 110 |
| U.S. Government securities | $1,566,768,000 | 95 |
| U.S. Treasury securities | $39,975,000 | 96 |
| U.S. Government agency obligations | $1,526,793,000 | 90 |
| Securities issued by states & political subdivisions | $55,504,000 | 350 |
| Other domestic debt securities | $193,675,000 | 137 |
| Privately issued residential mortgage-backed securities | $166,364,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $187,000 | 238 |
| Structured financial products - Total | $2,479,000 | 164 |
| Other domestic debt securities - All other | $24,645,000 | 202 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,660,577,000 | 66 |
| Mortgage-backed securities | $1,472,501,000 | 84 |
| Certificates of participation in pools of residential mortgages | $741,627,000 | 92 |
| Issued or guaranteed by U.S. | $741,627,000 | 90 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $730,874,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $564,510,000 | 57 |
| Privately issued | $166,364,000 | 81 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,815,947,000 | 91 |
| Total debt securities | $1,815,947,000 | 109 |
| Structured notes | ||
| Amortized cost | $39,766,000 | 28 |
| Fair value | $38,491,000 | 28 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,741,380,000 | 111 |
| U.S. Government securities | $1,462,204,000 | 95 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,462,204,000 | 92 |
| Securities issued by states & political subdivisions | $40,554,000 | 492 |
| Other domestic debt securities | $238,622,000 | 116 |
| Privately issued residential mortgage-backed securities | $192,254,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,179,000 | 65 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,189,000 | 211 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,411,895,000 | 70 |
| Mortgage-backed securities | $1,476,481,000 | 88 |
| Certificates of participation in pools of residential mortgages | $748,399,000 | 88 |
| Issued or guaranteed by U.S. | $748,399,000 | 86 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $728,082,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $535,828,000 | 57 |
| Privately issued | $192,254,000 | 86 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $1,741,380,000 | 92 |
| Total debt securities | $1,741,380,000 | 108 |
| Structured notes | ||
| Amortized cost | $21,648,000 | 45 |
| Fair value | $21,191,000 | 48 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,982,756,000 | 92 |
| U.S. Government securities | $1,336,399,000 | 93 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,336,399,000 | 91 |
| Securities issued by states & political subdivisions | $43,741,000 | 429 |
| Other domestic debt securities | $602,616,000 | 58 |
| Privately issued residential mortgage-backed securities | $210,782,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $291,000 | 269 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $391,543,000 | 19 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,236,000 | 70 |
| Mortgage-backed securities | $1,365,187,000 | 90 |
| Certificates of participation in pools of residential mortgages | $733,851,000 | 89 |
| Issued or guaranteed by U.S. | $733,851,000 | 87 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $631,336,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $420,554,000 | 70 |
| Privately issued | $210,782,000 | 76 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $1,982,756,000 | 79 |
| Total debt securities | $1,982,756,000 | 90 |
| Structured notes | ||
| Amortized cost | $23,016,000 | 50 |
| Fair value | $22,934,000 | 49 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,397,910,000 | 109 |
| U.S. Government securities | $1,148,418,000 | 97 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,148,418,000 | 96 |
| Securities issued by states & political subdivisions | $39,170,000 | 477 |
| Other domestic debt securities | $210,322,000 | 123 |
| Privately issued residential mortgage-backed securities | $202,717,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $308,000 | 258 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,297,000 | 473 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,352,512,000 | 68 |
| Mortgage-backed securities | $1,166,362,000 | 92 |
| Certificates of participation in pools of residential mortgages | $692,539,000 | 87 |
| Issued or guaranteed by U.S. | $692,539,000 | 85 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $473,823,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $271,106,000 | 84 |
| Privately issued | $202,717,000 | 76 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $1,397,910,000 | 94 |
| Total debt securities | $1,397,910,000 | 106 |
| Structured notes | ||
| Amortized cost | $7,363,000 | 168 |
| Fair value | $7,297,000 | 166 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,426,573,000 | 111 |
| U.S. Government securities | $1,172,497,000 | 96 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,172,497,000 | 96 |
| Securities issued by states & political subdivisions | $40,366,000 | 474 |
| Other domestic debt securities | $213,710,000 | 129 |
| Privately issued residential mortgage-backed securities | $211,333,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $361,000 | 245 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,016,000 | 1,176 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,380,821,000 | 68 |
| Mortgage-backed securities | $1,180,154,000 | 91 |
| Certificates of participation in pools of residential mortgages | $698,892,000 | 86 |
| Issued or guaranteed by U.S. | $698,892,000 | 85 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $481,262,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $269,929,000 | 91 |
| Privately issued | $211,333,000 | 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $1,426,573,000 | 96 |
| Total debt securities | $1,426,573,000 | 111 |
| Structured notes | ||
| Amortized cost | $2,033,000 | 639 |
| Fair value | $2,017,000 | 636 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,505,386,000 | 117 |
| U.S. Government securities | $1,230,357,000 | 99 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,230,357,000 | 99 |
| Securities issued by states & political subdivisions | $44,216,000 | 427 |
| Other domestic debt securities | $230,813,000 | 127 |
| Privately issued residential mortgage-backed securities | $228,283,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $464,000 | 230 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,066,000 | 1,109 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,458,066,000 | 66 |
| Mortgage-backed securities | $1,145,703,000 | 100 |
| Certificates of participation in pools of residential mortgages | $671,221,000 | 89 |
| Issued or guaranteed by U.S. | $671,221,000 | 86 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $474,482,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $246,199,000 | 101 |
| Privately issued | $228,283,000 | 79 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $1,505,386,000 | 102 |
| Total debt securities | $1,505,386,000 | 116 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 604 |
| Fair value | $2,529,000 | 585 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,083,841,000 | 149 |
| U.S. Government securities | $874,298,000 | 131 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $874,298,000 | 125 |
| Securities issued by states & political subdivisions | $34,083,000 | 572 |
| Other domestic debt securities | $175,460,000 | 146 |
| Privately issued residential mortgage-backed securities | $172,919,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $488,000 | 211 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,053,000 | 1,043 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,023,526,000 | 86 |
| Mortgage-backed securities | $809,777,000 | 119 |
| Certificates of participation in pools of residential mortgages | $417,763,000 | 115 |
| Issued or guaranteed by U.S. | $417,763,000 | 113 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $392,014,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $219,095,000 | 106 |
| Privately issued | $172,919,000 | 89 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,083,841,000 | 130 |
| Total debt securities | $1,083,841,000 | 148 |
| Structured notes | ||
| Amortized cost | $2,488,000 | 927 |
| Fair value | $2,500,000 | 911 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,029,409,000 | 160 |
| U.S. Government securities | $811,583,000 | 144 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $811,583,000 | 140 |
| Securities issued by states & political subdivisions | $36,490,000 | 513 |
| Other domestic debt securities | $181,336,000 | 143 |
| Privately issued residential mortgage-backed securities | $178,260,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $521,000 | 198 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,555,000 | 920 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $991,206,000 | 87 |
| Mortgage-backed securities | $547,323,000 | 150 |
| Certificates of participation in pools of residential mortgages | $258,761,000 | 170 |
| Issued or guaranteed by U.S. | $258,761,000 | 164 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $288,562,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $110,302,000 | 174 |
| Privately issued | $178,260,000 | 87 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $1,029,409,000 | 137 |
| Total debt securities | $1,029,409,000 | 154 |
| Structured notes | ||
| Amortized cost | $6,164,000 | 511 |
| Fair value | $6,230,000 | 511 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $935,970,000 | 172 |
| U.S. Government securities | $712,664,000 | 161 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $712,664,000 | 156 |
| Securities issued by states & political subdivisions | $37,235,000 | 490 |
| Other domestic debt securities | $186,071,000 | 142 |
| Privately issued residential mortgage-backed securities | $183,946,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $578,000 | 189 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,547,000 | 1,120 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $888,763,000 | 104 |
| Mortgage-backed securities | $413,999,000 | 184 |
| Certificates of participation in pools of residential mortgages | $166,217,000 | 244 |
| Issued or guaranteed by U.S. | $166,217,000 | 236 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $247,782,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $63,836,000 | 255 |
| Privately issued | $183,946,000 | 92 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $935,970,000 | 145 |
| Total debt securities | $935,970,000 | 170 |
| Structured notes | ||
| Amortized cost | $17,859,000 | 137 |
| Fair value | $17,773,000 | 134 |
| 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 | $871,809,000 | 181 |
| U.S. Government securities | $635,278,000 | 175 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $635,278,000 | 171 |
| Securities issued by states & political subdivisions | $37,879,000 | 480 |
| Other domestic debt securities | $198,652,000 | 139 |
| Privately issued residential mortgage-backed securities | $196,458,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $618,000 | 195 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,576,000 | 1,138 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $804,756,000 | 107 |
| Mortgage-backed securities | $443,409,000 | 180 |
| Certificates of participation in pools of residential mortgages | $176,680,000 | 239 |
| Issued or guaranteed by U.S. | $176,680,000 | 229 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $266,729,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $70,271,000 | 232 |
| Privately issued | $196,458,000 | 91 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $871,809,000 | 152 |
| Total debt securities | $871,809,000 | 180 |
| Structured notes | ||
| Amortized cost | $18,851,000 | 146 |
| Fair value | $18,764,000 | 144 |
| 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 | $829,088,000 | 192 |
| U.S. Government securities | $583,112,000 | 189 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $583,112,000 | 182 |
| Securities issued by states & political subdivisions | $40,062,000 | 447 |
| Other domestic debt securities | $205,914,000 | 131 |
| Privately issued residential mortgage-backed securities | $203,156,000 | 93 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $670,000 | 186 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,088,000 | 1,019 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $731,942,000 | 112 |
| Mortgage-backed securities | $458,436,000 | 176 |
| Certificates of participation in pools of residential mortgages | $183,541,000 | 231 |
| Issued or guaranteed by U.S. | $183,541,000 | 223 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $274,895,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $71,739,000 | 235 |
| Privately issued | $203,156,000 | 84 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $829,088,000 | 161 |
| Total debt securities | $829,088,000 | 188 |
| Structured notes | ||
| Amortized cost | $20,843,000 | 142 |
| Fair value | $20,705,000 | 140 |
| 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 | $704,816,000 | 217 |
| U.S. Government securities | $453,790,000 | 228 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $453,790,000 | 219 |
| Securities issued by states & political subdivisions | $40,393,000 | 433 |
| Other domestic debt securities | $210,633,000 | 133 |
| Privately issued residential mortgage-backed securities | $209,882,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $751,000 | 192 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $638,633,000 | 127 |
| Mortgage-backed securities | $479,628,000 | 175 |
| Certificates of participation in pools of residential mortgages | $190,533,000 | 226 |
| Issued or guaranteed by U.S. | $190,533,000 | 218 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $289,095,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $79,213,000 | 229 |
| Privately issued | $209,882,000 | 84 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $704,816,000 | 185 |
| Total debt securities | $704,816,000 | 215 |
| Structured notes | ||
| Amortized cost | $20,834,000 | 150 |
| Fair value | $20,609,000 | 151 |
| 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 | $721,697,000 | 219 |
| U.S. Government securities | $469,898,000 | 227 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $469,898,000 | 222 |
| Securities issued by states & political subdivisions | $41,060,000 | 428 |
| Other domestic debt securities | $210,739,000 | 133 |
| Privately issued residential mortgage-backed securities | $209,975,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $764,000 | 187 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $695,799,000 | 122 |
| Mortgage-backed securities | $482,351,000 | 180 |
| Certificates of participation in pools of residential mortgages | $194,845,000 | 233 |
| Issued or guaranteed by U.S. | $194,845,000 | 225 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $287,506,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $77,531,000 | 223 |
| Privately issued | $209,975,000 | 85 |
| 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) | $721,697,000 | 187 |
| Total debt securities | $721,698,000 | 217 |
| Structured notes | ||
| Amortized cost | $23,784,000 | 140 |
| Fair value | $23,329,000 | 140 |
| 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 | $677,692,000 | 230 |
| U.S. Government securities | $440,314,000 | 254 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $440,314,000 | 243 |
| Securities issued by states & political subdivisions | $40,378,000 | 430 |
| Other domestic debt securities | $197,000,000 | 140 |
| Privately issued residential mortgage-backed securities | $197,000,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $668,816,000 | 123 |
| Mortgage-backed securities | $469,208,000 | 189 |
| Certificates of participation in pools of residential mortgages | $198,103,000 | 240 |
| Issued or guaranteed by U.S. | $198,103,000 | 231 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $271,105,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $74,105,000 | 232 |
| Privately issued | $197,000,000 | 86 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $677,692,000 | 196 |
| Total debt securities | $677,691,000 | 227 |
| Structured notes | ||
| Amortized cost | $20,099,000 | 182 |
| Fair value | $19,756,000 | 185 |
| 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 | $678,781,000 | 238 |
| U.S. Government securities | $457,103,000 | 250 |
| U.S. Treasury securities | $2,000,000 | 872 |
| U.S. Government agency obligations | $455,103,000 | 242 |
| Securities issued by states & political subdivisions | $42,231,000 | 405 |
| Other domestic debt securities | $175,579,000 | 152 |
| Privately issued residential mortgage-backed securities | $175,579,000 | 101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,868,000 | 583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $656,420,000 | 125 |
| Mortgage-backed securities | $464,269,000 | 195 |
| Certificates of participation in pools of residential mortgages | $208,860,000 | 238 |
| Issued or guaranteed by U.S. | $208,860,000 | 231 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $255,409,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $79,830,000 | 225 |
| Privately issued | $175,579,000 | 93 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $678,781,000 | 199 |
| Total debt securities | $674,913,000 | 238 |
| Structured notes | ||
| Amortized cost | $20,088,000 | 182 |
| Fair value | $19,770,000 | 183 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $632,731,000 | 250 |
| U.S. Government securities | $390,269,000 | 286 |
| U.S. Treasury securities | $1,990,000 | 893 |
| U.S. Government agency obligations | $388,279,000 | 273 |
| Securities issued by states & political subdivisions | $40,490,000 | 426 |
| Other domestic debt securities | $198,103,000 | 145 |
| Privately issued residential mortgage-backed securities | $198,103,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,869,000 | 602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $618,119,000 | 131 |
| Mortgage-backed securities | $456,859,000 | 201 |
| Certificates of participation in pools of residential mortgages | $170,387,000 | 280 |
| Issued or guaranteed by U.S. | $170,387,000 | 274 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $286,472,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $88,369,000 | 216 |
| Privately issued | $198,103,000 | 89 |
| 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) | $632,731,000 | 208 |
| Total debt securities | $628,863,000 | 246 |
| Structured notes | ||
| Amortized cost | $18,131,000 | 208 |
| Fair value | $17,988,000 | 207 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $650,943,000 | 244 |
| U.S. Government securities | $399,236,000 | 280 |
| U.S. Treasury securities | $1,984,000 | 934 |
| U.S. Government agency obligations | $397,252,000 | 267 |
| Securities issued by states & political subdivisions | $42,259,000 | 401 |
| Other domestic debt securities | $209,448,000 | 138 |
| Privately issued residential mortgage-backed securities | $207,903,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,000 | 322 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,506,000 | 1,475 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $592,306,000 | 131 |
| Mortgage-backed securities | $473,162,000 | 195 |
| Certificates of participation in pools of residential mortgages | $167,649,000 | 289 |
| Issued or guaranteed by U.S. | $167,649,000 | 280 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $305,513,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $97,610,000 | 216 |
| Privately issued | $207,903,000 | 85 |
| 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) | $650,943,000 | 211 |
| Total debt securities | $650,943,000 | 241 |
| Structured notes | ||
| Amortized cost | $18,124,000 | 207 |
| Fair value | $18,059,000 | 207 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $599,088,000 | 260 |
| U.S. Government securities | $388,108,000 | 285 |
| U.S. Treasury securities | $4,575,000 | 658 |
| U.S. Government agency obligations | $383,533,000 | 275 |
| Securities issued by states & political subdivisions | $42,432,000 | 392 |
| Other domestic debt securities | $168,548,000 | 158 |
| Privately issued residential mortgage-backed securities | $166,986,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,000 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,523,000 | 1,537 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $561,448,000 | 133 |
| Mortgage-backed securities | $417,347,000 | 222 |
| Certificates of participation in pools of residential mortgages | $143,398,000 | 333 |
| Issued or guaranteed by U.S. | $143,398,000 | 328 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $273,949,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $106,963,000 | 207 |
| Privately issued | $166,986,000 | 94 |
| 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) | $599,088,000 | 220 |
| Total debt securities | $599,088,000 | 254 |
| Structured notes | ||
| Amortized cost | $18,117,000 | 209 |
| Fair value | $17,877,000 | 209 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $573,151,000 | 272 |
| U.S. Government securities | $395,834,000 | 291 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $395,834,000 | 275 |
| Securities issued by states & political subdivisions | $43,116,000 | 392 |
| Other domestic debt securities | $134,201,000 | 176 |
| Privately issued residential mortgage-backed securities | $130,474,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $614,000 | 219 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,113,000 | 1,095 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $522,070,000 | 152 |
| Mortgage-backed securities | $398,024,000 | 237 |
| Certificates of participation in pools of residential mortgages | $150,534,000 | 324 |
| Issued or guaranteed by U.S. | $150,534,000 | 319 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $247,490,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $117,016,000 | 204 |
| Privately issued | $130,474,000 | 103 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $573,151,000 | 232 |
| Total debt securities | $573,151,000 | 267 |
| Structured notes | ||
| Amortized cost | $18,646,000 | 202 |
| Fair value | $18,714,000 | 202 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $489,154,000 | 313 |
| U.S. Government securities | $384,910,000 | 297 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $384,910,000 | 280 |
| Securities issued by states & political subdivisions | $38,760,000 | 442 |
| Other domestic debt securities | $65,484,000 | 257 |
| Privately issued residential mortgage-backed securities | $61,706,000 | 157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $622,000 | 226 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,156,000 | 1,127 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $463,992,000 | 168 |
| Mortgage-backed securities | $307,959,000 | 268 |
| Certificates of participation in pools of residential mortgages | $157,144,000 | 316 |
| Issued or guaranteed by U.S. | $157,144,000 | 310 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $150,815,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $89,109,000 | 237 |
| Privately issued | $61,706,000 | 142 |
| 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) | $489,154,000 | 269 |
| Total debt securities | $489,154,000 | 303 |
| Structured notes | ||
| Amortized cost | $12,245,000 | 341 |
| Fair value | $12,376,000 | 339 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $506,106,000 | 314 |
| U.S. Government securities | $396,358,000 | 292 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $396,358,000 | 278 |
| Securities issued by states & political subdivisions | $39,655,000 | 421 |
| Other domestic debt securities | $70,093,000 | 237 |
| Privately issued residential mortgage-backed securities | $65,644,000 | 146 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,298,000 | 186 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,151,000 | 1,189 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $433,721,000 | 174 |
| Mortgage-backed securities | $325,990,000 | 265 |
| Certificates of participation in pools of residential mortgages | $158,756,000 | 309 |
| Issued or guaranteed by U.S. | $158,756,000 | 304 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $167,234,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $101,590,000 | 226 |
| Privately issued | $65,644,000 | 131 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $506,106,000 | 277 |
| Total debt securities | $506,106,000 | 305 |
| Structured notes | ||
| Amortized cost | $5,816,000 | 726 |
| Fair value | $5,779,000 | 715 |
| 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 | $410,503,000 | 358 |
| U.S. Government securities | $338,564,000 | 330 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $338,564,000 | 311 |
| Securities issued by states & political subdivisions | $42,208,000 | 389 |
| Other domestic debt securities | $29,731,000 | 443 |
| Privately issued residential mortgage-backed securities | $25,133,000 | 231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,331,000 | 191 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,267,000 | 1,250 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $397,200,000 | 173 |
| Mortgage-backed securities | $288,612,000 | 295 |
| Certificates of participation in pools of residential mortgages | $141,909,000 | 350 |
| Issued or guaranteed by U.S. | $141,909,000 | 347 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $146,703,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $121,570,000 | 210 |
| Privately issued | $25,133,000 | 215 |
| 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) | $410,503,000 | 309 |
| Total debt securities | $410,503,000 | 348 |
| Structured notes | ||
| Amortized cost | $3,648,000 | 928 |
| Fair value | $3,718,000 | 924 |
| 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 | $453,177,000 | 346 |
| U.S. Government securities | $376,129,000 | 324 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $376,129,000 | 308 |
| Securities issued by states & political subdivisions | $44,790,000 | 367 |
| Other domestic debt securities | $32,258,000 | 399 |
| Privately issued residential mortgage-backed securities | $27,322,000 | 176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,666,000 | 185 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,270,000 | 1,334 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $436,699,000 | 164 |
| Mortgage-backed securities | $338,707,000 | 266 |
| Certificates of participation in pools of residential mortgages | $188,618,000 | 287 |
| Issued or guaranteed by U.S. | $188,618,000 | 279 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $150,089,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $122,767,000 | 225 |
| Privately issued | $27,322,000 | 152 |
| 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) | $453,177,000 | 301 |
| Total debt securities | $453,177,000 | 333 |
| Structured notes | ||
| Amortized cost | $3,649,000 | 825 |
| Fair value | $3,668,000 | 819 |
| 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 | $434,890,000 | 350 |
| U.S. Government securities | $352,878,000 | 337 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $352,878,000 | 316 |
| Securities issued by states & political subdivisions | $50,382,000 | 314 |
| Other domestic debt securities | $31,630,000 | 414 |
| Privately issued residential mortgage-backed securities | $26,624,000 | 168 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,712,000 | 199 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,294,000 | 1,411 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,697,000 | 156 |
| Mortgage-backed securities | $318,544,000 | 285 |
| Certificates of participation in pools of residential mortgages | $147,809,000 | 338 |
| Issued or guaranteed by U.S. | $147,809,000 | 332 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $170,735,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $144,111,000 | 203 |
| Privately issued | $26,624,000 | 146 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $434,890,000 | 308 |
| Total debt securities | $434,890,000 | 339 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,059 |
| Fair value | $251,000 | 2,091 |
| 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 | $439,539,000 | 339 |
| U.S. Government securities | $345,035,000 | 336 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $345,035,000 | 327 |
| Securities issued by states & political subdivisions | $54,733,000 | 273 |
| Other domestic debt securities | $39,771,000 | 357 |
| Privately issued residential mortgage-backed securities | $34,615,000 | 154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,784,000 | 202 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,372,000 | 1,469 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $397,993,000 | 164 |
| Mortgage-backed securities | $321,359,000 | 279 |
| Certificates of participation in pools of residential mortgages | $132,389,000 | 370 |
| Issued or guaranteed by U.S. | $132,389,000 | 365 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $188,970,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $154,355,000 | 207 |
| Privately issued | $34,615,000 | 137 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $439,539,000 | 299 |
| Total debt securities | $439,539,000 | 333 |
| 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 | $434,632,000 | 343 |
| U.S. Government securities | $331,046,000 | 352 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $331,046,000 | 340 |
| Securities issued by states & political subdivisions | $55,444,000 | 259 |
| Other domestic debt securities | $48,142,000 | 315 |
| Privately issued residential mortgage-backed securities | $43,027,000 | 143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,792,000 | 210 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,323,000 | 1,479 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $418,975,000 | 153 |
| Mortgage-backed securities | $320,074,000 | 283 |
| Certificates of participation in pools of residential mortgages | $109,835,000 | 424 |
| Issued or guaranteed by U.S. | $109,835,000 | 418 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $210,239,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $167,212,000 | 200 |
| Privately issued | $43,027,000 | 126 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $434,632,000 | 299 |
| Total debt securities | $434,632,000 | 336 |
| 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 | $407,137,000 | 348 |
| U.S. Government securities | $325,334,000 | 339 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $325,334,000 | 324 |
| Securities issued by states & political subdivisions | $57,570,000 | 236 |
| Other domestic debt securities | $24,233,000 | 518 |
| Privately issued residential mortgage-backed securities | $18,991,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,921,000 | 204 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,321,000 | 1,482 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $393,181,000 | 163 |
| Mortgage-backed securities | $306,051,000 | 268 |
| Certificates of participation in pools of residential mortgages | $121,001,000 | 362 |
| Issued or guaranteed by U.S. | $121,001,000 | 359 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $185,050,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $166,059,000 | 185 |
| Privately issued | $18,991,000 | 188 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $407,137,000 | 302 |
| Total debt securities | $407,137,000 | 334 |
| 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 | $158,029,000 | 730 |
| U.S. Government securities | $104,624,000 | 788 |
| U.S. Treasury securities | $257,000 | 2,821 |
| U.S. Government agency obligations | $104,367,000 | 760 |
| Securities issued by states & political subdivisions | $23,274,000 | 690 |
| Other domestic debt securities | $30,131,000 | 476 |
| Privately issued residential mortgage-backed securities | $27,158,000 | 207 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,050,000 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,923,000 | 1,969 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,464,000 | 402 |
| Mortgage-backed securities | $118,902,000 | 501 |
| Certificates of participation in pools of residential mortgages | $53,144,000 | 595 |
| Issued or guaranteed by U.S. | $53,144,000 | 589 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $65,758,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $38,600,000 | 479 |
| Privately issued | $27,158,000 | 184 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $158,029,000 | 620 |
| Total debt securities | $158,029,000 | 715 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $125,541,000 | 910 |
| U.S. Government securities | $66,687,000 | 1,194 |
| U.S. Treasury securities | $1,253,000 | 2,419 |
| U.S. Government agency obligations | $65,434,000 | 1,133 |
| Securities issued by states & political subdivisions | $21,218,000 | 714 |
| Other domestic debt securities | $31,612,000 | 390 |
| Privately issued residential mortgage-backed securities | $30,186,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,426,000 | 1,916 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $6,024,000 | 749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,151,000 | 667 |
| Mortgage-backed securities | $80,824,000 | 559 |
| Certificates of participation in pools of residential mortgages | $35,636,000 | 700 |
| Issued or guaranteed by U.S. | $35,636,000 | 693 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $45,188,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $15,002,000 | 709 |
| Privately issued | $30,186,000 | 133 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $125,541,000 | 685 |
| Total debt securities | $119,517,000 | 911 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $143,365,000 | 823 |
| U.S. Government securities | $88,045,000 | 984 |
| U.S. Treasury securities | $6,332,000 | 1,281 |
| U.S. Government agency obligations | $81,713,000 | 960 |
| Securities issued by states & political subdivisions | $22,461,000 | 696 |
| Other domestic debt securities | $26,296,000 | 462 |
| Privately issued residential mortgage-backed securities | $26,296,000 | 183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $6,563,000 | 683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,280,000 | 849 |
| Mortgage-backed securities | $74,859,000 | 651 |
| Certificates of participation in pools of residential mortgages | $31,440,000 | 852 |
| Issued or guaranteed by U.S. | $31,440,000 | 841 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $43,419,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $17,123,000 | 729 |
| Privately issued | $26,296,000 | 155 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $143,365,000 | 626 |
| Total debt securities | $136,802,000 | 832 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $108,581,000 | 1,061 |
| U.S. Government securities | $63,154,000 | 1,409 |
| U.S. Treasury securities | $9,018,000 | 1,451 |
| U.S. Government agency obligations | $54,136,000 | 1,370 |
| Securities issued by states & political subdivisions | $23,612,000 | 659 |
| Other domestic debt securities | $18,140,000 | 530 |
| Privately issued residential mortgage-backed securities | $18,140,000 | 210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,675,000 | 1,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,418,000 | 882 |
| Mortgage-backed securities | $57,054,000 | 806 |
| Certificates of participation in pools of residential mortgages | $26,278,000 | 1,008 |
| Issued or guaranteed by U.S. | $26,278,000 | 997 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $30,776,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $12,636,000 | 921 |
| Privately issued | $18,140,000 | 170 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,189,000 | 1,488 |
| Available-for-sale securities (fair market value) | $90,392,000 | 947 |
| Total debt securities | $104,906,000 | 1,064 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $66,143,000 | 1,731 |
| U.S. Government securities | $45,108,000 | 2,017 |
| U.S. Treasury securities | $17,768,000 | 1,060 |
| U.S. Government agency obligations | $27,340,000 | 2,484 |
| Securities issued by states & political subdivisions | $18,975,000 | 700 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,060,000 | 1,446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,305,000 | 992 |
| Mortgage-backed securities | $10,384,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $10,384,000 | 1,893 |
| Issued or guaranteed by U.S. | $10,384,000 | 1,878 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,418,000 | 1,703 |
| Available-for-sale securities (fair market value) | $46,725,000 | 1,725 |
| Total debt securities | $64,083,000 | 1,731 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $495,000 | 2,051 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $50,471,000 | 2,433 |
| U.S. Government securities | $33,270,000 | 2,909 |
| U.S. Treasury securities | $4,674,000 | 3,968 |
| U.S. Government agency obligations | $28,596,000 | 2,484 |
| Securities issued by states & political subdivisions | $15,866,000 | 859 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,335,000 | 1,945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,045,000 | 1,550 |
| Mortgage-backed securities | $10,133,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $9,752,000 | 2,195 |
| Issued or guaranteed by U.S. | $9,752,000 | 2,176 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $381,000 | 4,690 |
| CMOs issued by government agencies or sponsored agencies | $381,000 | 4,511 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,598,000 | 1,849 |
| Available-for-sale securities (fair market value) | $29,873,000 | 2,744 |
| Total debt securities | $49,136,000 | 2,420 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,455 |
| Fair value | $1,385,000 | 1,451 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $42,061,000 | 2,992 |
| U.S. Government securities | $23,929,000 | 4,014 |
| U.S. Treasury securities | $6,642,000 | 3,741 |
| U.S. Government agency obligations | $17,287,000 | 3,731 |
| Securities issued by states & political subdivisions | $17,019,000 | 758 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,113,000 | 2,039 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,599,000 | 1,634 |
| Mortgage-backed securities | $3,028,000 | 5,517 |
| Certificates of participation in pools of residential mortgages | $2,634,000 | 4,409 |
| Issued or guaranteed by U.S. | $2,634,000 | 4,383 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $394,000 | 5,099 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 4,899 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,371,000 | 1,903 |
| Available-for-sale securities (fair market value) | $20,690,000 | 3,846 |
| Total debt securities | $40,948,000 | 2,990 |
| Structured notes | ||
| Amortized cost | $2,589,000 | 1,356 |
| Fair value | $2,557,000 | 1,344 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $32,255,000 | 4,026 |
| U.S. Government securities | $13,396,000 | 6,516 |
| U.S. Treasury securities | $2,157,000 | 8,033 |
| U.S. Government agency obligations | $11,239,000 | 4,931 |
| Securities issued by states & political subdivisions | $17,762,000 | 707 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,097,000 | 1,907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,540,000 | 1,892 |
| Mortgage-backed securities | $2,446,000 | 6,270 |
| Certificates of participation in pools of residential mortgages | $2,051,000 | 5,145 |
| Issued or guaranteed by U.S. | $2,051,000 | 5,121 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $395,000 | 5,487 |
| CMOs issued by government agencies or sponsored agencies | $395,000 | 5,264 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,020,000 | 2,596 |
| Available-for-sale securities (fair market value) | $4,235,000 | 7,312 |
| Total debt securities | $31,158,000 | 4,053 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $38,473,000 | 3,595 |
| U.S. Government securities | $19,941,000 | 5,142 |
| U.S. Treasury securities | $6,536,000 | 4,796 |
| U.S. Government agency obligations | $13,405,000 | 4,531 |
| Securities issued by states & political subdivisions | $17,810,000 | 713 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $722,000 | 2,521 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,860,000 | 2,221 |
| Mortgage-backed securities | $2,158,000 | 7,115 |
| Certificates of participation in pools of residential mortgages | $1,710,000 | 6,080 |
| Issued or guaranteed by U.S. | $1,710,000 | 6,029 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $448,000 | 5,850 |
| CMOs issued by government agencies or sponsored agencies | $448,000 | 5,606 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $37,751,000 | 3,574 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $47,643,000 | 2,863 |
| U.S. Government securities | $30,447,000 | 3,508 |
| U.S. Treasury securities | $13,476,000 | 2,753 |
| U.S. Government agency obligations | $16,971,000 | 3,732 |
| Securities issued by states & political subdivisions | $16,964,000 | 699 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $232,000 | 3,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,440,000 | 2,097 |
| Mortgage-backed securities | $1,009,000 | 8,897 |
| Certificates of participation in pools of residential mortgages | $503,000 | 8,570 |
| Issued or guaranteed by U.S. | $503,000 | 8,507 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $506,000 | 5,808 |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 5,385 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $47,411,000 | 2,803 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |