Home > Valley National Bank > Securities
Valley National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $5,070,843,000 | 77 |
| U.S. Government securities | $4,155,962,000 | 72 |
| U.S. Treasury securities | $314,389,000 | 106 |
| U.S. Government agency obligations | $3,841,573,000 | 65 |
| Securities issued by states & political subdivisions | $597,160,000 | 59 |
| Other domestic debt securities | $236,517,000 | 151 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $236,517,000 | 47 |
| Foreign debt securities | $47,350,000 | 33 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,840,409,000 | 59 |
| Mortgage-backed securities | $3,511,875,000 | 68 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,241,872,000 | 41 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $270,003,000 | 131 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $3,740,413,000 | 37 |
| Available-for-sale securities (fair market value) | $1,296,576,000 | 162 |
| Total debt securities | $5,036,989,000 | 75 |
| Structured notes | ||
| Amortized cost | $271,189,000 | 8 |
| Fair value | $225,722,000 | 9 |
| Trading account assets | $11,852,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,385,000 | 96 |
| 2023-09-30 | Rank | |
| Total securities | $5,018,848,000 | 79 |
| U.S. Government securities | $4,100,123,000 | 74 |
| U.S. Treasury securities | $342,156,000 | 103 |
| U.S. Government agency obligations | $3,757,967,000 | 68 |
| Securities issued by states & political subdivisions | $609,113,000 | 58 |
| Other domestic debt securities | $233,363,000 | 153 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $233,363,000 | 43 |
| Foreign debt securities | $42,634,000 | 36 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,748,991,000 | 59 |
| Mortgage-backed securities | $3,429,057,000 | 70 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,235,153,000 | 42 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $193,904,000 | 144 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $3,798,709,000 | 37 |
| Available-for-sale securities (fair market value) | $1,186,524,000 | 180 |
| Total debt securities | $4,985,233,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $10,601,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,389,000 | 114 |
| 2023-06-30 | Rank | |
| Total securities | $5,037,947,000 | 75 |
| U.S. Government securities | $4,090,229,000 | 73 |
| U.S. Treasury securities | $348,977,000 | 98 |
| U.S. Government agency obligations | $3,741,252,000 | 69 |
| Securities issued by states & political subdivisions | $636,158,000 | 53 |
| Other domestic debt securities | $234,729,000 | 148 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $234,729,000 | 43 |
| Foreign debt securities | $42,668,000 | 40 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,661,547,000 | 64 |
| Mortgage-backed securities | $3,455,863,000 | 67 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,301,366,000 | 44 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $154,497,000 | 174 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $3,766,838,000 | 36 |
| Available-for-sale securities (fair market value) | $1,236,946,000 | 176 |
| Total debt securities | $5,003,784,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $23,573,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,345,000 | 71 |
| 2023-03-31 | Rank | |
| Total securities | $5,138,327,000 | 83 |
| U.S. Government securities | $4,193,738,000 | 74 |
| U.S. Treasury securities | $353,492,000 | 101 |
| U.S. Government agency obligations | $3,840,246,000 | 68 |
| Securities issued by states & political subdivisions | $626,372,000 | 62 |
| Other domestic debt securities | $243,638,000 | 154 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $243,638,000 | 45 |
| Foreign debt securities | $42,700,000 | 35 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,686,393,000 | 63 |
| Mortgage-backed securities | $3,513,281,000 | 71 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,382,427,000 | 44 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $130,854,000 | 212 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $3,847,212,000 | 40 |
| Available-for-sale securities (fair market value) | $1,259,236,000 | 183 |
| Total debt securities | $5,106,448,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $15,136,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,838,000 | 92 |
| 2022-12-31 | Rank | |
| Total securities | $5,122,044,000 | 93 |
| U.S. Government securities | $4,172,689,000 | 80 |
| U.S. Treasury securities | $346,409,000 | 108 |
| U.S. Government agency obligations | $3,826,280,000 | 75 |
| Securities issued by states & political subdivisions | $627,109,000 | 68 |
| Other domestic debt securities | $242,349,000 | 154 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $242,349,000 | 50 |
| Foreign debt securities | $48,234,000 | 38 |
| 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 | $1,218,109,000 | 99 |
| Mortgage-backed securities | $3,538,924,000 | 75 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,436,337,000 | 46 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $102,587,000 | 253 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $3,828,984,000 | 42 |
| Available-for-sale securities (fair market value) | $1,261,397,000 | 193 |
| Total debt securities | $5,090,381,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $24,652,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,302,000 | 94 |
| 2022-09-30 | Rank | |
| Total securities | $5,026,854,000 | 94 |
| U.S. Government securities | $4,089,914,000 | 81 |
| U.S. Treasury securities | $344,977,000 | 112 |
| U.S. Government agency obligations | $3,744,937,000 | 73 |
| Securities issued by states & political subdivisions | $612,752,000 | 70 |
| Other domestic debt securities | $242,941,000 | 152 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $242,941,000 | 51 |
| Foreign debt securities | $48,267,000 | 40 |
| 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 | $1,219,155,000 | 96 |
| Mortgage-backed securities | $3,458,247,000 | 79 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,346,287,000 | 49 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $111,960,000 | 244 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $3,722,020,000 | 41 |
| Available-for-sale securities (fair market value) | $1,271,854,000 | 191 |
| Total debt securities | $4,993,874,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $630,488,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $592,955,000 | 23 |
| 2022-06-30 | Rank | |
| Total securities | $5,136,421,000 | 93 |
| U.S. Government securities | $4,146,844,000 | 82 |
| U.S. Treasury securities | $359,636,000 | 106 |
| U.S. Government agency obligations | $3,787,208,000 | 77 |
| Securities issued by states & political subdivisions | $662,245,000 | 69 |
| Other domestic debt securities | $245,139,000 | 137 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $245,139,000 | 53 |
| Foreign debt securities | $48,300,000 | 37 |
| 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 | $1,419,672,000 | 92 |
| Mortgage-backed securities | $3,496,964,000 | 79 |
| Certificates of participation in pools of residential mortgages | $3,374,449,000 | 49 |
| Issued or guaranteed by U.S. | $3,374,449,000 | 49 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $122,515,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $122,515,000 | 231 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $3,719,977,000 | 41 |
| Available-for-sale securities (fair market value) | $1,382,551,000 | 183 |
| Total debt securities | $5,102,528,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $365,361,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $326,062,000 | 24 |
| 2022-03-31 | Rank | |
| Total securities | $4,116,952,000 | 103 |
| U.S. Government securities | $3,481,154,000 | 90 |
| U.S. Treasury securities | $67,401,000 | 383 |
| U.S. Government agency obligations | $3,413,753,000 | 82 |
| Securities issued by states & political subdivisions | $387,111,000 | 117 |
| Other domestic debt securities | $197,224,000 | 159 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $197,224,000 | 63 |
| Foreign debt securities | $22,750,000 | 48 |
| 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 | $1,431,387,000 | 90 |
| Mortgage-backed securities | $3,389,849,000 | 85 |
| Certificates of participation in pools of residential mortgages | $3,269,857,000 | 54 |
| Issued or guaranteed by U.S. | $3,269,857,000 | 54 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $119,992,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $119,992,000 | 244 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $3,073,205,000 | 39 |
| Available-for-sale securities (fair market value) | $1,015,034,000 | 230 |
| Total debt securities | $4,088,239,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $203,246,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $172,748,000 | 30 |
| 2021-12-31 | Rank | |
| Total securities | $3,826,679,000 | 116 |
| U.S. Government securities | $3,165,392,000 | 99 |
| U.S. Treasury securities | $67,558,000 | 266 |
| U.S. Government agency obligations | $3,097,834,000 | 90 |
| Securities issued by states & political subdivisions | $417,852,000 | 115 |
| Other domestic debt securities | $191,512,000 | 153 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $191,512,000 | 64 |
| Foreign debt securities | $22,750,000 | 46 |
| 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 | $1,736,535,000 | 78 |
| Mortgage-backed securities | $3,070,644,000 | 91 |
| Certificates of participation in pools of residential mortgages | $2,923,359,000 | 57 |
| Issued or guaranteed by U.S. | $2,923,359,000 | 57 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $147,285,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $147,285,000 | 218 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $2,668,697,000 | 34 |
| Available-for-sale securities (fair market value) | $1,128,809,000 | 216 |
| Total debt securities | $3,797,506,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $221,542,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $48,258,000 | 40 |
| 2021-09-30 | Rank | |
| Total securities | $3,822,380,000 | 113 |
| U.S. Government securities | $3,159,503,000 | 99 |
| U.S. Treasury securities | $67,716,000 | 209 |
| U.S. Government agency obligations | $3,091,787,000 | 89 |
| Securities issued by states & political subdivisions | $436,555,000 | 103 |
| Other domestic debt securities | $173,872,000 | 150 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $173,872,000 | 63 |
| Foreign debt securities | $22,750,000 | 44 |
| 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 | $1,487,920,000 | 84 |
| Mortgage-backed securities | $3,065,528,000 | 90 |
| Certificates of participation in pools of residential mortgages | $2,894,547,000 | 56 |
| Issued or guaranteed by U.S. | $2,894,547,000 | 56 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $170,981,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $170,981,000 | 197 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $2,584,403,000 | 32 |
| Available-for-sale securities (fair market value) | $1,208,277,000 | 206 |
| Total debt securities | $3,792,680,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $219,801,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $65,016,000 | 37 |
| 2021-06-30 | Rank | |
| Total securities | $3,638,666,000 | 112 |
| U.S. Government securities | $2,921,555,000 | 103 |
| U.S. Treasury securities | $118,884,000 | 111 |
| U.S. Government agency obligations | $2,802,671,000 | 95 |
| Securities issued by states & political subdivisions | $510,065,000 | 86 |
| Other domestic debt securities | $154,980,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $154,980,000 | 69 |
| Foreign debt securities | $22,750,000 | 46 |
| 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 | $2,351,536,000 | 61 |
| Mortgage-backed securities | $2,773,216,000 | 94 |
| Certificates of participation in pools of residential mortgages | $2,564,103,000 | 59 |
| Issued or guaranteed by U.S. | $2,564,103,000 | 59 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $209,113,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $209,113,000 | 171 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $2,533,812,000 | 33 |
| Available-for-sale securities (fair market value) | $1,075,538,000 | 210 |
| Total debt securities | $3,609,350,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $268,718,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $81,487,000 | 34 |
| 2021-03-31 | Rank | |
| Total securities | $3,535,901,000 | 109 |
| U.S. Government securities | $2,814,446,000 | 100 |
| U.S. Treasury securities | $119,230,000 | 94 |
| U.S. Government agency obligations | $2,695,216,000 | 95 |
| Securities issued by states & political subdivisions | $526,743,000 | 73 |
| Other domestic debt securities | $148,308,000 | 152 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $148,308,000 | 71 |
| Foreign debt securities | $17,750,000 | 51 |
| 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 | $2,160,767,000 | 62 |
| Mortgage-backed securities | $2,665,547,000 | 91 |
| Certificates of participation in pools of residential mortgages | $2,414,151,000 | 61 |
| Issued or guaranteed by U.S. | $2,414,151,000 | 61 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $251,396,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $251,396,000 | 141 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $2,391,026,000 | 33 |
| Available-for-sale securities (fair market value) | $1,116,221,000 | 195 |
| Total debt securities | $3,507,118,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $153,956,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,352,000 | 69 |
| 2020-12-31 | Rank | |
| Total securities | $3,537,435,000 | 102 |
| U.S. Government securities | $2,792,226,000 | 94 |
| U.S. Treasury securities | $119,519,000 | 84 |
| U.S. Government agency obligations | $2,672,707,000 | 87 |
| Securities issued by states & political subdivisions | $550,209,000 | 68 |
| Other domestic debt securities | $150,299,000 | 140 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $150,299,000 | 66 |
| Foreign debt securities | $19,750,000 | 46 |
| 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 | $2,106,189,000 | 64 |
| Mortgage-backed securities | $2,640,328,000 | 86 |
| Certificates of participation in pools of residential mortgages | $2,313,675,000 | 55 |
| Issued or guaranteed by U.S. | $2,313,675,000 | 55 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $326,653,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $326,653,000 | 127 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $2,173,011,000 | 33 |
| Available-for-sale securities (fair market value) | $1,339,473,000 | 160 |
| Total debt securities | $3,511,669,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $385,759,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $155,931,000 | 28 |
| 2020-09-30 | Rank | |
| Total securities | $3,722,085,000 | 89 |
| U.S. Government securities | $2,947,796,000 | 84 |
| U.S. Treasury securities | $189,802,000 | 69 |
| U.S. Government agency obligations | $2,757,994,000 | 80 |
| Securities issued by states & political subdivisions | $598,244,000 | 55 |
| Other domestic debt securities | $131,250,000 | 146 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $131,250,000 | 72 |
| Foreign debt securities | $19,750,000 | 49 |
| 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 | $1,853,551,000 | 74 |
| Mortgage-backed securities | $2,725,244,000 | 76 |
| Certificates of participation in pools of residential mortgages | $2,341,393,000 | 52 |
| Issued or guaranteed by U.S. | $2,341,393,000 | 52 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $383,851,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $383,851,000 | 114 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $2,170,476,000 | 30 |
| Available-for-sale securities (fair market value) | $1,526,564,000 | 142 |
| Total debt securities | $3,697,040,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $453,590,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $189,686,000 | 23 |
| 2020-06-30 | Rank | |
| Total securities | $3,875,601,000 | 85 |
| U.S. Government securities | $3,059,777,000 | 80 |
| U.S. Treasury securities | $190,889,000 | 73 |
| U.S. Government agency obligations | $2,868,888,000 | 73 |
| Securities issued by states & political subdivisions | $614,341,000 | 51 |
| Other domestic debt securities | $128,947,000 | 151 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $128,947,000 | 65 |
| Foreign debt securities | $19,750,000 | 47 |
| 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 | $2,306,684,000 | 58 |
| Mortgage-backed securities | $2,834,307,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,390,969,000 | 48 |
| Issued or guaranteed by U.S. | $2,390,969,000 | 48 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $443,338,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $443,338,000 | 108 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $2,133,427,000 | 31 |
| Available-for-sale securities (fair market value) | $1,689,388,000 | 133 |
| Total debt securities | $3,822,815,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $465,811,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $170,103,000 | 32 |
| 2020-03-31 | Rank | |
| Total securities | $4,115,024,000 | 76 |
| U.S. Government securities | $3,289,076,000 | 76 |
| U.S. Treasury securities | $190,989,000 | 66 |
| U.S. Government agency obligations | $3,098,087,000 | 68 |
| Securities issued by states & political subdivisions | $642,653,000 | 49 |
| Other domestic debt securities | $110,396,000 | 162 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $110,396,000 | 74 |
| Foreign debt securities | $24,750,000 | 41 |
| 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 | $2,427,883,000 | 57 |
| Mortgage-backed securities | $3,063,787,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,575,756,000 | 44 |
| Issued or guaranteed by U.S. | $2,575,756,000 | 44 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $488,031,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $488,031,000 | 102 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $2,317,033,000 | 29 |
| Available-for-sale securities (fair market value) | $1,749,842,000 | 128 |
| Total debt securities | $4,066,874,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $438,183,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $163,370,000 | 35 |
| 2019-12-31 | Rank | |
| Total securities | $3,944,306,000 | 76 |
| U.S. Government securities | $3,100,788,000 | 78 |
| U.S. Treasury securities | $189,295,000 | 73 |
| U.S. Government agency obligations | $2,911,493,000 | 69 |
| Securities issued by states & political subdivisions | $670,756,000 | 43 |
| Other domestic debt securities | $112,102,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $112,102,000 | 72 |
| Foreign debt securities | $19,250,000 | 44 |
| 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 | $2,317,934,000 | 51 |
| Mortgage-backed securities | $2,874,905,000 | 71 |
| Certificates of participation in pools of residential mortgages | $2,363,873,000 | 44 |
| Issued or guaranteed by U.S. | $2,363,873,000 | 44 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $511,032,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $511,032,000 | 100 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $2,336,095,000 | 36 |
| Available-for-sale securities (fair market value) | $1,566,801,000 | 134 |
| Total debt securities | $3,902,896,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $157,753,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $68,402,000 | 30 |
| 2019-09-30 | Rank | |
| Total securities | $3,721,819,000 | 82 |
| U.S. Government securities | $2,918,347,000 | 77 |
| U.S. Treasury securities | $209,358,000 | 69 |
| U.S. Government agency obligations | $2,708,989,000 | 71 |
| Securities issued by states & political subdivisions | $697,897,000 | 41 |
| Other domestic debt securities | $86,325,000 | 182 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $86,325,000 | 79 |
| Foreign debt securities | $19,250,000 | 44 |
| 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 | $2,488,080,000 | 46 |
| Mortgage-backed securities | $2,671,490,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,130,255,000 | 51 |
| Issued or guaranteed by U.S. | $2,130,255,000 | 51 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $541,235,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $541,235,000 | 97 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $2,093,757,000 | 45 |
| Available-for-sale securities (fair market value) | $1,628,062,000 | 130 |
| Total debt securities | $3,721,819,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $215,094,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $89,628,000 | 30 |
| 2019-06-30 | Rank | |
| Total securities | $3,847,586,000 | 75 |
| U.S. Government securities | $3,018,642,000 | 75 |
| U.S. Treasury securities | $189,177,000 | 68 |
| U.S. Government agency obligations | $2,829,465,000 | 68 |
| Securities issued by states & political subdivisions | $723,475,000 | 40 |
| Other domestic debt securities | $86,219,000 | 169 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $86,219,000 | 79 |
| Foreign debt securities | $19,250,000 | 46 |
| 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 | $2,434,035,000 | 48 |
| Mortgage-backed securities | $2,788,388,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,229,751,000 | 48 |
| Issued or guaranteed by U.S. | $2,229,751,000 | 48 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $558,637,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $558,637,000 | 96 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $2,168,236,000 | 44 |
| Available-for-sale securities (fair market value) | $1,679,350,000 | 129 |
| Total debt securities | $3,847,585,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $139,329,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $44,639,000 | 40 |
| 2019-03-31 | Rank | |
| Total securities | $3,797,505,000 | 75 |
| U.S. Government securities | $2,947,362,000 | 75 |
| U.S. Treasury securities | $188,332,000 | 70 |
| U.S. Government agency obligations | $2,759,030,000 | 69 |
| Securities issued by states & political subdivisions | $745,451,000 | 41 |
| Other domestic debt securities | $85,442,000 | 161 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $85,442,000 | 75 |
| Foreign debt securities | $19,250,000 | 47 |
| 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 | $2,322,897,000 | 53 |
| Mortgage-backed securities | $2,716,241,000 | 71 |
| Certificates of participation in pools of residential mortgages | $2,146,082,000 | 50 |
| Issued or guaranteed by U.S. | $2,146,082,000 | 50 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $570,159,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $570,159,000 | 94 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $2,074,399,000 | 47 |
| Available-for-sale securities (fair market value) | $1,723,106,000 | 121 |
| Total debt securities | $3,797,505,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $78,207,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $25,981,000 | 50 |
| 2018-12-31 | Rank | |
| Total securities | $3,817,790,000 | 73 |
| U.S. Government securities | $2,929,373,000 | 75 |
| U.S. Treasury securities | $187,823,000 | 75 |
| U.S. Government agency obligations | $2,741,550,000 | 70 |
| Securities issued by states & political subdivisions | $782,748,000 | 41 |
| Other domestic debt securities | $87,419,000 | 153 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $87,419,000 | 74 |
| Foreign debt securities | $18,250,000 | 47 |
| 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 | $2,385,210,000 | 47 |
| Mortgage-backed securities | $2,696,552,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,115,584,000 | 52 |
| Issued or guaranteed by U.S. | $2,115,584,000 | 52 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $580,968,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $580,968,000 | 92 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $2,068,246,000 | 46 |
| Available-for-sale securities (fair market value) | $1,749,544,000 | 125 |
| Total debt securities | $3,817,789,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $48,487,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,942,000 | 50 |
| 2018-09-30 | Rank | |
| Total securities | $3,821,364,000 | 72 |
| U.S. Government securities | $2,898,147,000 | 71 |
| U.S. Treasury securities | $186,920,000 | 75 |
| U.S. Government agency obligations | $2,711,227,000 | 67 |
| Securities issued by states & political subdivisions | $801,597,000 | 38 |
| Other domestic debt securities | $103,120,000 | 135 |
| Privately issued residential mortgage-backed securities | $6,753,000 | 138 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $1,590,000 | 108 |
| Other domestic debt securities - All other | $94,777,000 | 70 |
| Foreign debt securities | $18,500,000 | 46 |
| 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 | $2,304,322,000 | 49 |
| Mortgage-backed securities | $2,672,621,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,079,942,000 | 54 |
| Issued or guaranteed by U.S. | $2,073,189,000 | 55 |
| Privately issued | $6,753,000 | 21 |
| Collaterized mortgage obligations | $592,679,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $592,679,000 | 88 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $2,072,363,000 | 46 |
| Available-for-sale securities (fair market value) | $1,749,001,000 | 122 |
| Total debt securities | $3,821,364,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $29,287,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $45,542,000 | 45 |
| 2018-06-30 | Rank | |
| Total securities | $3,863,661,000 | 73 |
| U.S. Government securities | $2,890,669,000 | 70 |
| U.S. Treasury securities | $187,265,000 | 77 |
| U.S. Government agency obligations | $2,703,404,000 | 67 |
| Securities issued by states & political subdivisions | $827,180,000 | 40 |
| Other domestic debt securities | $127,312,000 | 115 |
| Privately issued residential mortgage-backed securities | $7,060,000 | 234 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $2,279,000 | 102 |
| Other domestic debt securities - All other | $117,973,000 | 56 |
| Foreign debt securities | $18,500,000 | 43 |
| 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 | $2,205,190,000 | 50 |
| Mortgage-backed securities | $2,663,011,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,050,876,000 | 55 |
| Issued or guaranteed by U.S. | $2,043,816,000 | 55 |
| Privately issued | $7,060,000 | 121 |
| Collaterized mortgage obligations | $612,135,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $612,135,000 | 87 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $2,030,194,000 | 46 |
| Available-for-sale securities (fair market value) | $1,833,467,000 | 117 |
| Total debt securities | $3,863,662,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $29,356,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $38,642,000 | 44 |
| 2018-03-31 | Rank | |
| Total securities | $3,892,097,000 | 71 |
| U.S. Government securities | $2,889,047,000 | 70 |
| U.S. Treasury securities | $187,544,000 | 70 |
| U.S. Government agency obligations | $2,701,503,000 | 68 |
| Securities issued by states & political subdivisions | $840,445,000 | 40 |
| Other domestic debt securities | $144,105,000 | 107 |
| Privately issued residential mortgage-backed securities | $7,499,000 | 128 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $3,183,000 | 90 |
| Other domestic debt securities - All other | $133,423,000 | 49 |
| Foreign debt securities | $18,500,000 | 46 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,970,010,000 | 59 |
| Mortgage-backed securities | $2,658,832,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,026,625,000 | 55 |
| Issued or guaranteed by U.S. | $2,019,126,000 | 55 |
| Privately issued | $7,499,000 | 14 |
| Collaterized mortgage obligations | $632,207,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $632,207,000 | 82 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $2,048,583,000 | 43 |
| Available-for-sale securities (fair market value) | $1,843,514,000 | 114 |
| Total debt securities | $3,892,097,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $24,925,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $24,925,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $28,989,000 | 47 |
| 2017-12-31 | Rank | |
| Total securities | $3,336,343,000 | 74 |
| U.S. Government securities | $2,587,489,000 | 76 |
| U.S. Treasury securities | $188,318,000 | 68 |
| U.S. Government agency obligations | $2,399,171,000 | 75 |
| Securities issued by states & political subdivisions | $578,763,000 | 55 |
| Other domestic debt securities | $140,644,000 | 106 |
| Privately issued residential mortgage-backed securities | $8,433,000 | 126 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $3,214,000 | 95 |
| Other domestic debt securities - All other | $128,997,000 | 49 |
| Foreign debt securities | $18,500,000 | 45 |
| Equity securities | $10,947,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,896,177,000 | 59 |
| Mortgage-backed securities | $2,355,239,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,765,379,000 | 59 |
| Issued or guaranteed by U.S. | $1,756,946,000 | 59 |
| Privately issued | $8,433,000 | 13 |
| Collaterized mortgage obligations | $589,860,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $589,860,000 | 80 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,842,691,000 | 46 |
| Available-for-sale securities (fair market value) | $1,493,652,000 | 125 |
| Total debt securities | $3,325,396,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $26,084,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $26,084,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $23,802,000 | 47 |
| 2017-09-30 | Rank | |
| Total securities | $3,271,155,000 | 75 |
| U.S. Government securities | $2,483,498,000 | 80 |
| U.S. Treasury securities | $188,862,000 | 65 |
| U.S. Government agency obligations | $2,294,636,000 | 75 |
| Securities issued by states & political subdivisions | $613,559,000 | 51 |
| Other domestic debt securities | $144,772,000 | 104 |
| Privately issued residential mortgage-backed securities | $9,124,000 | 124 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $5,393,000 | 85 |
| Other domestic debt securities - All other | $130,255,000 | 49 |
| Foreign debt securities | $18,550,000 | 44 |
| Equity securities | $10,776,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,670,106,000 | 65 |
| Mortgage-backed securities | $2,249,546,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,638,615,000 | 59 |
| Issued or guaranteed by U.S. | $1,629,491,000 | 59 |
| Privately issued | $9,124,000 | 14 |
| Collaterized mortgage obligations | $610,931,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $610,931,000 | 79 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,823,622,000 | 47 |
| Available-for-sale securities (fair market value) | $1,447,533,000 | 124 |
| Total debt securities | $3,260,379,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $26,393,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $26,393,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $23,280,000 | 43 |
| 2017-06-30 | Rank | |
| Total securities | $3,286,152,000 | 74 |
| U.S. Government securities | $2,469,015,000 | 77 |
| U.S. Treasury securities | $188,851,000 | 64 |
| U.S. Government agency obligations | $2,280,164,000 | 76 |
| Securities issued by states & political subdivisions | $620,596,000 | 49 |
| Other domestic debt securities | $167,374,000 | 96 |
| Privately issued residential mortgage-backed securities | $10,658,000 | 118 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $6,219,000 | 82 |
| Other domestic debt securities - All other | $150,497,000 | 48 |
| Foreign debt securities | $18,550,000 | 45 |
| Equity securities | $10,617,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,700,742,000 | 63 |
| Mortgage-backed securities | $2,233,857,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,603,492,000 | 60 |
| Issued or guaranteed by U.S. | $1,592,834,000 | 60 |
| Privately issued | $10,658,000 | 13 |
| Collaterized mortgage obligations | $630,365,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $630,365,000 | 78 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,822,263,000 | 44 |
| Available-for-sale securities (fair market value) | $1,463,889,000 | 120 |
| Total debt securities | $3,275,535,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $26,420,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $26,420,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $23,135,000 | 44 |
| 2017-03-31 | Rank | |
| Total securities | $3,356,465,000 | 74 |
| U.S. Government securities | $2,506,771,000 | 77 |
| U.S. Treasury securities | $188,573,000 | 66 |
| U.S. Government agency obligations | $2,318,198,000 | 75 |
| Securities issued by states & political subdivisions | $657,194,000 | 47 |
| Other domestic debt securities | $163,205,000 | 100 |
| Privately issued residential mortgage-backed securities | $11,277,000 | 117 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $6,393,000 | 80 |
| Other domestic debt securities - All other | $145,535,000 | 49 |
| Foreign debt securities | $18,550,000 | 48 |
| Equity securities | $10,745,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,598,542,000 | 68 |
| Mortgage-backed securities | $2,271,478,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,626,571,000 | 58 |
| Issued or guaranteed by U.S. | $1,615,294,000 | 57 |
| Privately issued | $11,277,000 | 12 |
| Collaterized mortgage obligations | $644,907,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $644,907,000 | 79 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,902,329,000 | 43 |
| Available-for-sale securities (fair market value) | $1,454,136,000 | 118 |
| Total debt securities | $3,345,720,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $25,130,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $25,130,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $22,078,000 | 45 |
| 2016-12-31 | Rank | |
| Total securities | $3,222,706,000 | 77 |
| U.S. Government securities | $2,338,806,000 | 79 |
| U.S. Treasury securities | $188,421,000 | 69 |
| U.S. Government agency obligations | $2,150,385,000 | 78 |
| Securities issued by states & political subdivisions | $686,357,000 | 46 |
| Other domestic debt securities | $163,373,000 | 99 |
| Privately issued residential mortgage-backed securities | $11,987,000 | 122 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $8,009,000 | 78 |
| Other domestic debt securities - All other | $143,377,000 | 50 |
| Foreign debt securities | $13,550,000 | 60 |
| Equity securities | $20,620,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,916,000 | 69 |
| Mortgage-backed securities | $2,128,002,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,463,826,000 | 59 |
| Issued or guaranteed by U.S. | $1,451,839,000 | 58 |
| Privately issued | $11,987,000 | 11 |
| Collaterized mortgage obligations | $664,176,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $664,176,000 | 75 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,925,572,000 | 44 |
| Available-for-sale securities (fair market value) | $1,297,134,000 | 125 |
| Total debt securities | $3,202,086,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $25,592,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $25,592,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $25,590,000 | 45 |
| 2016-09-30 | Rank | |
| Total securities | $3,121,771,000 | 77 |
| U.S. Government securities | $2,207,695,000 | 80 |
| U.S. Treasury securities | $190,656,000 | 62 |
| U.S. Government agency obligations | $2,017,039,000 | 80 |
| Securities issued by states & political subdivisions | $693,501,000 | 43 |
| Other domestic debt securities | $186,944,000 | 96 |
| Privately issued residential mortgage-backed securities | $15,412,000 | 106 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $8,155,000 | 75 |
| Other domestic debt securities - All other | $163,377,000 | 48 |
| Foreign debt securities | $13,550,000 | 60 |
| Equity securities | $20,081,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,290,872,000 | 81 |
| Mortgage-backed securities | $1,996,805,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,401,046,000 | 60 |
| Issued or guaranteed by U.S. | $1,385,634,000 | 58 |
| Privately issued | $15,412,000 | 10 |
| Collaterized mortgage obligations | $595,759,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $595,759,000 | 79 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,845,151,000 | 43 |
| Available-for-sale securities (fair market value) | $1,276,620,000 | 128 |
| Total debt securities | $3,101,690,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $45,615,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $45,615,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $45,582,000 | 45 |
| 2016-06-30 | Rank | |
| Total securities | $2,951,441,000 | 84 |
| U.S. Government securities | $2,044,559,000 | 84 |
| U.S. Treasury securities | $189,939,000 | 65 |
| U.S. Government agency obligations | $1,854,620,000 | 83 |
| Securities issued by states & political subdivisions | $691,255,000 | 39 |
| Other domestic debt securities | $182,692,000 | 98 |
| Privately issued residential mortgage-backed securities | $16,275,000 | 109 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $8,240,000 | 80 |
| Other domestic debt securities - All other | $158,177,000 | 50 |
| Foreign debt securities | $13,550,000 | 58 |
| Equity securities | $19,385,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,292,109,000 | 76 |
| Mortgage-backed securities | $1,833,529,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,354,558,000 | 62 |
| Issued or guaranteed by U.S. | $1,338,283,000 | 60 |
| Privately issued | $16,275,000 | 14 |
| Collaterized mortgage obligations | $478,971,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $478,971,000 | 91 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,765,220,000 | 46 |
| Available-for-sale securities (fair market value) | $1,186,221,000 | 132 |
| Total debt securities | $2,932,056,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $45,464,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $45,464,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $45,462,000 | 49 |
| 2016-03-31 | Rank | |
| Total securities | $3,070,874,000 | 80 |
| U.S. Government securities | $2,214,903,000 | 80 |
| U.S. Treasury securities | $550,277,000 | 40 |
| U.S. Government agency obligations | $1,664,626,000 | 91 |
| Securities issued by states & political subdivisions | $642,867,000 | 40 |
| Other domestic debt securities | $180,740,000 | 97 |
| Privately issued residential mortgage-backed securities | $16,474,000 | 109 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $8,259,000 | 77 |
| Other domestic debt securities - All other | $156,007,000 | 50 |
| Foreign debt securities | $13,550,000 | 56 |
| Equity securities | $18,814,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,410,255,000 | 74 |
| Mortgage-backed securities | $1,641,953,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,289,511,000 | 66 |
| Issued or guaranteed by U.S. | $1,273,037,000 | 65 |
| Privately issued | $16,474,000 | 10 |
| Collaterized mortgage obligations | $352,442,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $352,442,000 | 118 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,618,466,000 | 49 |
| Available-for-sale securities (fair market value) | $1,452,408,000 | 114 |
| Total debt securities | $3,052,060,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $36,464,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $36,464,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $36,460,000 | 48 |
| 2015-12-31 | Rank | |
| Total securities | $3,102,440,000 | 78 |
| U.S. Government securities | $2,262,380,000 | 78 |
| U.S. Treasury securities | $688,451,000 | 39 |
| U.S. Government agency obligations | $1,573,929,000 | 93 |
| Securities issued by states & political subdivisions | $629,831,000 | 40 |
| Other domestic debt securities | $181,360,000 | 95 |
| Privately issued residential mortgage-backed securities | $17,610,000 | 95 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $8,404,000 | 71 |
| Other domestic debt securities - All other | $155,346,000 | 50 |
| Foreign debt securities | $9,600,000 | 67 |
| Equity securities | $19,269,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,424,115,000 | 78 |
| Mortgage-backed securities | $1,548,717,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,307,210,000 | 68 |
| Issued or guaranteed by U.S. | $1,289,600,000 | 67 |
| Privately issued | $17,610,000 | 10 |
| Collaterized mortgage obligations | $241,507,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $241,507,000 | 143 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,596,385,000 | 50 |
| Available-for-sale securities (fair market value) | $1,506,055,000 | 108 |
| Total debt securities | $3,083,171,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $25,172,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $25,172,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $25,167,000 | 50 |
| 2015-09-30 | Rank | |
| Total securities | $2,433,868,000 | 96 |
| U.S. Government securities | $1,668,279,000 | 95 |
| U.S. Treasury securities | $189,482,000 | 61 |
| U.S. Government agency obligations | $1,478,797,000 | 98 |
| Securities issued by states & political subdivisions | $555,257,000 | 45 |
| Other domestic debt securities | $180,883,000 | 94 |
| Privately issued residential mortgage-backed securities | $18,484,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $8,593,000 | 72 |
| Other domestic debt securities - All other | $153,806,000 | 51 |
| Foreign debt securities | $9,600,000 | 68 |
| Equity securities | $19,849,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,225,560,000 | 81 |
| Mortgage-backed securities | $1,458,796,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,237,737,000 | 66 |
| Issued or guaranteed by U.S. | $1,219,253,000 | 64 |
| Privately issued | $18,484,000 | 9 |
| Collaterized mortgage obligations | $221,059,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $221,059,000 | 154 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,637,310,000 | 45 |
| Available-for-sale securities (fair market value) | $796,558,000 | 177 |
| Total debt securities | $2,414,019,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $23,768,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $23,768,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $23,764,000 | 53 |
| 2015-06-30 | Rank | |
| Total securities | $2,527,335,000 | 90 |
| U.S. Government securities | $1,760,204,000 | 95 |
| U.S. Treasury securities | $188,324,000 | 55 |
| U.S. Government agency obligations | $1,571,880,000 | 93 |
| Securities issued by states & political subdivisions | $541,539,000 | 47 |
| Other domestic debt securities | $196,337,000 | 89 |
| Privately issued residential mortgage-backed securities | $19,610,000 | 92 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $8,618,000 | 73 |
| Other domestic debt securities - All other | $168,109,000 | 52 |
| Foreign debt securities | $9,600,000 | 73 |
| Equity securities | $19,655,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,190,972,000 | 88 |
| Mortgage-backed securities | $1,551,438,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,311,255,000 | 63 |
| Issued or guaranteed by U.S. | $1,291,645,000 | 62 |
| Privately issued | $19,610,000 | 10 |
| Collaterized mortgage obligations | $240,183,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $240,183,000 | 153 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,720,575,000 | 45 |
| Available-for-sale securities (fair market value) | $806,760,000 | 173 |
| Total debt securities | $2,507,680,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $17,063,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $17,063,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $17,059,000 | 55 |
| 2015-03-31 | Rank | |
| Total securities | $2,668,452,000 | 82 |
| U.S. Government securities | $1,886,673,000 | 89 |
| U.S. Treasury securities | $189,560,000 | 54 |
| U.S. Government agency obligations | $1,697,113,000 | 89 |
| Securities issued by states & political subdivisions | $534,963,000 | 48 |
| Other domestic debt securities | $217,357,000 | 88 |
| Privately issued residential mortgage-backed securities | $20,850,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $8,538,000 | 62 |
| Other domestic debt securities - All other | $187,969,000 | 48 |
| Foreign debt securities | $9,600,000 | 74 |
| Equity securities | $19,859,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,277,744,000 | 83 |
| Mortgage-backed securities | $1,676,994,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,417,311,000 | 59 |
| Issued or guaranteed by U.S. | $1,396,461,000 | 57 |
| Privately issued | $20,850,000 | 9 |
| Collaterized mortgage obligations | $259,683,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $259,683,000 | 145 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,825,819,000 | 42 |
| Available-for-sale securities (fair market value) | $842,633,000 | 167 |
| Total debt securities | $2,648,593,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $19,195,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $19,195,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $19,192,000 | 58 |
| 2014-12-31 | Rank | |
| Total securities | $2,664,453,000 | 79 |
| U.S. Government securities | $1,843,531,000 | 85 |
| U.S. Treasury securities | $188,565,000 | 53 |
| U.S. Government agency obligations | $1,654,966,000 | 89 |
| Securities issued by states & political subdivisions | $544,068,000 | 45 |
| Other domestic debt securities | $251,209,000 | 78 |
| Privately issued residential mortgage-backed securities | $24,208,000 | 83 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $11,397,000 | 59 |
| Other domestic debt securities - All other | $215,604,000 | 40 |
| Foreign debt securities | $5,650,000 | 77 |
| Equity securities | $19,995,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,255,029,000 | 82 |
| Mortgage-backed securities | $1,631,268,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,362,076,000 | 61 |
| Issued or guaranteed by U.S. | $1,337,868,000 | 59 |
| Privately issued | $24,208,000 | 10 |
| Collaterized mortgage obligations | $269,192,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $269,192,000 | 142 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,778,316,000 | 43 |
| Available-for-sale securities (fair market value) | $886,137,000 | 158 |
| Total debt securities | $2,644,458,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $14,233,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,570,743,000 | 80 |
| U.S. Government securities | $1,740,724,000 | 91 |
| U.S. Treasury securities | $232,152,000 | 47 |
| U.S. Government agency obligations | $1,508,572,000 | 92 |
| Securities issued by states & political subdivisions | $538,927,000 | 45 |
| Other domestic debt securities | $262,372,000 | 79 |
| Privately issued residential mortgage-backed securities | $30,752,000 | 74 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $11,583,000 | 59 |
| Other domestic debt securities - All other | $220,037,000 | 43 |
| Foreign debt securities | $5,650,000 | 77 |
| Equity securities | $23,070,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,413,330,000 | 77 |
| Mortgage-backed securities | $1,480,429,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,207,978,000 | 61 |
| Issued or guaranteed by U.S. | $1,177,226,000 | 63 |
| Privately issued | $30,752,000 | 8 |
| Collaterized mortgage obligations | $272,451,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $272,451,000 | 141 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,813,312,000 | 41 |
| Available-for-sale securities (fair market value) | $757,431,000 | 184 |
| Total debt securities | $2,547,673,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $14,186,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,608,318,000 | 78 |
| U.S. Government securities | $1,756,185,000 | 92 |
| U.S. Treasury securities | $231,079,000 | 38 |
| U.S. Government agency obligations | $1,525,106,000 | 94 |
| Securities issued by states & political subdivisions | $553,417,000 | 42 |
| Other domestic debt securities | $270,152,000 | 79 |
| Privately issued residential mortgage-backed securities | $32,497,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $11,148,000 | 59 |
| Other domestic debt securities - All other | $226,507,000 | 38 |
| Foreign debt securities | $5,650,000 | 76 |
| Equity securities | $22,914,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,442,500,000 | 74 |
| Mortgage-backed securities | $1,497,216,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,220,083,000 | 62 |
| Issued or guaranteed by U.S. | $1,187,586,000 | 61 |
| Privately issued | $32,497,000 | 8 |
| Collaterized mortgage obligations | $277,133,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $277,133,000 | 140 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,826,143,000 | 41 |
| Available-for-sale securities (fair market value) | $782,175,000 | 179 |
| Total debt securities | $2,585,404,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $14,221,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,609,269,000 | 80 |
| U.S. Government securities | $1,722,676,000 | 95 |
| U.S. Treasury securities | $228,098,000 | 37 |
| U.S. Government agency obligations | $1,494,578,000 | 91 |
| Securities issued by states & political subdivisions | $569,756,000 | 38 |
| Other domestic debt securities | $288,539,000 | 80 |
| Privately issued residential mortgage-backed securities | $34,371,000 | 73 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $10,524,000 | 54 |
| Other domestic debt securities - All other | $243,644,000 | 42 |
| Foreign debt securities | $5,650,000 | 79 |
| Equity securities | $22,648,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,440,900,000 | 74 |
| Mortgage-backed securities | $1,466,964,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,190,771,000 | 60 |
| Issued or guaranteed by U.S. | $1,156,400,000 | 60 |
| Privately issued | $34,371,000 | 8 |
| Collaterized mortgage obligations | $276,193,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $276,193,000 | 140 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,813,096,000 | 40 |
| Available-for-sale securities (fair market value) | $796,173,000 | 171 |
| Total debt securities | $2,586,621,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $14,255,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,561,056,000 | 81 |
| U.S. Government securities | $1,634,019,000 | 93 |
| U.S. Treasury securities | $223,919,000 | 32 |
| U.S. Government agency obligations | $1,410,100,000 | 100 |
| Securities issued by states & political subdivisions | $583,586,000 | 39 |
| Other domestic debt securities | $295,116,000 | 77 |
| Privately issued residential mortgage-backed securities | $37,027,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $10,311,000 | 64 |
| Other domestic debt securities - All other | $247,778,000 | 42 |
| Foreign debt securities | $650,000 | 210 |
| Equity securities | $47,685,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,344,087,000 | 77 |
| Mortgage-backed securities | $1,394,072,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,167,152,000 | 63 |
| Issued or guaranteed by U.S. | $1,130,125,000 | 62 |
| Privately issued | $37,027,000 | 8 |
| Collaterized mortgage obligations | $226,920,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $226,920,000 | 158 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,731,737,000 | 39 |
| Available-for-sale securities (fair market value) | $829,319,000 | 164 |
| Total debt securities | $2,513,371,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $14,264,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,614,226,000 | 82 |
| U.S. Government securities | $1,660,645,000 | 95 |
| U.S. Treasury securities | $187,427,000 | 39 |
| U.S. Government agency obligations | $1,473,218,000 | 96 |
| Securities issued by states & political subdivisions | $560,342,000 | 39 |
| Other domestic debt securities | $346,407,000 | 74 |
| Privately issued residential mortgage-backed securities | $38,912,000 | 73 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $307,495,000 | 37 |
| Foreign debt securities | $175,000 | 295 |
| Equity securities | $46,657,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,157,781,000 | 82 |
| Mortgage-backed securities | $1,460,861,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,218,043,000 | 60 |
| Issued or guaranteed by U.S. | $1,179,131,000 | 59 |
| Privately issued | $38,912,000 | 9 |
| Collaterized mortgage obligations | $242,818,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $242,818,000 | 154 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,703,779,000 | 38 |
| Available-for-sale securities (fair market value) | $910,447,000 | 149 |
| Total debt securities | $2,519,301,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $14,270,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,725,153,000 | 78 |
| U.S. Government securities | $1,746,137,000 | 93 |
| U.S. Treasury securities | $189,578,000 | 40 |
| U.S. Government agency obligations | $1,556,559,000 | 95 |
| Securities issued by states & political subdivisions | $581,388,000 | 37 |
| Other domestic debt securities | $350,561,000 | 72 |
| Privately issued residential mortgage-backed securities | $42,417,000 | 70 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $308,144,000 | 35 |
| Foreign debt securities | $175,000 | 283 |
| Equity securities | $46,892,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,166,132,000 | 82 |
| Mortgage-backed securities | $1,543,168,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,283,463,000 | 58 |
| Issued or guaranteed by U.S. | $1,241,046,000 | 57 |
| Privately issued | $42,417,000 | 8 |
| Collaterized mortgage obligations | $259,705,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $259,705,000 | 145 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,766,947,000 | 32 |
| Available-for-sale securities (fair market value) | $958,206,000 | 149 |
| Total debt securities | $2,630,988,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $14,170,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,520,335,000 | 83 |
| U.S. Government securities | $1,528,839,000 | 103 |
| U.S. Treasury securities | $195,289,000 | 38 |
| U.S. Government agency obligations | $1,333,550,000 | 104 |
| Securities issued by states & political subdivisions | $588,217,000 | 37 |
| Other domestic debt securities | $356,342,000 | 68 |
| Privately issued residential mortgage-backed securities | $45,983,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $310,359,000 | 36 |
| Foreign debt securities | $175,000 | 289 |
| Equity securities | $46,762,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,159,099,000 | 82 |
| Mortgage-backed securities | $1,320,543,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,027,527,000 | 71 |
| Issued or guaranteed by U.S. | $981,544,000 | 70 |
| Privately issued | $45,983,000 | 9 |
| Collaterized mortgage obligations | $293,016,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $293,016,000 | 135 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,565,607,000 | 27 |
| Available-for-sale securities (fair market value) | $954,728,000 | 150 |
| Total debt securities | $2,429,101,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $22,126,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,406,744,000 | 88 |
| U.S. Government securities | $1,517,836,000 | 104 |
| U.S. Treasury securities | $197,494,000 | 40 |
| U.S. Government agency obligations | $1,320,342,000 | 106 |
| Securities issued by states & political subdivisions | $523,100,000 | 42 |
| Other domestic debt securities | $316,905,000 | 70 |
| Privately issued residential mortgage-backed securities | $49,222,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $267,683,000 | 37 |
| Foreign debt securities | $175,000 | 284 |
| Equity securities | $48,728,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,170,570,000 | 85 |
| Mortgage-backed securities | $1,323,802,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,045,227,000 | 74 |
| Issued or guaranteed by U.S. | $996,005,000 | 74 |
| Privately issued | $49,222,000 | 10 |
| Collaterized mortgage obligations | $278,575,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $278,575,000 | 144 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,599,708,000 | 27 |
| Available-for-sale securities (fair market value) | $807,036,000 | 168 |
| Total debt securities | $2,321,335,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $22,157,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,296,773,000 | 91 |
| U.S. Government securities | $1,409,758,000 | 108 |
| U.S. Treasury securities | $99,906,000 | 57 |
| U.S. Government agency obligations | $1,309,852,000 | 108 |
| Securities issued by states & political subdivisions | $509,089,000 | 40 |
| Other domestic debt securities | $330,361,000 | 72 |
| Privately issued residential mortgage-backed securities | $60,827,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $269,534,000 | 38 |
| Foreign debt securities | $125,000 | 275 |
| Equity securities | $47,440,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,281,221,000 | 75 |
| Mortgage-backed securities | $1,323,102,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,015,085,000 | 76 |
| Issued or guaranteed by U.S. | $954,258,000 | 76 |
| Privately issued | $60,827,000 | 9 |
| Collaterized mortgage obligations | $308,017,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $308,017,000 | 145 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,624,575,000 | 24 |
| Available-for-sale securities (fair market value) | $672,198,000 | 202 |
| Total debt securities | $2,212,015,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $22,104,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,492,397,000 | 83 |
| U.S. Government securities | $1,511,200,000 | 103 |
| U.S. Treasury securities | $99,944,000 | 57 |
| U.S. Government agency obligations | $1,411,256,000 | 103 |
| Securities issued by states & political subdivisions | $489,443,000 | 41 |
| Other domestic debt securities | $443,860,000 | 56 |
| Privately issued residential mortgage-backed securities | $63,485,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $380,375,000 | 29 |
| Foreign debt securities | $150,000 | 261 |
| Equity securities | $47,744,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,364,893,000 | 76 |
| Mortgage-backed securities | $1,419,839,000 | 93 |
| Certificates of participation in pools of residential mortgages | $997,378,000 | 76 |
| Issued or guaranteed by U.S. | $933,893,000 | 77 |
| Privately issued | $63,485,000 | 8 |
| Collaterized mortgage obligations | $422,461,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $422,461,000 | 106 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,805,378,000 | 24 |
| Available-for-sale securities (fair market value) | $687,019,000 | 200 |
| Total debt securities | $2,398,732,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $22,039,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,707,626,000 | 76 |
| U.S. Government securities | $1,760,304,000 | 95 |
| U.S. Treasury securities | $149,021,000 | 43 |
| U.S. Government agency obligations | $1,611,283,000 | 93 |
| Securities issued by states & political subdivisions | $462,236,000 | 41 |
| Other domestic debt securities | $438,634,000 | 55 |
| Privately issued residential mortgage-backed securities | $69,925,000 | 67 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $368,709,000 | 31 |
| Foreign debt securities | $150,000 | 191 |
| Equity securities | $46,302,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,307,034,000 | 78 |
| Mortgage-backed securities | $1,573,363,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,159,470,000 | 70 |
| Issued or guaranteed by U.S. | $1,089,545,000 | 71 |
| Privately issued | $69,925,000 | 8 |
| Collaterized mortgage obligations | $413,893,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $413,893,000 | 109 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,878,462,000 | 25 |
| Available-for-sale securities (fair market value) | $829,164,000 | 172 |
| Total debt securities | $2,622,822,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $22,190,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,523,498,000 | 82 |
| U.S. Government securities | $1,605,637,000 | 96 |
| U.S. Treasury securities | $100,018,000 | 53 |
| U.S. Government agency obligations | $1,505,619,000 | 97 |
| Securities issued by states & political subdivisions | $453,497,000 | 38 |
| Other domestic debt securities | $424,199,000 | 64 |
| Privately issued residential mortgage-backed securities | $75,372,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $348,827,000 | 33 |
| Foreign debt securities | $150,000 | 143 |
| Equity securities | $40,015,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,454,365,000 | 68 |
| Mortgage-backed securities | $1,490,243,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,224,140,000 | 67 |
| Issued or guaranteed by U.S. | $1,148,768,000 | 72 |
| Privately issued | $75,372,000 | 7 |
| Collaterized mortgage obligations | $266,103,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $266,103,000 | 144 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,958,916,000 | 25 |
| Available-for-sale securities (fair market value) | $564,582,000 | 242 |
| Total debt securities | $2,456,332,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $21,939,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,852,729,000 | 73 |
| U.S. Government securities | $1,836,087,000 | 90 |
| U.S. Treasury securities | $140,102,000 | 47 |
| U.S. Government agency obligations | $1,695,985,000 | 89 |
| Securities issued by states & political subdivisions | $499,484,000 | 35 |
| Other domestic debt securities | $473,501,000 | 59 |
| Privately issued residential mortgage-backed securities | $80,898,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $392,603,000 | 33 |
| Foreign debt securities | $150,000 | 140 |
| Equity securities | $43,507,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,485,284,000 | 68 |
| Mortgage-backed securities | $1,693,171,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,487,653,000 | 62 |
| Issued or guaranteed by U.S. | $1,406,755,000 | 64 |
| Privately issued | $80,898,000 | 10 |
| Collaterized mortgage obligations | $205,518,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $205,518,000 | 183 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $2,084,445,000 | 21 |
| Available-for-sale securities (fair market value) | $768,284,000 | 176 |
| Total debt securities | $2,809,222,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $21,446,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,863,929,000 | 74 |
| U.S. Government securities | $1,897,079,000 | 85 |
| U.S. Treasury securities | $200,329,000 | 45 |
| U.S. Government agency obligations | $1,696,750,000 | 91 |
| Securities issued by states & political subdivisions | $430,715,000 | 41 |
| Other domestic debt securities | $486,721,000 | 59 |
| Privately issued residential mortgage-backed securities | $87,366,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $399,355,000 | 33 |
| Foreign debt securities | $150,000 | 134 |
| Equity securities | $49,264,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,450,928,000 | 70 |
| Mortgage-backed securities | $1,699,172,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,481,741,000 | 61 |
| Issued or guaranteed by U.S. | $1,394,375,000 | 62 |
| Privately issued | $87,366,000 | 13 |
| Collaterized mortgage obligations | $217,431,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $217,431,000 | 167 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,002,650,000 | 20 |
| Available-for-sale securities (fair market value) | $861,279,000 | 160 |
| Total debt securities | $2,814,665,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $22,100,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,973,282,000 | 72 |
| U.S. Government securities | $2,047,754,000 | 82 |
| U.S. Treasury securities | $263,533,000 | 33 |
| U.S. Government agency obligations | $1,784,221,000 | 87 |
| Securities issued by states & political subdivisions | $374,923,000 | 45 |
| Other domestic debt securities | $502,166,000 | 61 |
| Privately issued residential mortgage-backed securities | $95,220,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $406,946,000 | 32 |
| Foreign debt securities | $150,000 | 128 |
| Equity securities | $48,289,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,584,248,000 | 68 |
| Mortgage-backed securities | $1,792,809,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,605,953,000 | 59 |
| Issued or guaranteed by U.S. | $1,510,733,000 | 61 |
| Privately issued | $95,220,000 | 13 |
| Collaterized mortgage obligations | $186,856,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $186,856,000 | 180 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,881,589,000 | 22 |
| Available-for-sale securities (fair market value) | $1,091,693,000 | 130 |
| Total debt securities | $2,924,993,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $32,387,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,957,068,000 | 71 |
| U.S. Government securities | $1,973,520,000 | 81 |
| U.S. Treasury securities | $263,971,000 | 34 |
| U.S. Government agency obligations | $1,709,549,000 | 85 |
| Securities issued by states & political subdivisions | $416,742,000 | 42 |
| Other domestic debt securities | $521,054,000 | 59 |
| Privately issued residential mortgage-backed securities | $104,078,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $416,976,000 | 29 |
| Foreign debt securities | $150,000 | 121 |
| Equity securities | $45,602,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,454,544,000 | 70 |
| Mortgage-backed securities | $1,724,827,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,524,041,000 | 55 |
| Issued or guaranteed by U.S. | $1,419,963,000 | 58 |
| Privately issued | $104,078,000 | 14 |
| Collaterized mortgage obligations | $200,786,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $200,786,000 | 164 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,923,993,000 | 19 |
| Available-for-sale securities (fair market value) | $1,033,075,000 | 131 |
| Total debt securities | $2,911,466,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $31,894,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,864,552,000 | 73 |
| U.S. Government securities | $1,855,596,000 | 80 |
| U.S. Treasury securities | $164,465,000 | 48 |
| U.S. Government agency obligations | $1,691,131,000 | 83 |
| Securities issued by states & political subdivisions | $422,181,000 | 37 |
| Other domestic debt securities | $542,149,000 | 59 |
| Privately issued residential mortgage-backed securities | $113,168,000 | 78 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $428,981,000 | 28 |
| Foreign debt securities | $125,000 | 121 |
| Equity securities | $44,501,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,461,838,000 | 70 |
| Mortgage-backed securities | $1,766,827,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,548,052,000 | 55 |
| Issued or guaranteed by U.S. | $1,434,884,000 | 55 |
| Privately issued | $113,168,000 | 14 |
| Collaterized mortgage obligations | $218,775,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $218,775,000 | 142 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,776,856,000 | 18 |
| Available-for-sale securities (fair market value) | $1,087,696,000 | 120 |
| Total debt securities | $2,820,051,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $32,088,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $2,939,387,000 | 70 |
| U.S. Government securities | $1,918,309,000 | 78 |
| U.S. Treasury securities | $163,994,000 | 47 |
| U.S. Government agency obligations | $1,754,315,000 | 79 |
| Securities issued by states & political subdivisions | $440,968,000 | 34 |
| Other domestic debt securities | $537,926,000 | 60 |
| Privately issued residential mortgage-backed securities | $117,128,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $420,798,000 | 29 |
| Foreign debt securities | $125,000 | 118 |
| Equity securities | $42,059,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,492,074,000 | 65 |
| Mortgage-backed securities | $1,850,515,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,620,687,000 | 51 |
| Issued or guaranteed by U.S. | $1,503,559,000 | 54 |
| Privately issued | $117,128,000 | 14 |
| Collaterized mortgage obligations | $229,828,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $229,828,000 | 132 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,815,497,000 | 15 |
| Available-for-sale securities (fair market value) | $1,123,890,000 | 118 |
| Total debt securities | $2,897,328,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $32,605,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $3,016,144,000 | 67 |
| U.S. Government securities | $2,012,646,000 | 74 |
| U.S. Treasury securities | $236,744,000 | 39 |
| U.S. Government agency obligations | $1,775,902,000 | 77 |
| Securities issued by states & political subdivisions | $413,939,000 | 35 |
| Other domestic debt securities | $540,968,000 | 58 |
| Privately issued residential mortgage-backed securities | $124,646,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $416,322,000 | 28 |
| Foreign debt securities | $125,000 | 125 |
| Equity securities | $48,466,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,129,270,000 | 78 |
| Mortgage-backed securities | $1,841,026,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,677,914,000 | 50 |
| Issued or guaranteed by U.S. | $1,553,268,000 | 50 |
| Privately issued | $124,646,000 | 13 |
| Collaterized mortgage obligations | $163,112,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $163,112,000 | 176 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,677,345,000 | 17 |
| Available-for-sale securities (fair market value) | $1,338,799,000 | 105 |
| Total debt securities | $2,967,678,000 | 68 |
| Structured notes | ||
| Amortized cost | $2,075,000 | 1,722 |
| Fair value | $2,068,000 | 1,720 |
| Trading account assets | $33,186,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,933,981,000 | 70 |
| U.S. Government securities | $2,020,203,000 | 75 |
| U.S. Treasury securities | $276,285,000 | 32 |
| U.S. Government agency obligations | $1,743,918,000 | 80 |
| Securities issued by states & political subdivisions | $346,771,000 | 42 |
| Other domestic debt securities | $522,844,000 | 66 |
| Privately issued residential mortgage-backed securities | $132,973,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $389,871,000 | 29 |
| Foreign debt securities | $225,000 | 113 |
| Equity securities | $43,938,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,127,332,000 | 74 |
| Mortgage-backed securities | $1,876,891,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,729,580,000 | 49 |
| Issued or guaranteed by U.S. | $1,596,607,000 | 49 |
| Privately issued | $132,973,000 | 12 |
| Collaterized mortgage obligations | $147,311,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $147,311,000 | 179 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,584,388,000 | 20 |
| Available-for-sale securities (fair market value) | $1,349,593,000 | 106 |
| Total debt securities | $2,890,043,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $32,950,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,921,616,000 | 76 |
| U.S. Government securities | $1,980,682,000 | 81 |
| U.S. Treasury securities | $75,003,000 | 59 |
| U.S. Government agency obligations | $1,905,679,000 | 79 |
| Securities issued by states & political subdivisions | $286,339,000 | 54 |
| Other domestic debt securities | $607,984,000 | 64 |
| Privately issued residential mortgage-backed securities | $141,391,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $466,593,000 | 25 |
| Foreign debt securities | $225,000 | 116 |
| Equity securities | $46,386,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,121,681,000 | 80 |
| Mortgage-backed securities | $2,047,070,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,893,648,000 | 46 |
| Issued or guaranteed by U.S. | $1,752,257,000 | 47 |
| Privately issued | $141,391,000 | 13 |
| Collaterized mortgage obligations | $153,422,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $153,422,000 | 168 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,578,746,000 | 23 |
| Available-for-sale securities (fair market value) | $1,342,870,000 | 106 |
| Total debt securities | $2,875,230,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $32,173,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,892,738,000 | 77 |
| U.S. Government securities | $1,978,716,000 | 80 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,978,716,000 | 77 |
| Securities issued by states & political subdivisions | $264,348,000 | 59 |
| Other domestic debt securities | $608,426,000 | 66 |
| Privately issued residential mortgage-backed securities | $146,596,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $461,830,000 | 24 |
| Foreign debt securities | $225,000 | 119 |
| Equity securities | $41,023,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,149,742,000 | 80 |
| Mortgage-backed securities | $2,125,312,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,963,793,000 | 45 |
| Issued or guaranteed by U.S. | $1,817,197,000 | 48 |
| Privately issued | $146,596,000 | 13 |
| Collaterized mortgage obligations | $161,519,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $161,519,000 | 154 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,575,972,000 | 22 |
| Available-for-sale securities (fair market value) | $1,316,766,000 | 111 |
| Total debt securities | $2,851,715,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $32,821,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,503,149,000 | 84 |
| U.S. Government securities | $1,714,523,000 | 83 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,714,523,000 | 81 |
| Securities issued by states & political subdivisions | $243,509,000 | 61 |
| Other domestic debt securities | $513,794,000 | 71 |
| Privately issued residential mortgage-backed securities | $150,434,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $363,360,000 | 28 |
| Foreign debt securities | $225,000 | 115 |
| Equity securities | $31,098,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,270,219,000 | 74 |
| Mortgage-backed securities | $1,754,095,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,586,056,000 | 51 |
| Issued or guaranteed by U.S. | $1,435,622,000 | 54 |
| Privately issued | $150,434,000 | 16 |
| Collaterized mortgage obligations | $168,039,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $168,039,000 | 147 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,125,026,000 | 23 |
| Available-for-sale securities (fair market value) | $1,378,123,000 | 112 |
| Total debt securities | $2,472,051,000 | 82 |
| Structured notes | ||
| Amortized cost | $110,747,000 | 14 |
| Fair value | $110,927,000 | 14 |
| Trading account assets | $44,549,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $2,587,611,000 | 80 |
| U.S. Government securities | $1,792,203,000 | 74 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,792,203,000 | 72 |
| Securities issued by states & political subdivisions | $250,049,000 | 61 |
| Other domestic debt securities | $512,904,000 | 66 |
| Privately issued residential mortgage-backed securities | $143,979,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $368,925,000 | 21 |
| Foreign debt securities | $225,000 | 107 |
| Equity securities | $32,230,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,410,583,000 | 71 |
| Mortgage-backed securities | $1,808,660,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,643,198,000 | 50 |
| Issued or guaranteed by U.S. | $1,499,219,000 | 53 |
| Privately issued | $143,979,000 | 17 |
| Collaterized mortgage obligations | $165,462,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $165,462,000 | 141 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,154,737,000 | 21 |
| Available-for-sale securities (fair market value) | $1,432,874,000 | 99 |
| Total debt securities | $2,555,381,000 | 78 |
| Structured notes | ||
| Amortized cost | $126,744,000 | 10 |
| Fair value | $127,587,000 | 10 |
| Trading account assets | $34,236,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,364,154,000 | 78 |
| U.S. Government securities | $1,506,742,000 | 84 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,506,742,000 | 82 |
| Securities issued by states & political subdivisions | $262,492,000 | 59 |
| Other domestic debt securities | $556,870,000 | 63 |
| Privately issued residential mortgage-backed securities | $169,231,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $387,639,000 | 16 |
| Foreign debt securities | $225,000 | 117 |
| Equity securities | $37,825,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,537,870,000 | 64 |
| Mortgage-backed securities | $1,526,502,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,362,730,000 | 56 |
| Issued or guaranteed by U.S. | $1,193,499,000 | 58 |
| Privately issued | $169,231,000 | 18 |
| Collaterized mortgage obligations | $163,772,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $163,772,000 | 140 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $654,193,000 | 41 |
| Available-for-sale securities (fair market value) | $1,709,961,000 | 83 |
| Total debt securities | $2,326,329,000 | 78 |
| Structured notes | ||
| Amortized cost | $151,240,000 | 8 |
| Fair value | $148,999,000 | 7 |
| Trading account assets | $61,383,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,509,935,000 | 78 |
| U.S. Government securities | $1,583,033,000 | 83 |
| U.S. Treasury securities | $5,152,000 | 268 |
| U.S. Government agency obligations | $1,577,881,000 | 81 |
| Securities issued by states & political subdivisions | $248,980,000 | 64 |
| Other domestic debt securities | $677,697,000 | 62 |
| Privately issued residential mortgage-backed securities | $183,405,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $494,292,000 | 16 |
| Foreign debt securities | $225,000 | 122 |
| 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 | $1,566,443,000 | 64 |
| Mortgage-backed securities | $1,611,776,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,458,342,000 | 57 |
| Issued or guaranteed by U.S. | $1,274,937,000 | 58 |
| Privately issued | $183,405,000 | 20 |
| Collaterized mortgage obligations | $153,434,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $153,434,000 | 150 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,734,000 | 43 |
| Available-for-sale securities (fair market value) | $1,859,201,000 | 84 |
| Total debt securities | $2,509,935,000 | 77 |
| Structured notes | ||
| Amortized cost | $150,221,000 | 8 |
| Fair value | $149,372,000 | 7 |
| Trading account assets | $67,458,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,457,741,000 | 82 |
| U.S. Government securities | $1,524,728,000 | 89 |
| U.S. Treasury securities | $5,289,000 | 278 |
| U.S. Government agency obligations | $1,519,439,000 | 89 |
| Securities issued by states & political subdivisions | $246,469,000 | 64 |
| Other domestic debt securities | $686,319,000 | 60 |
| Privately issued residential mortgage-backed securities | $193,299,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $493,020,000 | 16 |
| Foreign debt securities | $225,000 | 133 |
| 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 | $1,453,479,000 | 67 |
| Mortgage-backed securities | $1,520,704,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,360,400,000 | 63 |
| Issued or guaranteed by U.S. | $1,167,101,000 | 65 |
| Privately issued | $193,299,000 | 22 |
| Collaterized mortgage obligations | $160,304,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $160,304,000 | 147 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $637,162,000 | 34 |
| Available-for-sale securities (fair market value) | $1,820,579,000 | 93 |
| Total debt securities | $2,457,741,000 | 82 |
| Structured notes | ||
| Amortized cost | $190,394,000 | 5 |
| Fair value | $192,145,000 | 5 |
| Trading account assets | $412,994,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,150,832,000 | 94 |
| U.S. Government securities | $1,225,268,000 | 104 |
| U.S. Treasury securities | $5,133,000 | 299 |
| U.S. Government agency obligations | $1,220,135,000 | 103 |
| Securities issued by states & political subdivisions | $273,604,000 | 56 |
| Other domestic debt securities | $646,835,000 | 62 |
| Privately issued residential mortgage-backed securities | $207,620,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $439,215,000 | 21 |
| Foreign debt securities | $5,125,000 | 40 |
| 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 | $1,238,852,000 | 73 |
| Mortgage-backed securities | $1,101,669,000 | 97 |
| Certificates of participation in pools of residential mortgages | $945,172,000 | 69 |
| Issued or guaranteed by U.S. | $737,552,000 | 77 |
| Privately issued | $207,620,000 | 21 |
| Collaterized mortgage obligations | $156,497,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $156,497,000 | 144 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $555,688,000 | 41 |
| Available-for-sale securities (fair market value) | $1,595,144,000 | 98 |
| Total debt securities | $2,150,832,000 | 94 |
| Structured notes | ||
| Amortized cost | $325,323,000 | 3 |
| Fair value | $326,086,000 | 3 |
| Trading account assets | $722,577,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,869,728,000 | 110 |
| U.S. Government securities | $1,054,387,000 | 117 |
| U.S. Treasury securities | $15,017,000 | 152 |
| U.S. Government agency obligations | $1,039,370,000 | 119 |
| Securities issued by states & political subdivisions | $257,615,000 | 61 |
| Other domestic debt securities | $552,601,000 | 70 |
| Privately issued residential mortgage-backed securities | $222,666,000 | 89 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $329,935,000 | 27 |
| Foreign debt securities | $5,125,000 | 38 |
| 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 | $1,100,093,000 | 80 |
| Mortgage-backed securities | $895,186,000 | 109 |
| Certificates of participation in pools of residential mortgages | $763,201,000 | 78 |
| Issued or guaranteed by U.S. | $540,535,000 | 93 |
| Privately issued | $222,666,000 | 21 |
| Collaterized mortgage obligations | $131,985,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $131,985,000 | 156 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $469,495,000 | 49 |
| Available-for-sale securities (fair market value) | $1,400,233,000 | 109 |
| Total debt securities | $1,869,728,000 | 109 |
| Structured notes | ||
| Amortized cost | $367,800,000 | 3 |
| Fair value | $366,850,000 | 3 |
| Trading account assets | $909,718,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,731,226,000 | 120 |
| U.S. Government securities | $930,453,000 | 136 |
| U.S. Treasury securities | $19,883,000 | 153 |
| U.S. Government agency obligations | $910,570,000 | 134 |
| Securities issued by states & political subdivisions | $268,347,000 | 57 |
| Other domestic debt securities | $527,301,000 | 69 |
| Privately issued residential mortgage-backed securities | $228,932,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $298,369,000 | 26 |
| Foreign debt securities | $5,125,000 | 38 |
| 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 | $979,449,000 | 90 |
| Mortgage-backed securities | $759,881,000 | 130 |
| Certificates of participation in pools of residential mortgages | $626,904,000 | 92 |
| Issued or guaranteed by U.S. | $397,972,000 | 119 |
| Privately issued | $228,932,000 | 21 |
| Collaterized mortgage obligations | $132,977,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $132,977,000 | 161 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $481,011,000 | 50 |
| Available-for-sale securities (fair market value) | $1,250,215,000 | 125 |
| Total debt securities | $1,731,226,000 | 118 |
| Structured notes | ||
| Amortized cost | $385,778,000 | 3 |
| Fair value | $379,621,000 | 3 |
| Trading account assets | $839,303,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,550,119,000 | 128 |
| U.S. Government securities | $704,521,000 | 165 |
| U.S. Treasury securities | $19,910,000 | 159 |
| U.S. Government agency obligations | $684,611,000 | 164 |
| Securities issued by states & political subdivisions | $278,425,000 | 54 |
| Other domestic debt securities | $562,048,000 | 67 |
| Privately issued residential mortgage-backed securities | $243,777,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $318,271,000 | 23 |
| Foreign debt securities | $5,125,000 | 38 |
| 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 | $401,183,000 | 173 |
| Mortgage-backed securities | $543,123,000 | 160 |
| Certificates of participation in pools of residential mortgages | $403,980,000 | 125 |
| Issued or guaranteed by U.S. | $160,203,000 | 247 |
| Privately issued | $243,777,000 | 20 |
| Collaterized mortgage obligations | $139,143,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $139,143,000 | 151 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $504,018,000 | 49 |
| Available-for-sale securities (fair market value) | $1,046,101,000 | 140 |
| Total debt securities | $1,550,119,000 | 127 |
| Structured notes | ||
| Amortized cost | $389,753,000 | 4 |
| Fair value | $385,265,000 | 4 |
| Trading account assets | $1,166,985,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,769,105,000 | 84 |
| U.S. Government securities | $1,549,120,000 | 100 |
| U.S. Treasury securities | $19,859,000 | 174 |
| U.S. Government agency obligations | $1,529,261,000 | 99 |
| Securities issued by states & political subdivisions | $281,014,000 | 56 |
| Other domestic debt securities | $938,846,000 | 52 |
| Privately issued residential mortgage-backed securities | $461,103,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $477,743,000 | 16 |
| Foreign debt securities | $125,000 | 171 |
| 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 | $1,366,398,000 | 76 |
| Mortgage-backed securities | $1,599,434,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,297,686,000 | 57 |
| Issued or guaranteed by U.S. | $862,759,000 | 73 |
| Privately issued | $434,927,000 | 12 |
| Collaterized mortgage obligations | $301,748,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $275,572,000 | 98 |
| Privately issued | $26,176,000 | 234 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,008,984,000 | 32 |
| Available-for-sale securities (fair market value) | $1,760,121,000 | 99 |
| Total debt securities | $2,769,105,000 | 83 |
| Structured notes | ||
| Amortized cost | $397,739,000 | 4 |
| Fair value | $390,930,000 | 4 |
| Trading account assets | $4,655,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $2,965,441,000 | 80 |
| U.S. Government securities | $1,649,850,000 | 99 |
| U.S. Treasury securities | $24,839,000 | 143 |
| U.S. Government agency obligations | $1,625,011,000 | 100 |
| Securities issued by states & political subdivisions | $280,218,000 | 55 |
| Other domestic debt securities | $1,035,248,000 | 51 |
| Privately issued residential mortgage-backed securities | $500,818,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $534,430,000 | 16 |
| Foreign debt securities | $125,000 | 170 |
| 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 | $1,403,560,000 | 76 |
| Mortgage-backed securities | $1,742,397,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,432,962,000 | 56 |
| Issued or guaranteed by U.S. | $959,265,000 | 73 |
| Privately issued | $473,697,000 | 11 |
| Collaterized mortgage obligations | $309,435,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $282,314,000 | 106 |
| Privately issued | $27,121,000 | 230 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,086,902,000 | 29 |
| Available-for-sale securities (fair market value) | $1,878,539,000 | 99 |
| Total debt securities | $2,965,441,000 | 79 |
| Structured notes | ||
| Amortized cost | $389,604,000 | 4 |
| Fair value | $383,432,000 | 4 |
| Trading account assets | $1,906,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,992,775,000 | 76 |
| U.S. Government securities | $1,670,840,000 | 94 |
| U.S. Treasury securities | $24,678,000 | 159 |
| U.S. Government agency obligations | $1,646,162,000 | 95 |
| Securities issued by states & political subdivisions | $297,677,000 | 51 |
| Other domestic debt securities | $1,024,058,000 | 53 |
| Privately issued residential mortgage-backed securities | $488,456,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $535,602,000 | 13 |
| Foreign debt securities | $200,000 | 161 |
| 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 | $1,515,285,000 | 75 |
| Mortgage-backed securities | $1,753,930,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,435,136,000 | 53 |
| Issued or guaranteed by U.S. | $974,375,000 | 72 |
| Privately issued | $460,761,000 | 12 |
| Collaterized mortgage obligations | $318,794,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $291,099,000 | 104 |
| Privately issued | $27,695,000 | 228 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,116,134,000 | 30 |
| Available-for-sale securities (fair market value) | $1,876,641,000 | 97 |
| Total debt securities | $2,992,775,000 | 75 |
| Structured notes | ||
| Amortized cost | $393,083,000 | 4 |
| Fair value | $380,688,000 | 4 |
| Trading account assets | $1,922,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,066,747,000 | 75 |
| U.S. Government securities | $1,726,182,000 | 95 |
| U.S. Treasury securities | $24,708,000 | 168 |
| U.S. Government agency obligations | $1,701,474,000 | 91 |
| Securities issued by states & political subdivisions | $292,980,000 | 49 |
| Other domestic debt securities | $1,047,385,000 | 54 |
| Privately issued residential mortgage-backed securities | $509,129,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $538,256,000 | 11 |
| Foreign debt securities | $200,000 | 164 |
| 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 | $1,479,999,000 | 77 |
| Mortgage-backed securities | $1,850,565,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,512,488,000 | 52 |
| Issued or guaranteed by U.S. | $1,032,578,000 | 71 |
| Privately issued | $479,910,000 | 12 |
| Collaterized mortgage obligations | $338,077,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $308,858,000 | 102 |
| Privately issued | $29,219,000 | 221 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,119,196,000 | 31 |
| Available-for-sale securities (fair market value) | $1,947,551,000 | 96 |
| Total debt securities | $3,066,747,000 | 75 |
| Structured notes | ||
| Amortized cost | $370,090,000 | 4 |
| Fair value | $360,038,000 | 4 |
| Trading account assets | $2,689,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,157,674,000 | 77 |
| U.S. Government securities | $1,805,736,000 | 95 |
| U.S. Treasury securities | $24,809,000 | 169 |
| U.S. Government agency obligations | $1,780,927,000 | 92 |
| Securities issued by states & political subdivisions | $302,170,000 | 46 |
| Other domestic debt securities | $1,049,568,000 | 52 |
| Privately issued residential mortgage-backed securities | $517,309,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $532,259,000 | 12 |
| Foreign debt securities | $200,000 | 159 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,335,585,000 | 78 |
| Mortgage-backed securities | $1,934,513,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,575,761,000 | 50 |
| Issued or guaranteed by U.S. | $1,089,041,000 | 68 |
| Privately issued | $486,720,000 | 12 |
| Collaterized mortgage obligations | $358,752,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $328,163,000 | 94 |
| Privately issued | $30,589,000 | 216 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,130,488,000 | 32 |
| Available-for-sale securities (fair market value) | $2,027,186,000 | 99 |
| Total debt securities | $3,157,674,000 | 76 |
| Structured notes | ||
| Amortized cost | $371,048,000 | 5 |
| Fair value | $363,723,000 | 5 |
| Trading account assets | $4,208,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,335,642,000 | 70 |
| U.S. Government securities | $1,920,752,000 | 87 |
| U.S. Treasury securities | $24,847,000 | 163 |
| U.S. Government agency obligations | $1,895,905,000 | 85 |
| Securities issued by states & political subdivisions | $314,764,000 | 44 |
| Other domestic debt securities | $1,099,926,000 | 52 |
| Privately issued residential mortgage-backed securities | $575,902,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $524,024,000 | 14 |
| Foreign debt securities | $200,000 | 163 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,315,145,000 | 75 |
| Mortgage-backed securities | $2,111,468,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,694,703,000 | 47 |
| Issued or guaranteed by U.S. | $1,150,919,000 | 64 |
| Privately issued | $543,784,000 | 12 |
| Collaterized mortgage obligations | $416,765,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $384,647,000 | 85 |
| Privately issued | $32,118,000 | 204 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,157,252,000 | 30 |
| Available-for-sale securities (fair market value) | $2,178,390,000 | 95 |
| Total debt securities | $3,335,642,000 | 70 |
| Structured notes | ||
| Amortized cost | $365,993,000 | 4 |
| Fair value | $360,339,000 | 4 |
| Trading account assets | $2,396,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,324,790,000 | 72 |
| U.S. Government securities | $1,984,799,000 | 89 |
| U.S. Treasury securities | $19,934,000 | 211 |
| U.S. Government agency obligations | $1,964,865,000 | 85 |
| Securities issued by states & political subdivisions | $317,663,000 | 43 |
| Other domestic debt securities | $1,022,128,000 | 55 |
| Privately issued residential mortgage-backed securities | $509,693,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $512,435,000 | 13 |
| Foreign debt securities | $200,000 | 164 |
| 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 | $1,235,767,000 | 82 |
| Mortgage-backed securities | $2,119,574,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,669,337,000 | 50 |
| Issued or guaranteed by U.S. | $1,194,176,000 | 60 |
| Privately issued | $475,161,000 | 11 |
| Collaterized mortgage obligations | $450,237,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $415,705,000 | 83 |
| Privately issued | $34,532,000 | 199 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,161,832,000 | 33 |
| Available-for-sale securities (fair market value) | $2,162,958,000 | 96 |
| Total debt securities | $3,324,790,000 | 71 |
| Structured notes | ||
| Amortized cost | $356,906,000 | 5 |
| Fair value | $354,984,000 | 5 |
| Trading account assets | $2,349,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,175,688,000 | 80 |
| U.S. Government securities | $1,875,227,000 | 94 |
| U.S. Treasury securities | $21,056,000 | 212 |
| U.S. Government agency obligations | $1,854,171,000 | 91 |
| Securities issued by states & political subdivisions | $328,180,000 | 37 |
| Other domestic debt securities | $967,990,000 | 54 |
| Privately issued residential mortgage-backed securities | $477,614,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $490,376,000 | 15 |
| Foreign debt securities | $300,000 | 146 |
| Equity securities | $3,991,000 | 617 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,208,321,000 | 88 |
| Mortgage-backed securities | $2,010,673,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,577,673,000 | 57 |
| Issued or guaranteed by U.S. | $1,136,279,000 | 73 |
| Privately issued | $441,394,000 | 11 |
| Collaterized mortgage obligations | $433,000,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $396,780,000 | 87 |
| Privately issued | $36,220,000 | 189 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,188,256,000 | 31 |
| Available-for-sale securities (fair market value) | $1,987,432,000 | 102 |
| Total debt securities | $3,171,697,000 | 79 |
| Structured notes | ||
| Amortized cost | $313,548,000 | 5 |
| Fair value | $307,695,000 | 5 |
| Trading account assets | $2,435,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,086,799,000 | 84 |
| U.S. Government securities | $1,790,133,000 | 101 |
| U.S. Treasury securities | $21,192,000 | 216 |
| U.S. Government agency obligations | $1,768,941,000 | 98 |
| Securities issued by states & political subdivisions | $337,494,000 | 34 |
| Other domestic debt securities | $958,872,000 | 53 |
| Privately issued residential mortgage-backed securities | $480,563,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $478,309,000 | 15 |
| Foreign debt securities | $300,000 | 145 |
| 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 | $1,207,852,000 | 94 |
| Mortgage-backed securities | $1,948,968,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,547,261,000 | 60 |
| Issued or guaranteed by U.S. | $1,104,882,000 | 74 |
| Privately issued | $442,379,000 | 10 |
| Collaterized mortgage obligations | $401,707,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $363,523,000 | 92 |
| Privately issued | $38,184,000 | 183 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,218,236,000 | 30 |
| Available-for-sale securities (fair market value) | $1,868,563,000 | 115 |
| Total debt securities | $3,086,799,000 | 84 |
| Structured notes | ||
| Amortized cost | $303,089,000 | 6 |
| Fair value | $300,536,000 | 6 |
| Trading account assets | $2,514,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,988,054,000 | 83 |
| U.S. Government securities | $1,708,485,000 | 104 |
| U.S. Treasury securities | $21,180,000 | 213 |
| U.S. Government agency obligations | $1,687,305,000 | 100 |
| Securities issued by states & political subdivisions | $321,446,000 | 38 |
| Other domestic debt securities | $957,873,000 | 54 |
| Privately issued residential mortgage-backed securities | $472,765,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $485,108,000 | 15 |
| Foreign debt securities | $250,000 | 157 |
| 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 | $1,084,156,000 | 102 |
| Mortgage-backed securities | $1,863,262,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,537,175,000 | 59 |
| Issued or guaranteed by U.S. | $1,104,553,000 | 72 |
| Privately issued | $432,622,000 | 10 |
| Collaterized mortgage obligations | $326,087,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $285,944,000 | 99 |
| Privately issued | $40,143,000 | 167 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,212,049,000 | 27 |
| Available-for-sale securities (fair market value) | $1,776,005,000 | 115 |
| Total debt securities | $2,988,054,000 | 81 |
| Structured notes | ||
| Amortized cost | $342,324,000 | 7 |
| Fair value | $341,066,000 | 7 |
| Trading account assets | $2,346,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,145,438,000 | 85 |
| U.S. Government securities | $1,818,396,000 | 103 |
| U.S. Treasury securities | $21,124,000 | 225 |
| U.S. Government agency obligations | $1,797,272,000 | 98 |
| Securities issued by states & political subdivisions | $350,118,000 | 34 |
| Other domestic debt securities | $976,674,000 | 51 |
| Privately issued residential mortgage-backed securities | $511,424,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $465,250,000 | 14 |
| Foreign debt securities | $250,000 | 161 |
| 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 | $1,007,242,000 | 102 |
| Mortgage-backed securities | $1,975,890,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,667,034,000 | 55 |
| Issued or guaranteed by U.S. | $1,198,917,000 | 72 |
| Privately issued | $468,117,000 | 9 |
| Collaterized mortgage obligations | $308,856,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $265,549,000 | 106 |
| Privately issued | $43,307,000 | 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) | $1,254,398,000 | 24 |
| Available-for-sale securities (fair market value) | $1,891,040,000 | 114 |
| Total debt securities | $3,145,438,000 | 83 |
| Structured notes | ||
| Amortized cost | $342,408,000 | 9 |
| Fair value | $333,349,000 | 9 |
| Trading account assets | $2,174,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,972,909,000 | 84 |
| U.S. Government securities | $1,663,299,000 | 106 |
| U.S. Treasury securities | $21,309,000 | 215 |
| U.S. Government agency obligations | $1,641,990,000 | 99 |
| Securities issued by states & political subdivisions | $308,473,000 | 39 |
| Other domestic debt securities | $1,000,862,000 | 56 |
| Privately issued residential mortgage-backed securities | $558,268,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $442,594,000 | 19 |
| Foreign debt securities | $275,000 | 164 |
| 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 | $989,852,000 | 106 |
| Mortgage-backed securities | $1,909,564,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,618,950,000 | 56 |
| Issued or guaranteed by U.S. | $1,113,271,000 | 73 |
| Privately issued | $505,679,000 | 10 |
| Collaterized mortgage obligations | $290,614,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $238,025,000 | 124 |
| Privately issued | $52,589,000 | 151 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,234,395,000 | 25 |
| Available-for-sale securities (fair market value) | $1,738,514,000 | 119 |
| Total debt securities | $2,972,909,000 | 81 |
| Structured notes | ||
| Amortized cost | $243,076,000 | 8 |
| Fair value | $245,719,000 | 8 |
| Trading account assets | $2,446,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,834,460,000 | 90 |
| U.S. Government securities | $1,702,818,000 | 109 |
| U.S. Treasury securities | $21,289,000 | 234 |
| U.S. Government agency obligations | $1,681,529,000 | 105 |
| Securities issued by states & political subdivisions | $278,469,000 | 43 |
| Other domestic debt securities | $852,898,000 | 47 |
| Privately issued residential mortgage-backed securities | $460,023,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $392,875,000 | 19 |
| Foreign debt securities | $275,000 | 172 |
| 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 | $898,863,000 | 105 |
| Mortgage-backed securities | $1,934,436,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,716,339,000 | 53 |
| Issued or guaranteed by U.S. | $1,269,549,000 | 63 |
| Privately issued | $446,790,000 | 10 |
| Collaterized mortgage obligations | $218,097,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $204,864,000 | 150 |
| Privately issued | $13,233,000 | 208 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,176,812,000 | 25 |
| Available-for-sale securities (fair market value) | $1,657,648,000 | 119 |
| Total debt securities | $2,834,460,000 | 90 |
| Structured notes | ||
| Amortized cost | $208,384,000 | 10 |
| Fair value | $207,116,000 | 10 |
| Trading account assets | $4,252,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,688,914,000 | 93 |
| U.S. Government securities | $1,610,456,000 | 110 |
| U.S. Treasury securities | $21,346,000 | 236 |
| U.S. Government agency obligations | $1,589,110,000 | 105 |
| Securities issued by states & political subdivisions | $274,283,000 | 46 |
| Other domestic debt securities | $803,900,000 | 45 |
| Privately issued residential mortgage-backed securities | $410,136,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $393,764,000 | 22 |
| Foreign debt securities | $275,000 | 179 |
| 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 | $808,722,000 | 105 |
| Mortgage-backed securities | $1,826,532,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,568,060,000 | 56 |
| Issued or guaranteed by U.S. | $1,176,993,000 | 66 |
| Privately issued | $391,067,000 | 9 |
| Collaterized mortgage obligations | $258,472,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $239,403,000 | 137 |
| Privately issued | $19,069,000 | 182 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,188,062,000 | 24 |
| Available-for-sale securities (fair market value) | $1,500,852,000 | 123 |
| Total debt securities | $2,688,914,000 | 93 |
| Structured notes | ||
| Amortized cost | $172,849,000 | 10 |
| Fair value | $172,714,000 | 10 |
| Trading account assets | $2,976,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,547,629,000 | 95 |
| U.S. Government securities | $1,452,530,000 | 117 |
| U.S. Treasury securities | $21,436,000 | 235 |
| U.S. Government agency obligations | $1,431,094,000 | 111 |
| Securities issued by states & political subdivisions | $254,119,000 | 50 |
| Other domestic debt securities | $840,680,000 | 39 |
| Privately issued residential mortgage-backed securities | $445,887,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $394,793,000 | 23 |
| Foreign debt securities | $300,000 | 173 |
| 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 | $737,664,000 | 106 |
| Mortgage-backed securities | $1,682,604,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,422,933,000 | 61 |
| Issued or guaranteed by U.S. | $1,007,349,000 | 73 |
| Privately issued | $415,584,000 | 7 |
| Collaterized mortgage obligations | $259,671,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $229,368,000 | 156 |
| Privately issued | $30,303,000 | 144 |
| 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) | $534,033,000 | 44 |
| Available-for-sale securities (fair market value) | $2,013,596,000 | 105 |
| Total debt securities | $2,547,629,000 | 94 |
| Structured notes | ||
| Amortized cost | $192,870,000 | 7 |
| Fair value | $194,378,000 | 7 |
| Trading account assets | $3,525,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,644,937,000 | 93 |
| U.S. Government securities | $1,486,197,000 | 118 |
| U.S. Treasury securities | $21,336,000 | 250 |
| U.S. Government agency obligations | $1,464,861,000 | 114 |
| Securities issued by states & political subdivisions | $250,385,000 | 49 |
| Other domestic debt securities | $907,955,000 | 40 |
| Privately issued residential mortgage-backed securities | $512,036,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $395,919,000 | 26 |
| Foreign debt securities | $400,000 | 161 |
| 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 | $898,114,000 | 93 |
| Mortgage-backed securities | $1,894,653,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,504,807,000 | 61 |
| Issued or guaranteed by U.S. | $1,061,482,000 | 75 |
| Privately issued | $443,325,000 | 7 |
| Collaterized mortgage obligations | $389,846,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $321,135,000 | 119 |
| Privately issued | $68,711,000 | 104 |
| 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) | $534,264,000 | 48 |
| Available-for-sale securities (fair market value) | $2,110,673,000 | 105 |
| Total debt securities | $2,644,937,000 | 92 |
| Structured notes | ||
| Amortized cost | $81,531,000 | 11 |
| Fair value | $82,244,000 | 11 |
| Trading account assets | $2,437,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,541,936,000 | 93 |
| U.S. Government securities | $1,519,123,000 | 113 |
| U.S. Treasury securities | $31,384,000 | 188 |
| U.S. Government agency obligations | $1,487,739,000 | 109 |
| Securities issued by states & political subdivisions | $239,348,000 | 50 |
| Other domestic debt securities | $783,065,000 | 47 |
| Privately issued residential mortgage-backed securities | $390,590,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $392,475,000 | 26 |
| Foreign debt securities | $400,000 | 160 |
| 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 | $685,995,000 | 106 |
| Mortgage-backed securities | $1,790,137,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,329,876,000 | 61 |
| Issued or guaranteed by U.S. | $1,059,024,000 | 71 |
| Privately issued | $270,852,000 | 8 |
| Collaterized mortgage obligations | $460,261,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $340,523,000 | 108 |
| Privately issued | $119,738,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $525,066,000 | 50 |
| Available-for-sale securities (fair market value) | $2,016,870,000 | 104 |
| Total debt securities | $2,541,936,000 | 92 |
| Structured notes | ||
| Amortized cost | $87,554,000 | 10 |
| Fair value | $88,192,000 | 10 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,403,252,000 | 90 |
| U.S. Government securities | $1,674,288,000 | 90 |
| U.S. Treasury securities | $9,372,000 | 492 |
| U.S. Government agency obligations | $1,664,916,000 | 86 |
| Securities issued by states & political subdivisions | $220,999,000 | 52 |
| Other domestic debt securities | $507,465,000 | 64 |
| Privately issued residential mortgage-backed securities | $180,302,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $327,163,000 | 26 |
| Foreign debt securities | $500,000 | 154 |
| 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 | $626,034,000 | 104 |
| Mortgage-backed securities | $1,838,800,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,342,259,000 | 58 |
| Issued or guaranteed by U.S. | $1,307,211,000 | 58 |
| Privately issued | $35,048,000 | 35 |
| Collaterized mortgage obligations | $496,541,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $351,287,000 | 93 |
| Privately issued | $145,254,000 | 67 |
| 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) | $451,006,000 | 54 |
| Available-for-sale securities (fair market value) | $1,952,246,000 | 96 |
| Total debt securities | $2,403,252,000 | 89 |
| Structured notes | ||
| Amortized cost | $6,342,000 | 51 |
| Fair value | $6,418,000 | 51 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,324,442,000 | 139 |
| U.S. Government securities | $831,488,000 | 146 |
| U.S. Treasury securities | $13,979,000 | 484 |
| U.S. Government agency obligations | $817,509,000 | 141 |
| Securities issued by states & political subdivisions | $138,496,000 | 86 |
| Other domestic debt securities | $325,826,000 | 80 |
| Privately issued residential mortgage-backed securities | $19,681,000 | 194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $306,145,000 | 37 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $28,632,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $362,379,000 | 161 |
| Mortgage-backed securities | $762,562,000 | 123 |
| Certificates of participation in pools of residential mortgages | $578,704,000 | 96 |
| Issued or guaranteed by U.S. | $578,423,000 | 94 |
| Privately issued | $281,000 | 214 |
| Collaterized mortgage obligations | $183,858,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $164,458,000 | 149 |
| Privately issued | $19,400,000 | 169 |
| 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) | $304,792,000 | 97 |
| Available-for-sale securities (fair market value) | $1,019,650,000 | 136 |
| Total debt securities | $1,295,810,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,301,012,000 | 147 |
| U.S. Government securities | $825,018,000 | 153 |
| U.S. Treasury securities | $20,819,000 | 453 |
| U.S. Government agency obligations | $804,199,000 | 147 |
| Securities issued by states & political subdivisions | $162,293,000 | 59 |
| Other domestic debt securities | $287,464,000 | 92 |
| Privately issued residential mortgage-backed securities | $19,507,000 | 220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $267,957,000 | 52 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $26,237,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $282,064,000 | 215 |
| Mortgage-backed securities | $749,896,000 | 134 |
| Certificates of participation in pools of residential mortgages | $543,319,000 | 105 |
| Issued or guaranteed by U.S. | $542,987,000 | 103 |
| Privately issued | $332,000 | 200 |
| Collaterized mortgage obligations | $206,577,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $187,402,000 | 156 |
| Privately issued | $19,175,000 | 186 |
| 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) | $325,265,000 | 99 |
| Available-for-sale securities (fair market value) | $975,747,000 | 146 |
| Total debt securities | $1,274,775,000 | 147 |
| Structured notes | ||
| Amortized cost | $167,000 | 1,240 |
| Fair value | $157,000 | 1,243 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,093,716,000 | 153 |
| U.S. Government securities | $801,096,000 | 155 |
| U.S. Treasury securities | $11,087,000 | 1,172 |
| U.S. Government agency obligations | $790,009,000 | 140 |
| Securities issued by states & political subdivisions | $151,000,000 | 64 |
| Other domestic debt securities | $117,440,000 | 144 |
| Privately issued residential mortgage-backed securities | $5,518,000 | 360 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $111,922,000 | 81 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $24,180,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,286,000 | 351 |
| Mortgage-backed securities | $761,713,000 | 131 |
| Certificates of participation in pools of residential mortgages | $570,460,000 | 100 |
| Issued or guaranteed by U.S. | $570,065,000 | 98 |
| Privately issued | $395,000 | 222 |
| Collaterized mortgage obligations | $191,253,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $186,130,000 | 147 |
| Privately issued | $5,123,000 | 310 |
| 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) | $213,230,000 | 140 |
| Available-for-sale securities (fair market value) | $880,486,000 | 140 |
| Total debt securities | $1,069,536,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,149,985,000 | 142 |
| U.S. Government securities | $914,767,000 | 149 |
| U.S. Treasury securities | $107,337,000 | 185 |
| U.S. Government agency obligations | $807,430,000 | 136 |
| Securities issued by states & political subdivisions | $200,568,000 | 37 |
| Other domestic debt securities | $12,620,000 | 496 |
| Privately issued residential mortgage-backed securities | $12,425,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $195,000 | 2,390 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $22,030,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,392,000 | 315 |
| Mortgage-backed securities | $802,848,000 | 125 |
| Certificates of participation in pools of residential mortgages | $644,331,000 | 98 |
| Issued or guaranteed by U.S. | $643,808,000 | 94 |
| Privately issued | $523,000 | 240 |
| Collaterized mortgage obligations | $158,517,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $146,615,000 | 167 |
| Privately issued | $11,902,000 | 151 |
| 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) | $139,522,000 | 267 |
| Available-for-sale securities (fair market value) | $1,010,463,000 | 118 |
| Total debt securities | $1,127,955,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $1,148,952,000 | 151 |
| U.S. Government securities | $867,397,000 | 159 |
| U.S. Treasury securities | $120,932,000 | 205 |
| U.S. Government agency obligations | $746,465,000 | 143 |
| Securities issued by states & political subdivisions | $259,844,000 | 28 |
| Other domestic debt securities | $5,742,000 | 818 |
| Privately issued residential mortgage-backed securities | $4,547,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,195,000 | 1,406 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $15,969,000 | 275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,913,000 | 460 |
| Mortgage-backed securities | $751,012,000 | 136 |
| Certificates of participation in pools of residential mortgages | $700,366,000 | 100 |
| Issued or guaranteed by U.S. | $699,795,000 | 92 |
| Privately issued | $571,000 | 293 |
| Collaterized mortgage obligations | $50,646,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $46,670,000 | 389 |
| Privately issued | $3,976,000 | 281 |
| 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) | $193,585,000 | 214 |
| Available-for-sale securities (fair market value) | $955,367,000 | 119 |
| Total debt securities | $1,132,983,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,404,843,000 | 135 |
| U.S. Government securities | $1,068,996,000 | 142 |
| U.S. Treasury securities | $167,442,000 | 174 |
| U.S. Government agency obligations | $901,554,000 | 122 |
| Securities issued by states & political subdivisions | $310,741,000 | 22 |
| Other domestic debt securities | $18,170,000 | 466 |
| Privately issued residential mortgage-backed securities | $16,884,000 | 224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,286,000 | 1,717 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $6,936,000 | 549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,704,000 | 362 |
| Mortgage-backed securities | $902,776,000 | 120 |
| Certificates of participation in pools of residential mortgages | $842,137,000 | 84 |
| Issued or guaranteed by U.S. | $841,466,000 | 76 |
| Privately issued | $671,000 | 328 |
| Collaterized mortgage obligations | $60,639,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $44,426,000 | 443 |
| Privately issued | $16,213,000 | 153 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $258,909,000 | 184 |
| Available-for-sale securities (fair market value) | $1,145,934,000 | 108 |
| Total debt securities | $1,397,907,000 | 133 |
| Structured notes | ||
| Amortized cost | $7,945,000 | 400 |
| Fair value | $7,898,000 | 386 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,299,627,000 | 158 |
| U.S. Government securities | $944,259,000 | 172 |
| U.S. Treasury securities | $179,074,000 | 208 |
| U.S. Government agency obligations | $765,185,000 | 138 |
| Securities issued by states & political subdivisions | $326,344,000 | 21 |
| Other domestic debt securities | $27,404,000 | 378 |
| Privately issued residential mortgage-backed securities | $26,624,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $780,000 | 2,455 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,620,000 | 1,503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,384,000 | 362 |
| Mortgage-backed securities | $775,521,000 | 142 |
| Certificates of participation in pools of residential mortgages | $704,346,000 | 98 |
| Issued or guaranteed by U.S. | $703,577,000 | 84 |
| Privately issued | $769,000 | 294 |
| Collaterized mortgage obligations | $71,175,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $45,320,000 | 477 |
| Privately issued | $25,855,000 | 123 |
| 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) | $844,526,000 | 148 |
| Available-for-sale securities (fair market value) | $455,101,000 | 162 |
| Total debt securities | $1,298,007,000 | 155 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,362,326,000 | 147 |
| U.S. Government securities | $1,012,522,000 | 160 |
| U.S. Treasury securities | $241,071,000 | 182 |
| U.S. Government agency obligations | $771,451,000 | 132 |
| Securities issued by states & political subdivisions | $283,756,000 | 29 |
| Other domestic debt securities | $64,959,000 | 239 |
| Privately issued residential mortgage-backed securities | $64,959,000 | 129 |
| 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 | $1,089,000 | 1,998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,301,000 | 501 |
| Mortgage-backed securities | $834,335,000 | 124 |
| Certificates of participation in pools of residential mortgages | $720,500,000 | 87 |
| Issued or guaranteed by U.S. | $720,345,000 | 70 |
| Privately issued | $155,000 | 554 |
| Collaterized mortgage obligations | $113,835,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $49,031,000 | 492 |
| Privately issued | $64,804,000 | 62 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,361,237,000 | 145 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $1,338,450,000 | 125 |
| U.S. Government securities | $983,687,000 | 148 |
| U.S. Treasury securities | $385,474,000 | 116 |
| U.S. Government agency obligations | $598,213,000 | 159 |
| Securities issued by states & political subdivisions | $222,392,000 | 32 |
| Other domestic debt securities | $131,701,000 | 141 |
| Privately issued residential mortgage-backed securities | $131,536,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $165,000 | 4,900 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $670,000 | 2,300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,987,000 | 443 |
| Mortgage-backed securities | $729,749,000 | 132 |
| Certificates of participation in pools of residential mortgages | $488,342,000 | 115 |
| Issued or guaranteed by U.S. | $488,176,000 | 91 |
| Privately issued | $166,000 | 642 |
| Collaterized mortgage obligations | $241,407,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $110,037,000 | 256 |
| Privately issued | $131,370,000 | 31 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,337,780,000 | 126 |
| 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 |