Home > CIBC Bank USA > Securities
CIBC Bank USA, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,923,183,000 | 57 |
| U.S. Government securities | $7,920,078,000 | 45 |
| U.S. Treasury securities | $6,056,773,000 | 22 |
| U.S. Government agency obligations | $1,863,305,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $3,137,000 | 1,563 |
| 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 | $3,137,000 | 1,153 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,618,000 | 714 |
| Mortgage-backed securities | $1,863,305,000 | 97 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $643,437,000 | 123 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,520,000 | 1,384 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $1,214,348,000 | 29 |
| Held to maturity securities (book value) | $2,852,032,000 | 49 |
| Available-for-sale securities (fair market value) | $5,071,183,000 | 60 |
| Total debt securities | $7,923,216,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $1,608,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,287,000 | 75 |
| 2023-09-30 | Rank | |
| Total securities | $7,539,588,000 | 59 |
| U.S. Government securities | $7,536,478,000 | 45 |
| U.S. Treasury securities | $5,627,451,000 | 23 |
| U.S. Government agency obligations | $1,909,027,000 | 103 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $3,141,000 | 1,548 |
| 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 | $3,141,000 | 1,147 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,603,000 | 594 |
| Mortgage-backed securities | $1,909,027,000 | 96 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $669,633,000 | 121 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,520,000 | 1,269 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $1,232,874,000 | 29 |
| Held to maturity securities (book value) | $2,986,227,000 | 46 |
| Available-for-sale securities (fair market value) | $4,553,392,000 | 69 |
| Total debt securities | $7,539,619,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $1,294,000 | 183 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $31,449,000 | 65 |
| 2023-06-30 | Rank | |
| Total securities | $7,242,024,000 | 64 |
| U.S. Government securities | $7,238,908,000 | 48 |
| U.S. Treasury securities | $5,248,541,000 | 21 |
| U.S. Government agency obligations | $1,990,367,000 | 105 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $3,144,000 | 1,555 |
| 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 | $3,144,000 | 1,161 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,339,000 | 257 |
| Mortgage-backed securities | $1,975,504,000 | 92 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $711,827,000 | 114 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,599,000 | 1,194 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $1,256,078,000 | 29 |
| Held to maturity securities (book value) | $3,027,258,000 | 45 |
| Available-for-sale securities (fair market value) | $4,214,794,000 | 71 |
| Total debt securities | $7,242,053,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $1,451,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $30,379,000 | 58 |
| 2023-03-31 | Rank | |
| Total securities | $7,707,895,000 | 63 |
| U.S. Government securities | $7,704,769,000 | 49 |
| U.S. Treasury securities | $5,654,321,000 | 22 |
| U.S. Government agency obligations | $2,050,448,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $3,148,000 | 1,600 |
| 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 | $3,148,000 | 1,192 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,172,000 | 627 |
| Mortgage-backed securities | $2,035,745,000 | 99 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $754,096,000 | 114 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,032,000 | 1,142 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,272,617,000 | 31 |
| Held to maturity securities (book value) | $3,062,303,000 | 47 |
| Available-for-sale securities (fair market value) | $4,645,614,000 | 70 |
| Total debt securities | $7,707,917,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $1,818,000 | 179 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,703,000 | 65 |
| 2022-12-31 | Rank | |
| Total securities | $7,793,048,000 | 68 |
| U.S. Government securities | $7,789,920,000 | 54 |
| U.S. Treasury securities | $5,691,450,000 | 23 |
| U.S. Government agency obligations | $2,098,470,000 | 106 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $3,152,000 | 1,620 |
| 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 | $3,152,000 | 1,200 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,871,000 | 508 |
| Mortgage-backed securities | $2,083,921,000 | 100 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $792,329,000 | 117 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,390,000 | 1,071 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,281,202,000 | 31 |
| Held to maturity securities (book value) | $2,993,597,000 | 50 |
| Available-for-sale securities (fair market value) | $4,799,475,000 | 76 |
| Total debt securities | $7,793,074,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $1,114,000 | 205 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $29,059,000 | 65 |
| 2022-09-30 | Rank | |
| Total securities | $7,731,150,000 | 71 |
| U.S. Government securities | $7,727,994,000 | 53 |
| U.S. Treasury securities | $5,609,314,000 | 24 |
| U.S. Government agency obligations | $2,118,680,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $3,156,000 | 1,589 |
| 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 | $3,156,000 | 1,205 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,720,000 | 445 |
| Mortgage-backed securities | $2,104,244,000 | 103 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $831,272,000 | 113 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,924,000 | 1,025 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,261,048,000 | 36 |
| Held to maturity securities (book value) | $2,850,805,000 | 49 |
| Available-for-sale securities (fair market value) | $4,880,345,000 | 77 |
| Total debt securities | $7,731,149,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $1,328,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $32,358,000 | 65 |
| 2022-06-30 | Rank | |
| Total securities | $7,814,910,000 | 71 |
| U.S. Government securities | $7,811,750,000 | 54 |
| U.S. Treasury securities | $5,657,029,000 | 25 |
| U.S. Government agency obligations | $2,154,721,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $3,160,000 | 1,515 |
| 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 | $3,160,000 | 1,219 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,532,000 | 435 |
| Mortgage-backed securities | $2,140,178,000 | 107 |
| Certificates of participation in pools of residential mortgages | $904,172,000 | 112 |
| Issued or guaranteed by U.S. | $904,172,000 | 111 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $13,838,000 | 1,040 |
| CMOs issued by government agencies or sponsored agencies | $13,838,000 | 964 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,222,168,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,222,168,000 | 45 |
| Held to maturity securities (book value) | $2,522,771,000 | 53 |
| Available-for-sale securities (fair market value) | $5,292,139,000 | 74 |
| Total debt securities | $7,814,909,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $546,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $15,148,000 | 74 |
| 2022-03-31 | Rank | |
| Total securities | $7,751,236,000 | 71 |
| U.S. Government securities | $7,748,072,000 | 58 |
| U.S. Treasury securities | $5,576,767,000 | 23 |
| U.S. Government agency obligations | $2,171,305,000 | 111 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $3,164,000 | 1,498 |
| 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 | $3,164,000 | 1,198 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,813,000 | 429 |
| Mortgage-backed securities | $2,156,682,000 | 109 |
| Certificates of participation in pools of residential mortgages | $958,090,000 | 114 |
| Issued or guaranteed by U.S. | $958,090,000 | 112 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $16,229,000 | 972 |
| CMOs issued by government agencies or sponsored agencies | $16,229,000 | 900 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,182,363,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,182,363,000 | 47 |
| Held to maturity securities (book value) | $2,303,918,000 | 50 |
| Available-for-sale securities (fair market value) | $5,447,318,000 | 79 |
| Total debt securities | $7,751,234,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $4,252,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,645,000 | 79 |
| 2021-12-31 | Rank | |
| Total securities | $6,880,169,000 | 74 |
| U.S. Government securities | $6,877,001,000 | 59 |
| U.S. Treasury securities | $4,664,883,000 | 24 |
| U.S. Government agency obligations | $2,212,118,000 | 117 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $3,168,000 | 1,454 |
| 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 | $3,168,000 | 1,137 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,928,000 | 402 |
| Mortgage-backed securities | $2,197,218,000 | 115 |
| Certificates of participation in pools of residential mortgages | $1,057,036,000 | 107 |
| Issued or guaranteed by U.S. | $1,057,036,000 | 106 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $18,757,000 | 856 |
| CMOs issued by government agencies or sponsored agencies | $18,757,000 | 803 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,121,425,000 | 61 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,121,425,000 | 47 |
| Held to maturity securities (book value) | $1,740,787,000 | 45 |
| Available-for-sale securities (fair market value) | $5,139,382,000 | 80 |
| Total debt securities | $6,880,169,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $23,353,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,963,000 | 109 |
| 2021-09-30 | Rank | |
| Total securities | $6,787,931,000 | 73 |
| U.S. Government securities | $6,784,759,000 | 58 |
| U.S. Treasury securities | $4,563,957,000 | 26 |
| U.S. Government agency obligations | $2,220,802,000 | 113 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $3,172,000 | 1,403 |
| 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 | $3,172,000 | 1,079 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,691,000 | 384 |
| Mortgage-backed securities | $2,205,814,000 | 111 |
| Certificates of participation in pools of residential mortgages | $1,162,127,000 | 100 |
| Issued or guaranteed by U.S. | $1,162,127,000 | 100 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $21,587,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $21,587,000 | 726 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,022,100,000 | 61 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,022,100,000 | 44 |
| Held to maturity securities (book value) | $1,701,231,000 | 44 |
| Available-for-sale securities (fair market value) | $5,086,700,000 | 77 |
| Total debt securities | $6,787,932,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $35,607,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,695,000 | 108 |
| 2021-06-30 | Rank | |
| Total securities | $6,434,596,000 | 73 |
| U.S. Government securities | $6,431,421,000 | 59 |
| U.S. Treasury securities | $4,155,483,000 | 26 |
| U.S. Government agency obligations | $2,275,938,000 | 109 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $3,175,000 | 1,370 |
| 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 | $3,175,000 | 1,021 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,950,000 | 402 |
| Mortgage-backed securities | $2,260,953,000 | 105 |
| Certificates of participation in pools of residential mortgages | $1,276,465,000 | 92 |
| Issued or guaranteed by U.S. | $1,276,465,000 | 92 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $24,564,000 | 661 |
| CMOs issued by government agencies or sponsored agencies | $24,564,000 | 629 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $959,924,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $959,924,000 | 47 |
| Held to maturity securities (book value) | $1,707,659,000 | 40 |
| Available-for-sale securities (fair market value) | $4,726,937,000 | 77 |
| Total debt securities | $6,434,596,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $41,712,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,448,000 | 112 |
| 2021-03-31 | Rank | |
| Total securities | $6,433,783,000 | 72 |
| U.S. Government securities | $6,430,125,000 | 59 |
| U.S. Treasury securities | $4,095,698,000 | 24 |
| U.S. Government agency obligations | $2,334,427,000 | 103 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $3,658,000 | 1,278 |
| 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 | $3,658,000 | 918 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,422,000 | 357 |
| Mortgage-backed securities | $2,319,431,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,416,281,000 | 84 |
| Issued or guaranteed by U.S. | $1,416,281,000 | 84 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $27,718,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $27,718,000 | 568 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $875,432,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $875,432,000 | 47 |
| Held to maturity securities (book value) | $1,711,723,000 | 39 |
| Available-for-sale securities (fair market value) | $4,722,060,000 | 74 |
| Total debt securities | $6,433,783,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $46,120,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,130,000 | 111 |
| 2020-12-31 | Rank | |
| Total securities | $6,398,785,000 | 66 |
| U.S. Government securities | $6,394,949,000 | 54 |
| U.S. Treasury securities | $3,978,874,000 | 24 |
| U.S. Government agency obligations | $2,416,075,000 | 98 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $3,836,000 | 1,208 |
| 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 | $3,836,000 | 871 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,788,000 | 336 |
| Mortgage-backed securities | $2,401,046,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,559,118,000 | 74 |
| Issued or guaranteed by U.S. | $1,559,118,000 | 74 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $31,185,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $31,185,000 | 529 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $810,743,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $810,743,000 | 49 |
| Held to maturity securities (book value) | $1,738,560,000 | 39 |
| Available-for-sale securities (fair market value) | $4,660,225,000 | 75 |
| Total debt securities | $6,398,785,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $58,650,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,266,000 | 115 |
| 2020-09-30 | Rank | |
| Total securities | $5,984,098,000 | 66 |
| U.S. Government securities | $5,980,090,000 | 59 |
| U.S. Treasury securities | $3,457,817,000 | 28 |
| U.S. Government agency obligations | $2,522,273,000 | 93 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $4,008,000 | 1,133 |
| 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 | $4,008,000 | 795 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,786,000 | 243 |
| Mortgage-backed securities | $2,507,268,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,724,183,000 | 63 |
| Issued or guaranteed by U.S. | $1,724,183,000 | 63 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $34,892,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $34,892,000 | 483 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $748,193,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $748,193,000 | 52 |
| Held to maturity securities (book value) | $1,780,746,000 | 37 |
| Available-for-sale securities (fair market value) | $4,203,352,000 | 73 |
| Total debt securities | $5,984,099,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $71,445,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,790,000 | 108 |
| 2020-06-30 | Rank | |
| Total securities | $5,106,984,000 | 71 |
| U.S. Government securities | $5,102,795,000 | 62 |
| U.S. Treasury securities | $2,452,283,000 | 29 |
| U.S. Government agency obligations | $2,650,512,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $4,179,000 | 1,052 |
| 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 | $4,179,000 | 743 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $345,554,000 | 226 |
| Mortgage-backed securities | $2,650,512,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,883,071,000 | 57 |
| Issued or guaranteed by U.S. | $1,883,071,000 | 57 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $39,103,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $39,103,000 | 467 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $728,338,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $728,338,000 | 47 |
| Held to maturity securities (book value) | $1,866,477,000 | 37 |
| Available-for-sale securities (fair market value) | $3,240,497,000 | 90 |
| Total debt securities | $5,106,974,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $84,515,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,379,000 | 107 |
| 2020-03-31 | Rank | |
| Total securities | $4,852,803,000 | 68 |
| U.S. Government securities | $4,848,443,000 | 58 |
| U.S. Treasury securities | $2,147,140,000 | 28 |
| U.S. Government agency obligations | $2,701,303,000 | 77 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $4,350,000 | 998 |
| 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 | $4,350,000 | 667 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,955,635,000 | 38 |
| Mortgage-backed securities | $2,701,303,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,976,062,000 | 55 |
| Issued or guaranteed by U.S. | $1,976,062,000 | 55 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $42,586,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $42,586,000 | 446 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $682,655,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $682,655,000 | 49 |
| Held to maturity securities (book value) | $1,882,727,000 | 38 |
| Available-for-sale securities (fair market value) | $2,970,066,000 | 90 |
| Total debt securities | $4,852,793,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $84,417,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,594,000 | 99 |
| 2019-12-31 | Rank | |
| Total securities | $5,171,640,000 | 67 |
| U.S. Government securities | $5,160,265,000 | 56 |
| U.S. Treasury securities | $2,355,229,000 | 28 |
| U.S. Government agency obligations | $2,805,036,000 | 71 |
| Securities issued by states & political subdivisions | $6,835,000 | 2,708 |
| Other domestic debt securities | $4,521,000 | 939 |
| 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 | $4,521,000 | 626 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $329,272,000 | 211 |
| Mortgage-backed securities | $2,805,036,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,072,065,000 | 53 |
| Issued or guaranteed by U.S. | $2,072,065,000 | 53 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $46,111,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $46,111,000 | 423 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $686,860,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $686,860,000 | 46 |
| Held to maturity securities (book value) | $1,950,405,000 | 42 |
| Available-for-sale securities (fair market value) | $3,221,216,000 | 84 |
| Total debt securities | $5,171,621,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $37,037,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,069,000 | 91 |
| 2019-09-30 | Rank | |
| Total securities | $4,766,833,000 | 71 |
| U.S. Government securities | $4,746,364,000 | 59 |
| U.S. Treasury securities | $1,799,368,000 | 35 |
| U.S. Government agency obligations | $2,946,996,000 | 66 |
| Securities issued by states & political subdivisions | $15,758,000 | 1,798 |
| Other domestic debt securities | $4,692,000 | 914 |
| 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 | $4,692,000 | 619 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $360,729,000 | 197 |
| Mortgage-backed securities | $2,931,996,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,193,533,000 | 50 |
| Issued or guaranteed by U.S. | $2,193,533,000 | 50 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $50,097,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $50,097,000 | 401 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $688,366,000 | 56 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $688,366,000 | 45 |
| Held to maturity securities (book value) | $2,024,422,000 | 47 |
| Available-for-sale securities (fair market value) | $2,742,392,000 | 91 |
| Total debt securities | $4,766,814,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $47,465,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,044,000 | 89 |
| 2019-06-30 | Rank | |
| Total securities | $4,660,102,000 | 68 |
| U.S. Government securities | $4,617,348,000 | 57 |
| U.S. Treasury securities | $1,550,572,000 | 35 |
| U.S. Government agency obligations | $3,066,776,000 | 64 |
| Securities issued by states & political subdivisions | $37,872,000 | 871 |
| Other domestic debt securities | $4,863,000 | 895 |
| 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 | $4,863,000 | 626 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $332,256,000 | 213 |
| Mortgage-backed securities | $3,041,821,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,310,135,000 | 45 |
| Issued or guaranteed by U.S. | $2,310,135,000 | 45 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $54,253,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $54,253,000 | 373 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $677,433,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $677,433,000 | 42 |
| Held to maturity securities (book value) | $2,083,319,000 | 45 |
| Available-for-sale securities (fair market value) | $2,576,764,000 | 91 |
| Total debt securities | $4,660,083,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $38,628,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,169,000 | 88 |
| 2019-03-31 | Rank | |
| Total securities | $4,870,482,000 | 68 |
| U.S. Government securities | $4,625,926,000 | 56 |
| U.S. Treasury securities | $1,537,016,000 | 37 |
| U.S. Government agency obligations | $3,088,910,000 | 63 |
| Securities issued by states & political subdivisions | $239,502,000 | 114 |
| Other domestic debt securities | $5,035,000 | 872 |
| 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 | $5,035,000 | 612 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $340,074,000 | 214 |
| Mortgage-backed securities | $3,064,041,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,383,919,000 | 44 |
| Issued or guaranteed by U.S. | $2,383,919,000 | 44 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $58,457,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $58,457,000 | 351 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $621,665,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $621,665,000 | 44 |
| Held to maturity securities (book value) | $2,089,204,000 | 46 |
| Available-for-sale securities (fair market value) | $2,781,259,000 | 85 |
| Total debt securities | $4,823,081,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $14,709,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,878,000 | 69 |
| 2018-12-31 | Rank | |
| Total securities | $4,531,800,000 | 69 |
| U.S. Government securities | $4,267,237,000 | 59 |
| U.S. Treasury securities | $1,230,948,000 | 39 |
| U.S. Government agency obligations | $3,036,289,000 | 65 |
| Securities issued by states & political subdivisions | $259,358,000 | 104 |
| Other domestic debt securities | $5,205,000 | 832 |
| 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 | $5,205,000 | 594 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $393,068,000 | 196 |
| Mortgage-backed securities | $2,991,466,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,316,429,000 | 46 |
| Issued or guaranteed by U.S. | $2,316,429,000 | 46 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $62,357,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $62,357,000 | 337 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $612,680,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $612,680,000 | 43 |
| Held to maturity securities (book value) | $2,059,827,000 | 47 |
| Available-for-sale securities (fair market value) | $2,471,973,000 | 94 |
| Total debt securities | $4,531,800,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $4,378,982,000 | 69 |
| U.S. Government securities | $4,107,635,000 | 61 |
| U.S. Treasury securities | $1,094,301,000 | 37 |
| U.S. Government agency obligations | $3,013,334,000 | 64 |
| Securities issued by states & political subdivisions | $265,470,000 | 106 |
| Other domestic debt securities | $5,377,000 | 787 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $5,377,000 | 582 |
| Foreign debt securities | $500,000 | 242 |
| 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 | $328,630,000 | 220 |
| Mortgage-backed securities | $2,968,519,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,331,922,000 | 46 |
| Issued or guaranteed by U.S. | $2,331,922,000 | 46 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $66,396,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $66,396,000 | 312 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $570,201,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $570,201,000 | 42 |
| Held to maturity securities (book value) | $2,032,020,000 | 47 |
| Available-for-sale securities (fair market value) | $2,346,962,000 | 97 |
| Total debt securities | $4,378,982,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $4,229,800,000 | 69 |
| U.S. Government securities | $3,950,211,000 | 62 |
| U.S. Treasury securities | $995,531,000 | 37 |
| U.S. Government agency obligations | $2,954,680,000 | 63 |
| Securities issued by states & political subdivisions | $273,541,000 | 104 |
| Other domestic debt securities | $5,548,000 | 888 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $5,548,000 | 578 |
| Foreign debt securities | $500,000 | 242 |
| 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 | $282,968,000 | 242 |
| Mortgage-backed securities | $2,909,817,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,286,734,000 | 50 |
| Issued or guaranteed by U.S. | $2,286,734,000 | 50 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $72,025,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $72,025,000 | 295 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $551,058,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $551,058,000 | 41 |
| Held to maturity securities (book value) | $1,994,825,000 | 48 |
| Available-for-sale securities (fair market value) | $2,234,975,000 | 98 |
| Total debt securities | $4,229,800,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $4,114,856,000 | 69 |
| U.S. Government securities | $3,825,984,000 | 62 |
| U.S. Treasury securities | $926,531,000 | 37 |
| U.S. Government agency obligations | $2,899,453,000 | 64 |
| Securities issued by states & political subdivisions | $282,653,000 | 103 |
| Other domestic debt securities | $5,719,000 | 772 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $5,719,000 | 585 |
| Foreign debt securities | $500,000 | 234 |
| 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 | $295,084,000 | 239 |
| Mortgage-backed securities | $2,854,506,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,262,641,000 | 51 |
| Issued or guaranteed by U.S. | $2,262,641,000 | 51 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $78,732,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $78,732,000 | 284 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $513,133,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $513,133,000 | 41 |
| Held to maturity securities (book value) | $1,935,412,000 | 49 |
| Available-for-sale securities (fair market value) | $2,179,444,000 | 98 |
| Total debt securities | $4,114,856,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $4,035,467,000 | 67 |
| U.S. Government securities | $3,733,308,000 | 60 |
| U.S. Treasury securities | $836,799,000 | 37 |
| U.S. Government agency obligations | $2,896,509,000 | 63 |
| Securities issued by states & political subdivisions | $295,771,000 | 103 |
| Other domestic debt securities | $5,889,000 | 758 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $5,889,000 | 569 |
| Foreign debt securities | $499,000 | 240 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $305,694,000 | 233 |
| Mortgage-backed securities | $2,851,318,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,288,804,000 | 51 |
| Issued or guaranteed by U.S. | $2,288,804,000 | 51 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $84,858,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $84,858,000 | 270 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $477,656,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $477,656,000 | 43 |
| Held to maturity securities (book value) | $1,909,012,000 | 45 |
| Available-for-sale securities (fair market value) | $2,126,455,000 | 97 |
| Total debt securities | $4,035,467,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $16,806,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $16,806,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $9,499,000 | 62 |
| 2017-09-30 | Rank | |
| Total securities | $4,076,379,000 | 66 |
| U.S. Government securities | $3,710,695,000 | 60 |
| U.S. Treasury securities | $768,127,000 | 38 |
| U.S. Government agency obligations | $2,942,568,000 | 63 |
| Securities issued by states & political subdivisions | $359,124,000 | 82 |
| Other domestic debt securities | $6,061,000 | 757 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $6,061,000 | 575 |
| Foreign debt securities | $499,000 | 256 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $329,559,000 | 230 |
| Mortgage-backed securities | $2,897,040,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,402,480,000 | 47 |
| Issued or guaranteed by U.S. | $2,402,480,000 | 47 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $91,837,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $91,837,000 | 260 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $402,723,000 | 56 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $402,723,000 | 48 |
| Held to maturity securities (book value) | $1,895,061,000 | 46 |
| Available-for-sale securities (fair market value) | $2,181,318,000 | 91 |
| Total debt securities | $4,076,379,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $27,002,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $27,002,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $13,102,000 | 54 |
| 2017-06-30 | Rank | |
| Total securities | $4,042,933,000 | 65 |
| U.S. Government securities | $3,597,995,000 | 63 |
| U.S. Treasury securities | $668,471,000 | 41 |
| U.S. Government agency obligations | $2,929,524,000 | 64 |
| Securities issued by states & political subdivisions | $438,087,000 | 70 |
| Other domestic debt securities | $6,351,000 | 755 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $6,351,000 | 569 |
| Foreign debt securities | $500,000 | 252 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $340,690,000 | 217 |
| Mortgage-backed securities | $2,883,840,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,421,088,000 | 47 |
| Issued or guaranteed by U.S. | $2,421,088,000 | 46 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $100,217,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $100,217,000 | 253 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $362,535,000 | 64 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $362,535,000 | 52 |
| Held to maturity securities (book value) | $1,825,968,000 | 43 |
| Available-for-sale securities (fair market value) | $2,216,965,000 | 90 |
| Total debt securities | $4,042,934,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $26,215,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $26,215,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $14,294,000 | 54 |
| 2017-03-31 | Rank | |
| Total securities | $3,914,138,000 | 65 |
| U.S. Government securities | $3,440,172,000 | 62 |
| U.S. Treasury securities | $592,897,000 | 44 |
| U.S. Government agency obligations | $2,847,275,000 | 66 |
| Securities issued by states & political subdivisions | $466,930,000 | 68 |
| Other domestic debt securities | $6,536,000 | 757 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $6,536,000 | 572 |
| Foreign debt securities | $500,000 | 251 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,730,000 | 219 |
| Mortgage-backed securities | $2,801,454,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,355,167,000 | 46 |
| Issued or guaranteed by U.S. | $2,355,167,000 | 45 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $107,891,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $107,891,000 | 245 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $338,396,000 | 64 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $338,396,000 | 51 |
| Held to maturity securities (book value) | $1,801,973,000 | 45 |
| Available-for-sale securities (fair market value) | $2,112,165,000 | 91 |
| Total debt securities | $3,914,138,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $20,396,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $20,396,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $15,304,000 | 52 |
| 2016-12-31 | Rank | |
| Total securities | $3,751,648,000 | 65 |
| U.S. Government securities | $3,283,930,000 | 63 |
| U.S. Treasury securities | $542,295,000 | 45 |
| U.S. Government agency obligations | $2,741,635,000 | 67 |
| Securities issued by states & political subdivisions | $463,599,000 | 65 |
| Other domestic debt securities | $3,619,000 | 1,009 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $3,619,000 | 769 |
| Foreign debt securities | $500,000 | 249 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,488,000 | 213 |
| Mortgage-backed securities | $2,695,695,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,265,160,000 | 46 |
| Issued or guaranteed by U.S. | $2,265,160,000 | 45 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $115,913,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $115,913,000 | 224 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $314,622,000 | 64 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $314,622,000 | 53 |
| Held to maturity securities (book value) | $1,738,123,000 | 47 |
| Available-for-sale securities (fair market value) | $2,013,525,000 | 93 |
| Total debt securities | $3,751,648,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $24,829,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $24,829,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $17,804,000 | 52 |
| 2016-09-30 | Rank | |
| Total securities | $3,594,334,000 | 67 |
| U.S. Government securities | $3,114,061,000 | 64 |
| U.S. Treasury securities | $477,601,000 | 43 |
| U.S. Government agency obligations | $2,636,460,000 | 67 |
| Securities issued by states & political subdivisions | $475,968,000 | 62 |
| Other domestic debt securities | $3,805,000 | 992 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $3,805,000 | 760 |
| Foreign debt securities | $500,000 | 252 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $398,542,000 | 186 |
| Mortgage-backed securities | $2,589,904,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,186,028,000 | 44 |
| Issued or guaranteed by U.S. | $2,186,028,000 | 43 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $125,781,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $125,781,000 | 221 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $278,095,000 | 64 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $278,095,000 | 52 |
| Held to maturity securities (book value) | $1,633,235,000 | 47 |
| Available-for-sale securities (fair market value) | $1,961,099,000 | 94 |
| Total debt securities | $3,594,334,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $57,085,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $57,085,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $18,933,000 | 62 |
| 2016-06-30 | Rank | |
| Total securities | $3,299,970,000 | 73 |
| U.S. Government securities | $2,829,011,000 | 68 |
| U.S. Treasury securities | $377,866,000 | 47 |
| U.S. Government agency obligations | $2,451,145,000 | 71 |
| Securities issued by states & political subdivisions | $466,469,000 | 65 |
| Other domestic debt securities | $3,990,000 | 979 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,990,000 | 742 |
| Foreign debt securities | $500,000 | 251 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,009,000 | 108 |
| Mortgage-backed securities | $2,404,251,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,007,887,000 | 49 |
| Issued or guaranteed by U.S. | $2,007,887,000 | 47 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $134,342,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $134,342,000 | 214 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $262,022,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $262,022,000 | 56 |
| Held to maturity securities (book value) | $1,435,334,000 | 53 |
| Available-for-sale securities (fair market value) | $1,864,636,000 | 96 |
| Total debt securities | $3,299,969,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $73,728,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $73,728,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $27,049,000 | 57 |
| 2016-03-31 | Rank | |
| Total securities | $3,288,608,000 | 73 |
| U.S. Government securities | $2,821,173,000 | 69 |
| U.S. Treasury securities | $350,905,000 | 48 |
| U.S. Government agency obligations | $2,470,268,000 | 69 |
| Securities issued by states & political subdivisions | $462,760,000 | 59 |
| Other domestic debt securities | $4,175,000 | 963 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,175,000 | 717 |
| Foreign debt securities | $500,000 | 247 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $437,905,000 | 175 |
| Mortgage-backed securities | $2,423,481,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,032,903,000 | 49 |
| Issued or guaranteed by U.S. | $2,032,903,000 | 47 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $142,598,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $142,598,000 | 208 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $247,980,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $247,980,000 | 56 |
| Held to maturity securities (book value) | $1,456,760,000 | 51 |
| Available-for-sale securities (fair market value) | $1,831,848,000 | 95 |
| Total debt securities | $3,288,608,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $54,085,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $54,085,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $22,215,000 | 55 |
| 2015-12-31 | Rank | |
| Total securities | $3,120,649,000 | 77 |
| U.S. Government securities | $2,647,752,000 | 73 |
| U.S. Treasury securities | $321,651,000 | 50 |
| U.S. Government agency obligations | $2,326,101,000 | 70 |
| Securities issued by states & political subdivisions | $468,044,000 | 56 |
| Other domestic debt securities | $4,353,000 | 930 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,353,000 | 697 |
| Foreign debt securities | $500,000 | 233 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $421,937,000 | 182 |
| Mortgage-backed securities | $2,280,003,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,899,601,000 | 52 |
| Issued or guaranteed by U.S. | $1,899,601,000 | 50 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $150,680,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $150,680,000 | 200 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $229,722,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $229,722,000 | 55 |
| Held to maturity securities (book value) | $1,355,283,000 | 53 |
| Available-for-sale securities (fair market value) | $1,765,366,000 | 96 |
| Total debt securities | $3,120,018,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $35,331,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $35,331,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $17,849,000 | 56 |
| 2015-09-30 | Rank | |
| Total securities | $2,997,359,000 | 78 |
| U.S. Government securities | $2,538,959,000 | 75 |
| U.S. Treasury securities | $269,734,000 | 52 |
| U.S. Government agency obligations | $2,269,225,000 | 71 |
| Securities issued by states & political subdivisions | $453,847,000 | 58 |
| Other domestic debt securities | $4,553,000 | 917 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,553,000 | 681 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $481,886,000 | 157 |
| Mortgage-backed securities | $2,222,491,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,842,606,000 | 53 |
| Issued or guaranteed by U.S. | $1,842,606,000 | 51 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $161,721,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $161,721,000 | 193 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $218,164,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $218,164,000 | 54 |
| Held to maturity securities (book value) | $1,293,433,000 | 53 |
| Available-for-sale securities (fair market value) | $1,703,926,000 | 96 |
| Total debt securities | $2,997,359,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $47,302,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $47,302,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $21,605,000 | 56 |
| 2015-06-30 | Rank | |
| Total securities | $2,897,353,000 | 78 |
| U.S. Government securities | $2,479,287,000 | 74 |
| U.S. Treasury securities | $268,895,000 | 50 |
| U.S. Government agency obligations | $2,210,392,000 | 73 |
| Securities issued by states & political subdivisions | $413,524,000 | 62 |
| Other domestic debt securities | $4,542,000 | 927 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $4,542,000 | 692 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $541,710,000 | 142 |
| Mortgage-backed securities | $2,163,969,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,781,521,000 | 52 |
| Issued or guaranteed by U.S. | $1,781,521,000 | 50 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $173,438,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $173,438,000 | 190 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $209,010,000 | 66 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $209,010,000 | 52 |
| Held to maturity securities (book value) | $1,199,120,000 | 55 |
| Available-for-sale securities (fair market value) | $1,698,233,000 | 94 |
| Total debt securities | $2,897,353,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $41,960,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $41,960,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $24,072,000 | 48 |
| 2015-03-31 | Rank | |
| Total securities | $2,791,090,000 | 80 |
| U.S. Government securities | $2,407,386,000 | 73 |
| U.S. Treasury securities | $244,556,000 | 51 |
| U.S. Government agency obligations | $2,162,830,000 | 74 |
| Securities issued by states & political subdivisions | $383,204,000 | 67 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $500,000 | 250 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $383,494,000 | 190 |
| Mortgage-backed securities | $2,116,025,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,739,055,000 | 52 |
| Issued or guaranteed by U.S. | $1,739,055,000 | 50 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $186,038,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $186,038,000 | 183 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $190,932,000 | 67 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $190,932,000 | 53 |
| Held to maturity securities (book value) | $1,159,853,000 | 56 |
| Available-for-sale securities (fair market value) | $1,631,237,000 | 97 |
| Total debt securities | $2,791,090,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $48,045,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $48,045,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $26,400,000 | 52 |
| 2014-12-31 | Rank | |
| Total securities | $2,774,629,000 | 76 |
| U.S. Government securities | $2,425,748,000 | 73 |
| U.S. Treasury securities | $268,263,000 | 48 |
| U.S. Government agency obligations | $2,157,485,000 | 72 |
| Securities issued by states & political subdivisions | $348,381,000 | 71 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $500,000 | 227 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $353,135,000 | 200 |
| Mortgage-backed securities | $2,111,227,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,731,314,000 | 51 |
| Issued or guaranteed by U.S. | $1,731,314,000 | 49 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $196,892,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $196,892,000 | 177 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $183,021,000 | 67 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $183,021,000 | 52 |
| Held to maturity securities (book value) | $1,129,285,000 | 56 |
| Available-for-sale securities (fair market value) | $1,645,344,000 | 96 |
| Total debt securities | $2,774,629,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $39,038,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $39,038,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $24,556,000 | 48 |
| 2014-09-30 | Rank | |
| Total securities | $2,613,756,000 | 78 |
| U.S. Government securities | $2,293,490,000 | 73 |
| U.S. Treasury securities | $168,353,000 | 55 |
| U.S. Government agency obligations | $2,125,137,000 | 71 |
| Securities issued by states & political subdivisions | $319,766,000 | 77 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $500,000 | 228 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $374,076,000 | 184 |
| Mortgage-backed securities | $2,079,203,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,692,951,000 | 50 |
| Issued or guaranteed by U.S. | $1,692,951,000 | 48 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $210,390,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $210,390,000 | 170 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $175,862,000 | 67 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $175,862,000 | 50 |
| Held to maturity securities (book value) | $1,072,002,000 | 56 |
| Available-for-sale securities (fair market value) | $1,541,754,000 | 102 |
| Total debt securities | $2,613,755,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $33,721,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $33,721,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $23,935,000 | 41 |
| 2014-06-30 | Rank | |
| Total securities | $2,593,963,000 | 80 |
| U.S. Government securities | $2,301,550,000 | 73 |
| U.S. Treasury securities | $143,458,000 | 52 |
| U.S. Government agency obligations | $2,158,092,000 | 73 |
| Securities issued by states & political subdivisions | $291,913,000 | 79 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $500,000 | 230 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,092,000 | 180 |
| Mortgage-backed securities | $2,111,758,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,713,586,000 | 50 |
| Issued or guaranteed by U.S. | $1,713,586,000 | 48 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $223,899,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $223,899,000 | 163 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $174,273,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $174,273,000 | 48 |
| Held to maturity securities (book value) | $1,066,216,000 | 57 |
| Available-for-sale securities (fair market value) | $1,527,747,000 | 103 |
| Total debt securities | $2,593,963,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $42,912,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $42,912,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $32,844,000 | 39 |
| 2014-03-31 | Rank | |
| Total securities | $2,600,620,000 | 81 |
| U.S. Government securities | $2,326,694,000 | 71 |
| U.S. Treasury securities | $166,914,000 | 44 |
| U.S. Government agency obligations | $2,159,780,000 | 71 |
| Securities issued by states & political subdivisions | $273,426,000 | 83 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $500,000 | 227 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $545,626,000 | 143 |
| Mortgage-backed securities | $2,113,978,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,711,655,000 | 48 |
| Issued or guaranteed by U.S. | $1,711,655,000 | 46 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $232,703,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $232,703,000 | 159 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $169,620,000 | 61 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $169,620,000 | 48 |
| Held to maturity securities (book value) | $1,023,214,000 | 56 |
| Available-for-sale securities (fair market value) | $1,577,406,000 | 99 |
| Total debt securities | $2,600,620,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $42,967,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $42,967,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $35,339,000 | 36 |
| 2013-12-31 | Rank | |
| Total securities | $2,523,912,000 | 82 |
| U.S. Government securities | $2,247,678,000 | 71 |
| U.S. Treasury securities | $142,575,000 | 45 |
| U.S. Government agency obligations | $2,105,103,000 | 70 |
| Securities issued by states & political subdivisions | $275,734,000 | 82 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $500,000 | 223 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,403,000 | 178 |
| Mortgage-backed securities | $2,059,575,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,651,517,000 | 47 |
| Issued or guaranteed by U.S. | $1,651,517,000 | 45 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $243,451,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $243,451,000 | 152 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $164,607,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $164,607,000 | 47 |
| Held to maturity securities (book value) | $921,436,000 | 56 |
| Available-for-sale securities (fair market value) | $1,602,476,000 | 100 |
| Total debt securities | $2,523,910,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $47,060,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $47,060,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $41,785,000 | 36 |
| 2013-09-30 | Rank | |
| Total securities | $2,542,364,000 | 85 |
| U.S. Government securities | $2,266,755,000 | 72 |
| U.S. Treasury securities | $155,673,000 | 42 |
| U.S. Government agency obligations | $2,111,082,000 | 69 |
| Securities issued by states & political subdivisions | $275,109,000 | 76 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $500,000 | 232 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,431,000 | 172 |
| Mortgage-backed securities | $2,065,136,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,660,341,000 | 48 |
| Issued or guaranteed by U.S. | $1,660,341,000 | 46 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $255,312,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $255,312,000 | 149 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $149,483,000 | 61 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $149,483,000 | 46 |
| Held to maturity securities (book value) | $931,342,000 | 52 |
| Available-for-sale securities (fair market value) | $1,611,022,000 | 97 |
| Total debt securities | $2,542,364,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $57,771,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $57,771,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $55,933,000 | 29 |
| 2013-06-30 | Rank | |
| Total securities | $2,535,867,000 | 83 |
| U.S. Government securities | $2,279,062,000 | 70 |
| U.S. Treasury securities | $181,920,000 | 41 |
| U.S. Government agency obligations | $2,097,142,000 | 72 |
| Securities issued by states & political subdivisions | $256,305,000 | 78 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $500,000 | 225 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $392,429,000 | 179 |
| Mortgage-backed securities | $2,051,410,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,641,126,000 | 46 |
| Issued or guaranteed by U.S. | $1,641,126,000 | 44 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $268,723,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $268,723,000 | 140 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $141,561,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $141,561,000 | 45 |
| Held to maturity securities (book value) | $955,688,000 | 44 |
| Available-for-sale securities (fair market value) | $1,580,179,000 | 102 |
| Total debt securities | $2,535,867,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $57,361,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $57,361,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $62,014,000 | 30 |
| 2013-03-31 | Rank | |
| Total securities | $2,417,427,000 | 86 |
| U.S. Government securities | $2,169,504,000 | 74 |
| U.S. Treasury securities | $116,593,000 | 47 |
| U.S. Government agency obligations | $2,052,911,000 | 77 |
| Securities issued by states & political subdivisions | $247,423,000 | 79 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $500,000 | 233 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $415,915,000 | 172 |
| Mortgage-backed securities | $2,005,133,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,598,496,000 | 50 |
| Issued or guaranteed by U.S. | $1,598,496,000 | 48 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $295,261,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $295,261,000 | 133 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $111,376,000 | 61 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $111,376,000 | 46 |
| Held to maturity securities (book value) | $959,994,000 | 40 |
| Available-for-sale securities (fair market value) | $1,457,433,000 | 109 |
| Total debt securities | $2,417,427,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $81,805,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $81,805,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $84,210,000 | 32 |
| 2012-12-31 | Rank | |
| Total securities | $2,314,887,000 | 92 |
| U.S. Government securities | $2,087,882,000 | 77 |
| U.S. Treasury securities | $115,262,000 | 53 |
| U.S. Government agency obligations | $1,972,620,000 | 80 |
| Securities issued by states & political subdivisions | $226,505,000 | 87 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $500,000 | 231 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $455,591,000 | 161 |
| Mortgage-backed securities | $1,972,620,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,571,739,000 | 48 |
| Issued or guaranteed by U.S. | $1,571,739,000 | 47 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $315,200,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $315,200,000 | 130 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $85,681,000 | 65 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $85,681,000 | 48 |
| Held to maturity securities (book value) | $863,727,000 | 41 |
| Available-for-sale securities (fair market value) | $1,451,160,000 | 106 |
| Total debt securities | $2,314,887,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $90,405,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $90,405,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $93,029,000 | 32 |
| 2012-09-30 | Rank | |
| Total securities | $2,335,446,000 | 88 |
| U.S. Government securities | $2,116,602,000 | 78 |
| U.S. Treasury securities | $88,295,000 | 64 |
| U.S. Government agency obligations | $2,028,307,000 | 78 |
| Securities issued by states & political subdivisions | $218,344,000 | 89 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $500,000 | 230 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,152,000 | 145 |
| Mortgage-backed securities | $2,028,307,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,694,217,000 | 48 |
| Issued or guaranteed by U.S. | $1,694,217,000 | 47 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $291,381,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $291,381,000 | 152 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $42,709,000 | 86 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $42,709,000 | 63 |
| Held to maturity securities (book value) | $784,930,000 | 43 |
| Available-for-sale securities (fair market value) | $1,550,516,000 | 101 |
| Total debt securities | $2,335,446,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $104,697,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $104,697,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $108,094,000 | 33 |
| 2012-06-30 | Rank | |
| Total securities | $2,318,926,000 | 87 |
| U.S. Government securities | $2,120,341,000 | 77 |
| U.S. Treasury securities | $88,253,000 | 64 |
| U.S. Government agency obligations | $2,032,088,000 | 77 |
| Securities issued by states & political subdivisions | $198,085,000 | 98 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $500,000 | 218 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,937,000 | 148 |
| Mortgage-backed securities | $2,032,088,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,709,325,000 | 48 |
| Issued or guaranteed by U.S. | $1,709,325,000 | 47 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $305,268,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $305,268,000 | 146 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $17,495,000 | 132 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $17,495,000 | 79 |
| Held to maturity securities (book value) | $693,277,000 | 48 |
| Available-for-sale securities (fair market value) | $1,625,649,000 | 101 |
| Total debt securities | $2,318,926,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $102,613,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $102,613,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $105,773,000 | 32 |
| 2012-03-31 | Rank | |
| Total securities | $2,303,715,000 | 93 |
| U.S. Government securities | $2,128,219,000 | 79 |
| U.S. Treasury securities | $87,942,000 | 60 |
| U.S. Government agency obligations | $2,040,277,000 | 76 |
| Securities issued by states & political subdivisions | $174,996,000 | 112 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $500,000 | 161 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,682,000 | 152 |
| Mortgage-backed securities | $2,040,277,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,710,717,000 | 50 |
| Issued or guaranteed by U.S. | $1,710,717,000 | 49 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $329,560,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $329,560,000 | 137 |
| 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) | $598,066,000 | 51 |
| Available-for-sale securities (fair market value) | $1,705,649,000 | 102 |
| Total debt securities | $2,303,715,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $97,805,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $97,805,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $100,109,000 | 32 |
| 2011-12-31 | Rank | |
| Total securities | $2,273,608,000 | 93 |
| U.S. Government securities | $2,106,840,000 | 79 |
| U.S. Treasury securities | $61,522,000 | 75 |
| U.S. Government agency obligations | $2,045,318,000 | 78 |
| Securities issued by states & political subdivisions | $166,268,000 | 116 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $500,000 | 112 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $514,634,000 | 139 |
| Mortgage-backed securities | $2,035,284,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,679,285,000 | 52 |
| Issued or guaranteed by U.S. | $1,679,285,000 | 52 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $355,999,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $355,999,000 | 119 |
| 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) | $490,143,000 | 61 |
| Available-for-sale securities (fair market value) | $1,783,465,000 | 97 |
| Total debt securities | $2,273,608,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $101,676,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $101,676,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $104,140,000 | 32 |
| 2011-09-30 | Rank | |
| Total securities | $2,145,787,000 | 95 |
| U.S. Government securities | $1,995,587,000 | 79 |
| U.S. Treasury securities | $36,407,000 | 111 |
| U.S. Government agency obligations | $1,959,180,000 | 79 |
| Securities issued by states & political subdivisions | $149,700,000 | 126 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $500,000 | 108 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $609,332,000 | 122 |
| Mortgage-backed securities | $1,949,052,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,565,368,000 | 57 |
| Issued or guaranteed by U.S. | $1,565,368,000 | 57 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $383,684,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $383,684,000 | 106 |
| 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) | $273,200,000 | 88 |
| Available-for-sale securities (fair market value) | $1,872,587,000 | 93 |
| Total debt securities | $2,145,787,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $111,248,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $111,248,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $113,968,000 | 32 |
| 2011-06-30 | Rank | |
| Total securities | $2,057,290,000 | 99 |
| U.S. Government securities | $1,912,306,000 | 84 |
| U.S. Treasury securities | $36,338,000 | 119 |
| U.S. Government agency obligations | $1,875,968,000 | 83 |
| Securities issued by states & political subdivisions | $144,484,000 | 123 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $500,000 | 103 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $606,702,000 | 122 |
| Mortgage-backed securities | $1,865,737,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,358,700,000 | 63 |
| Issued or guaranteed by U.S. | $1,358,700,000 | 63 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $507,037,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $507,037,000 | 83 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $2,057,290,000 | 86 |
| Total debt securities | $2,057,290,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $93,453,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $93,453,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $95,043,000 | 34 |
| 2011-03-31 | Rank | |
| Total securities | $1,892,304,000 | 107 |
| U.S. Government securities | $1,737,553,000 | 92 |
| U.S. Treasury securities | $9,951,000 | 338 |
| U.S. Government agency obligations | $1,727,602,000 | 90 |
| Securities issued by states & political subdivisions | $154,251,000 | 108 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $500,000 | 95 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $562,896,000 | 131 |
| Mortgage-backed securities | $1,717,271,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,268,753,000 | 65 |
| Issued or guaranteed by U.S. | $1,268,753,000 | 64 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $448,518,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $448,518,000 | 89 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,892,304,000 | 93 |
| Total debt securities | $1,892,304,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $87,273,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $87,273,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $88,351,000 | 33 |
| 2010-12-31 | Rank | |
| Total securities | $1,881,786,000 | 104 |
| U.S. Government securities | $1,709,178,000 | 88 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,709,178,000 | 86 |
| Securities issued by states & political subdivisions | $172,108,000 | 96 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $500,000 | 89 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $656,305,000 | 117 |
| Mortgage-backed securities | $1,698,752,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,247,030,000 | 65 |
| Issued or guaranteed by U.S. | $1,247,030,000 | 63 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $451,722,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $451,722,000 | 85 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $1,881,786,000 | 90 |
| Total debt securities | $1,881,786,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $100,250,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $100,250,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $102,018,000 | 32 |
| 2010-09-30 | Rank | |
| Total securities | $2,033,527,000 | 95 |
| U.S. Government securities | $1,847,810,000 | 81 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,847,810,000 | 77 |
| Securities issued by states & political subdivisions | $185,217,000 | 85 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $500,000 | 86 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $802,017,000 | 101 |
| Mortgage-backed securities | $1,837,335,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,299,491,000 | 61 |
| Issued or guaranteed by U.S. | $1,299,491,000 | 59 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $537,844,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $537,844,000 | 69 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $2,033,527,000 | 83 |
| Total debt securities | $2,033,527,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $128,891,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $128,891,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $132,594,000 | 33 |
| 2010-06-30 | Rank | |
| Total securities | $2,029,962,000 | 91 |
| U.S. Government securities | $1,848,138,000 | 79 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,848,138,000 | 76 |
| Securities issued by states & political subdivisions | $181,324,000 | 79 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $500,000 | 82 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $771,841,000 | 104 |
| Mortgage-backed securities | $1,837,622,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,299,172,000 | 60 |
| Issued or guaranteed by U.S. | $1,299,172,000 | 60 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $538,450,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $538,450,000 | 66 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $2,029,962,000 | 79 |
| Total debt securities | $2,029,962,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $113,493,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $113,493,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $116,599,000 | 32 |
| 2010-03-31 | Rank | |
| Total securities | $1,769,138,000 | 101 |
| U.S. Government securities | $1,376,641,000 | 94 |
| U.S. Treasury securities | $16,863,000 | 210 |
| U.S. Government agency obligations | $1,359,778,000 | 94 |
| Securities issued by states & political subdivisions | $189,088,000 | 80 |
| Other domestic debt securities | $203,409,000 | 105 |
| Privately issued residential mortgage-backed securities | $203,409,000 | 60 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $775,025,000 | 101 |
| Mortgage-backed securities | $1,552,796,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,175,595,000 | 63 |
| Issued or guaranteed by U.S. | $1,175,595,000 | 62 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $377,201,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $173,792,000 | 165 |
| Privately issued | $203,409,000 | 57 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $1,769,138,000 | 86 |
| Total debt securities | $1,769,138,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $85,152,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $85,152,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $86,873,000 | 33 |
| 2009-12-31 | Rank | |
| Total securities | $1,569,541,000 | 115 |
| U.S. Government securities | $1,268,659,000 | 97 |
| U.S. Treasury securities | $16,970,000 | 186 |
| U.S. Government agency obligations | $1,251,689,000 | 95 |
| Securities issued by states & political subdivisions | $174,174,000 | 84 |
| Other domestic debt securities | $126,708,000 | 151 |
| Privately issued residential mortgage-backed securities | $126,708,000 | 86 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $726,759,000 | 103 |
| Mortgage-backed securities | $1,368,082,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,215,950,000 | 62 |
| Issued or guaranteed by U.S. | $1,215,950,000 | 59 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $152,132,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $25,424,000 | 646 |
| Privately issued | $126,708,000 | 82 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $1,569,541,000 | 96 |
| Total debt securities | $1,569,541,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $71,540,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $71,540,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $71,958,000 | 34 |
| 2009-09-30 | Rank | |
| Total securities | $1,648,313,000 | 116 |
| U.S. Government securities | $1,330,209,000 | 100 |
| U.S. Treasury securities | $17,070,000 | 166 |
| U.S. Government agency obligations | $1,313,139,000 | 98 |
| Securities issued by states & political subdivisions | $184,266,000 | 84 |
| Other domestic debt securities | $133,838,000 | 153 |
| Privately issued residential mortgage-backed securities | $133,838,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $755,565,000 | 105 |
| Mortgage-backed securities | $1,401,501,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,236,802,000 | 58 |
| Issued or guaranteed by U.S. | $1,236,802,000 | 57 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $164,699,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $30,861,000 | 548 |
| Privately issued | $133,838,000 | 84 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $1,648,313,000 | 94 |
| Total debt securities | $1,648,313,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $83,784,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $83,784,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $85,097,000 | 36 |
| 2009-06-30 | Rank | |
| Total securities | $1,443,648,000 | 126 |
| U.S. Government securities | $1,113,500,000 | 108 |
| U.S. Treasury securities | $17,140,000 | 164 |
| U.S. Government agency obligations | $1,096,360,000 | 105 |
| Securities issued by states & political subdivisions | $181,902,000 | 83 |
| Other domestic debt securities | $148,246,000 | 152 |
| Privately issued residential mortgage-backed securities | $148,246,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $686,946,000 | 116 |
| Mortgage-backed securities | $1,244,606,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,052,807,000 | 66 |
| Issued or guaranteed by U.S. | $1,052,807,000 | 65 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $191,799,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $43,553,000 | 408 |
| Privately issued | $148,246,000 | 84 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,443,648,000 | 106 |
| Total debt securities | $1,443,648,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,258,748,000 | 135 |
| U.S. Government securities | $980,571,000 | 119 |
| U.S. Treasury securities | $126,490,000 | 40 |
| U.S. Government agency obligations | $854,081,000 | 123 |
| Securities issued by states & political subdivisions | $136,851,000 | 104 |
| Other domestic debt securities | $141,326,000 | 159 |
| Privately issued residential mortgage-backed securities | $138,614,000 | 108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,712,000 | 968 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $728,063,000 | 112 |
| Mortgage-backed securities | $992,695,000 | 109 |
| Certificates of participation in pools of residential mortgages | $798,403,000 | 86 |
| Issued or guaranteed by U.S. | $798,403,000 | 85 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $194,292,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $55,678,000 | 322 |
| Privately issued | $138,614,000 | 100 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $1,258,748,000 | 118 |
| Total debt securities | $1,258,748,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,297,079,000 | 124 |
| U.S. Government securities | $985,453,000 | 118 |
| U.S. Treasury securities | $127,670,000 | 33 |
| U.S. Government agency obligations | $857,783,000 | 125 |
| Securities issued by states & political subdivisions | $164,422,000 | 87 |
| Other domestic debt securities | $144,976,000 | 152 |
| Privately issued residential mortgage-backed securities | $142,256,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,720,000 | 932 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,228,000 | 530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,618,000 | 105 |
| Mortgage-backed securities | $1,000,039,000 | 109 |
| Certificates of participation in pools of residential mortgages | $788,828,000 | 84 |
| Issued or guaranteed by U.S. | $788,828,000 | 82 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $211,211,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $68,955,000 | 272 |
| Privately issued | $142,256,000 | 93 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $1,297,079,000 | 106 |
| Total debt securities | $1,294,851,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $761,607,000 | 182 |
| U.S. Government securities | $478,996,000 | 193 |
| U.S. Treasury securities | $119,866,000 | 32 |
| U.S. Government agency obligations | $359,130,000 | 249 |
| Securities issued by states & political subdivisions | $146,751,000 | 88 |
| Other domestic debt securities | $135,860,000 | 161 |
| Privately issued residential mortgage-backed securities | $132,423,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,437,000 | 806 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $410,037,000 | 163 |
| Mortgage-backed securities | $491,553,000 | 171 |
| Certificates of participation in pools of residential mortgages | $288,294,000 | 167 |
| Issued or guaranteed by U.S. | $288,294,000 | 160 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $203,259,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $70,836,000 | 243 |
| Privately issued | $132,423,000 | 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $761,607,000 | 159 |
| Total debt securities | $761,607,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $569,324,000 | 243 |
| U.S. Government securities | $274,341,000 | 317 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $274,341,000 | 308 |
| Securities issued by states & political subdivisions | $153,540,000 | 94 |
| Other domestic debt securities | $141,443,000 | 167 |
| Privately issued residential mortgage-backed securities | $138,090,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,353,000 | 896 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $335,984,000 | 198 |
| Mortgage-backed securities | $412,431,000 | 201 |
| Certificates of participation in pools of residential mortgages | $192,509,000 | 241 |
| Issued or guaranteed by U.S. | $192,509,000 | 234 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $219,922,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $81,832,000 | 218 |
| Privately issued | $138,090,000 | 101 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $569,324,000 | 205 |
| Total debt securities | $569,324,000 | 238 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $459,163,000 | 287 |
| U.S. Government securities | $169,541,000 | 502 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $169,541,000 | 493 |
| Securities issued by states & political subdivisions | $162,285,000 | 88 |
| Other domestic debt securities | $127,337,000 | 176 |
| Privately issued residential mortgage-backed securities | $124,024,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,313,000 | 887 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $360,581,000 | 194 |
| Mortgage-backed securities | $293,565,000 | 260 |
| Certificates of participation in pools of residential mortgages | $74,587,000 | 521 |
| Issued or guaranteed by U.S. | $74,587,000 | 515 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $218,978,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $94,954,000 | 200 |
| Privately issued | $124,024,000 | 105 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $459,163,000 | 246 |
| Total debt securities | $459,163,000 | 276 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $443,546,000 | 289 |
| U.S. Government securities | $168,604,000 | 515 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $168,604,000 | 503 |
| Securities issued by states & political subdivisions | $174,811,000 | 82 |
| Other domestic debt securities | $100,131,000 | 201 |
| Privately issued residential mortgage-backed securities | $96,134,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,997,000 | 764 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,007,000 | 193 |
| Mortgage-backed securities | $264,738,000 | 259 |
| Certificates of participation in pools of residential mortgages | $59,806,000 | 575 |
| Issued or guaranteed by U.S. | $59,806,000 | 567 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $204,932,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $108,798,000 | 181 |
| Privately issued | $96,134,000 | 125 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $443,546,000 | 250 |
| Total debt securities | $443,546,000 | 279 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $416,000,000 | 320 |
| U.S. Government securities | $162,929,000 | 527 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $162,929,000 | 514 |
| Securities issued by states & political subdivisions | $174,536,000 | 84 |
| Other domestic debt securities | $78,535,000 | 239 |
| Privately issued residential mortgage-backed securities | $74,488,000 | 160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,047,000 | 729 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,043,000 | 188 |
| Mortgage-backed securities | $237,417,000 | 280 |
| Certificates of participation in pools of residential mortgages | $46,422,000 | 698 |
| Issued or guaranteed by U.S. | $46,422,000 | 689 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $190,995,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $116,507,000 | 169 |
| Privately issued | $74,488,000 | 149 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $416,000,000 | 265 |
| Total debt securities | $416,000,000 | 308 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $411,021,000 | 330 |
| U.S. Government securities | $172,524,000 | 504 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $172,524,000 | 492 |
| Securities issued by states & political subdivisions | $175,138,000 | 81 |
| Other domestic debt securities | $63,359,000 | 262 |
| Privately issued residential mortgage-backed securities | $62,355,000 | 171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,004,000 | 1,306 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $353,020,000 | 195 |
| Mortgage-backed securities | $234,879,000 | 285 |
| Certificates of participation in pools of residential mortgages | $42,069,000 | 750 |
| Issued or guaranteed by U.S. | $42,069,000 | 741 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $192,810,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $130,455,000 | 163 |
| Privately issued | $62,355,000 | 159 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $411,021,000 | 279 |
| Total debt securities | $411,021,000 | 322 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $394,593,000 | 348 |
| U.S. Government securities | $159,480,000 | 558 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $159,480,000 | 539 |
| Securities issued by states & political subdivisions | $178,505,000 | 85 |
| Other domestic debt securities | $56,608,000 | 274 |
| Privately issued residential mortgage-backed securities | $55,600,000 | 178 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,008,000 | 1,332 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $358,628,000 | 197 |
| Mortgage-backed securities | $215,080,000 | 296 |
| Certificates of participation in pools of residential mortgages | $41,348,000 | 760 |
| Issued or guaranteed by U.S. | $41,348,000 | 751 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $173,732,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $118,132,000 | 169 |
| Privately issued | $55,600,000 | 166 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $394,593,000 | 288 |
| Total debt securities | $394,593,000 | 337 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $395,834,000 | 340 |
| U.S. Government securities | $156,307,000 | 585 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $156,307,000 | 570 |
| Securities issued by states & political subdivisions | $178,943,000 | 81 |
| Other domestic debt securities | $60,584,000 | 251 |
| Privately issued residential mortgage-backed securities | $59,577,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,007,000 | 1,356 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $359,979,000 | 196 |
| Mortgage-backed securities | $215,884,000 | 307 |
| Certificates of participation in pools of residential mortgages | $44,101,000 | 738 |
| Issued or guaranteed by U.S. | $44,101,000 | 730 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $171,783,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $112,206,000 | 184 |
| Privately issued | $59,577,000 | 154 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $395,834,000 | 280 |
| Total debt securities | $395,834,000 | 330 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $397,392,000 | 343 |
| U.S. Government securities | $163,859,000 | 579 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $163,859,000 | 561 |
| Securities issued by states & political subdivisions | $180,210,000 | 81 |
| Other domestic debt securities | $53,323,000 | 276 |
| Privately issued residential mortgage-backed securities | $51,134,000 | 178 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,189,000 | 997 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,853,000 | 203 |
| Mortgage-backed securities | $214,993,000 | 310 |
| Certificates of participation in pools of residential mortgages | $48,370,000 | 696 |
| Issued or guaranteed by U.S. | $48,370,000 | 687 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $166,623,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $115,489,000 | 185 |
| Privately issued | $51,134,000 | 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $397,392,000 | 284 |
| Total debt securities | $397,392,000 | 333 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $437,629,000 | 320 |
| U.S. Government securities | $184,417,000 | 521 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $184,417,000 | 502 |
| Securities issued by states & political subdivisions | $197,617,000 | 76 |
| Other domestic debt securities | $55,595,000 | 268 |
| Privately issued residential mortgage-backed securities | $53,955,000 | 168 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,640,000 | 1,183 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,082,000 | 210 |
| Mortgage-backed securities | $238,372,000 | 290 |
| Certificates of participation in pools of residential mortgages | $51,932,000 | 663 |
| Issued or guaranteed by U.S. | $51,932,000 | 657 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $186,440,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $132,485,000 | 166 |
| Privately issued | $53,955,000 | 157 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $437,629,000 | 268 |
| Total debt securities | $437,629,000 | 311 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $483,525,000 | 298 |
| U.S. Government securities | $220,077,000 | 460 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $220,077,000 | 442 |
| Securities issued by states & political subdivisions | $202,017,000 | 75 |
| Other domestic debt securities | $61,431,000 | 257 |
| Privately issued residential mortgage-backed securities | $59,821,000 | 164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,610,000 | 1,245 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $336,865,000 | 206 |
| Mortgage-backed securities | $279,898,000 | 270 |
| Certificates of participation in pools of residential mortgages | $53,877,000 | 654 |
| Issued or guaranteed by U.S. | $53,877,000 | 646 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $226,021,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $166,200,000 | 141 |
| Privately issued | $59,821,000 | 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $483,525,000 | 257 |
| Total debt securities | $483,525,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $499,890,000 | 299 |
| U.S. Government securities | $243,804,000 | 424 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $243,804,000 | 406 |
| Securities issued by states & political subdivisions | $202,474,000 | 75 |
| Other domestic debt securities | $53,612,000 | 287 |
| Privately issued residential mortgage-backed securities | $51,582,000 | 179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,030,000 | 1,168 |
| Foreign debt securities | $0 | 223 |
| 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 | $400,675,000 | 187 |
| Mortgage-backed securities | $295,386,000 | 268 |
| Certificates of participation in pools of residential mortgages | $59,004,000 | 613 |
| Issued or guaranteed by U.S. | $59,004,000 | 606 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $236,382,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $184,800,000 | 134 |
| Privately issued | $51,582,000 | 170 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $499,890,000 | 255 |
| Total debt securities | $499,890,000 | 291 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $512,524,000 | 295 |
| U.S. Government securities | $263,988,000 | 394 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $263,988,000 | 379 |
| Securities issued by states & political subdivisions | $197,201,000 | 76 |
| Other domestic debt securities | $51,335,000 | 290 |
| Privately issued residential mortgage-backed securities | $49,320,000 | 182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,015,000 | 1,224 |
| Foreign debt securities | $0 | 234 |
| 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 | $460,255,000 | 162 |
| Mortgage-backed securities | $313,308,000 | 259 |
| Certificates of participation in pools of residential mortgages | $65,635,000 | 568 |
| Issued or guaranteed by U.S. | $65,635,000 | 562 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $247,673,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $198,353,000 | 131 |
| Privately issued | $49,320,000 | 170 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $512,524,000 | 249 |
| Total debt securities | $512,524,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $541,164,000 | 279 |
| U.S. Government securities | $285,235,000 | 366 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $285,235,000 | 352 |
| Securities issued by states & political subdivisions | $195,688,000 | 73 |
| Other domestic debt securities | $60,241,000 | 262 |
| Privately issued residential mortgage-backed securities | $58,785,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,456,000 | 1,507 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $458,861,000 | 161 |
| Mortgage-backed securities | $344,020,000 | 250 |
| Certificates of participation in pools of residential mortgages | $82,202,000 | 487 |
| Issued or guaranteed by U.S. | $82,202,000 | 476 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $261,818,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $203,033,000 | 132 |
| Privately issued | $58,785,000 | 156 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $541,164,000 | 237 |
| Total debt securities | $541,164,000 | 272 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $524,676,000 | 290 |
| U.S. Government securities | $318,565,000 | 342 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $318,565,000 | 326 |
| Securities issued by states & political subdivisions | $197,483,000 | 70 |
| Other domestic debt securities | $8,628,000 | 843 |
| Privately issued residential mortgage-backed securities | $3,767,000 | 523 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,861,000 | 825 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,880,000 | 149 |
| Mortgage-backed securities | $322,332,000 | 258 |
| Certificates of participation in pools of residential mortgages | $56,037,000 | 662 |
| Issued or guaranteed by U.S. | $56,037,000 | 657 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $266,295,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $262,528,000 | 107 |
| Privately issued | $3,767,000 | 488 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $524,676,000 | 246 |
| Total debt securities | $524,676,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $501,173,000 | 309 |
| U.S. Government securities | $308,764,000 | 351 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $308,764,000 | 332 |
| Securities issued by states & political subdivisions | $185,745,000 | 73 |
| Other domestic debt securities | $6,664,000 | 1,001 |
| Privately issued residential mortgage-backed securities | $1,843,000 | 644 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,821,000 | 857 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $459,632,000 | 165 |
| Mortgage-backed securities | $310,607,000 | 267 |
| Certificates of participation in pools of residential mortgages | $57,587,000 | 670 |
| Issued or guaranteed by U.S. | $57,587,000 | 667 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $253,020,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $251,177,000 | 115 |
| Privately issued | $1,843,000 | 602 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $501,173,000 | 261 |
| Total debt securities | $501,173,000 | 296 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $491,985,000 | 311 |
| U.S. Government securities | $297,432,000 | 363 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $297,432,000 | 346 |
| Securities issued by states & political subdivisions | $186,976,000 | 71 |
| Other domestic debt securities | $7,577,000 | 926 |
| Privately issued residential mortgage-backed securities | $2,818,000 | 525 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,759,000 | 885 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $468,899,000 | 167 |
| Mortgage-backed securities | $300,250,000 | 274 |
| Certificates of participation in pools of residential mortgages | $62,739,000 | 631 |
| Issued or guaranteed by U.S. | $62,739,000 | 627 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $237,511,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $234,693,000 | 117 |
| Privately issued | $2,818,000 | 488 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $491,985,000 | 267 |
| Total debt securities | $491,985,000 | 300 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $453,538,000 | 342 |
| U.S. Government securities | $242,174,000 | 449 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $242,174,000 | 425 |
| Securities issued by states & political subdivisions | $203,490,000 | 66 |
| Other domestic debt securities | $7,874,000 | 930 |
| Privately issued residential mortgage-backed securities | $3,593,000 | 480 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,281,000 | 971 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,205,000 | 166 |
| Mortgage-backed securities | $231,512,000 | 340 |
| Certificates of participation in pools of residential mortgages | $67,452,000 | 622 |
| Issued or guaranteed by U.S. | $67,452,000 | 618 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $164,060,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $160,467,000 | 171 |
| Privately issued | $3,593,000 | 450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $453,538,000 | 297 |
| Total debt securities | $453,538,000 | 331 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $446,343,000 | 341 |
| U.S. Government securities | $233,956,000 | 468 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $233,956,000 | 449 |
| Securities issued by states & political subdivisions | $203,204,000 | 65 |
| Other domestic debt securities | $9,183,000 | 908 |
| Privately issued residential mortgage-backed securities | $4,678,000 | 465 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,505,000 | 1,019 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,227,000 | 188 |
| Mortgage-backed securities | $238,634,000 | 347 |
| Certificates of participation in pools of residential mortgages | $69,601,000 | 605 |
| Issued or guaranteed by U.S. | $69,601,000 | 599 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $169,033,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $164,355,000 | 169 |
| Privately issued | $4,678,000 | 434 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $446,343,000 | 297 |
| Total debt securities | $446,343,000 | 333 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $424,946,000 | 361 |
| U.S. Government securities | $223,108,000 | 510 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $223,108,000 | 494 |
| Securities issued by states & political subdivisions | $191,532,000 | 66 |
| Other domestic debt securities | $10,306,000 | 832 |
| Privately issued residential mortgage-backed securities | $5,609,000 | 351 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,697,000 | 1,072 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,936,000 | 197 |
| Mortgage-backed securities | $228,717,000 | 353 |
| Certificates of participation in pools of residential mortgages | $46,857,000 | 823 |
| Issued or guaranteed by U.S. | $46,857,000 | 818 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $181,860,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $176,251,000 | 175 |
| Privately issued | $5,609,000 | 306 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $424,946,000 | 313 |
| Total debt securities | $424,946,000 | 349 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $410,300,000 | 368 |
| U.S. Government securities | $235,442,000 | 474 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $235,442,000 | 459 |
| Securities issued by states & political subdivisions | $160,643,000 | 85 |
| Other domestic debt securities | $14,215,000 | 706 |
| Privately issued residential mortgage-backed securities | $9,604,000 | 278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,611,000 | 1,163 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $261,722,000 | 225 |
| Mortgage-backed securities | $245,046,000 | 336 |
| Certificates of participation in pools of residential mortgages | $52,416,000 | 752 |
| Issued or guaranteed by U.S. | $52,416,000 | 747 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $192,630,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $183,026,000 | 169 |
| Privately issued | $9,604,000 | 242 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $410,300,000 | 323 |
| Total debt securities | $410,300,000 | 359 |
| Structured notes | ||
| Amortized cost | $12,000 | 2,198 |
| Fair value | $31,000 | 2,200 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $343,274,000 | 426 |
| U.S. Government securities | $174,758,000 | 596 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $174,758,000 | 578 |
| Securities issued by states & political subdivisions | $147,247,000 | 91 |
| Other domestic debt securities | $21,269,000 | 570 |
| Privately issued residential mortgage-backed securities | $18,133,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,136,000 | 1,534 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,113,000 | 224 |
| Mortgage-backed securities | $192,891,000 | 405 |
| Certificates of participation in pools of residential mortgages | $26,579,000 | 1,244 |
| Issued or guaranteed by U.S. | $26,579,000 | 1,239 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $166,312,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $148,179,000 | 210 |
| Privately issued | $18,133,000 | 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $343,274,000 | 375 |
| Total debt securities | $343,274,000 | 413 |
| Structured notes | ||
| Amortized cost | $120,000 | 1,958 |
| Fair value | $116,000 | 1,959 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $318,038,000 | 461 |
| U.S. Government securities | $131,722,000 | 747 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $131,722,000 | 715 |
| Securities issued by states & political subdivisions | $144,472,000 | 86 |
| Other domestic debt securities | $41,844,000 | 347 |
| Privately issued residential mortgage-backed securities | $27,171,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,673,000 | 540 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,444,000 | 284 |
| Mortgage-backed securities | $158,893,000 | 468 |
| Certificates of participation in pools of residential mortgages | $31,574,000 | 1,061 |
| Issued or guaranteed by U.S. | $31,574,000 | 1,056 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $127,319,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $100,148,000 | 270 |
| Privately issued | $27,171,000 | 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $318,038,000 | 393 |
| Total debt securities | $318,038,000 | 446 |
| Structured notes | ||
| Amortized cost | $474,000 | 1,519 |
| Fair value | $440,000 | 1,526 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $302,783,000 | 451 |
| U.S. Government securities | $124,836,000 | 743 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $124,836,000 | 708 |
| Securities issued by states & political subdivisions | $131,645,000 | 93 |
| Other domestic debt securities | $46,302,000 | 318 |
| Privately issued residential mortgage-backed securities | $31,795,000 | 160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,507,000 | 542 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,466,000 | 285 |
| Mortgage-backed securities | $156,631,000 | 447 |
| Certificates of participation in pools of residential mortgages | $30,957,000 | 1,039 |
| Issued or guaranteed by U.S. | $30,957,000 | 1,031 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $125,674,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $93,879,000 | 264 |
| Privately issued | $31,795,000 | 141 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $302,783,000 | 386 |
| Total debt securities | $302,783,000 | 436 |
| Structured notes | ||
| Amortized cost | $1,089,000 | 721 |
| Fair value | $869,000 | 1,012 |
| 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 | $229,788,000 | 531 |
| U.S. Government securities | $82,106,000 | 981 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $82,106,000 | 921 |
| Securities issued by states & political subdivisions | $112,002,000 | 106 |
| Other domestic debt securities | $35,680,000 | 413 |
| Privately issued residential mortgage-backed securities | $33,887,000 | 170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,793,000 | 2,024 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $217,939,000 | 228 |
| Mortgage-backed securities | $115,993,000 | 511 |
| Certificates of participation in pools of residential mortgages | $66,218,000 | 507 |
| Issued or guaranteed by U.S. | $66,218,000 | 502 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $49,775,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $15,888,000 | 878 |
| Privately issued | $33,887,000 | 149 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $229,788,000 | 454 |
| Total debt securities | $229,788,000 | 510 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $171,005,000 | 660 |
| U.S. Government securities | $87,732,000 | 937 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $87,732,000 | 876 |
| Securities issued by states & political subdivisions | $37,786,000 | 362 |
| Other domestic debt securities | $10,122,000 | 795 |
| Privately issued residential mortgage-backed securities | $10,122,000 | 279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $35,365,000 | 174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,639,000 | 341 |
| Mortgage-backed securities | $94,867,000 | 502 |
| Certificates of participation in pools of residential mortgages | $50,141,000 | 537 |
| Issued or guaranteed by U.S. | $50,141,000 | 533 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $44,726,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $34,604,000 | 416 |
| Privately issued | $10,122,000 | 244 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $171,005,000 | 526 |
| Total debt securities | $135,640,000 | 799 |
| 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 | $71,029,000 | 1,616 |
| U.S. Government securities | $20,549,000 | 3,764 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $20,549,000 | 3,406 |
| Securities issued by states & political subdivisions | $33,614,000 | 422 |
| Other domestic debt securities | $15,234,000 | 651 |
| Privately issued residential mortgage-backed securities | $15,234,000 | 241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,632,000 | 1,736 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,784,000 | 1,088 |
| Mortgage-backed securities | $35,783,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $35,783,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $20,549,000 | 647 |
| Privately issued | $15,234,000 | 205 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $71,029,000 | 1,230 |
| Total debt securities | $69,397,000 | 1,582 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $116,743,000 | 997 |
| U.S. Government securities | $67,508,000 | 1,310 |
| U.S. Treasury securities | $6,094,000 | 1,926 |
| U.S. Government agency obligations | $61,414,000 | 1,236 |
| Securities issued by states & political subdivisions | $37,657,000 | 348 |
| Other domestic debt securities | $10,263,000 | 753 |
| Privately issued residential mortgage-backed securities | $10,263,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,315,000 | 1,971 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,320,000 | 980 |
| Mortgage-backed securities | $71,677,000 | 693 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $71,677,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $61,414,000 | 303 |
| Privately issued | $10,263,000 | 226 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $116,743,000 | 749 |
| Total debt securities | $115,428,000 | 977 |
| 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 | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $65,383,000 | 1,754 |
| U.S. Government securities | $46,374,000 | 1,960 |
| U.S. Treasury securities | $6,066,000 | 2,712 |
| U.S. Government agency obligations | $40,308,000 | 1,746 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $18,269,000 | 387 |
| Privately issued residential mortgage-backed securities | $4,363,000 | 330 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,906,000 | 329 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $740,000 | 2,856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,673,000 | 981 |
| Mortgage-backed securities | $14,776,000 | 2,045 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $14,776,000 | 840 |
| CMOs issued by government agencies or sponsored agencies | $10,413,000 | 1,023 |
| Privately issued | $4,363,000 | 245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $65,383,000 | 1,217 |
| Total debt securities | $64,643,000 | 1,703 |
| 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 | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $44,646,000 | 2,704 |
| U.S. Government securities | $21,202,000 | 4,271 |
| U.S. Treasury securities | $6,097,000 | 3,260 |
| U.S. Government agency obligations | $15,105,000 | 4,175 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $22,045,000 | 340 |
| Privately issued residential mortgage-backed securities | $15,859,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,186,000 | 538 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,399,000 | 1,894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,247,000 | 815 |
| Mortgage-backed securities | $29,966,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $29,966,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $14,107,000 | 911 |
| Privately issued | $15,859,000 | 147 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $44,646,000 | 1,841 |
| Total debt securities | $43,247,000 | 2,710 |
| 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 | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $38,296,000 | 3,296 |
| U.S. Government securities | $35,539,000 | 2,827 |
| U.S. Treasury securities | $4,072,000 | 5,130 |
| U.S. Government agency obligations | $31,467,000 | 2,219 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,894,000 | 1,868 |
| Privately issued residential mortgage-backed securities | $247,000 | 1,502 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,647,000 | 1,524 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $863,000 | 2,391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,914,000 | 902 |
| Mortgage-backed securities | $17,222,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $17,222,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $16,975,000 | 876 |
| Privately issued | $247,000 | 1,220 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $38,296,000 | 2,234 |
| Total debt securities | $37,433,000 | 3,287 |
| Structured notes | ||
| Amortized cost | $500,000 | 3,409 |
| Fair value | $489,000 | 3,690 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $24,669,000 | 5,032 |
| U.S. Government securities | $23,065,000 | 4,407 |
| U.S. Treasury securities | $3,923,000 | 6,365 |
| U.S. Government agency obligations | $19,142,000 | 3,307 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $754,000 | 3,095 |
| Privately issued residential mortgage-backed securities | $754,000 | 1,065 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $850,000 | 2,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,397,000 | 1,541 |
| Mortgage-backed securities | $19,396,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $19,396,000 | 921 |
| CMOs issued by government agencies or sponsored agencies | $18,642,000 | 887 |
| Privately issued | $754,000 | 842 |
| 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) | $23,819,000 | 2,989 |
| Available-for-sale securities (fair market value) | $850,000 | 9,806 |
| Total debt securities | $23,819,000 | 5,090 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $20,438,000 | 6,044 |
| U.S. Government securities | $16,166,000 | 5,968 |
| U.S. Treasury securities | $2,014,000 | 8,418 |
| U.S. Government agency obligations | $14,152,000 | 4,361 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $3,259,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $1,248,000 | 1,090 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,011,000 | 1,794 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,013,000 | 2,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,414,000 | 1,685 |
| Mortgage-backed securities | $14,400,000 | 2,867 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $14,400,000 | 1,299 |
| CMOs issued by government agencies or sponsored agencies | $13,152,000 | 1,302 |
| Privately issued | $1,248,000 | 821 |
| 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 | $19,425,000 | 6,135 |
| 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 | $12,168,000 | 8,322 |
| U.S. Government securities | $7,535,000 | 9,237 |
| U.S. Treasury securities | $5,051,000 | 5,736 |
| U.S. Government agency obligations | $2,484,000 | 10,036 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $3,628,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $582,000 | 2,234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,046,000 | 1,624 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,005,000 | 1,884 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,077,000 | 3,936 |
| Mortgage-backed securities | $2,066,000 | 7,576 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,066,000 | 3,994 |
| CMOs issued by government agencies or sponsored agencies | $1,484,000 | 4,132 |
| Privately issued | $582,000 | 1,859 |
| 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 | $11,163,000 | 8,560 |
| 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 |