Home > Trustmark National Bank > Securities
Trustmark National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,189,157,000 | 107 |
| U.S. Government securities | $2,719,881,000 | 90 |
| U.S. Treasury securities | $401,437,000 | 91 |
| U.S. Government agency obligations | $2,318,444,000 | 82 |
| Securities issued by states & political subdivisions | $340,000 | 3,699 |
| Other domestic debt securities | $468,936,000 | 93 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $468,936,000 | 49 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,321,273,000 | 81 |
| Mortgage-backed securities | $2,312,653,000 | 82 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,682,530,000 | 64 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $240,540,000 | 140 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $389,583,000 | 50 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,426,279,000 | 71 |
| Available-for-sale securities (fair market value) | $1,762,878,000 | 130 |
| Total debt securities | $3,189,157,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $19,329,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,143,000 | 57 |
| 2023-09-30 | Rank | |
| Total securities | $3,204,461,000 | 105 |
| U.S. Government securities | $2,722,420,000 | 89 |
| U.S. Treasury securities | $392,349,000 | 91 |
| U.S. Government agency obligations | $2,330,071,000 | 85 |
| Securities issued by states & political subdivisions | $4,983,000 | 2,933 |
| Other domestic debt securities | $477,058,000 | 93 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $477,058,000 | 50 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,388,554,000 | 80 |
| Mortgage-backed securities | $2,323,291,000 | 85 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,681,495,000 | 66 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $252,432,000 | 129 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $389,364,000 | 48 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,438,287,000 | 70 |
| Available-for-sale securities (fair market value) | $1,766,174,000 | 130 |
| Total debt securities | $3,204,461,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $16,351,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $55,305,000 | 57 |
| 2023-06-30 | Rank | |
| Total securities | $3,330,548,000 | 104 |
| U.S. Government securities | $2,842,059,000 | 90 |
| U.S. Treasury securities | $391,644,000 | 89 |
| U.S. Government agency obligations | $2,450,415,000 | 88 |
| Securities issued by states & political subdivisions | $5,994,000 | 2,881 |
| Other domestic debt securities | $482,495,000 | 91 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $482,495,000 | 48 |
| Other domestic debt securities - All other | $0 | 1,891 |
| 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 | $2,295,859,000 | 81 |
| Mortgage-backed securities | $2,443,416,000 | 83 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,773,685,000 | 64 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $269,390,000 | 125 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $400,341,000 | 48 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,458,665,000 | 67 |
| Available-for-sale securities (fair market value) | $1,871,883,000 | 127 |
| Total debt securities | $3,330,548,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $9,736,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $48,180,000 | 53 |
| 2023-03-31 | Rank | |
| Total securities | $3,458,500,000 | 106 |
| U.S. Government securities | $2,961,327,000 | 93 |
| U.S. Treasury securities | $415,389,000 | 89 |
| U.S. Government agency obligations | $2,545,938,000 | 84 |
| Securities issued by states & political subdivisions | $9,413,000 | 2,605 |
| Other domestic debt securities | $487,760,000 | 98 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $487,760,000 | 47 |
| Other domestic debt securities - All other | $0 | 1,925 |
| 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 | $2,558,958,000 | 76 |
| Mortgage-backed securities | $2,538,684,000 | 86 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,846,890,000 | 68 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $287,526,000 | 126 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $404,268,000 | 51 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,474,338,000 | 70 |
| Available-for-sale securities (fair market value) | $1,984,162,000 | 126 |
| Total debt securities | $3,458,500,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $10,610,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $36,344,000 | 56 |
| 2022-12-31 | Rank | |
| Total securities | $3,518,596,000 | 111 |
| U.S. Government securities | $3,509,224,000 | 88 |
| U.S. Treasury securities | $419,500,000 | 97 |
| U.S. Government agency obligations | $3,089,724,000 | 81 |
| Securities issued by states & political subdivisions | $9,372,000 | 2,657 |
| Other domestic debt securities | $0 | 2,464 |
| 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 | $0 | 1,948 |
| 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 | $2,692,881,000 | 66 |
| Mortgage-backed securities | $3,081,958,000 | 83 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,886,313,000 | 71 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $303,649,000 | 132 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $891,996,000 | 32 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,494,514,000 | 73 |
| Available-for-sale securities (fair market value) | $2,024,082,000 | 133 |
| Total debt securities | $3,518,596,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $8,707,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $44,778,000 | 57 |
| 2022-09-30 | Rank | |
| Total securities | $3,601,471,000 | 111 |
| U.S. Government securities | $3,592,196,000 | 89 |
| U.S. Treasury securities | $416,278,000 | 100 |
| U.S. Government agency obligations | $3,175,918,000 | 83 |
| Securities issued by states & political subdivisions | $9,275,000 | 2,675 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,954 |
| 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 | $2,375,919,000 | 67 |
| Mortgage-backed securities | $3,166,802,000 | 82 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,930,123,000 | 73 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $324,061,000 | 132 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $912,618,000 | 32 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,156,985,000 | 86 |
| Available-for-sale securities (fair market value) | $2,444,486,000 | 119 |
| Total debt securities | $3,601,471,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $9,886,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $57,259,000 | 58 |
| 2022-06-30 | Rank | |
| Total securities | $3,782,118,000 | 107 |
| U.S. Government securities | $3,771,619,000 | 86 |
| U.S. Treasury securities | $419,696,000 | 93 |
| U.S. Government agency obligations | $3,351,923,000 | 82 |
| Securities issued by states & political subdivisions | $10,499,000 | 2,609 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $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 | $2,545,695,000 | 66 |
| Mortgage-backed securities | $3,339,976,000 | 82 |
| Certificates of participation in pools of residential mortgages | $2,110,964,000 | 71 |
| Issued or guaranteed by U.S. | $2,110,964,000 | 71 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $354,652,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $354,652,000 | 127 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $874,360,000 | 71 |
| Commercial mortgage pass-through securities | $874,360,000 | 29 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,137,754,000 | 86 |
| Available-for-sale securities (fair market value) | $2,644,364,000 | 113 |
| Total debt securities | $3,782,118,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $3,968,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $28,365,000 | 60 |
| 2022-03-31 | Rank | |
| Total securities | $3,625,844,000 | 117 |
| U.S. Government securities | $3,613,161,000 | 88 |
| U.S. Treasury securities | $361,822,000 | 98 |
| U.S. Government agency obligations | $3,251,339,000 | 85 |
| Securities issued by states & political subdivisions | $12,683,000 | 2,442 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $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 | $2,674,345,000 | 62 |
| Mortgage-backed securities | $3,238,716,000 | 86 |
| Certificates of participation in pools of residential mortgages | $2,270,653,000 | 71 |
| Issued or guaranteed by U.S. | $2,270,653,000 | 71 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $388,517,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $388,517,000 | 126 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $579,546,000 | 95 |
| Commercial mortgage pass-through securities | $579,546,000 | 42 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $607,598,000 | 113 |
| Available-for-sale securities (fair market value) | $3,018,246,000 | 111 |
| Total debt securities | $3,625,844,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $7,111,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $27,674,000 | 60 |
| 2021-12-31 | Rank | |
| Total securities | $3,581,414,000 | 121 |
| U.S. Government securities | $3,568,373,000 | 88 |
| U.S. Treasury securities | $344,640,000 | 74 |
| U.S. Government agency obligations | $3,223,733,000 | 89 |
| Securities issued by states & political subdivisions | $13,041,000 | 2,461 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $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 | $2,830,567,000 | 54 |
| Mortgage-backed securities | $3,210,006,000 | 90 |
| Certificates of participation in pools of residential mortgages | $2,306,453,000 | 70 |
| Issued or guaranteed by U.S. | $2,306,453,000 | 70 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $438,623,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $438,623,000 | 118 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $464,930,000 | 110 |
| Commercial mortgage pass-through securities | $464,930,000 | 49 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $342,537,000 | 134 |
| Available-for-sale securities (fair market value) | $3,238,877,000 | 112 |
| Total debt securities | $3,581,414,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $22,908,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,558,000 | 97 |
| 2021-09-30 | Rank | |
| Total securities | $3,452,510,000 | 121 |
| U.S. Government securities | $3,436,093,000 | 91 |
| U.S. Treasury securities | $278,615,000 | 72 |
| U.S. Government agency obligations | $3,157,478,000 | 88 |
| Securities issued by states & political subdivisions | $16,417,000 | 2,221 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,299,884,000 | 66 |
| Mortgage-backed securities | $3,142,499,000 | 89 |
| Certificates of participation in pools of residential mortgages | $2,285,738,000 | 70 |
| Issued or guaranteed by U.S. | $2,285,738,000 | 70 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $501,523,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $501,523,000 | 104 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $355,238,000 | 121 |
| Commercial mortgage pass-through securities | $355,238,000 | 56 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $394,905,000 | 112 |
| Available-for-sale securities (fair market value) | $3,057,605,000 | 114 |
| Total debt securities | $3,452,510,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $23,713,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,164,000 | 87 |
| 2021-06-30 | Rank | |
| Total securities | $2,981,751,000 | 128 |
| U.S. Government securities | $2,962,951,000 | 102 |
| U.S. Treasury securities | $30,025,000 | 355 |
| U.S. Government agency obligations | $2,932,926,000 | 89 |
| Securities issued by states & political subdivisions | $18,800,000 | 2,044 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,162,854,000 | 65 |
| Mortgage-backed securities | $2,916,903,000 | 90 |
| Certificates of participation in pools of residential mortgages | $2,091,883,000 | 70 |
| Issued or guaranteed by U.S. | $2,091,883,000 | 70 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $575,466,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $575,466,000 | 94 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $249,554,000 | 141 |
| Commercial mortgage pass-through securities | $249,554,000 | 67 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $433,012,000 | 101 |
| Available-for-sale securities (fair market value) | $2,548,739,000 | 122 |
| Total debt securities | $2,981,751,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $28,149,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,802,000 | 109 |
| 2021-03-31 | Rank | |
| Total securities | $2,831,414,000 | 127 |
| U.S. Government securities | $2,799,062,000 | 101 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,799,062,000 | 88 |
| Securities issued by states & political subdivisions | $32,352,000 | 1,400 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,858,631,000 | 72 |
| Mortgage-backed securities | $2,781,713,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,870,673,000 | 72 |
| Issued or guaranteed by U.S. | $1,870,673,000 | 72 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $670,229,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $670,229,000 | 84 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $240,811,000 | 141 |
| Commercial mortgage pass-through securities | $240,811,000 | 62 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $493,738,000 | 87 |
| Available-for-sale securities (fair market value) | $2,337,676,000 | 123 |
| Total debt securities | $2,831,414,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $22,682,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,981,000 | 83 |
| 2020-12-31 | Rank | |
| Total securities | $2,529,887,000 | 129 |
| U.S. Government securities | $2,497,468,000 | 104 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,497,468,000 | 95 |
| Securities issued by states & political subdivisions | $32,419,000 | 1,363 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,964,244,000 | 69 |
| Mortgage-backed securities | $2,479,427,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,573,725,000 | 72 |
| Issued or guaranteed by U.S. | $1,573,725,000 | 72 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $779,798,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $779,798,000 | 75 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $125,904,000 | 180 |
| Commercial mortgage pass-through securities | $125,904,000 | 88 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $538,072,000 | 74 |
| Available-for-sale securities (fair market value) | $1,991,815,000 | 128 |
| Total debt securities | $2,529,887,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $38,119,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,979,000 | 116 |
| 2020-09-30 | Rank | |
| Total securities | $2,534,008,000 | 127 |
| U.S. Government securities | $2,494,089,000 | 100 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,494,089,000 | 94 |
| Securities issued by states & political subdivisions | $39,919,000 | 1,049 |
| Other domestic debt securities | $0 | 2,116 |
| 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 | $0 | 1,641 |
| 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 | $1,990,696,000 | 69 |
| Mortgage-backed securities | $2,475,077,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,428,532,000 | 72 |
| Issued or guaranteed by U.S. | $1,428,532,000 | 72 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $900,258,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $900,258,000 | 67 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $146,287,000 | 167 |
| Commercial mortgage pass-through securities | $146,287,000 | 77 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $611,280,000 | 63 |
| Available-for-sale securities (fair market value) | $1,922,728,000 | 127 |
| Total debt securities | $2,534,008,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $42,637,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,995,000 | 116 |
| 2020-06-30 | Rank | |
| Total securities | $2,544,201,000 | 124 |
| U.S. Government securities | $2,501,396,000 | 99 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,501,396,000 | 89 |
| Securities issued by states & political subdivisions | $42,805,000 | 916 |
| Other domestic debt securities | $0 | 2,060 |
| 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 | $0 | 1,594 |
| 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 | $1,973,849,000 | 70 |
| Mortgage-backed securities | $2,481,498,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,287,893,000 | 72 |
| Issued or guaranteed by U.S. | $1,287,893,000 | 72 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,010,273,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,010,273,000 | 65 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $183,332,000 | 147 |
| Commercial mortgage pass-through securities | $183,332,000 | 63 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $660,048,000 | 62 |
| Available-for-sale securities (fair market value) | $1,884,153,000 | 128 |
| Total debt securities | $2,544,201,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $44,423,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,267,000 | 113 |
| 2020-03-31 | Rank | |
| Total securities | $2,538,055,000 | 115 |
| U.S. Government securities | $2,482,725,000 | 97 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,482,725,000 | 89 |
| Securities issued by states & political subdivisions | $55,330,000 | 651 |
| Other domestic debt securities | $0 | 1,998 |
| 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 | $0 | 1,513 |
| 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 | $1,923,891,000 | 71 |
| Mortgage-backed securities | $2,461,535,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,141,763,000 | 77 |
| Issued or guaranteed by U.S. | $1,141,763,000 | 77 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,097,250,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,097,250,000 | 60 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $222,522,000 | 131 |
| Commercial mortgage pass-through securities | $222,522,000 | 57 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $704,276,000 | 62 |
| Available-for-sale securities (fair market value) | $1,833,779,000 | 124 |
| Total debt securities | $2,538,055,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $62,728,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,181,000 | 107 |
| 2019-12-31 | Rank | |
| Total securities | $2,340,503,000 | 125 |
| U.S. Government securities | $2,283,257,000 | 101 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,283,257,000 | 91 |
| Securities issued by states & political subdivisions | $57,246,000 | 584 |
| Other domestic debt securities | $0 | 1,972 |
| 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 | $0 | 1,491 |
| 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 | $1,769,994,000 | 62 |
| Mortgage-backed securities | $2,257,148,000 | 88 |
| Certificates of participation in pools of residential mortgages | $890,059,000 | 81 |
| Issued or guaranteed by U.S. | $890,059,000 | 81 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,143,549,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,143,549,000 | 58 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $223,540,000 | 127 |
| Commercial mortgage pass-through securities | $223,540,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $738,099,000 | 64 |
| Available-for-sale securities (fair market value) | $1,602,404,000 | 131 |
| Total debt securities | $2,340,503,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $16,453,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,537,000 | 86 |
| 2019-09-30 | Rank | |
| Total securities | $2,339,127,000 | 122 |
| U.S. Government securities | $2,272,319,000 | 99 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,272,319,000 | 88 |
| Securities issued by states & political subdivisions | $66,808,000 | 484 |
| Other domestic debt securities | $0 | 2,026 |
| 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 | $0 | 1,498 |
| 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 | $1,876,695,000 | 61 |
| Mortgage-backed securities | $2,243,852,000 | 83 |
| Certificates of participation in pools of residential mortgages | $766,395,000 | 92 |
| Issued or guaranteed by U.S. | $766,395,000 | 92 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,216,370,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,216,370,000 | 56 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $261,087,000 | 114 |
| Commercial mortgage pass-through securities | $261,087,000 | 46 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $785,422,000 | 68 |
| Available-for-sale securities (fair market value) | $1,553,705,000 | 133 |
| Total debt securities | $2,339,127,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $22,063,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,399,000 | 93 |
| 2019-06-30 | Rank | |
| Total securities | $2,469,261,000 | 108 |
| U.S. Government securities | $2,397,702,000 | 89 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,397,702,000 | 79 |
| Securities issued by states & political subdivisions | $71,559,000 | 435 |
| Other domestic debt securities | $0 | 2,012 |
| 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 | $0 | 1,516 |
| 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 | $2,112,617,000 | 57 |
| Mortgage-backed securities | $2,367,297,000 | 76 |
| Certificates of participation in pools of residential mortgages | $808,018,000 | 91 |
| Issued or guaranteed by U.S. | $808,018,000 | 91 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,287,536,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,287,536,000 | 53 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $271,743,000 | 108 |
| Commercial mortgage pass-through securities | $271,743,000 | 43 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $825,536,000 | 65 |
| Available-for-sale securities (fair market value) | $1,643,725,000 | 130 |
| Total debt securities | $2,469,261,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $19,527,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,307,000 | 107 |
| 2019-03-31 | Rank | |
| Total securities | $2,607,764,000 | 108 |
| U.S. Government securities | $2,521,458,000 | 86 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,521,458,000 | 76 |
| Securities issued by states & political subdivisions | $86,306,000 | 372 |
| Other domestic debt securities | $0 | 2,025 |
| 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 | $0 | 1,527 |
| 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 | $2,238,973,000 | 55 |
| Mortgage-backed securities | $2,489,703,000 | 77 |
| Certificates of participation in pools of residential mortgages | $835,807,000 | 89 |
| Issued or guaranteed by U.S. | $835,807,000 | 89 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,344,255,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,344,255,000 | 55 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $309,641,000 | 91 |
| Commercial mortgage pass-through securities | $309,641,000 | 40 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $884,319,000 | 64 |
| Available-for-sale securities (fair market value) | $1,723,445,000 | 120 |
| Total debt securities | $2,607,764,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $11,616,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,795,000 | 105 |
| 2018-12-31 | Rank | |
| Total securities | $2,721,456,000 | 107 |
| U.S. Government securities | $2,634,997,000 | 82 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,634,997,000 | 74 |
| Securities issued by states & political subdivisions | $86,459,000 | 374 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,539 |
| 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 | $2,143,511,000 | 55 |
| Mortgage-backed securities | $2,600,925,000 | 71 |
| Certificates of participation in pools of residential mortgages | $861,401,000 | 85 |
| Issued or guaranteed by U.S. | $861,401,000 | 85 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,390,427,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,390,427,000 | 54 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $349,097,000 | 82 |
| Commercial mortgage pass-through securities | $349,097,000 | 36 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $909,643,000 | 62 |
| Available-for-sale securities (fair market value) | $1,811,813,000 | 120 |
| Total debt securities | $2,721,456,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $10,493,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,434,000 | 97 |
| 2018-09-30 | Rank | |
| Total securities | $2,808,516,000 | 97 |
| U.S. Government securities | $2,708,628,000 | 73 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,708,628,000 | 68 |
| Securities issued by states & political subdivisions | $99,888,000 | 326 |
| Other domestic debt securities | $0 | 2,008 |
| 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 | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,092,249,000 | 55 |
| Mortgage-backed securities | $2,672,531,000 | 66 |
| Certificates of participation in pools of residential mortgages | $881,677,000 | 86 |
| Issued or guaranteed by U.S. | $881,677,000 | 86 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,440,707,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,440,707,000 | 49 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $350,147,000 | 80 |
| Commercial mortgage pass-through securities | $350,147,000 | 34 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $943,883,000 | 62 |
| Available-for-sale securities (fair market value) | $1,864,633,000 | 115 |
| Total debt securities | $2,808,516,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $3,111,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,810,000 | 77 |
| 2018-06-30 | Rank | |
| Total securities | $2,960,520,000 | 87 |
| U.S. Government securities | $2,852,714,000 | 71 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,852,714,000 | 65 |
| Securities issued by states & political subdivisions | $107,806,000 | 310 |
| Other domestic debt securities | $0 | 2,226 |
| 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 | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,292,190,000 | 49 |
| Mortgage-backed securities | $2,812,586,000 | 65 |
| Certificates of participation in pools of residential mortgages | $923,811,000 | 85 |
| Issued or guaranteed by U.S. | $923,811,000 | 85 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,525,121,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,525,121,000 | 47 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $363,654,000 | 71 |
| Commercial mortgage pass-through securities | $363,654,000 | 32 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $985,845,000 | 62 |
| Available-for-sale securities (fair market value) | $1,974,675,000 | 111 |
| Total debt securities | $2,960,520,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $3,216,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,065,000 | 85 |
| 2018-03-31 | Rank | |
| Total securities | $3,121,472,000 | 81 |
| U.S. Government securities | $3,000,448,000 | 67 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,000,448,000 | 62 |
| Securities issued by states & political subdivisions | $121,024,000 | 275 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,210,542,000 | 51 |
| Mortgage-backed securities | $2,956,364,000 | 63 |
| Certificates of participation in pools of residential mortgages | $971,624,000 | 85 |
| Issued or guaranteed by U.S. | $971,624,000 | 84 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,607,862,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,607,862,000 | 43 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $376,878,000 | 64 |
| Commercial mortgage pass-through securities | $376,878,000 | 29 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,023,975,000 | 60 |
| Available-for-sale securities (fair market value) | $2,097,497,000 | 103 |
| Total debt securities | $3,121,472,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $3,246,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $3,246,000 | 87 |
| Revaluation losses on off-balance sheet contracts | $3,597,000 | 86 |
| 2017-12-31 | Rank | |
| Total securities | $3,295,121,000 | 75 |
| U.S. Government securities | $3,169,854,000 | 65 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,169,854,000 | 61 |
| Securities issued by states & political subdivisions | $125,267,000 | 277 |
| Other domestic debt securities | $0 | 2,035 |
| 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 | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,834,417,000 | 60 |
| Mortgage-backed securities | $3,120,877,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,027,710,000 | 82 |
| Issued or guaranteed by U.S. | $1,027,710,000 | 81 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,695,716,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,695,716,000 | 40 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $397,451,000 | 62 |
| Commercial mortgage pass-through securities | $397,451,000 | 27 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,056,486,000 | 59 |
| Available-for-sale securities (fair market value) | $2,238,635,000 | 92 |
| Total debt securities | $3,295,121,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $1,250,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $1,250,000 | 109 |
| Revaluation losses on off-balance sheet contracts | $3,524,000 | 83 |
| 2017-09-30 | Rank | |
| Total securities | $3,471,372,000 | 72 |
| U.S. Government securities | $3,336,159,000 | 62 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,336,159,000 | 58 |
| Securities issued by states & political subdivisions | $135,213,000 | 252 |
| Other domestic debt securities | $0 | 2,063 |
| 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 | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,781,782,000 | 60 |
| Mortgage-backed securities | $3,282,485,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,074,396,000 | 73 |
| Issued or guaranteed by U.S. | $1,074,396,000 | 72 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,795,884,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,795,884,000 | 39 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $412,205,000 | 55 |
| Commercial mortgage pass-through securities | $412,205,000 | 23 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,102,283,000 | 60 |
| Available-for-sale securities (fair market value) | $2,369,089,000 | 85 |
| Total debt securities | $3,471,372,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $2,800,000 | 87 |
| 2017-06-30 | Rank | |
| Total securities | $3,587,442,000 | 69 |
| U.S. Government securities | $3,444,831,000 | 64 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,444,831,000 | 59 |
| Securities issued by states & political subdivisions | $142,611,000 | 234 |
| Other domestic debt securities | $0 | 2,100 |
| 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 | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,011,682,000 | 55 |
| Mortgage-backed securities | $3,389,612,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,077,674,000 | 72 |
| Issued or guaranteed by U.S. | $1,077,674,000 | 71 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,897,283,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,897,283,000 | 36 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $414,655,000 | 57 |
| Commercial mortgage pass-through securities | $414,655,000 | 23 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,139,754,000 | 61 |
| Available-for-sale securities (fair market value) | $2,447,688,000 | 83 |
| Total debt securities | $3,587,442,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $797,000 | 113 |
| 2017-03-31 | Rank | |
| Total securities | $3,521,621,000 | 70 |
| U.S. Government securities | $3,365,453,000 | 64 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,365,453,000 | 59 |
| Securities issued by states & political subdivisions | $156,168,000 | 202 |
| Other domestic debt securities | $0 | 2,154 |
| 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 | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,989,675,000 | 53 |
| Mortgage-backed securities | $3,308,273,000 | 60 |
| Certificates of participation in pools of residential mortgages | $909,590,000 | 88 |
| Issued or guaranteed by U.S. | $909,590,000 | 87 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,974,015,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,974,015,000 | 36 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $424,668,000 | 53 |
| Commercial mortgage pass-through securities | $424,668,000 | 23 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,156,067,000 | 60 |
| Available-for-sale securities (fair market value) | $2,365,554,000 | 84 |
| Total debt securities | $3,521,621,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $420,000 | 120 |
| 2016-12-31 | Rank | |
| Total securities | $3,515,325,000 | 70 |
| U.S. Government securities | $3,353,650,000 | 61 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,353,650,000 | 56 |
| Securities issued by states & political subdivisions | $161,675,000 | 193 |
| Other domestic debt securities | $0 | 2,175 |
| 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 | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,998,932,000 | 50 |
| Mortgage-backed securities | $3,293,963,000 | 59 |
| Certificates of participation in pools of residential mortgages | $770,647,000 | 92 |
| Issued or guaranteed by U.S. | $770,647,000 | 91 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,071,425,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,071,425,000 | 34 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $451,891,000 | 50 |
| Commercial mortgage pass-through securities | $451,891,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,158,643,000 | 59 |
| Available-for-sale securities (fair market value) | $2,356,682,000 | 84 |
| Total debt securities | $3,515,325,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $1,702,000 | 95 |
| 2016-09-30 | Rank | |
| Total securities | $3,554,181,000 | 68 |
| U.S. Government securities | $3,376,603,000 | 62 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,376,603,000 | 57 |
| Securities issued by states & political subdivisions | $177,578,000 | 174 |
| Other domestic debt securities | $0 | 2,187 |
| 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 | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,826,498,000 | 54 |
| Mortgage-backed securities | $3,314,450,000 | 59 |
| Certificates of participation in pools of residential mortgages | $654,949,000 | 96 |
| Issued or guaranteed by U.S. | $654,949,000 | 95 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,206,061,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,206,061,000 | 34 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $453,440,000 | 48 |
| Commercial mortgage pass-through securities | $453,440,000 | 18 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,143,234,000 | 58 |
| Available-for-sale securities (fair market value) | $2,410,947,000 | 81 |
| Total debt securities | $3,554,181,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $1,105,000 | 119 |
| 2016-06-30 | Rank | |
| Total securities | $3,561,510,000 | 68 |
| U.S. Government securities | $3,378,752,000 | 63 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,378,752,000 | 59 |
| Securities issued by states & political subdivisions | $182,758,000 | 167 |
| Other domestic debt securities | $0 | 2,228 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,032,854,000 | 56 |
| Mortgage-backed securities | $3,285,965,000 | 60 |
| Certificates of participation in pools of residential mortgages | $516,506,000 | 111 |
| Issued or guaranteed by U.S. | $516,506,000 | 110 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,298,532,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,298,532,000 | 35 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $470,927,000 | 44 |
| Commercial mortgage pass-through securities | $470,927,000 | 17 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,173,204,000 | 61 |
| Available-for-sale securities (fair market value) | $2,388,306,000 | 79 |
| Total debt securities | $3,561,510,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $3,835,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $3,835,000 | 101 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $3,536,323,000 | 70 |
| U.S. Government securities | $3,346,390,000 | 64 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,346,390,000 | 59 |
| Securities issued by states & political subdivisions | $189,933,000 | 151 |
| Other domestic debt securities | $0 | 2,247 |
| 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 | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,261,381,000 | 50 |
| Mortgage-backed securities | $3,219,205,000 | 58 |
| Certificates of participation in pools of residential mortgages | $382,496,000 | 140 |
| Issued or guaranteed by U.S. | $382,496,000 | 138 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,355,644,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,355,644,000 | 35 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $481,065,000 | 44 |
| Commercial mortgage pass-through securities | $481,065,000 | 18 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,168,203,000 | 62 |
| Available-for-sale securities (fair market value) | $2,368,120,000 | 78 |
| Total debt securities | $3,536,323,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $424,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $424,000 | 127 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $3,533,240,000 | 68 |
| U.S. Government securities | $3,313,782,000 | 64 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,313,782,000 | 60 |
| Securities issued by states & political subdivisions | $194,501,000 | 146 |
| Other domestic debt securities | $24,957,000 | 337 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $24,957,000 | 80 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,162,060,000 | 55 |
| Mortgage-backed securities | $3,143,585,000 | 58 |
| Certificates of participation in pools of residential mortgages | $279,488,000 | 173 |
| Issued or guaranteed by U.S. | $279,488,000 | 170 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,399,648,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,399,648,000 | 35 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $464,449,000 | 41 |
| Commercial mortgage pass-through securities | $464,449,000 | 17 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,187,818,000 | 61 |
| Available-for-sale securities (fair market value) | $2,345,422,000 | 79 |
| Total debt securities | $3,533,240,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $1,434,000 | 105 |
| 2015-09-30 | Rank | |
| Total securities | $3,561,262,000 | 65 |
| U.S. Government securities | $3,330,150,000 | 62 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,330,150,000 | 58 |
| Securities issued by states & political subdivisions | $204,455,000 | 129 |
| Other domestic debt securities | $26,657,000 | 327 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $26,657,000 | 80 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| 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 | $2,221,572,000 | 51 |
| Mortgage-backed securities | $3,134,274,000 | 58 |
| Certificates of participation in pools of residential mortgages | $232,937,000 | 203 |
| Issued or guaranteed by U.S. | $232,937,000 | 202 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,435,835,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,435,835,000 | 36 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $465,502,000 | 42 |
| Commercial mortgage pass-through securities | $465,502,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,178,440,000 | 58 |
| Available-for-sale securities (fair market value) | $2,382,822,000 | 76 |
| Total debt securities | $3,561,262,000 | 65 |
| Structured notes | ||
| Amortized cost | $12,515,000 | 206 |
| Fair value | $12,708,000 | 205 |
| Trading account assets | $1,381,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $1,381,000 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,636,544,000 | 64 |
| U.S. Government securities | $3,399,776,000 | 62 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,399,776,000 | 58 |
| Securities issued by states & political subdivisions | $208,301,000 | 120 |
| Other domestic debt securities | $28,467,000 | 314 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $28,467,000 | 77 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| 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 | $2,423,555,000 | 49 |
| Mortgage-backed securities | $3,190,984,000 | 57 |
| Certificates of participation in pools of residential mortgages | $235,973,000 | 199 |
| Issued or guaranteed by U.S. | $235,973,000 | 197 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,498,035,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,498,035,000 | 35 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $456,976,000 | 39 |
| Commercial mortgage pass-through securities | $456,976,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,190,161,000 | 56 |
| Available-for-sale securities (fair market value) | $2,446,383,000 | 75 |
| Total debt securities | $3,636,544,000 | 64 |
| Structured notes | ||
| Amortized cost | $12,504,000 | 241 |
| Fair value | $12,685,000 | 237 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $1,034,000 | 110 |
| 2015-03-31 | Rank | |
| Total securities | $3,566,013,000 | 65 |
| U.S. Government securities | $3,312,833,000 | 63 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,312,833,000 | 59 |
| Securities issued by states & political subdivisions | $223,082,000 | 108 |
| Other domestic debt securities | $30,098,000 | 298 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $30,098,000 | 73 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,741,464,000 | 47 |
| Mortgage-backed securities | $3,100,471,000 | 58 |
| Certificates of participation in pools of residential mortgages | $238,147,000 | 192 |
| Issued or guaranteed by U.S. | $238,147,000 | 191 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,485,984,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,485,984,000 | 36 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $376,340,000 | 42 |
| Commercial mortgage pass-through securities | $376,340,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,184,554,000 | 55 |
| Available-for-sale securities (fair market value) | $2,381,459,000 | 77 |
| Total debt securities | $3,566,013,000 | 64 |
| Structured notes | ||
| Amortized cost | $12,494,000 | 262 |
| Fair value | $12,707,000 | 258 |
| Trading account assets | $889,000 | 189 |
| Revaluation gains on off-balance sheet contracts | $889,000 | 114 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $3,545,252,000 | 65 |
| U.S. Government securities | $3,287,788,000 | 62 |
| U.S. Treasury securities | $100,000 | 1,333 |
| U.S. Government agency obligations | $3,287,688,000 | 58 |
| Securities issued by states & political subdivisions | $225,765,000 | 106 |
| Other domestic debt securities | $31,699,000 | 290 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $31,699,000 | 68 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,472,378,000 | 51 |
| Mortgage-backed securities | $3,074,243,000 | 58 |
| Certificates of participation in pools of residential mortgages | $247,901,000 | 186 |
| Issued or guaranteed by U.S. | $247,901,000 | 185 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,492,342,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,492,342,000 | 36 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $334,000,000 | 44 |
| Commercial mortgage pass-through securities | $334,000,000 | 17 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,170,685,000 | 55 |
| Available-for-sale securities (fair market value) | $2,374,567,000 | 74 |
| Total debt securities | $3,545,252,000 | 64 |
| Structured notes | ||
| Amortized cost | $12,483,000 | 273 |
| Fair value | $12,629,000 | 267 |
| Trading account assets | $682,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $682,000 | 114 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $3,533,535,000 | 65 |
| U.S. Government securities | $3,270,019,000 | 62 |
| U.S. Treasury securities | $100,000 | 1,354 |
| U.S. Government agency obligations | $3,269,919,000 | 58 |
| Securities issued by states & political subdivisions | $230,001,000 | 103 |
| Other domestic debt securities | $33,515,000 | 270 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $33,515,000 | 64 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,453,715,000 | 52 |
| Mortgage-backed securities | $3,055,362,000 | 58 |
| Certificates of participation in pools of residential mortgages | $251,930,000 | 181 |
| Issued or guaranteed by U.S. | $251,930,000 | 180 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,436,323,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,436,323,000 | 36 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $367,109,000 | 38 |
| Commercial mortgage pass-through securities | $367,109,000 | 17 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,169,640,000 | 53 |
| Available-for-sale securities (fair market value) | $2,363,895,000 | 72 |
| Total debt securities | $3,533,535,000 | 65 |
| Structured notes | ||
| Amortized cost | $12,472,000 | 312 |
| Fair value | $12,519,000 | 305 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $590,000 | 112 |
| 2014-06-30 | Rank | |
| Total securities | $3,533,221,000 | 68 |
| U.S. Government securities | $3,261,658,000 | 63 |
| U.S. Treasury securities | $100,000 | 1,314 |
| U.S. Government agency obligations | $3,261,558,000 | 61 |
| Securities issued by states & political subdivisions | $236,422,000 | 97 |
| Other domestic debt securities | $35,141,000 | 279 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $35,141,000 | 69 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,593,022,000 | 53 |
| Mortgage-backed securities | $3,002,658,000 | 60 |
| Certificates of participation in pools of residential mortgages | $265,360,000 | 174 |
| Issued or guaranteed by U.S. | $265,360,000 | 173 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,362,182,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,362,182,000 | 37 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $375,116,000 | 37 |
| Commercial mortgage pass-through securities | $375,116,000 | 17 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,156,790,000 | 54 |
| Available-for-sale securities (fair market value) | $2,376,431,000 | 75 |
| Total debt securities | $3,533,221,000 | 67 |
| Structured notes | ||
| Amortized cost | $12,461,000 | 337 |
| Fair value | $12,563,000 | 325 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $904,000 | 104 |
| 2014-03-31 | Rank | |
| Total securities | $3,538,010,000 | 67 |
| U.S. Government securities | $3,262,772,000 | 63 |
| U.S. Treasury securities | $100,000 | 1,167 |
| U.S. Government agency obligations | $3,262,672,000 | 61 |
| Securities issued by states & political subdivisions | $238,194,000 | 94 |
| Other domestic debt securities | $37,044,000 | 286 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $37,044,000 | 75 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,722,116,000 | 51 |
| Mortgage-backed securities | $2,998,343,000 | 59 |
| Certificates of participation in pools of residential mortgages | $271,847,000 | 172 |
| Issued or guaranteed by U.S. | $271,847,000 | 171 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,348,231,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,348,231,000 | 37 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $378,265,000 | 36 |
| Commercial mortgage pass-through securities | $378,265,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,155,569,000 | 52 |
| Available-for-sale securities (fair market value) | $2,382,441,000 | 74 |
| Total debt securities | $3,538,010,000 | 66 |
| Structured notes | ||
| Amortized cost | $12,451,000 | 349 |
| Fair value | $12,470,000 | 343 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $1,051,000 | 95 |
| 2013-12-31 | Rank | |
| Total securities | $3,362,882,000 | 65 |
| U.S. Government securities | $3,061,219,000 | 63 |
| U.S. Treasury securities | $502,000 | 964 |
| U.S. Government agency obligations | $3,060,717,000 | 61 |
| Securities issued by states & political subdivisions | $237,726,000 | 94 |
| Other domestic debt securities | $63,937,000 | 194 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $37,829,000 | 77 |
| Structured financial products - Total | $26,108,000 | 40 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,460,689,000 | 51 |
| Mortgage-backed securities | $2,791,086,000 | 60 |
| Certificates of participation in pools of residential mortgages | $278,292,000 | 170 |
| Issued or guaranteed by U.S. | $278,292,000 | 169 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,124,058,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,124,058,000 | 39 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $388,736,000 | 37 |
| Commercial mortgage pass-through securities | $388,736,000 | 14 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,168,728,000 | 51 |
| Available-for-sale securities (fair market value) | $2,194,154,000 | 76 |
| Total debt securities | $3,362,882,000 | 64 |
| Structured notes | ||
| Amortized cost | $12,440,000 | 339 |
| Fair value | $12,161,000 | 331 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $2,826,000 | 72 |
| 2013-09-30 | Rank | |
| Total securities | $3,442,081,000 | 65 |
| U.S. Government securities | $2,971,134,000 | 62 |
| U.S. Treasury securities | $503,000 | 955 |
| U.S. Government agency obligations | $2,970,631,000 | 59 |
| Securities issued by states & political subdivisions | $243,219,000 | 87 |
| Other domestic debt securities | $227,728,000 | 91 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $38,731,000 | 76 |
| Structured financial products - Total | $188,997,000 | 24 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,605,043,000 | 48 |
| Mortgage-backed securities | $2,705,193,000 | 60 |
| Certificates of participation in pools of residential mortgages | $266,019,000 | 173 |
| Issued or guaranteed by U.S. | $266,019,000 | 172 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,048,276,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,048,276,000 | 38 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $390,898,000 | 36 |
| Commercial mortgage pass-through securities | $390,898,000 | 14 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $69,980,000 | 321 |
| Available-for-sale securities (fair market value) | $3,372,101,000 | 56 |
| Total debt securities | $3,442,081,000 | 64 |
| Structured notes | ||
| Amortized cost | $12,429,000 | 326 |
| Fair value | $12,264,000 | 322 |
| Trading account assets | $2,380,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $2,380,000 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $3,582,021,000 | 65 |
| U.S. Government securities | $3,105,556,000 | 61 |
| U.S. Treasury securities | $505,000 | 969 |
| U.S. Government agency obligations | $3,105,051,000 | 58 |
| Securities issued by states & political subdivisions | $242,499,000 | 81 |
| Other domestic debt securities | $233,966,000 | 90 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $233,966,000 | 40 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,490,562,000 | 46 |
| Mortgage-backed securities | $2,832,194,000 | 58 |
| Certificates of participation in pools of residential mortgages | $277,370,000 | 167 |
| Issued or guaranteed by U.S. | $277,370,000 | 166 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,156,320,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,156,320,000 | 38 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $398,504,000 | 35 |
| Commercial mortgage pass-through securities | $398,504,000 | 14 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $70,338,000 | 297 |
| Available-for-sale securities (fair market value) | $3,511,683,000 | 55 |
| Total debt securities | $3,582,021,000 | 65 |
| Structured notes | ||
| Amortized cost | $12,419,000 | 321 |
| Fair value | $12,250,000 | 319 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $2,304,000 | 75 |
| 2013-03-31 | Rank | |
| Total securities | $3,619,749,000 | 66 |
| U.S. Government securities | $3,128,709,000 | 61 |
| U.S. Treasury securities | $506,000 | 989 |
| U.S. Government agency obligations | $3,128,203,000 | 59 |
| Securities issued by states & political subdivisions | $251,538,000 | 77 |
| Other domestic debt securities | $239,502,000 | 87 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $239,502,000 | 38 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,546,187,000 | 46 |
| Mortgage-backed securities | $2,800,684,000 | 58 |
| Certificates of participation in pools of residential mortgages | $296,004,000 | 164 |
| Issued or guaranteed by U.S. | $296,004,000 | 163 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,090,516,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,090,516,000 | 38 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $414,164,000 | 34 |
| Commercial mortgage pass-through securities | $414,164,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $73,666,000 | 260 |
| Available-for-sale securities (fair market value) | $3,546,083,000 | 57 |
| Total debt securities | $3,619,749,000 | 65 |
| Structured notes | ||
| Amortized cost | $28,715,000 | 139 |
| Fair value | $29,126,000 | 137 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $169,000 | 116 |
| 2012-12-31 | Rank | |
| Total securities | $2,699,933,000 | 76 |
| U.S. Government securities | $2,206,340,000 | 73 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,206,340,000 | 71 |
| Securities issued by states & political subdivisions | $251,966,000 | 79 |
| Other domestic debt securities | $241,627,000 | 85 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $241,627,000 | 38 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,812,546,000 | 61 |
| Mortgage-backed securities | $2,100,595,000 | 70 |
| Certificates of participation in pools of residential mortgages | $232,283,000 | 196 |
| Issued or guaranteed by U.S. | $232,283,000 | 194 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,466,367,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,466,367,000 | 45 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $401,945,000 | 34 |
| Commercial mortgage pass-through securities | $401,945,000 | 14 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $42,188,000 | 387 |
| Available-for-sale securities (fair market value) | $2,657,745,000 | 67 |
| Total debt securities | $2,699,933,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $1,072,000 | 91 |
| 2012-09-30 | Rank | |
| Total securities | $2,769,930,000 | 79 |
| U.S. Government securities | $2,274,239,000 | 75 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,274,239,000 | 74 |
| Securities issued by states & political subdivisions | $253,569,000 | 77 |
| Other domestic debt securities | $242,122,000 | 92 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $242,122,000 | 40 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,984,737,000 | 55 |
| Mortgage-backed securities | $2,213,550,000 | 72 |
| Certificates of participation in pools of residential mortgages | $263,253,000 | 192 |
| Issued or guaranteed by U.S. | $263,253,000 | 191 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,566,914,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,566,914,000 | 42 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $383,383,000 | 32 |
| Commercial mortgage pass-through securities | $383,383,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $45,484,000 | 369 |
| Available-for-sale securities (fair market value) | $2,724,446,000 | 69 |
| Total debt securities | $2,769,930,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $260,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $260,000 | 101 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,640,674,000 | 81 |
| U.S. Government securities | $2,293,524,000 | 75 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,293,524,000 | 74 |
| Securities issued by states & political subdivisions | $252,177,000 | 71 |
| Other domestic debt securities | $94,973,000 | 155 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $91,293,000 | 54 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,680,000 | 893 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,091,037,000 | 52 |
| Mortgage-backed securities | $2,220,579,000 | 71 |
| Certificates of participation in pools of residential mortgages | $290,714,000 | 182 |
| Issued or guaranteed by U.S. | $290,714,000 | 181 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,573,225,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,573,225,000 | 48 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $356,640,000 | 31 |
| Commercial mortgage pass-through securities | $356,640,000 | 14 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $47,867,000 | 352 |
| Available-for-sale securities (fair market value) | $2,592,807,000 | 71 |
| Total debt securities | $2,640,674,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $574,000 | 97 |
| 2012-03-31 | Rank | |
| Total securities | $2,647,674,000 | 81 |
| U.S. Government securities | $2,370,060,000 | 75 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,370,060,000 | 73 |
| Securities issued by states & political subdivisions | $248,627,000 | 67 |
| Other domestic debt securities | $28,987,000 | 351 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $23,693,000 | 73 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,294,000 | 718 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,062,504,000 | 54 |
| Mortgage-backed securities | $2,268,088,000 | 70 |
| Certificates of participation in pools of residential mortgages | $310,907,000 | 168 |
| Issued or guaranteed by U.S. | $310,907,000 | 167 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,624,664,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,624,664,000 | 44 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $332,517,000 | 29 |
| Commercial mortgage pass-through securities | $332,517,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $52,010,000 | 338 |
| Available-for-sale securities (fair market value) | $2,595,664,000 | 72 |
| Total debt securities | $2,647,674,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $1,015,000 | 87 |
| 2011-12-31 | Rank | |
| Total securities | $2,526,698,000 | 80 |
| U.S. Government securities | $2,281,252,000 | 73 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,281,252,000 | 73 |
| Securities issued by states & political subdivisions | $245,446,000 | 67 |
| 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 | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,786,839,000 | 56 |
| Mortgage-backed securities | $2,216,446,000 | 71 |
| Certificates of participation in pools of residential mortgages | $365,503,000 | 145 |
| Issued or guaranteed by U.S. | $365,503,000 | 145 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,622,713,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,622,713,000 | 44 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $228,230,000 | 28 |
| Commercial mortgage pass-through securities | $228,230,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $57,705,000 | 325 |
| Available-for-sale securities (fair market value) | $2,468,993,000 | 77 |
| Total debt securities | $2,526,698,000 | 80 |
| Structured notes | ||
| Amortized cost | $2,071,000 | 1,642 |
| Fair value | $2,111,000 | 1,639 |
| Trading account assets | $357,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $357,000 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,547,951,000 | 80 |
| U.S. Government securities | $2,296,924,000 | 71 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,296,924,000 | 71 |
| Securities issued by states & political subdivisions | $251,027,000 | 65 |
| 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 | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,045,419,000 | 51 |
| Mortgage-backed securities | $2,235,049,000 | 70 |
| Certificates of participation in pools of residential mortgages | $421,270,000 | 129 |
| Issued or guaranteed by U.S. | $421,270,000 | 128 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,599,232,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,599,232,000 | 45 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $214,547,000 | 27 |
| Commercial mortgage pass-through securities | $214,547,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $71,046,000 | 257 |
| Available-for-sale securities (fair market value) | $2,476,905,000 | 72 |
| Total debt securities | $2,547,951,000 | 80 |
| Structured notes | ||
| Amortized cost | $2,570,000 | 1,550 |
| Fair value | $2,622,000 | 1,546 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $236,000 | 84 |
| 2011-06-30 | Rank | |
| Total securities | $2,486,965,000 | 84 |
| U.S. Government securities | $2,254,000,000 | 75 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,254,000,000 | 72 |
| Securities issued by states & political subdivisions | $232,965,000 | 70 |
| 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 | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,170,634,000 | 48 |
| Mortgage-backed securities | $2,151,054,000 | 70 |
| Certificates of participation in pools of residential mortgages | $434,030,000 | 124 |
| Issued or guaranteed by U.S. | $434,030,000 | 123 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,589,133,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,589,133,000 | 44 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $127,891,000 | 29 |
| Commercial mortgage pass-through securities | $127,891,000 | 12 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $87,923,000 | 217 |
| Available-for-sale securities (fair market value) | $2,399,042,000 | 77 |
| Total debt securities | $2,486,965,000 | 85 |
| Structured notes | ||
| Amortized cost | $2,569,000 | 1,770 |
| Fair value | $2,596,000 | 1,764 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $820,000 | 79 |
| 2011-03-31 | Rank | |
| Total securities | $2,419,758,000 | 90 |
| U.S. Government securities | $2,208,720,000 | 78 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,208,720,000 | 76 |
| Securities issued by states & political subdivisions | $211,038,000 | 75 |
| 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 | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,039,623,000 | 56 |
| Mortgage-backed securities | $2,072,542,000 | 71 |
| Certificates of participation in pools of residential mortgages | $434,751,000 | 119 |
| Issued or guaranteed by U.S. | $434,751,000 | 118 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,539,144,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,539,144,000 | 42 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $98,647,000 | 28 |
| Commercial mortgage pass-through securities | $98,647,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $110,054,000 | 180 |
| Available-for-sale securities (fair market value) | $2,309,704,000 | 80 |
| Total debt securities | $2,419,758,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $1,657,000 | 66 |
| 2010-12-31 | Rank | |
| Total securities | $2,318,096,000 | 91 |
| U.S. Government securities | $2,046,381,000 | 80 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,046,381,000 | 76 |
| Securities issued by states & political subdivisions | $212,883,000 | 77 |
| Other domestic debt securities | $58,832,000 | 241 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $58,832,000 | 26 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,720,464,000 | 62 |
| Mortgage-backed securities | $1,983,178,000 | 71 |
| Certificates of participation in pools of residential mortgages | $445,004,000 | 116 |
| Issued or guaranteed by U.S. | $445,004,000 | 115 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,479,342,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,479,342,000 | 44 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $58,832,000 | 26 |
| Commercial mortgage pass-through securities | $58,832,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $140,847,000 | 152 |
| Available-for-sale securities (fair market value) | $2,177,249,000 | 81 |
| Total debt securities | $2,318,096,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $4,146,000 | 58 |
| 2010-09-30 | Rank | |
| Total securities | $2,137,473,000 | 94 |
| U.S. Government securities | $1,877,148,000 | 79 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,877,148,000 | 76 |
| Securities issued by states & political subdivisions | $209,910,000 | 78 |
| Other domestic debt securities | $50,415,000 | 261 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $44,390,000 | 29 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $6,025,000 | 533 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,845,107,000 | 56 |
| Mortgage-backed securities | $1,771,936,000 | 72 |
| Certificates of participation in pools of residential mortgages | $262,955,000 | 165 |
| Issued or guaranteed by U.S. | $262,955,000 | 164 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,464,591,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,464,591,000 | 39 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $44,390,000 | 29 |
| Commercial mortgage pass-through securities | $44,390,000 | 12 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $168,849,000 | 118 |
| Available-for-sale securities (fair market value) | $1,968,624,000 | 84 |
| Total debt securities | $2,137,473,000 | 94 |
| Structured notes | ||
| Amortized cost | $3,758,000 | 1,381 |
| Fair value | $3,780,000 | 1,385 |
| Trading account assets | $62,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $62,000 | 78 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,979,570,000 | 94 |
| U.S. Government securities | $1,739,896,000 | 81 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,739,896,000 | 80 |
| Securities issued by states & political subdivisions | $189,751,000 | 77 |
| Other domestic debt securities | $49,923,000 | 262 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $43,833,000 | 28 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $6,090,000 | 498 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,860,598,000 | 53 |
| Mortgage-backed securities | $1,659,147,000 | 74 |
| Certificates of participation in pools of residential mortgages | $162,881,000 | 245 |
| Issued or guaranteed by U.S. | $162,881,000 | 242 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,452,433,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,452,433,000 | 39 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $43,833,000 | 28 |
| Commercial mortgage pass-through securities | $43,833,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $192,860,000 | 106 |
| Available-for-sale securities (fair market value) | $1,786,710,000 | 89 |
| Total debt securities | $1,979,570,000 | 95 |
| Structured notes | ||
| Amortized cost | $13,758,000 | 499 |
| Fair value | $13,839,000 | 501 |
| Trading account assets | $2,376,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $2,376,000 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,922,453,000 | 93 |
| U.S. Government securities | $1,662,477,000 | 84 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,662,477,000 | 83 |
| Securities issued by states & political subdivisions | $193,267,000 | 75 |
| Other domestic debt securities | $66,709,000 | 218 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $60,543,000 | 26 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $6,166,000 | 515 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,827,449,000 | 51 |
| Mortgage-backed securities | $1,654,428,000 | 77 |
| Certificates of participation in pools of residential mortgages | $70,079,000 | 558 |
| Issued or guaranteed by U.S. | $70,079,000 | 556 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,523,806,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,523,806,000 | 36 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $60,543,000 | 26 |
| Commercial mortgage pass-through securities | $60,543,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $215,888,000 | 96 |
| Available-for-sale securities (fair market value) | $1,706,565,000 | 88 |
| Total debt securities | $1,922,453,000 | 94 |
| Structured notes | ||
| Amortized cost | $20,995,000 | 254 |
| Fair value | $21,074,000 | 253 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $2,454,000 | 68 |
| 2009-12-31 | Rank | |
| Total securities | $1,917,380,000 | 100 |
| U.S. Government securities | $1,647,234,000 | 83 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,647,234,000 | 81 |
| Securities issued by states & political subdivisions | $192,151,000 | 76 |
| Other domestic debt securities | $77,995,000 | 202 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $71,806,000 | 25 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $6,189,000 | 520 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,598,939,000 | 61 |
| Mortgage-backed securities | $1,671,103,000 | 77 |
| Certificates of participation in pools of residential mortgages | $68,515,000 | 584 |
| Issued or guaranteed by U.S. | $68,515,000 | 580 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,530,782,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,530,782,000 | 34 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $71,806,000 | 25 |
| Commercial mortgage pass-through securities | $71,806,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $232,984,000 | 89 |
| Available-for-sale securities (fair market value) | $1,684,396,000 | 92 |
| Total debt securities | $1,917,380,000 | 99 |
| Structured notes | ||
| Amortized cost | $10,995,000 | 391 |
| Fair value | $10,880,000 | 387 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $4,496,000 | 61 |
| 2009-09-30 | Rank | |
| Total securities | $1,771,228,000 | 107 |
| U.S. Government securities | $1,461,608,000 | 96 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,461,608,000 | 92 |
| Securities issued by states & political subdivisions | $229,949,000 | 66 |
| Other domestic debt securities | $79,671,000 | 221 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $73,443,000 | 29 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $6,228,000 | 537 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,592,288,000 | 66 |
| Mortgage-backed securities | $1,510,038,000 | 81 |
| Certificates of participation in pools of residential mortgages | $24,088,000 | 1,510 |
| Issued or guaranteed by U.S. | $24,088,000 | 1,503 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,412,507,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,412,507,000 | 35 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $73,443,000 | 29 |
| Commercial mortgage pass-through securities | $73,443,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $242,603,000 | 93 |
| Available-for-sale securities (fair market value) | $1,528,625,000 | 98 |
| Total debt securities | $1,771,228,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $3,305,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $3,305,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,742,808,000 | 113 |
| U.S. Government securities | $1,414,035,000 | 98 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,414,035,000 | 94 |
| Securities issued by states & political subdivisions | $227,130,000 | 66 |
| Other domestic debt securities | $101,643,000 | 195 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $95,491,000 | 28 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $6,152,000 | 559 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,709,460,000 | 64 |
| Mortgage-backed securities | $1,484,314,000 | 83 |
| Certificates of participation in pools of residential mortgages | $24,491,000 | 1,525 |
| Issued or guaranteed by U.S. | $24,491,000 | 1,517 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,364,332,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,364,332,000 | 33 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $95,491,000 | 28 |
| Commercial mortgage pass-through securities | $95,491,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $254,380,000 | 87 |
| Available-for-sale securities (fair market value) | $1,488,428,000 | 99 |
| Total debt securities | $1,742,808,000 | 111 |
| 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 | $2,066,000 | 61 |
| 2009-03-31 | Rank | |
| Total securities | $1,868,965,000 | 103 |
| U.S. Government securities | $1,639,731,000 | 86 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,639,731,000 | 83 |
| Securities issued by states & political subdivisions | $221,165,000 | 65 |
| Other domestic debt securities | $8,069,000 | 992 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,069,000 | 473 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,771,901,000 | 62 |
| Mortgage-backed securities | $1,614,471,000 | 81 |
| Certificates of participation in pools of residential mortgages | $94,990,000 | 485 |
| Issued or guaranteed by U.S. | $94,990,000 | 478 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,519,481,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,519,481,000 | 30 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $256,677,000 | 87 |
| Available-for-sale securities (fair market value) | $1,612,288,000 | 98 |
| Total debt securities | $1,868,965,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $2,643,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $2,643,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,800,945,000 | 100 |
| U.S. Government securities | $1,591,520,000 | 87 |
| U.S. Treasury securities | $5,000,000 | 280 |
| U.S. Government agency obligations | $1,586,520,000 | 85 |
| Securities issued by states & political subdivisions | $201,555,000 | 71 |
| Other domestic debt securities | $7,870,000 | 965 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,870,000 | 465 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,739,466,000 | 64 |
| Mortgage-backed securities | $1,561,126,000 | 80 |
| Certificates of participation in pools of residential mortgages | $27,912,000 | 1,363 |
| Issued or guaranteed by U.S. | $27,912,000 | 1,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,533,214,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,533,214,000 | 27 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $259,629,000 | 83 |
| Available-for-sale securities (fair market value) | $1,541,316,000 | 91 |
| Total debt securities | $1,800,945,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $6,436,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $6,436,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,161,414,000 | 132 |
| U.S. Government securities | $1,012,354,000 | 108 |
| U.S. Treasury securities | $4,980,000 | 294 |
| U.S. Government agency obligations | $1,007,374,000 | 107 |
| Securities issued by states & political subdivisions | $137,931,000 | 98 |
| Other domestic debt securities | $11,129,000 | 774 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,129,000 | 334 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,105,610,000 | 80 |
| Mortgage-backed securities | $1,007,345,000 | 102 |
| Certificates of participation in pools of residential mortgages | $22,575,000 | 1,558 |
| Issued or guaranteed by U.S. | $22,575,000 | 1,549 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $984,770,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $984,770,000 | 36 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $256,323,000 | 82 |
| Available-for-sale securities (fair market value) | $905,091,000 | 136 |
| Total debt securities | $1,161,414,000 | 130 |
| 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 | $9,684,000 | 47 |
| 2008-06-30 | Rank | |
| Total securities | $1,167,670,000 | 132 |
| U.S. Government securities | $1,013,533,000 | 111 |
| U.S. Treasury securities | $3,992,000 | 338 |
| U.S. Government agency obligations | $1,009,541,000 | 110 |
| Securities issued by states & political subdivisions | $142,890,000 | 102 |
| Other domestic debt securities | $11,247,000 | 816 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,247,000 | 397 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,082,366,000 | 82 |
| Mortgage-backed securities | $1,009,511,000 | 101 |
| Certificates of participation in pools of residential mortgages | $17,943,000 | 1,810 |
| Issued or guaranteed by U.S. | $17,943,000 | 1,799 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $991,568,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $991,568,000 | 37 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $260,741,000 | 81 |
| Available-for-sale securities (fair market value) | $906,929,000 | 143 |
| Total debt securities | $1,167,670,000 | 131 |
| 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 | $416,000 | 61 |
| 2008-03-31 | Rank | |
| Total securities | $850,012,000 | 181 |
| U.S. Government securities | $692,292,000 | 155 |
| U.S. Treasury securities | $3,994,000 | 349 |
| U.S. Government agency obligations | $688,298,000 | 151 |
| Securities issued by states & political subdivisions | $140,287,000 | 105 |
| Other domestic debt securities | $17,305,000 | 592 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,305,000 | 281 |
| Foreign debt securities | $128,000 | 154 |
| 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 | $622,601,000 | 118 |
| Mortgage-backed securities | $688,266,000 | 141 |
| Certificates of participation in pools of residential mortgages | $15,360,000 | 1,972 |
| Issued or guaranteed by U.S. | $15,360,000 | 1,962 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $672,906,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $672,906,000 | 44 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $267,315,000 | 74 |
| Available-for-sale securities (fair market value) | $582,697,000 | 205 |
| Total debt securities | $850,012,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $5,790,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $713,405,000 | 202 |
| U.S. Government securities | $482,227,000 | 198 |
| U.S. Treasury securities | $3,986,000 | 391 |
| U.S. Government agency obligations | $478,241,000 | 195 |
| Securities issued by states & political subdivisions | $160,516,000 | 91 |
| Other domestic debt securities | $70,536,000 | 253 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $70,536,000 | 104 |
| Foreign debt securities | $126,000 | 159 |
| 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 | $582,257,000 | 123 |
| Mortgage-backed securities | $478,208,000 | 174 |
| Certificates of participation in pools of residential mortgages | $15,882,000 | 1,681 |
| Issued or guaranteed by U.S. | $15,882,000 | 1,671 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $462,326,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $462,326,000 | 61 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,096,000 | 79 |
| Available-for-sale securities (fair market value) | $438,309,000 | 252 |
| Total debt securities | $713,405,000 | 196 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $799,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $794,204,000 | 192 |
| U.S. Government securities | $548,489,000 | 184 |
| U.S. Treasury securities | $12,146,000 | 188 |
| U.S. Government agency obligations | $536,343,000 | 186 |
| Securities issued by states & political subdivisions | $164,450,000 | 89 |
| Other domestic debt securities | $81,141,000 | 232 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,141,000 | 92 |
| Foreign debt securities | $124,000 | 163 |
| 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 | $634,141,000 | 114 |
| Mortgage-backed securities | $536,308,000 | 152 |
| Certificates of participation in pools of residential mortgages | $22,734,000 | 1,182 |
| Issued or guaranteed by U.S. | $22,734,000 | 1,176 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $513,574,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $513,574,000 | 59 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $278,385,000 | 82 |
| Available-for-sale securities (fair market value) | $515,819,000 | 223 |
| Total debt securities | $794,204,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $92,000 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $886,225,000 | 178 |
| U.S. Government securities | $633,480,000 | 178 |
| U.S. Treasury securities | $12,150,000 | 205 |
| U.S. Government agency obligations | $621,330,000 | 174 |
| Securities issued by states & political subdivisions | $172,072,000 | 84 |
| Other domestic debt securities | $80,551,000 | 229 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $80,551,000 | 91 |
| Foreign debt securities | $122,000 | 165 |
| 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 | $715,041,000 | 116 |
| Mortgage-backed securities | $621,293,000 | 146 |
| Certificates of participation in pools of residential mortgages | $49,622,000 | 662 |
| Issued or guaranteed by U.S. | $49,622,000 | 652 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $571,671,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $571,671,000 | 63 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $281,403,000 | 81 |
| Available-for-sale securities (fair market value) | $604,822,000 | 196 |
| Total debt securities | $886,225,000 | 176 |
| 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 | $985,188,000 | 171 |
| U.S. Government securities | $717,092,000 | 162 |
| U.S. Treasury securities | $14,304,000 | 212 |
| U.S. Government agency obligations | $702,788,000 | 158 |
| Securities issued by states & political subdivisions | $179,195,000 | 84 |
| Other domestic debt securities | $88,780,000 | 211 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $88,780,000 | 84 |
| Foreign debt securities | $121,000 | 171 |
| 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 | $798,450,000 | 109 |
| Mortgage-backed securities | $702,741,000 | 133 |
| Certificates of participation in pools of residential mortgages | $71,783,000 | 470 |
| Issued or guaranteed by U.S. | $71,783,000 | 465 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $630,958,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $630,958,000 | 60 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $286,040,000 | 88 |
| Available-for-sale securities (fair market value) | $699,148,000 | 179 |
| Total debt securities | $985,188,000 | 170 |
| 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 | $1,050,516,000 | 167 |
| U.S. Government securities | $771,785,000 | 162 |
| U.S. Treasury securities | $11,447,000 | 259 |
| U.S. Government agency obligations | $760,338,000 | 158 |
| Securities issued by states & political subdivisions | $187,104,000 | 75 |
| Other domestic debt securities | $91,508,000 | 207 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,508,000 | 87 |
| Foreign debt securities | $119,000 | 172 |
| 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 | $845,224,000 | 108 |
| Mortgage-backed securities | $760,288,000 | 130 |
| Certificates of participation in pools of residential mortgages | $72,322,000 | 483 |
| Issued or guaranteed by U.S. | $72,322,000 | 478 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $687,966,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $687,966,000 | 53 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $292,243,000 | 83 |
| Available-for-sale securities (fair market value) | $758,273,000 | 173 |
| Total debt securities | $1,050,516,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,114,231,000 | 161 |
| U.S. Government securities | $829,604,000 | 163 |
| U.S. Treasury securities | $11,355,000 | 275 |
| U.S. Government agency obligations | $818,249,000 | 157 |
| Securities issued by states & political subdivisions | $184,980,000 | 80 |
| Other domestic debt securities | $99,530,000 | 203 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,530,000 | 84 |
| Foreign debt securities | $117,000 | 172 |
| 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 | $904,343,000 | 104 |
| Mortgage-backed securities | $816,205,000 | 127 |
| Certificates of participation in pools of residential mortgages | $73,056,000 | 493 |
| Issued or guaranteed by U.S. | $73,056,000 | 487 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $743,149,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $743,149,000 | 56 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $289,125,000 | 86 |
| Available-for-sale securities (fair market value) | $825,106,000 | 169 |
| Total debt securities | $1,114,231,000 | 158 |
| Structured notes | ||
| Amortized cost | $1,987,000 | 1,625 |
| Fair value | $1,993,000 | 1,496 |
| Trading account assets | $467,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,168,683,000 | 160 |
| U.S. Government securities | $870,301,000 | 158 |
| U.S. Treasury securities | $11,582,000 | 285 |
| U.S. Government agency obligations | $858,719,000 | 152 |
| Securities issued by states & political subdivisions | $191,881,000 | 79 |
| Other domestic debt securities | $106,385,000 | 192 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $106,385,000 | 75 |
| Foreign debt securities | $116,000 | 178 |
| 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 | $947,032,000 | 99 |
| Mortgage-backed securities | $858,658,000 | 128 |
| Certificates of participation in pools of residential mortgages | $71,120,000 | 510 |
| Issued or guaranteed by U.S. | $71,120,000 | 504 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $787,538,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $787,538,000 | 54 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $296,246,000 | 86 |
| Available-for-sale securities (fair market value) | $872,437,000 | 167 |
| Total debt securities | $1,168,683,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,228,703,000 | 156 |
| U.S. Government securities | $925,654,000 | 155 |
| U.S. Treasury securities | $17,080,000 | 231 |
| U.S. Government agency obligations | $908,574,000 | 148 |
| Securities issued by states & political subdivisions | $194,817,000 | 78 |
| Other domestic debt securities | $108,118,000 | 192 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $108,118,000 | 79 |
| Foreign debt securities | $114,000 | 184 |
| 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 | $989,830,000 | 92 |
| Mortgage-backed securities | $908,511,000 | 124 |
| Certificates of participation in pools of residential mortgages | $70,811,000 | 513 |
| Issued or guaranteed by U.S. | $70,811,000 | 505 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $837,700,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $837,700,000 | 50 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $296,760,000 | 88 |
| Available-for-sale securities (fair market value) | $931,943,000 | 165 |
| Total debt securities | $1,228,703,000 | 155 |
| 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 | $1,280,634,000 | 152 |
| U.S. Government securities | $968,719,000 | 154 |
| U.S. Treasury securities | $8,944,000 | 375 |
| U.S. Government agency obligations | $959,775,000 | 146 |
| Securities issued by states & political subdivisions | $194,349,000 | 77 |
| Other domestic debt securities | $117,453,000 | 186 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $117,453,000 | 68 |
| Foreign debt securities | $113,000 | 180 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,065,534,000 | 93 |
| Mortgage-backed securities | $959,710,000 | 124 |
| Certificates of participation in pools of residential mortgages | $72,213,000 | 516 |
| Issued or guaranteed by U.S. | $72,213,000 | 509 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $887,497,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $887,497,000 | 50 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $294,902,000 | 90 |
| Available-for-sale securities (fair market value) | $985,732,000 | 163 |
| Total debt securities | $1,280,634,000 | 149 |
| 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 | $1,365,062,000 | 146 |
| U.S. Government securities | $1,048,731,000 | 136 |
| U.S. Treasury securities | $16,910,000 | 229 |
| U.S. Government agency obligations | $1,031,821,000 | 130 |
| Securities issued by states & political subdivisions | $197,826,000 | 75 |
| Other domestic debt securities | $118,394,000 | 187 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $118,394,000 | 67 |
| Foreign debt securities | $111,000 | 185 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,132,995,000 | 86 |
| Mortgage-backed securities | $1,031,754,000 | 122 |
| Certificates of participation in pools of residential mortgages | $83,883,000 | 471 |
| Issued or guaranteed by U.S. | $83,883,000 | 463 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $947,871,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $947,871,000 | 50 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $296,962,000 | 89 |
| Available-for-sale securities (fair market value) | $1,068,100,000 | 157 |
| Total debt securities | $1,365,062,000 | 143 |
| 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 | $1,443,569,000 | 144 |
| U.S. Government securities | $1,115,750,000 | 135 |
| U.S. Treasury securities | $9,937,000 | 348 |
| U.S. Government agency obligations | $1,105,813,000 | 130 |
| Securities issued by states & political subdivisions | $204,253,000 | 70 |
| Other domestic debt securities | $123,457,000 | 186 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $123,457,000 | 68 |
| Foreign debt securities | $109,000 | 189 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,213,883,000 | 84 |
| Mortgage-backed securities | $1,105,242,000 | 120 |
| Certificates of participation in pools of residential mortgages | $86,644,000 | 468 |
| Issued or guaranteed by U.S. | $86,644,000 | 456 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,018,598,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $1,018,598,000 | 44 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $304,589,000 | 87 |
| Available-for-sale securities (fair market value) | $1,138,980,000 | 152 |
| Total debt securities | $1,443,569,000 | 144 |
| 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 | $1,748,589,000 | 126 |
| U.S. Government securities | $1,418,572,000 | 119 |
| U.S. Treasury securities | $4,880,000 | 644 |
| U.S. Government agency obligations | $1,413,692,000 | 115 |
| Securities issued by states & political subdivisions | $201,223,000 | 68 |
| Other domestic debt securities | $128,686,000 | 178 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $128,686,000 | 64 |
| Foreign debt securities | $108,000 | 194 |
| 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 | $1,481,772,000 | 74 |
| Mortgage-backed securities | $1,168,036,000 | 123 |
| Certificates of participation in pools of residential mortgages | $102,326,000 | 429 |
| Issued or guaranteed by U.S. | $102,326,000 | 426 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,065,710,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $1,065,710,000 | 42 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $300,234,000 | 88 |
| Available-for-sale securities (fair market value) | $1,448,355,000 | 128 |
| Total debt securities | $1,748,589,000 | 126 |
| 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 | $1,638,500,000 | 133 |
| U.S. Government securities | $1,308,125,000 | 130 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,308,125,000 | 124 |
| Securities issued by states & political subdivisions | $201,587,000 | 69 |
| Other domestic debt securities | $128,682,000 | 186 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $128,682,000 | 69 |
| Foreign debt securities | $106,000 | 191 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,397,296,000 | 84 |
| Mortgage-backed securities | $1,058,892,000 | 124 |
| Certificates of participation in pools of residential mortgages | $105,608,000 | 429 |
| Issued or guaranteed by U.S. | $105,608,000 | 426 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $953,284,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $953,284,000 | 46 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $136,797,000 | 165 |
| Available-for-sale securities (fair market value) | $1,501,703,000 | 127 |
| Total debt securities | $1,638,500,000 | 133 |
| 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 | $1,984,911,000 | 122 |
| U.S. Government securities | $1,644,124,000 | 109 |
| U.S. Treasury securities | $70,351,000 | 88 |
| U.S. Government agency obligations | $1,573,773,000 | 108 |
| Securities issued by states & political subdivisions | $208,008,000 | 65 |
| Other domestic debt securities | $132,674,000 | 177 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $132,674,000 | 68 |
| Foreign debt securities | $105,000 | 195 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,598,057,000 | 75 |
| Mortgage-backed securities | $1,323,047,000 | 110 |
| Certificates of participation in pools of residential mortgages | $105,475,000 | 431 |
| Issued or guaranteed by U.S. | $105,475,000 | 429 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,217,572,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,217,572,000 | 39 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $147,214,000 | 159 |
| Available-for-sale securities (fair market value) | $1,837,697,000 | 113 |
| Total debt securities | $1,984,911,000 | 121 |
| 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 | $2,073,279,000 | 119 |
| U.S. Government securities | $1,730,127,000 | 108 |
| U.S. Treasury securities | $69,628,000 | 93 |
| U.S. Government agency obligations | $1,660,499,000 | 104 |
| Securities issued by states & political subdivisions | $212,035,000 | 59 |
| Other domestic debt securities | $131,014,000 | 175 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $131,014,000 | 68 |
| Foreign debt securities | $103,000 | 196 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,734,074,000 | 70 |
| Mortgage-backed securities | $1,411,718,000 | 106 |
| Certificates of participation in pools of residential mortgages | $91,262,000 | 495 |
| Issued or guaranteed by U.S. | $91,262,000 | 492 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,320,456,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,320,456,000 | 35 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $159,173,000 | 148 |
| Available-for-sale securities (fair market value) | $1,914,106,000 | 113 |
| Total debt securities | $2,073,279,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,050,635,000 | 122 |
| U.S. Government securities | $1,713,272,000 | 104 |
| U.S. Treasury securities | $71,937,000 | 85 |
| U.S. Government agency obligations | $1,641,335,000 | 100 |
| Securities issued by states & political subdivisions | $216,777,000 | 60 |
| Other domestic debt securities | $120,586,000 | 192 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $120,586,000 | 73 |
| 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 | $1,788,559,000 | 68 |
| Mortgage-backed securities | $1,409,505,000 | 106 |
| Certificates of participation in pools of residential mortgages | $99,161,000 | 481 |
| Issued or guaranteed by U.S. | $99,161,000 | 477 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,310,344,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,310,344,000 | 34 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $169,708,000 | 141 |
| Available-for-sale securities (fair market value) | $1,880,927,000 | 112 |
| Total debt securities | $2,050,635,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,035,439,000 | 119 |
| U.S. Government securities | $1,709,381,000 | 108 |
| U.S. Treasury securities | $70,686,000 | 89 |
| U.S. Government agency obligations | $1,638,695,000 | 107 |
| Securities issued by states & political subdivisions | $218,844,000 | 56 |
| Other domestic debt securities | $107,114,000 | 176 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $107,114,000 | 96 |
| Foreign debt securities | $100,000 | 217 |
| 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 | $1,661,660,000 | 73 |
| Mortgage-backed securities | $1,410,266,000 | 104 |
| Certificates of participation in pools of residential mortgages | $101,773,000 | 482 |
| Issued or guaranteed by U.S. | $101,773,000 | 478 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,308,493,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,308,493,000 | 41 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $178,450,000 | 131 |
| Available-for-sale securities (fair market value) | $1,856,989,000 | 112 |
| Total debt securities | $2,035,439,000 | 118 |
| 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 | $1,806,126,000 | 124 |
| U.S. Government securities | $1,512,753,000 | 115 |
| U.S. Treasury securities | $61,531,000 | 94 |
| U.S. Government agency obligations | $1,451,222,000 | 109 |
| Securities issued by states & political subdivisions | $214,191,000 | 56 |
| Other domestic debt securities | $79,082,000 | 213 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $79,082,000 | 120 |
| Foreign debt securities | $100,000 | 223 |
| 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 | $1,397,344,000 | 76 |
| Mortgage-backed securities | $1,271,645,000 | 111 |
| Certificates of participation in pools of residential mortgages | $70,594,000 | 603 |
| Issued or guaranteed by U.S. | $70,594,000 | 596 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,201,051,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,201,051,000 | 39 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $201,052,000 | 118 |
| Available-for-sale securities (fair market value) | $1,605,074,000 | 118 |
| Total debt securities | $1,806,126,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,800,175,000 | 128 |
| U.S. Government securities | $1,577,530,000 | 112 |
| U.S. Treasury securities | $62,152,000 | 96 |
| U.S. Government agency obligations | $1,515,378,000 | 107 |
| Securities issued by states & political subdivisions | $222,545,000 | 55 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $100,000 | 222 |
| 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 | $1,582,637,000 | 68 |
| Mortgage-backed securities | $1,433,082,000 | 100 |
| Certificates of participation in pools of residential mortgages | $79,951,000 | 538 |
| Issued or guaranteed by U.S. | $79,951,000 | 533 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,353,131,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,353,131,000 | 42 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $312,001,000 | 74 |
| Available-for-sale securities (fair market value) | $1,488,174,000 | 125 |
| Total debt securities | $1,800,175,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,918,017,000 | 123 |
| U.S. Government securities | $1,691,692,000 | 109 |
| U.S. Treasury securities | $60,376,000 | 105 |
| U.S. Government agency obligations | $1,631,316,000 | 104 |
| Securities issued by states & political subdivisions | $226,225,000 | 55 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $100,000 | 218 |
| 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 | $1,612,666,000 | 67 |
| Mortgage-backed securities | $1,498,668,000 | 104 |
| Certificates of participation in pools of residential mortgages | $94,678,000 | 474 |
| Issued or guaranteed by U.S. | $94,678,000 | 468 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,403,990,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,403,990,000 | 36 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $442,946,000 | 57 |
| Available-for-sale securities (fair market value) | $1,475,071,000 | 127 |
| Total debt securities | $1,918,017,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,763,468,000 | 130 |
| U.S. Government securities | $1,532,659,000 | 112 |
| U.S. Treasury securities | $105,842,000 | 69 |
| U.S. Government agency obligations | $1,426,817,000 | 113 |
| Securities issued by states & political subdivisions | $230,709,000 | 54 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $100,000 | 223 |
| 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 | $1,349,296,000 | 81 |
| Mortgage-backed securities | $1,340,498,000 | 105 |
| Certificates of participation in pools of residential mortgages | $108,906,000 | 404 |
| Issued or guaranteed by U.S. | $108,906,000 | 398 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,231,592,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,231,592,000 | 43 |
| Privately issued | $0 | 1,253 |
| 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) | $549,197,000 | 45 |
| Available-for-sale securities (fair market value) | $1,214,271,000 | 143 |
| Total debt securities | $1,763,468,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,803,042,000 | 116 |
| U.S. Government securities | $1,522,331,000 | 103 |
| U.S. Treasury securities | $79,028,000 | 94 |
| U.S. Government agency obligations | $1,443,303,000 | 101 |
| Securities issued by states & political subdivisions | $280,611,000 | 37 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $100,000 | 228 |
| 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 | $1,600,431,000 | 52 |
| Mortgage-backed securities | $1,242,638,000 | 105 |
| Certificates of participation in pools of residential mortgages | $266,453,000 | 178 |
| Issued or guaranteed by U.S. | $266,453,000 | 175 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $976,185,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $976,185,000 | 46 |
| Privately issued | $0 | 1,359 |
| 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) | $792,052,000 | 30 |
| Available-for-sale securities (fair market value) | $1,010,990,000 | 151 |
| Total debt securities | $1,803,042,000 | 112 |
| 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 | $2,123,332,000 | 93 |
| U.S. Government securities | $1,784,695,000 | 77 |
| U.S. Treasury securities | $145,840,000 | 62 |
| U.S. Government agency obligations | $1,638,855,000 | 76 |
| Securities issued by states & political subdivisions | $297,825,000 | 34 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| 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 | $100,000 | 220 |
| Equity securities | $40,712,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,997,500,000 | 43 |
| Mortgage-backed securities | $1,381,959,000 | 85 |
| Certificates of participation in pools of residential mortgages | $213,545,000 | 189 |
| Issued or guaranteed by U.S. | $213,545,000 | 186 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,168,414,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,168,414,000 | 27 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,005,455,000 | 37 |
| Available-for-sale securities (fair market value) | $1,117,877,000 | 128 |
| Total debt securities | $2,082,620,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $990,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $2,157,358,000 | 98 |
| U.S. Government securities | $1,848,446,000 | 77 |
| U.S. Treasury securities | $290,608,000 | 42 |
| U.S. Government agency obligations | $1,557,838,000 | 85 |
| Securities issued by states & political subdivisions | $270,566,000 | 34 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| 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 | $100,000 | 245 |
| Equity securities | $38,246,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,080,435,000 | 47 |
| Mortgage-backed securities | $1,270,092,000 | 95 |
| Certificates of participation in pools of residential mortgages | $185,247,000 | 236 |
| Issued or guaranteed by U.S. | $185,247,000 | 230 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,084,845,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,084,845,000 | 27 |
| Privately issued | $0 | 1,450 |
| 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) | $1,390,981,000 | 24 |
| Available-for-sale securities (fair market value) | $766,377,000 | 170 |
| Total debt securities | $2,119,112,000 | 95 |
| 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 | $1,929,623,000 | 96 |
| U.S. Government securities | $1,664,789,000 | 83 |
| U.S. Treasury securities | $327,312,000 | 44 |
| U.S. Government agency obligations | $1,337,477,000 | 90 |
| Securities issued by states & political subdivisions | $239,441,000 | 37 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| 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 | $100,000 | 253 |
| Equity securities | $25,293,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,806,034,000 | 51 |
| Mortgage-backed securities | $1,156,974,000 | 100 |
| Certificates of participation in pools of residential mortgages | $110,304,000 | 348 |
| Issued or guaranteed by U.S. | $110,304,000 | 339 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,046,670,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,046,670,000 | 29 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,171,513,000 | 34 |
| Available-for-sale securities (fair market value) | $758,110,000 | 156 |
| Total debt securities | $1,904,330,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $1,053,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,988,920,000 | 84 |
| U.S. Government securities | $1,748,983,000 | 74 |
| U.S. Treasury securities | $486,130,000 | 42 |
| U.S. Government agency obligations | $1,262,853,000 | 91 |
| Securities issued by states & political subdivisions | $230,642,000 | 27 |
| Other domestic debt securities | $1,429,000 | 1,596 |
| Privately issued residential mortgage-backed securities | $1,429,000 | 525 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $100,000 | 265 |
| Equity securities | $7,766,000 | 539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,824,088,000 | 44 |
| Mortgage-backed securities | $1,042,233,000 | 94 |
| Certificates of participation in pools of residential mortgages | $110,451,000 | 365 |
| Issued or guaranteed by U.S. | $110,451,000 | 356 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $931,782,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $930,353,000 | 31 |
| Privately issued | $1,429,000 | 397 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,396,928,000 | 26 |
| Available-for-sale securities (fair market value) | $591,992,000 | 194 |
| Total debt securities | $1,981,154,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $99,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $1,939,003,000 | 95 |
| U.S. Government securities | $1,709,298,000 | 82 |
| U.S. Treasury securities | $464,561,000 | 49 |
| U.S. Government agency obligations | $1,244,737,000 | 93 |
| Securities issued by states & political subdivisions | $220,072,000 | 32 |
| Other domestic debt securities | $2,000,000 | 1,513 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $100,000 | 298 |
| Equity securities | $7,533,000 | 538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,761,778,000 | 42 |
| Mortgage-backed securities | $977,099,000 | 110 |
| Certificates of participation in pools of residential mortgages | $13,706,000 | 1,748 |
| Issued or guaranteed by U.S. | $13,706,000 | 1,729 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $963,393,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $961,393,000 | 26 |
| Privately issued | $2,000,000 | 404 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,425,260,000 | 31 |
| Available-for-sale securities (fair market value) | $513,743,000 | 219 |
| Total debt securities | $1,931,470,000 | 93 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,005 |
| Fair value | $2,002,000 | 1,001 |
| Trading account assets | $102,000 | 211 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,831,285,000 | 98 |
| U.S. Government securities | $1,609,128,000 | 95 |
| U.S. Treasury securities | $365,955,000 | 88 |
| U.S. Government agency obligations | $1,243,173,000 | 93 |
| Securities issued by states & political subdivisions | $212,065,000 | 38 |
| Other domestic debt securities | $2,459,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $2,459,000 | 552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $100,000 | 361 |
| Equity securities | $7,533,000 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,602,709,000 | 41 |
| Mortgage-backed securities | $938,651,000 | 114 |
| Certificates of participation in pools of residential mortgages | $17,599,000 | 1,455 |
| Issued or guaranteed by U.S. | $17,599,000 | 1,441 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $921,052,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $918,593,000 | 25 |
| Privately issued | $2,459,000 | 392 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,353,632,000 | 34 |
| Available-for-sale securities (fair market value) | $477,653,000 | 258 |
| Total debt securities | $1,823,752,000 | 93 |
| Structured notes | ||
| Amortized cost | $44,892,000 | 41 |
| Fair value | $44,858,000 | 41 |
| Trading account assets | $226,000 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,853,354,000 | 100 |
| U.S. Government securities | $1,650,074,000 | 94 |
| U.S. Treasury securities | $317,035,000 | 127 |
| U.S. Government agency obligations | $1,333,039,000 | 85 |
| Securities issued by states & political subdivisions | $192,321,000 | 38 |
| Other domestic debt securities | $3,326,000 | 1,513 |
| Privately issued residential mortgage-backed securities | $3,326,000 | 508 |
| 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 | $100,000 | 380 |
| Equity securities | $7,533,000 | 460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,475,732,000 | 47 |
| Mortgage-backed securities | $974,831,000 | 118 |
| Certificates of participation in pools of residential mortgages | $35,904,000 | 884 |
| Issued or guaranteed by U.S. | $35,904,000 | 864 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $938,927,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $935,601,000 | 27 |
| Privately issued | $3,326,000 | 364 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,422,660,000 | 91 |
| Available-for-sale securities (fair market value) | $430,694,000 | 169 |
| Total debt securities | $1,845,821,000 | 98 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,150,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,876,183,000 | 98 |
| U.S. Government securities | $1,710,070,000 | 87 |
| U.S. Treasury securities | $576,380,000 | 91 |
| U.S. Government agency obligations | $1,133,690,000 | 83 |
| Securities issued by states & political subdivisions | $157,816,000 | 60 |
| Other domestic debt securities | $1,151,000 | 3,121 |
| Privately issued residential mortgage-backed securities | $152,000 | 2,507 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,000 | 2,607 |
| Foreign debt securities | $100,000 | 401 |
| Equity securities | $7,046,000 | 541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,360,503,000 | 46 |
| Mortgage-backed securities | $914,919,000 | 110 |
| Certificates of participation in pools of residential mortgages | $32,827,000 | 1,022 |
| Issued or guaranteed by U.S. | $32,827,000 | 990 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $882,092,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $881,940,000 | 37 |
| Privately issued | $152,000 | 2,107 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,869,137,000 | 95 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,555,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $1,630,543,000 | 93 |
| U.S. Government securities | $1,482,335,000 | 85 |
| U.S. Treasury securities | $478,331,000 | 96 |
| U.S. Government agency obligations | $1,004,004,000 | 86 |
| Securities issued by states & political subdivisions | $136,440,000 | 63 |
| Other domestic debt securities | $3,791,000 | 2,026 |
| Privately issued residential mortgage-backed securities | $2,549,000 | 1,032 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,242,000 | 2,642 |
| Foreign debt securities | $200,000 | 377 |
| Equity securities | $7,777,000 | 439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,254,426,000 | 41 |
| Mortgage-backed securities | $771,293,000 | 125 |
| Certificates of participation in pools of residential mortgages | $48,521,000 | 768 |
| Issued or guaranteed by U.S. | $48,521,000 | 736 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $722,772,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $720,223,000 | 38 |
| Privately issued | $2,549,000 | 770 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,622,766,000 | 93 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,942,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |