Home > Cadence Bank > Securities
Cadence Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $8,097,585,000 | 56 |
| U.S. Government securities | $7,421,878,000 | 47 |
| U.S. Treasury securities | $465,018,000 | 82 |
| U.S. Government agency obligations | $6,956,860,000 | 41 |
| Securities issued by states & political subdivisions | $137,624,000 | 306 |
| Other domestic debt securities | $375,383,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $308,187,000 | 61 |
| Other domestic debt securities - All other | $67,196,000 | 135 |
| Foreign debt securities | $140,592,000 | 22 |
| 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 | $6,805,589,000 | 43 |
| Mortgage-backed securities | $6,624,848,000 | 39 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,462,764,000 | 31 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $727,434,000 | 70 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,159,833,000 | 21 |
| Other commercial mortgage-backed securities | $274,817,000 | 80 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $8,075,477,000 | 45 |
| Total debt securities | $8,075,476,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $25,590,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $41,731,000 | 54 |
| 2023-09-30 | Rank | |
| Total securities | $9,663,997,000 | 45 |
| U.S. Government securities | $8,731,634,000 | 41 |
| U.S. Treasury securities | $1,996,000 | 2,326 |
| U.S. Government agency obligations | $8,729,638,000 | 34 |
| Securities issued by states & political subdivisions | $392,252,000 | 91 |
| Other domestic debt securities | $379,765,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $308,024,000 | 64 |
| Other domestic debt securities - All other | $71,741,000 | 130 |
| Foreign debt securities | $139,580,000 | 22 |
| 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 | $7,196,056,000 | 38 |
| Mortgage-backed securities | $7,725,264,000 | 37 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,615,545,000 | 29 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $146,063,000 | 182 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,742,764,000 | 18 |
| Other commercial mortgage-backed securities | $220,892,000 | 91 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $9,643,231,000 | 38 |
| Total debt securities | $9,643,230,000 | 45 |
| Structured notes | ||
| Amortized cost | $54,986,000 | 31 |
| Fair value | $50,492,000 | 30 |
| Trading account assets | $42,854,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $68,680,000 | 54 |
| 2023-06-30 | Rank | |
| Total securities | $10,276,371,000 | 42 |
| U.S. Government securities | $9,266,067,000 | 40 |
| U.S. Treasury securities | $8,959,000 | 1,528 |
| U.S. Government agency obligations | $9,257,108,000 | 39 |
| Securities issued by states & political subdivisions | $433,315,000 | 86 |
| Other domestic debt securities | $415,881,000 | 100 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $344,525,000 | 58 |
| Other domestic debt securities - All other | $71,356,000 | 130 |
| Foreign debt securities | $139,317,000 | 25 |
| 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 | $8,165,850,000 | 33 |
| Mortgage-backed securities | $8,144,782,000 | 38 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,974,965,000 | 28 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $157,293,000 | 170 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,783,727,000 | 18 |
| Other commercial mortgage-backed securities | $228,797,000 | 85 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $10,254,580,000 | 38 |
| Total debt securities | $10,254,580,000 | 42 |
| Structured notes | ||
| Amortized cost | $54,959,000 | 33 |
| Fair value | $50,437,000 | 30 |
| Trading account assets | $33,219,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $55,432,000 | 50 |
| 2023-03-31 | Rank | |
| Total securities | $10,899,919,000 | 45 |
| U.S. Government securities | $9,820,382,000 | 42 |
| U.S. Treasury securities | $15,848,000 | 1,188 |
| U.S. Government agency obligations | $9,804,534,000 | 37 |
| Securities issued by states & political subdivisions | $447,731,000 | 89 |
| Other domestic debt securities | $469,574,000 | 100 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $396,017,000 | 54 |
| Other domestic debt securities - All other | $73,557,000 | 132 |
| Foreign debt securities | $140,192,000 | 23 |
| 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 | $5,171,696,000 | 47 |
| Mortgage-backed securities | $8,446,183,000 | 40 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,247,944,000 | 29 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $166,449,000 | 172 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,821,083,000 | 19 |
| Other commercial mortgage-backed securities | $210,707,000 | 90 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $10,877,879,000 | 38 |
| Total debt securities | $10,877,879,000 | 45 |
| Structured notes | ||
| Amortized cost | $54,933,000 | 35 |
| Fair value | $51,239,000 | 33 |
| Trading account assets | $23,715,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $44,456,000 | 52 |
| 2022-12-31 | Rank | |
| Total securities | $11,965,749,000 | 48 |
| U.S. Government securities | $11,177,568,000 | 42 |
| U.S. Treasury securities | $1,458,513,000 | 48 |
| U.S. Government agency obligations | $9,719,055,000 | 38 |
| Securities issued by states & political subdivisions | $466,002,000 | 88 |
| Other domestic debt securities | $250,433,000 | 149 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $167,715,000 | 86 |
| Other domestic debt securities - All other | $82,718,000 | 125 |
| Foreign debt securities | $50,093,000 | 36 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,226,081,000 | 24 |
| Mortgage-backed securities | $8,241,928,000 | 42 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,359,337,000 | 31 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $168,452,000 | 175 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,589,734,000 | 17 |
| Other commercial mortgage-backed securities | $124,405,000 | 115 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $11,944,096,000 | 38 |
| Total debt securities | $11,944,096,000 | 48 |
| Structured notes | ||
| Amortized cost | $54,906,000 | 37 |
| Fair value | $50,093,000 | 36 |
| Trading account assets | $28,345,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $54,935,000 | 54 |
| 2022-09-30 | Rank | |
| Total securities | $12,463,263,000 | 48 |
| U.S. Government securities | $11,692,331,000 | 40 |
| U.S. Treasury securities | $1,451,461,000 | 49 |
| U.S. Government agency obligations | $10,240,870,000 | 39 |
| Securities issued by states & political subdivisions | $444,953,000 | 96 |
| Other domestic debt securities | $255,139,000 | 148 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $156,524,000 | 74 |
| Other domestic debt securities - All other | $98,615,000 | 110 |
| Foreign debt securities | $49,471,000 | 38 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,427,801,000 | 29 |
| Mortgage-backed securities | $8,419,957,000 | 44 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,514,215,000 | 31 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $173,413,000 | 171 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,611,748,000 | 18 |
| Other commercial mortgage-backed securities | $120,581,000 | 126 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $12,441,894,000 | 40 |
| Total debt securities | $12,441,894,000 | 48 |
| Structured notes | ||
| Amortized cost | $54,886,000 | 35 |
| Fair value | $49,471,000 | 33 |
| Trading account assets | $37,828,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $57,533,000 | 57 |
| 2022-06-30 | Rank | |
| Total securities | $13,473,245,000 | 44 |
| U.S. Government securities | $12,811,769,000 | 39 |
| U.S. Treasury securities | $1,466,313,000 | 47 |
| U.S. Government agency obligations | $11,345,456,000 | 39 |
| Securities issued by states & political subdivisions | $485,400,000 | 89 |
| Other domestic debt securities | $101,313,000 | 250 |
| 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 | $101,313,000 | 112 |
| Foreign debt securities | $52,139,000 | 34 |
| 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 | $6,438,503,000 | 30 |
| Mortgage-backed securities | $9,211,895,000 | 44 |
| Certificates of participation in pools of residential mortgages | $7,110,670,000 | 31 |
| Issued or guaranteed by U.S. | $7,110,670,000 | 31 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $201,440,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $201,440,000 | 162 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,899,785,000 | 43 |
| Commercial mortgage pass-through securities | $1,712,671,000 | 17 |
| Other commercial mortgage-backed securities | $187,114,000 | 121 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $13,450,621,000 | 37 |
| Total debt securities | $13,450,621,000 | 44 |
| Structured notes | ||
| Amortized cost | $54,879,000 | 34 |
| Fair value | $52,139,000 | 32 |
| Trading account assets | $12,635,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,701,000 | 71 |
| 2022-03-31 | Rank | |
| Total securities | $14,395,183,000 | 42 |
| U.S. Government securities | $13,684,966,000 | 38 |
| U.S. Treasury securities | $1,459,845,000 | 46 |
| U.S. Government agency obligations | $12,225,121,000 | 36 |
| Securities issued by states & political subdivisions | $530,241,000 | 82 |
| Other domestic debt securities | $103,118,000 | 244 |
| 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 | $103,118,000 | 110 |
| Foreign debt securities | $53,281,000 | 35 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,031,719,000 | 31 |
| Mortgage-backed securities | $9,874,311,000 | 41 |
| Certificates of participation in pools of residential mortgages | $7,710,728,000 | 29 |
| Issued or guaranteed by U.S. | $7,710,728,000 | 29 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $212,216,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $212,216,000 | 157 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,951,367,000 | 44 |
| Commercial mortgage pass-through securities | $1,788,609,000 | 17 |
| Other commercial mortgage-backed securities | $162,758,000 | 127 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $14,371,606,000 | 37 |
| Total debt securities | $14,371,606,000 | 42 |
| Structured notes | ||
| Amortized cost | $54,873,000 | 31 |
| Fair value | $53,281,000 | 30 |
| Trading account assets | $9,323,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,505,000 | 80 |
| 2021-12-31 | Rank | |
| Total securities | $15,632,078,000 | 38 |
| U.S. Government securities | $14,676,015,000 | 37 |
| U.S. Treasury securities | $1,496,465,000 | 39 |
| U.S. Government agency obligations | $13,179,550,000 | 35 |
| Securities issued by states & political subdivisions | $565,520,000 | 79 |
| Other domestic debt securities | $69,645,000 | 295 |
| 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 | $63,645,000 | 158 |
| Foreign debt securities | $295,290,000 | 21 |
| 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 | $5,079,253,000 | 34 |
| Mortgage-backed securities | $10,547,108,000 | 38 |
| Certificates of participation in pools of residential mortgages | $8,242,618,000 | 27 |
| Issued or guaranteed by U.S. | $8,242,618,000 | 27 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $243,357,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $243,357,000 | 150 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,061,133,000 | 42 |
| Commercial mortgage pass-through securities | $1,877,080,000 | 16 |
| Other commercial mortgage-backed securities | $184,053,000 | 121 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $15,606,470,000 | 36 |
| Total debt securities | $15,606,470,000 | 39 |
| Structured notes | ||
| Amortized cost | $54,866,000 | 28 |
| Fair value | $54,451,000 | 28 |
| Trading account assets | $17,847,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,827,000 | 79 |
| 2021-09-30 | Rank | |
| Total securities | $10,079,160,000 | 52 |
| U.S. Government securities | $9,920,207,000 | 44 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $9,920,207,000 | 41 |
| Securities issued by states & political subdivisions | $112,152,000 | 482 |
| Other domestic debt securities | $21,013,000 | 601 |
| 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 | $21,013,000 | 373 |
| 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 | $3,619,273,000 | 46 |
| Mortgage-backed securities | $7,344,643,000 | 49 |
| Certificates of participation in pools of residential mortgages | $5,826,087,000 | 33 |
| Issued or guaranteed by U.S. | $5,826,087,000 | 33 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,518,556,000 | 50 |
| Commercial mortgage pass-through securities | $1,518,556,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $10,053,372,000 | 48 |
| Total debt securities | $10,053,372,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $9,085,102,000 | 54 |
| U.S. Government securities | $8,946,010,000 | 45 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $8,946,010,000 | 43 |
| Securities issued by states & political subdivisions | $117,248,000 | 426 |
| Other domestic debt securities | $20,853,000 | 578 |
| 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 | $20,853,000 | 355 |
| 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 | $3,561,727,000 | 46 |
| Mortgage-backed securities | $6,187,598,000 | 54 |
| Certificates of participation in pools of residential mortgages | $4,709,540,000 | 37 |
| Issued or guaranteed by U.S. | $4,709,540,000 | 37 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,478,058,000 | 50 |
| Commercial mortgage pass-through securities | $1,478,058,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $9,084,111,000 | 48 |
| Total debt securities | $9,084,111,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $7,641,250,000 | 63 |
| U.S. Government securities | $7,495,237,000 | 51 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,495,237,000 | 45 |
| Securities issued by states & political subdivisions | $126,589,000 | 376 |
| Other domestic debt securities | $18,442,000 | 591 |
| 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 | $18,442,000 | 364 |
| 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 | $3,330,733,000 | 46 |
| Mortgage-backed securities | $4,852,591,000 | 60 |
| Certificates of participation in pools of residential mortgages | $3,438,246,000 | 45 |
| Issued or guaranteed by U.S. | $3,438,246,000 | 45 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,414,345,000 | 49 |
| Commercial mortgage pass-through securities | $1,414,345,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $7,640,268,000 | 55 |
| Total debt securities | $7,640,268,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $6,231,906,000 | 68 |
| U.S. Government securities | $6,099,023,000 | 58 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,099,023,000 | 52 |
| Securities issued by states & political subdivisions | $113,953,000 | 399 |
| Other domestic debt securities | $18,030,000 | 572 |
| 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 | $18,030,000 | 359 |
| 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 | $3,176,041,000 | 48 |
| Mortgage-backed securities | $3,227,615,000 | 76 |
| Certificates of participation in pools of residential mortgages | $2,421,409,000 | 53 |
| Issued or guaranteed by U.S. | $2,421,409,000 | 53 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $806,206,000 | 64 |
| Commercial mortgage pass-through securities | $806,206,000 | 25 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $6,231,006,000 | 58 |
| Total debt securities | $6,231,006,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $5,660,652,000 | 68 |
| U.S. Government securities | $5,499,899,000 | 61 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,499,899,000 | 56 |
| Securities issued by states & political subdivisions | $141,896,000 | 273 |
| Other domestic debt securities | $17,990,000 | 549 |
| 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 | $17,990,000 | 347 |
| 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 | $2,982,650,000 | 48 |
| Mortgage-backed securities | $2,383,441,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,625,325,000 | 66 |
| Issued or guaranteed by U.S. | $1,625,325,000 | 66 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $758,116,000 | 66 |
| Commercial mortgage pass-through securities | $758,116,000 | 27 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $5,659,785,000 | 59 |
| Total debt securities | $5,659,785,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $4,974,041,000 | 73 |
| U.S. Government securities | $4,808,050,000 | 64 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,808,050,000 | 55 |
| Securities issued by states & political subdivisions | $163,121,000 | 224 |
| Other domestic debt securities | $2,000,000 | 1,353 |
| 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 | $2,000,000 | 1,010 |
| 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 | $2,705,113,000 | 51 |
| Mortgage-backed securities | $1,459,844,000 | 115 |
| Certificates of participation in pools of residential mortgages | $699,864,000 | 100 |
| Issued or guaranteed by U.S. | $699,864,000 | 99 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $759,980,000 | 60 |
| Commercial mortgage pass-through securities | $759,980,000 | 25 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $4,973,171,000 | 63 |
| Total debt securities | $4,973,171,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $4,469,184,000 | 72 |
| U.S. Government securities | $4,261,692,000 | 62 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,261,692,000 | 57 |
| Securities issued by states & political subdivisions | $206,648,000 | 152 |
| 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 | $2,705,473,000 | 51 |
| Mortgage-backed securities | $728,787,000 | 178 |
| Certificates of participation in pools of residential mortgages | $132,902,000 | 346 |
| Issued or guaranteed by U.S. | $132,902,000 | 335 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $595,885,000 | 71 |
| Commercial mortgage pass-through securities | $595,885,000 | 32 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $4,468,340,000 | 61 |
| Total debt securities | $4,468,341,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $4,482,904,000 | 71 |
| U.S. Government securities | $4,341,701,000 | 62 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,341,701,000 | 53 |
| Securities issued by states & political subdivisions | $140,273,000 | 206 |
| 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 | $2,278,382,000 | 52 |
| Mortgage-backed securities | $742,384,000 | 169 |
| Certificates of participation in pools of residential mortgages | $133,375,000 | 327 |
| Issued or guaranteed by U.S. | $133,375,000 | 320 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $609,009,000 | 66 |
| Commercial mortgage pass-through securities | $609,009,000 | 29 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $4,481,974,000 | 58 |
| Total debt securities | $4,481,974,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,768,153,000 | 102 |
| U.S. Government securities | $2,567,064,000 | 86 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,567,064,000 | 75 |
| Securities issued by states & political subdivisions | $199,382,000 | 135 |
| 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 | $2,179,414,000 | 53 |
| Mortgage-backed securities | $243,905,000 | 327 |
| Certificates of participation in pools of residential mortgages | $128,677,000 | 324 |
| Issued or guaranteed by U.S. | $128,677,000 | 317 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $115,228,000 | 177 |
| Commercial mortgage pass-through securities | $115,228,000 | 80 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,766,446,000 | 90 |
| Total debt securities | $2,766,446,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,762,227,000 | 98 |
| U.S. Government securities | $2,513,425,000 | 84 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,513,425,000 | 74 |
| Securities issued by states & political subdivisions | $247,307,000 | 107 |
| 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 | $2,040,306,000 | 61 |
| Mortgage-backed securities | $229,526,000 | 347 |
| Certificates of participation in pools of residential mortgages | $134,648,000 | 318 |
| Issued or guaranteed by U.S. | $134,648,000 | 318 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $94,878,000 | 188 |
| Commercial mortgage pass-through securities | $94,878,000 | 87 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,760,732,000 | 85 |
| Total debt securities | $2,760,732,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $2,693,997,000 | 103 |
| U.S. Government securities | $2,420,182,000 | 90 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,420,182,000 | 78 |
| Securities issued by states & political subdivisions | $272,317,000 | 98 |
| 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 | $2,339,502,000 | 51 |
| Mortgage-backed securities | $240,483,000 | 324 |
| Certificates of participation in pools of residential mortgages | $141,542,000 | 310 |
| Issued or guaranteed by U.S. | $141,542,000 | 310 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $98,941,000 | 175 |
| Commercial mortgage pass-through securities | $98,941,000 | 79 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,692,499,000 | 89 |
| Total debt securities | $2,692,499,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $2,750,648,000 | 106 |
| U.S. Government securities | $2,444,845,000 | 90 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,444,845,000 | 78 |
| Securities issued by states & political subdivisions | $304,343,000 | 92 |
| 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 | $1,754,602,000 | 65 |
| Mortgage-backed securities | $244,687,000 | 318 |
| Certificates of participation in pools of residential mortgages | $136,846,000 | 316 |
| Issued or guaranteed by U.S. | $136,846,000 | 314 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $107,841,000 | 162 |
| Commercial mortgage pass-through securities | $107,841,000 | 72 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $2,749,188,000 | 87 |
| Total debt securities | $2,749,188,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $2,827,857,000 | 95 |
| U.S. Government securities | $2,507,079,000 | 82 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,507,079,000 | 74 |
| Securities issued by states & political subdivisions | $319,280,000 | 84 |
| 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 | $1,743,201,000 | 64 |
| Mortgage-backed securities | $246,130,000 | 316 |
| Certificates of participation in pools of residential mortgages | $138,624,000 | 313 |
| Issued or guaranteed by U.S. | $138,624,000 | 312 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $107,506,000 | 158 |
| Commercial mortgage pass-through securities | $107,506,000 | 71 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,826,359,000 | 80 |
| Total debt securities | $2,826,359,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,830,286,000 | 93 |
| U.S. Government securities | $2,499,655,000 | 80 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,499,655,000 | 74 |
| Securities issued by states & political subdivisions | $329,099,000 | 82 |
| 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 | $1,702,360,000 | 64 |
| Mortgage-backed securities | $264,417,000 | 300 |
| Certificates of participation in pools of residential mortgages | $141,443,000 | 315 |
| Issued or guaranteed by U.S. | $141,443,000 | 314 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $122,974,000 | 140 |
| Commercial mortgage pass-through securities | $122,974,000 | 62 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,828,754,000 | 77 |
| Total debt securities | $2,828,754,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,990,040,000 | 87 |
| U.S. Government securities | $2,649,151,000 | 74 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,649,151,000 | 69 |
| Securities issued by states & political subdivisions | $340,615,000 | 82 |
| 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 | $2,142,204,000 | 52 |
| Mortgage-backed securities | $263,189,000 | 300 |
| Certificates of participation in pools of residential mortgages | $139,148,000 | 323 |
| Issued or guaranteed by U.S. | $139,148,000 | 322 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $124,041,000 | 134 |
| Commercial mortgage pass-through securities | $124,041,000 | 54 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,989,766,000 | 70 |
| Total debt securities | $2,989,767,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,798,758,000 | 92 |
| U.S. Government securities | $2,485,611,000 | 81 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,485,611,000 | 72 |
| Securities issued by states & political subdivisions | $312,932,000 | 94 |
| 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 | $215,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,557,102,000 | 66 |
| Mortgage-backed securities | $270,616,000 | 295 |
| Certificates of participation in pools of residential mortgages | $148,548,000 | 307 |
| Issued or guaranteed by U.S. | $148,548,000 | 306 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $122,068,000 | 123 |
| Commercial mortgage pass-through securities | $122,068,000 | 50 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,798,758,000 | 75 |
| Total debt securities | $2,798,542,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,327,105,000 | 106 |
| U.S. Government securities | $1,998,586,000 | 93 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,998,586,000 | 84 |
| Securities issued by states & political subdivisions | $328,314,000 | 88 |
| 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 | $205,000 | 712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,622,820,000 | 66 |
| Mortgage-backed securities | $311,400,000 | 269 |
| Certificates of participation in pools of residential mortgages | $157,891,000 | 296 |
| Issued or guaranteed by U.S. | $157,891,000 | 295 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $153,509,000 | 111 |
| Commercial mortgage pass-through securities | $153,509,000 | 46 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,327,105,000 | 86 |
| Total debt securities | $2,326,900,000 | 103 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,388,573,000 | 103 |
| U.S. Government securities | $2,043,262,000 | 90 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,043,262,000 | 82 |
| Securities issued by states & political subdivisions | $345,130,000 | 85 |
| 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 | $181,000 | 734 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,625,481,000 | 66 |
| Mortgage-backed securities | $329,888,000 | 259 |
| Certificates of participation in pools of residential mortgages | $159,246,000 | 289 |
| Issued or guaranteed by U.S. | $159,246,000 | 288 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $170,642,000 | 101 |
| Commercial mortgage pass-through securities | $170,642,000 | 43 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,388,573,000 | 85 |
| Total debt securities | $2,388,394,000 | 102 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,508,288,000 | 102 |
| U.S. Government securities | $2,155,804,000 | 87 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,155,804,000 | 78 |
| Securities issued by states & political subdivisions | $352,324,000 | 86 |
| 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 | $160,000 | 755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,973,965,000 | 55 |
| Mortgage-backed securities | $337,624,000 | 257 |
| Certificates of participation in pools of residential mortgages | $167,542,000 | 285 |
| Issued or guaranteed by U.S. | $167,542,000 | 284 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $170,082,000 | 96 |
| Commercial mortgage pass-through securities | $170,082,000 | 42 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,508,288,000 | 80 |
| Total debt securities | $2,508,127,000 | 101 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,499,172,000 | 102 |
| U.S. Government securities | $2,137,949,000 | 86 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,137,949,000 | 79 |
| Securities issued by states & political subdivisions | $360,005,000 | 81 |
| 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 | $1,218,000 | 463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,613,151,000 | 62 |
| Mortgage-backed securities | $348,522,000 | 247 |
| Certificates of participation in pools of residential mortgages | $176,243,000 | 268 |
| Issued or guaranteed by U.S. | $176,243,000 | 267 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $172,279,000 | 95 |
| Commercial mortgage pass-through securities | $172,279,000 | 38 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,499,172,000 | 79 |
| Total debt securities | $2,497,954,000 | 101 |
| 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 | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,440,743,000 | 101 |
| U.S. Government securities | $2,054,788,000 | 84 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,054,788,000 | 78 |
| Securities issued by states & political subdivisions | $384,996,000 | 77 |
| 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 | $959,000 | 548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,731,775,000 | 61 |
| Mortgage-backed securities | $362,922,000 | 242 |
| Certificates of participation in pools of residential mortgages | $184,095,000 | 246 |
| Issued or guaranteed by U.S. | $184,095,000 | 245 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $178,827,000 | 89 |
| Commercial mortgage pass-through securities | $178,827,000 | 31 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,440,743,000 | 78 |
| Total debt securities | $2,439,784,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,084,642,000 | 111 |
| U.S. Government securities | $1,684,456,000 | 95 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,684,456,000 | 90 |
| Securities issued by states & political subdivisions | $399,391,000 | 73 |
| 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 | $795,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,730,700,000 | 64 |
| Mortgage-backed securities | $373,653,000 | 240 |
| Certificates of participation in pools of residential mortgages | $180,178,000 | 257 |
| Issued or guaranteed by U.S. | $180,178,000 | 256 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $193,475,000 | 85 |
| Commercial mortgage pass-through securities | $193,475,000 | 31 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,084,642,000 | 91 |
| Total debt securities | $2,083,847,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,003,163,000 | 112 |
| U.S. Government securities | $1,593,816,000 | 99 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,593,816,000 | 94 |
| Securities issued by states & political subdivisions | $408,537,000 | 70 |
| 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 | $810,000 | 579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,595,658,000 | 67 |
| Mortgage-backed securities | $397,649,000 | 231 |
| Certificates of participation in pools of residential mortgages | $189,741,000 | 245 |
| Issued or guaranteed by U.S. | $189,741,000 | 244 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $207,908,000 | 76 |
| Commercial mortgage pass-through securities | $207,908,000 | 27 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,003,163,000 | 90 |
| Total debt securities | $2,002,354,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,064,148,000 | 106 |
| U.S. Government securities | $1,645,873,000 | 95 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,645,873,000 | 88 |
| Securities issued by states & political subdivisions | $417,499,000 | 65 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $776,000 | 598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,621,043,000 | 71 |
| Mortgage-backed securities | $401,233,000 | 226 |
| Certificates of participation in pools of residential mortgages | $140,540,000 | 308 |
| Issued or guaranteed by U.S. | $140,540,000 | 307 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $260,693,000 | 64 |
| Commercial mortgage pass-through securities | $260,693,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,064,148,000 | 85 |
| Total debt securities | $2,063,372,000 | 105 |
| 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 | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,144,888,000 | 103 |
| U.S. Government securities | $1,692,517,000 | 92 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,692,517,000 | 87 |
| Securities issued by states & political subdivisions | $451,600,000 | 59 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $771,000 | 609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,677,722,000 | 65 |
| Mortgage-backed securities | $436,800,000 | 214 |
| Certificates of participation in pools of residential mortgages | $206,878,000 | 221 |
| Issued or guaranteed by U.S. | $206,878,000 | 219 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $229,922,000 | 66 |
| Commercial mortgage pass-through securities | $229,922,000 | 22 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,144,888,000 | 83 |
| Total debt securities | $2,144,117,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,237,948,000 | 100 |
| U.S. Government securities | $1,778,486,000 | 93 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,778,486,000 | 88 |
| Securities issued by states & political subdivisions | $458,322,000 | 56 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,140,000 | 521 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,716,584,000 | 63 |
| Mortgage-backed securities | $441,640,000 | 212 |
| Certificates of participation in pools of residential mortgages | $217,190,000 | 210 |
| Issued or guaranteed by U.S. | $217,190,000 | 208 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $224,450,000 | 65 |
| Commercial mortgage pass-through securities | $224,450,000 | 22 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,237,948,000 | 83 |
| Total debt securities | $2,236,809,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,187,507,000 | 104 |
| U.S. Government securities | $1,714,771,000 | 93 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,714,771,000 | 87 |
| Securities issued by states & political subdivisions | $471,539,000 | 54 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $1,197,000 | 514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,892,962,000 | 61 |
| Mortgage-backed securities | $427,790,000 | 220 |
| Certificates of participation in pools of residential mortgages | $200,381,000 | 227 |
| Issued or guaranteed by U.S. | $200,381,000 | 225 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $227,409,000 | 62 |
| Commercial mortgage pass-through securities | $227,409,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,187,507,000 | 83 |
| Total debt securities | $2,186,310,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,150,002,000 | 101 |
| U.S. Government securities | $1,664,852,000 | 94 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,664,852,000 | 88 |
| Securities issued by states & political subdivisions | $483,864,000 | 52 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,286,000 | 503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,673,614,000 | 65 |
| Mortgage-backed securities | $449,798,000 | 215 |
| Certificates of participation in pools of residential mortgages | $209,230,000 | 218 |
| Issued or guaranteed by U.S. | $209,230,000 | 217 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $240,568,000 | 56 |
| Commercial mortgage pass-through securities | $240,568,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $2,150,002,000 | 81 |
| Total debt securities | $2,148,716,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,204,542,000 | 97 |
| U.S. Government securities | $1,694,161,000 | 95 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,694,161,000 | 87 |
| Securities issued by states & political subdivisions | $509,304,000 | 47 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,077,000 | 545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,596,846,000 | 67 |
| Mortgage-backed securities | $456,073,000 | 207 |
| Certificates of participation in pools of residential mortgages | $218,748,000 | 208 |
| Issued or guaranteed by U.S. | $218,748,000 | 207 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $237,325,000 | 55 |
| Commercial mortgage pass-through securities | $237,325,000 | 22 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,204,542,000 | 78 |
| Total debt securities | $2,203,465,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,322,072,000 | 93 |
| U.S. Government securities | $1,800,103,000 | 88 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,800,103,000 | 84 |
| Securities issued by states & political subdivisions | $520,897,000 | 47 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,072,000 | 563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,648,306,000 | 66 |
| Mortgage-backed securities | $466,735,000 | 207 |
| Certificates of participation in pools of residential mortgages | $229,414,000 | 201 |
| Issued or guaranteed by U.S. | $229,414,000 | 200 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $237,321,000 | 52 |
| Commercial mortgage pass-through securities | $237,321,000 | 23 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $2,322,072,000 | 76 |
| Total debt securities | $2,321,001,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,419,746,000 | 86 |
| U.S. Government securities | $1,894,924,000 | 83 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,894,924,000 | 79 |
| Securities issued by states & political subdivisions | $523,811,000 | 45 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,011,000 | 581 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,833,890,000 | 61 |
| Mortgage-backed securities | $475,655,000 | 200 |
| Certificates of participation in pools of residential mortgages | $241,596,000 | 195 |
| Issued or guaranteed by U.S. | $241,596,000 | 194 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $234,059,000 | 52 |
| Commercial mortgage pass-through securities | $234,059,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $2,419,746,000 | 72 |
| Total debt securities | $2,418,735,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,459,982,000 | 84 |
| U.S. Government securities | $1,939,495,000 | 80 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,939,495,000 | 75 |
| Securities issued by states & political subdivisions | $519,405,000 | 45 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,082,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,763,906,000 | 62 |
| Mortgage-backed securities | $481,146,000 | 191 |
| Certificates of participation in pools of residential mortgages | $250,234,000 | 186 |
| Issued or guaranteed by U.S. | $250,234,000 | 185 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $230,912,000 | 52 |
| Commercial mortgage pass-through securities | $230,912,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $2,459,982,000 | 70 |
| Total debt securities | $2,458,900,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,547,154,000 | 84 |
| U.S. Government securities | $2,017,238,000 | 76 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,017,238,000 | 72 |
| Securities issued by states & political subdivisions | $528,889,000 | 43 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,027,000 | 605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,763,906,000 | 60 |
| Mortgage-backed securities | $497,779,000 | 189 |
| Certificates of participation in pools of residential mortgages | $268,367,000 | 171 |
| Issued or guaranteed by U.S. | $268,367,000 | 170 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $229,412,000 | 50 |
| Commercial mortgage pass-through securities | $229,412,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,547,154,000 | 70 |
| Total debt securities | $2,546,127,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,637,898,000 | 82 |
| U.S. Government securities | $2,101,537,000 | 73 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,101,537,000 | 70 |
| Securities issued by states & political subdivisions | $535,337,000 | 43 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,024,000 | 602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,749,689,000 | 59 |
| Mortgage-backed securities | $519,967,000 | 184 |
| Certificates of participation in pools of residential mortgages | $292,586,000 | 158 |
| Issued or guaranteed by U.S. | $292,586,000 | 157 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $227,381,000 | 48 |
| Commercial mortgage pass-through securities | $227,381,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,637,898,000 | 69 |
| Total debt securities | $2,636,874,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,600,146,000 | 82 |
| U.S. Government securities | $2,048,734,000 | 81 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,048,734,000 | 79 |
| Securities issued by states & political subdivisions | $550,475,000 | 43 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $937,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,867,539,000 | 58 |
| Mortgage-backed securities | $531,009,000 | 180 |
| Certificates of participation in pools of residential mortgages | $334,550,000 | 147 |
| Issued or guaranteed by U.S. | $334,550,000 | 146 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $196,459,000 | 50 |
| Commercial mortgage pass-through securities | $196,459,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,600,146,000 | 70 |
| Total debt securities | $2,599,210,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,427,001,000 | 86 |
| U.S. Government securities | $1,860,316,000 | 89 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,860,316,000 | 84 |
| Securities issued by states & political subdivisions | $565,873,000 | 35 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $812,000 | 660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,677,459,000 | 64 |
| Mortgage-backed securities | $458,320,000 | 207 |
| Certificates of participation in pools of residential mortgages | $366,875,000 | 136 |
| Issued or guaranteed by U.S. | $366,875,000 | 135 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $91,445,000 | 64 |
| Commercial mortgage pass-through securities | $91,445,000 | 28 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $2,427,001,000 | 74 |
| Total debt securities | $2,426,189,000 | 85 |
| Structured notes | ||
| Amortized cost | $19,999,000 | 224 |
| Fair value | $20,063,000 | 223 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,476,585,000 | 84 |
| U.S. Government securities | $1,901,283,000 | 89 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,901,283,000 | 85 |
| Securities issued by states & political subdivisions | $574,559,000 | 34 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $743,000 | 669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,603,061,000 | 64 |
| Mortgage-backed securities | $428,536,000 | 228 |
| Certificates of participation in pools of residential mortgages | $338,230,000 | 162 |
| Issued or guaranteed by U.S. | $338,230,000 | 161 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $90,306,000 | 59 |
| Commercial mortgage pass-through securities | $90,306,000 | 25 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $2,476,585,000 | 72 |
| Total debt securities | $2,475,842,000 | 84 |
| Structured notes | ||
| Amortized cost | $19,998,000 | 231 |
| Fair value | $20,177,000 | 229 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,455,817,000 | 84 |
| U.S. Government securities | $1,877,444,000 | 85 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,877,444,000 | 84 |
| Securities issued by states & political subdivisions | $577,629,000 | 33 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $744,000 | 671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,642,207,000 | 62 |
| Mortgage-backed securities | $396,384,000 | 246 |
| Certificates of participation in pools of residential mortgages | $360,489,000 | 150 |
| Issued or guaranteed by U.S. | $360,489,000 | 149 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $35,895,000 | 84 |
| Commercial mortgage pass-through securities | $35,895,000 | 37 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $2,455,817,000 | 72 |
| Total debt securities | $2,455,073,000 | 83 |
| Structured notes | ||
| Amortized cost | $44,997,000 | 78 |
| Fair value | $45,370,000 | 77 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,564,614,000 | 83 |
| U.S. Government securities | $1,995,234,000 | 82 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,995,234,000 | 79 |
| Securities issued by states & political subdivisions | $568,642,000 | 31 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $738,000 | 656 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,911,583,000 | 56 |
| Mortgage-backed securities | $416,793,000 | 239 |
| Certificates of participation in pools of residential mortgages | $385,146,000 | 149 |
| Issued or guaranteed by U.S. | $385,146,000 | 148 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $31,647,000 | 81 |
| Commercial mortgage pass-through securities | $31,647,000 | 36 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $2,564,614,000 | 73 |
| Total debt securities | $2,563,876,000 | 83 |
| Structured notes | ||
| Amortized cost | $64,993,000 | 73 |
| Fair value | $65,708,000 | 69 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,504,611,000 | 84 |
| U.S. Government securities | $1,940,452,000 | 81 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,940,452,000 | 80 |
| Securities issued by states & political subdivisions | $563,520,000 | 31 |
| 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 | $639,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,634,117,000 | 65 |
| Mortgage-backed securities | $439,209,000 | 211 |
| Certificates of participation in pools of residential mortgages | $404,610,000 | 135 |
| Issued or guaranteed by U.S. | $404,610,000 | 135 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $34,599,000 | 63 |
| Commercial mortgage pass-through securities | $34,599,000 | 23 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $2,504,611,000 | 75 |
| Total debt securities | $2,503,972,000 | 82 |
| Structured notes | ||
| Amortized cost | $114,989,000 | 33 |
| Fair value | $116,100,000 | 31 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,472,655,000 | 82 |
| U.S. Government securities | $1,952,620,000 | 81 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,952,620,000 | 80 |
| Securities issued by states & political subdivisions | $519,431,000 | 33 |
| 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 | $604,000 | 691 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,775,669,000 | 60 |
| Mortgage-backed securities | $455,164,000 | 197 |
| Certificates of participation in pools of residential mortgages | $420,689,000 | 130 |
| Issued or guaranteed by U.S. | $420,689,000 | 129 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $34,475,000 | 53 |
| Commercial mortgage pass-through securities | $34,475,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $2,472,655,000 | 73 |
| Total debt securities | $2,472,051,000 | 82 |
| Structured notes | ||
| Amortized cost | $114,980,000 | 27 |
| Fair value | $116,537,000 | 26 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,548,691,000 | 82 |
| U.S. Government securities | $2,061,260,000 | 77 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,061,260,000 | 75 |
| Securities issued by states & political subdivisions | $486,653,000 | 35 |
| 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 | $778,000 | 646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,871,684,000 | 56 |
| Mortgage-backed securities | $462,029,000 | 201 |
| Certificates of participation in pools of residential mortgages | $430,402,000 | 126 |
| Issued or guaranteed by U.S. | $430,402,000 | 125 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $31,627,000 | 43 |
| Commercial mortgage pass-through securities | $31,627,000 | 18 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $2,548,691,000 | 74 |
| Total debt securities | $2,547,913,000 | 83 |
| Structured notes | ||
| Amortized cost | $114,972,000 | 32 |
| Fair value | $116,691,000 | 31 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,799,299,000 | 79 |
| U.S. Government securities | $2,298,187,000 | 74 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,298,187,000 | 72 |
| Securities issued by states & political subdivisions | $500,398,000 | 32 |
| 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 | $714,000 | 672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,973,182,000 | 57 |
| Mortgage-backed securities | $560,239,000 | 162 |
| Certificates of participation in pools of residential mortgages | $529,301,000 | 106 |
| Issued or guaranteed by U.S. | $529,301,000 | 105 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $30,938,000 | 46 |
| Commercial mortgage pass-through securities | $30,938,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,667,203,000 | 23 |
| Available-for-sale securities (fair market value) | $1,132,096,000 | 127 |
| Total debt securities | $2,798,585,000 | 79 |
| Structured notes | ||
| Amortized cost | $114,964,000 | 28 |
| Fair value | $116,372,000 | 27 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,690,168,000 | 81 |
| U.S. Government securities | $2,183,036,000 | 77 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,183,036,000 | 72 |
| Securities issued by states & political subdivisions | $476,536,000 | 36 |
| Other domestic debt securities | $29,993,000 | 385 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $29,993,000 | 35 |
| 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 | $603,000 | 713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,475,262,000 | 67 |
| Mortgage-backed securities | $533,222,000 | 165 |
| Certificates of participation in pools of residential mortgages | $503,229,000 | 110 |
| Issued or guaranteed by U.S. | $503,229,000 | 107 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $29,993,000 | 35 |
| Commercial mortgage pass-through securities | $29,993,000 | 15 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,613,019,000 | 20 |
| Available-for-sale securities (fair market value) | $1,077,149,000 | 126 |
| Total debt securities | $2,689,565,000 | 81 |
| Structured notes | ||
| Amortized cost | $114,956,000 | 26 |
| Fair value | $116,214,000 | 26 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,254,869,000 | 88 |
| U.S. Government securities | $1,749,580,000 | 83 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,749,580,000 | 80 |
| Securities issued by states & political subdivisions | $478,179,000 | 33 |
| Other domestic debt securities | $26,559,000 | 410 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $25,983,000 | 41 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $576,000 | 237 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $551,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,488,216,000 | 68 |
| Mortgage-backed securities | $346,455,000 | 221 |
| Certificates of participation in pools of residential mortgages | $320,472,000 | 138 |
| Issued or guaranteed by U.S. | $320,472,000 | 137 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $25,983,000 | 41 |
| Commercial mortgage pass-through securities | $25,983,000 | 17 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,357,888,000 | 22 |
| Available-for-sale securities (fair market value) | $896,981,000 | 139 |
| Total debt securities | $2,254,318,000 | 88 |
| Structured notes | ||
| Amortized cost | $114,948,000 | 27 |
| Fair value | $117,625,000 | 26 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $2,094,522,000 | 88 |
| U.S. Government securities | $1,695,025,000 | 84 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,695,025,000 | 83 |
| Securities issued by states & political subdivisions | $374,468,000 | 39 |
| Other domestic debt securities | $24,515,000 | 425 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $23,703,000 | 39 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $812,000 | 213 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $514,000 | 833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,578,359,000 | 60 |
| Mortgage-backed securities | $343,621,000 | 222 |
| Certificates of participation in pools of residential mortgages | $319,918,000 | 140 |
| Issued or guaranteed by U.S. | $319,918,000 | 139 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $23,703,000 | 39 |
| Commercial mortgage pass-through securities | $23,703,000 | 17 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,147,157,000 | 23 |
| Available-for-sale securities (fair market value) | $947,365,000 | 135 |
| Total debt securities | $2,094,008,000 | 89 |
| Structured notes | ||
| Amortized cost | $64,965,000 | 60 |
| Fair value | $66,396,000 | 57 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,095,636,000 | 88 |
| U.S. Government securities | $1,723,266,000 | 82 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,723,266,000 | 80 |
| Securities issued by states & political subdivisions | $349,218,000 | 43 |
| Other domestic debt securities | $22,562,000 | 467 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $21,113,000 | 45 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $1,449,000 | 171 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $590,000 | 792 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,866,597,000 | 49 |
| Mortgage-backed securities | $271,350,000 | 272 |
| Certificates of participation in pools of residential mortgages | $250,237,000 | 174 |
| Issued or guaranteed by U.S. | $250,237,000 | 173 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $21,113,000 | 45 |
| Commercial mortgage pass-through securities | $21,113,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,219,983,000 | 23 |
| Available-for-sale securities (fair market value) | $875,653,000 | 149 |
| Total debt securities | $2,095,046,000 | 89 |
| Structured notes | ||
| Amortized cost | $64,961,000 | 45 |
| Fair value | $64,501,000 | 43 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,969,661,000 | 98 |
| U.S. Government securities | $1,603,166,000 | 86 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,603,166,000 | 83 |
| Securities issued by states & political subdivisions | $345,000,000 | 44 |
| Other domestic debt securities | $20,962,000 | 509 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $18,837,000 | 49 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $2,125,000 | 148 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $533,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,641,059,000 | 59 |
| Mortgage-backed securities | $311,255,000 | 251 |
| Certificates of participation in pools of residential mortgages | $292,418,000 | 157 |
| Issued or guaranteed by U.S. | $292,418,000 | 156 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $18,837,000 | 49 |
| Commercial mortgage pass-through securities | $18,837,000 | 22 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,032,822,000 | 26 |
| Available-for-sale securities (fair market value) | $936,839,000 | 143 |
| Total debt securities | $1,969,128,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,107,538,000 | 100 |
| U.S. Government securities | $1,728,888,000 | 85 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,728,888,000 | 83 |
| Securities issued by states & political subdivisions | $356,727,000 | 43 |
| Other domestic debt securities | $21,488,000 | 541 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $19,113,000 | 52 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $2,375,000 | 160 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $435,000 | 966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,841,770,000 | 59 |
| Mortgage-backed securities | $328,519,000 | 248 |
| Certificates of participation in pools of residential mortgages | $309,406,000 | 162 |
| Issued or guaranteed by U.S. | $309,406,000 | 159 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $19,113,000 | 52 |
| Commercial mortgage pass-through securities | $19,113,000 | 23 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,180,716,000 | 29 |
| Available-for-sale securities (fair market value) | $926,822,000 | 140 |
| Total debt securities | $2,107,103,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,139,842,000 | 96 |
| U.S. Government securities | $1,776,712,000 | 84 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,776,712,000 | 82 |
| Securities issued by states & political subdivisions | $341,809,000 | 47 |
| Other domestic debt securities | $20,831,000 | 584 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $18,456,000 | 58 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $2,375,000 | 169 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $490,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,809,938,000 | 60 |
| Mortgage-backed securities | $348,431,000 | 228 |
| Certificates of participation in pools of residential mortgages | $329,975,000 | 151 |
| Issued or guaranteed by U.S. | $329,975,000 | 150 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $18,456,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $18,456,000 | 43 |
| Held to maturity securities (book value) | $1,204,618,000 | 25 |
| Available-for-sale securities (fair market value) | $935,224,000 | 142 |
| Total debt securities | $2,139,352,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,301,307,000 | 92 |
| U.S. Government securities | $1,962,672,000 | 77 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,962,672,000 | 75 |
| Securities issued by states & political subdivisions | $335,980,000 | 45 |
| Other domestic debt securities | $2,375,000 | 1,749 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,375,000 | 156 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $280,000 | 1,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,986,383,000 | 55 |
| Mortgage-backed securities | $373,417,000 | 226 |
| Certificates of participation in pools of residential mortgages | $373,417,000 | 151 |
| Issued or guaranteed by U.S. | $373,417,000 | 148 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,330,810,000 | 19 |
| Available-for-sale securities (fair market value) | $970,497,000 | 137 |
| Total debt securities | $2,301,027,000 | 89 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 23 |
| Fair value | $50,050,000 | 22 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $2,272,880,000 | 85 |
| U.S. Government securities | $1,933,442,000 | 72 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,933,442,000 | 70 |
| Securities issued by states & political subdivisions | $336,628,000 | 45 |
| Other domestic debt securities | $2,375,000 | 1,700 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,375,000 | 150 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $435,000 | 986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,914,610,000 | 58 |
| Mortgage-backed securities | $337,730,000 | 246 |
| Certificates of participation in pools of residential mortgages | $337,730,000 | 164 |
| Issued or guaranteed by U.S. | $337,730,000 | 158 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,333,521,000 | 18 |
| Available-for-sale securities (fair market value) | $939,359,000 | 135 |
| Total debt securities | $2,272,445,000 | 82 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 23 |
| Fair value | $50,215,000 | 22 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,206,803,000 | 83 |
| U.S. Government securities | $1,886,520,000 | 66 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,886,520,000 | 65 |
| Securities issued by states & political subdivisions | $312,081,000 | 46 |
| Other domestic debt securities | $7,634,000 | 955 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,634,000 | 99 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $568,000 | 895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,982,207,000 | 56 |
| Mortgage-backed securities | $260,454,000 | 286 |
| Certificates of participation in pools of residential mortgages | $260,454,000 | 183 |
| Issued or guaranteed by U.S. | $260,454,000 | 178 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $1,350,396,000 | 17 |
| Available-for-sale securities (fair market value) | $856,407,000 | 141 |
| Total debt securities | $2,206,235,000 | 82 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 18 |
| Fair value | $50,117,000 | 18 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,420,287,000 | 81 |
| U.S. Government securities | $2,093,810,000 | 65 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,093,810,000 | 63 |
| Securities issued by states & political subdivisions | $317,145,000 | 50 |
| Other domestic debt securities | $8,243,000 | 957 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,740,000 | 96 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 1,852 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,089,000 | 983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,202,889,000 | 50 |
| Mortgage-backed securities | $273,131,000 | 275 |
| Certificates of participation in pools of residential mortgages | $273,131,000 | 176 |
| Issued or guaranteed by U.S. | $273,131,000 | 170 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $1,447,806,000 | 20 |
| Available-for-sale securities (fair market value) | $972,481,000 | 131 |
| Total debt securities | $2,419,198,000 | 82 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 20 |
| Fair value | $49,958,000 | 19 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,454,175,000 | 83 |
| U.S. Government securities | $2,060,952,000 | 64 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,060,952,000 | 63 |
| Securities issued by states & political subdivisions | $373,051,000 | 42 |
| Other domestic debt securities | $18,158,000 | 576 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,645,000 | 94 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,513,000 | 482 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $2,014,000 | 801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,220,294,000 | 52 |
| Mortgage-backed securities | $302,341,000 | 254 |
| Certificates of participation in pools of residential mortgages | $302,341,000 | 167 |
| Issued or guaranteed by U.S. | $302,341,000 | 157 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $1,523,994,000 | 17 |
| Available-for-sale securities (fair market value) | $930,181,000 | 148 |
| Total debt securities | $2,452,161,000 | 84 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 22 |
| Fair value | $50,392,000 | 21 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,582,713,000 | 79 |
| U.S. Government securities | $2,232,180,000 | 61 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,232,180,000 | 58 |
| Securities issued by states & political subdivisions | $329,140,000 | 46 |
| Other domestic debt securities | $20,052,000 | 513 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,582,000 | 91 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,470,000 | 441 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,341,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,301,071,000 | 45 |
| Mortgage-backed securities | $314,501,000 | 238 |
| Certificates of participation in pools of residential mortgages | $314,501,000 | 150 |
| Issued or guaranteed by U.S. | $314,501,000 | 143 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $1,625,916,000 | 16 |
| Available-for-sale securities (fair market value) | $956,797,000 | 142 |
| Total debt securities | $2,581,372,000 | 77 |
| Structured notes | ||
| Amortized cost | $90,000,000 | 16 |
| Fair value | $89,439,000 | 16 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,685,384,000 | 80 |
| U.S. Government securities | $2,352,828,000 | 59 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,352,828,000 | 57 |
| Securities issued by states & political subdivisions | $309,390,000 | 52 |
| Other domestic debt securities | $19,517,000 | 497 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,000,000 | 86 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,517,000 | 469 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $3,649,000 | 557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,365,882,000 | 45 |
| Mortgage-backed securities | $317,898,000 | 228 |
| Certificates of participation in pools of residential mortgages | $317,898,000 | 142 |
| Issued or guaranteed by U.S. | $317,898,000 | 134 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $1,706,350,000 | 19 |
| Available-for-sale securities (fair market value) | $979,034,000 | 141 |
| Total debt securities | $2,681,735,000 | 79 |
| Structured notes | ||
| Amortized cost | $90,000,000 | 19 |
| Fair value | $88,543,000 | 19 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,872,525,000 | 79 |
| U.S. Government securities | $2,542,560,000 | 62 |
| U.S. Treasury securities | $5,011,000 | 373 |
| U.S. Government agency obligations | $2,537,549,000 | 60 |
| Securities issued by states & political subdivisions | $306,535,000 | 51 |
| Other domestic debt securities | $19,434,000 | 486 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,920,000 | 80 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,514,000 | 445 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $3,996,000 | 538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,415,412,000 | 44 |
| Mortgage-backed securities | $320,495,000 | 221 |
| Certificates of participation in pools of residential mortgages | $320,495,000 | 144 |
| Issued or guaranteed by U.S. | $320,495,000 | 135 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $1,785,468,000 | 16 |
| Available-for-sale securities (fair market value) | $1,087,057,000 | 133 |
| Total debt securities | $2,868,529,000 | 78 |
| Structured notes | ||
| Amortized cost | $115,000,000 | 15 |
| Fair value | $112,529,000 | 17 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $2,759,051,000 | 83 |
| U.S. Government securities | $2,450,062,000 | 66 |
| U.S. Treasury securities | $10,030,000 | 266 |
| U.S. Government agency obligations | $2,440,032,000 | 64 |
| Securities issued by states & political subdivisions | $289,197,000 | 52 |
| Other domestic debt securities | $16,524,000 | 539 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,000,000 | 94 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,524,000 | 456 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $3,268,000 | 598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,353,951,000 | 48 |
| Mortgage-backed securities | $336,490,000 | 217 |
| Certificates of participation in pools of residential mortgages | $336,490,000 | 142 |
| Issued or guaranteed by U.S. | $336,490,000 | 134 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $1,693,329,000 | 21 |
| Available-for-sale securities (fair market value) | $1,065,722,000 | 138 |
| Total debt securities | $2,755,783,000 | 82 |
| Structured notes | ||
| Amortized cost | $115,000,000 | 16 |
| Fair value | $112,678,000 | 17 |
| 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 | $2,736,666,000 | 85 |
| U.S. Government securities | $2,422,039,000 | 65 |
| U.S. Treasury securities | $10,039,000 | 284 |
| U.S. Government agency obligations | $2,412,000,000 | 62 |
| Securities issued by states & political subdivisions | $294,476,000 | 52 |
| Other domestic debt securities | $16,530,000 | 532 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,000,000 | 90 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,530,000 | 459 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,621,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,154,301,000 | 54 |
| Mortgage-backed securities | $324,817,000 | 222 |
| Certificates of participation in pools of residential mortgages | $324,817,000 | 146 |
| Issued or guaranteed by U.S. | $324,817,000 | 139 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $1,723,420,000 | 19 |
| Available-for-sale securities (fair market value) | $1,013,246,000 | 144 |
| Total debt securities | $2,733,045,000 | 84 |
| Structured notes | ||
| Amortized cost | $115,000,000 | 14 |
| Fair value | $111,867,000 | 15 |
| 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 | $2,843,781,000 | 85 |
| U.S. Government securities | $2,525,755,000 | 67 |
| U.S. Treasury securities | $10,047,000 | 295 |
| U.S. Government agency obligations | $2,515,708,000 | 66 |
| Securities issued by states & political subdivisions | $297,812,000 | 51 |
| Other domestic debt securities | $16,493,000 | 538 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,962,000 | 95 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,531,000 | 454 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $3,721,000 | 568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,430,479,000 | 51 |
| Mortgage-backed securities | $335,105,000 | 217 |
| Certificates of participation in pools of residential mortgages | $335,105,000 | 153 |
| Issued or guaranteed by U.S. | $335,105,000 | 145 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $1,684,483,000 | 20 |
| Available-for-sale securities (fair market value) | $1,159,298,000 | 136 |
| Total debt securities | $2,840,060,000 | 84 |
| Structured notes | ||
| Amortized cost | $115,000,000 | 15 |
| Fair value | $111,102,000 | 17 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,933,259,000 | 77 |
| U.S. Government securities | $2,608,241,000 | 60 |
| U.S. Treasury securities | $10,056,000 | 308 |
| U.S. Government agency obligations | $2,598,185,000 | 60 |
| Securities issued by states & political subdivisions | $302,402,000 | 48 |
| Other domestic debt securities | $16,485,000 | 548 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,963,000 | 96 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,522,000 | 465 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $6,131,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,272,434,000 | 52 |
| Mortgage-backed securities | $344,630,000 | 228 |
| Certificates of participation in pools of residential mortgages | $344,630,000 | 159 |
| Issued or guaranteed by U.S. | $344,630,000 | 150 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $1,692,018,000 | 20 |
| Available-for-sale securities (fair market value) | $1,241,241,000 | 135 |
| Total debt securities | $2,927,128,000 | 76 |
| Structured notes | ||
| Amortized cost | $115,000,000 | 19 |
| Fair value | $109,600,000 | 21 |
| 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 | $3,096,291,000 | 74 |
| U.S. Government securities | $2,737,057,000 | 61 |
| U.S. Treasury securities | $10,065,000 | 323 |
| U.S. Government agency obligations | $2,726,992,000 | 61 |
| Securities issued by states & political subdivisions | $317,801,000 | 48 |
| Other domestic debt securities | $24,531,000 | 441 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,983,000 | 94 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,548,000 | 300 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $16,902,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,255,669,000 | 53 |
| Mortgage-backed securities | $363,081,000 | 223 |
| Certificates of participation in pools of residential mortgages | $363,081,000 | 154 |
| Issued or guaranteed by U.S. | $363,081,000 | 149 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $1,777,923,000 | 20 |
| Available-for-sale securities (fair market value) | $1,318,368,000 | 126 |
| Total debt securities | $3,079,388,000 | 74 |
| Structured notes | ||
| Amortized cost | $115,000,000 | 20 |
| Fair value | $110,554,000 | 22 |
| 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 | $2,746,288,000 | 88 |
| U.S. Government securities | $2,395,026,000 | 74 |
| U.S. Treasury securities | $5,148,000 | 542 |
| U.S. Government agency obligations | $2,389,878,000 | 71 |
| Securities issued by states & political subdivisions | $300,489,000 | 47 |
| Other domestic debt securities | $29,563,000 | 400 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,990,000 | 95 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,573,000 | 268 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $21,210,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,111,216,000 | 57 |
| Mortgage-backed securities | $286,225,000 | 271 |
| Certificates of participation in pools of residential mortgages | $286,225,000 | 186 |
| Issued or guaranteed by U.S. | $286,225,000 | 180 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $1,412,529,000 | 25 |
| Available-for-sale securities (fair market value) | $1,333,759,000 | 128 |
| Total debt securities | $2,725,078,000 | 89 |
| Structured notes | ||
| Amortized cost | $115,000,000 | 20 |
| Fair value | $110,877,000 | 21 |
| 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 | $2,686,046,000 | 91 |
| U.S. Government securities | $2,353,754,000 | 75 |
| U.S. Treasury securities | $5,170,000 | 524 |
| U.S. Government agency obligations | $2,348,584,000 | 72 |
| Securities issued by states & political subdivisions | $283,300,000 | 47 |
| Other domestic debt securities | $34,615,000 | 363 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,000,000 | 97 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,615,000 | 219 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $14,377,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,876,284,000 | 60 |
| Mortgage-backed securities | $322,530,000 | 254 |
| Certificates of participation in pools of residential mortgages | $322,530,000 | 175 |
| Issued or guaranteed by U.S. | $322,530,000 | 170 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $1,255,874,000 | 26 |
| Available-for-sale securities (fair market value) | $1,430,172,000 | 126 |
| Total debt securities | $2,671,669,000 | 91 |
| Structured notes | ||
| Amortized cost | $115,000,000 | 19 |
| Fair value | $111,956,000 | 22 |
| Trading account assets | $1,983,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,711,399,000 | 92 |
| U.S. Government securities | $2,384,106,000 | 78 |
| U.S. Treasury securities | $5,192,000 | 539 |
| U.S. Government agency obligations | $2,378,914,000 | 75 |
| Securities issued by states & political subdivisions | $283,083,000 | 48 |
| Other domestic debt securities | $31,202,000 | 393 |
| 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 | $31,202,000 | 200 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $13,008,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,936,207,000 | 62 |
| Mortgage-backed securities | $348,280,000 | 247 |
| Certificates of participation in pools of residential mortgages | $348,280,000 | 168 |
| Issued or guaranteed by U.S. | $348,280,000 | 167 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,208,680,000 | 28 |
| Available-for-sale securities (fair market value) | $1,502,719,000 | 121 |
| Total debt securities | $2,698,391,000 | 91 |
| Structured notes | ||
| Amortized cost | $115,000,000 | 19 |
| Fair value | $112,526,000 | 19 |
| Trading account assets | $114,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,799,136,000 | 91 |
| U.S. Government securities | $2,467,506,000 | 76 |
| U.S. Treasury securities | $5,515,000 | 567 |
| U.S. Government agency obligations | $2,461,991,000 | 74 |
| Securities issued by states & political subdivisions | $281,272,000 | 46 |
| Other domestic debt securities | $31,278,000 | 396 |
| 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 | $31,278,000 | 205 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $19,080,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,930,440,000 | 63 |
| Mortgage-backed securities | $366,571,000 | 242 |
| Certificates of participation in pools of residential mortgages | $366,571,000 | 169 |
| Issued or guaranteed by U.S. | $366,571,000 | 167 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,203,910,000 | 30 |
| Available-for-sale securities (fair market value) | $1,595,226,000 | 120 |
| Total debt securities | $2,780,056,000 | 90 |
| Structured notes | ||
| Amortized cost | $115,000,000 | 18 |
| Fair value | $111,133,000 | 19 |
| Trading account assets | $167,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,930,861,000 | 91 |
| U.S. Government securities | $2,584,700,000 | 79 |
| U.S. Treasury securities | $5,539,000 | 580 |
| U.S. Government agency obligations | $2,579,161,000 | 75 |
| Securities issued by states & political subdivisions | $291,656,000 | 43 |
| Other domestic debt securities | $35,411,000 | 373 |
| 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 | $35,411,000 | 190 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $19,094,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,877,768,000 | 69 |
| Mortgage-backed securities | $391,061,000 | 241 |
| Certificates of participation in pools of residential mortgages | $391,061,000 | 167 |
| Issued or guaranteed by U.S. | $391,061,000 | 162 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,274,920,000 | 25 |
| Available-for-sale securities (fair market value) | $1,655,941,000 | 119 |
| Total debt securities | $2,911,767,000 | 91 |
| Structured notes | ||
| Amortized cost | $115,000,000 | 19 |
| Fair value | $113,061,000 | 20 |
| Trading account assets | $31,758,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,113,523,000 | 79 |
| U.S. Government securities | $2,751,545,000 | 70 |
| U.S. Treasury securities | $7,564,000 | 454 |
| U.S. Government agency obligations | $2,743,981,000 | 66 |
| Securities issued by states & political subdivisions | $303,632,000 | 40 |
| Other domestic debt securities | $40,554,000 | 336 |
| 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 | $40,554,000 | 170 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $17,792,000 | 207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,865,875,000 | 64 |
| Mortgage-backed securities | $416,935,000 | 225 |
| Certificates of participation in pools of residential mortgages | $416,935,000 | 153 |
| Issued or guaranteed by U.S. | $416,935,000 | 150 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $1,384,061,000 | 23 |
| Available-for-sale securities (fair market value) | $1,729,462,000 | 118 |
| Total debt securities | $3,095,731,000 | 77 |
| Structured notes | ||
| Amortized cost | $115,000,000 | 19 |
| Fair value | $113,867,000 | 19 |
| 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 | $3,274,036,000 | 79 |
| U.S. Government securities | $2,905,804,000 | 70 |
| U.S. Treasury securities | $7,587,000 | 475 |
| U.S. Government agency obligations | $2,898,217,000 | 66 |
| Securities issued by states & political subdivisions | $310,874,000 | 39 |
| Other domestic debt securities | $40,609,000 | 339 |
| 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 | $40,609,000 | 180 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $16,749,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,867,241,000 | 67 |
| Mortgage-backed securities | $428,948,000 | 226 |
| Certificates of participation in pools of residential mortgages | $428,948,000 | 156 |
| Issued or guaranteed by U.S. | $428,948,000 | 154 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $1,510,209,000 | 20 |
| Available-for-sale securities (fair market value) | $1,763,827,000 | 119 |
| Total debt securities | $3,257,287,000 | 78 |
| Structured notes | ||
| Amortized cost | $115,000,000 | 19 |
| Fair value | $110,249,000 | 21 |
| 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 | $3,200,197,000 | 79 |
| U.S. Government securities | $2,809,856,000 | 73 |
| U.S. Treasury securities | $7,613,000 | 458 |
| U.S. Government agency obligations | $2,802,243,000 | 70 |
| Securities issued by states & political subdivisions | $326,622,000 | 37 |
| Other domestic debt securities | $45,903,000 | 323 |
| 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 | $45,903,000 | 170 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $17,816,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,924,473,000 | 65 |
| Mortgage-backed securities | $462,625,000 | 220 |
| Certificates of participation in pools of residential mortgages | $462,625,000 | 146 |
| Issued or guaranteed by U.S. | $462,625,000 | 139 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $1,320,134,000 | 24 |
| Available-for-sale securities (fair market value) | $1,880,063,000 | 113 |
| Total debt securities | $3,182,381,000 | 78 |
| Structured notes | ||
| Amortized cost | $64,953,000 | 28 |
| Fair value | $65,228,000 | 28 |
| Trading account assets | $13,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,055,083,000 | 81 |
| U.S. Government securities | $2,609,949,000 | 76 |
| U.S. Treasury securities | $224,711,000 | 31 |
| U.S. Government agency obligations | $2,385,238,000 | 79 |
| Securities issued by states & political subdivisions | $332,170,000 | 38 |
| Other domestic debt securities | $63,960,000 | 245 |
| 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 | $63,960,000 | 143 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $49,004,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,732,171,000 | 72 |
| Mortgage-backed securities | $115,899,000 | 589 |
| Certificates of participation in pools of residential mortgages | $115,899,000 | 432 |
| Issued or guaranteed by U.S. | $115,899,000 | 427 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $1,091,991,000 | 28 |
| Available-for-sale securities (fair market value) | $1,963,092,000 | 107 |
| Total debt securities | $3,006,079,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $27,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,958,204,000 | 82 |
| U.S. Government securities | $2,513,615,000 | 81 |
| U.S. Treasury securities | $224,530,000 | 31 |
| U.S. Government agency obligations | $2,289,085,000 | 79 |
| Securities issued by states & political subdivisions | $347,363,000 | 35 |
| Other domestic debt securities | $56,098,000 | 276 |
| 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 | $56,098,000 | 174 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $41,128,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,691,530,000 | 69 |
| Mortgage-backed securities | $123,930,000 | 561 |
| Certificates of participation in pools of residential mortgages | $123,930,000 | 406 |
| Issued or guaranteed by U.S. | $123,930,000 | 399 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $990,112,000 | 26 |
| Available-for-sale securities (fair market value) | $1,968,092,000 | 104 |
| Total debt securities | $2,917,076,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $2,736,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,251,025,000 | 78 |
| U.S. Government securities | $2,790,764,000 | 64 |
| U.S. Treasury securities | $215,045,000 | 31 |
| U.S. Government agency obligations | $2,575,719,000 | 68 |
| Securities issued by states & political subdivisions | $352,649,000 | 35 |
| Other domestic debt securities | $62,086,000 | 266 |
| 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 | $62,086,000 | 158 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $45,526,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,706,000 | 6,028 |
| Mortgage-backed securities | $142,335,000 | 513 |
| Certificates of participation in pools of residential mortgages | $142,335,000 | 349 |
| Issued or guaranteed by U.S. | $142,335,000 | 345 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $1,552,070,000 | 15 |
| Available-for-sale securities (fair market value) | $1,698,955,000 | 118 |
| Total debt securities | $3,205,499,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $31,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,910,946,000 | 81 |
| U.S. Government securities | $2,427,513,000 | 74 |
| U.S. Treasury securities | $28,710,000 | 194 |
| U.S. Government agency obligations | $2,398,803,000 | 72 |
| Securities issued by states & political subdivisions | $366,829,000 | 35 |
| Other domestic debt securities | $72,122,000 | 237 |
| 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 | $72,122,000 | 137 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $44,482,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,728,545,000 | 63 |
| Mortgage-backed securities | $145,550,000 | 488 |
| Certificates of participation in pools of residential mortgages | $145,550,000 | 335 |
| Issued or guaranteed by U.S. | $145,550,000 | 332 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $1,864,519,000 | 13 |
| Available-for-sale securities (fair market value) | $1,046,427,000 | 147 |
| Total debt securities | $2,866,464,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $146,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,812,914,000 | 85 |
| U.S. Government securities | $2,301,927,000 | 79 |
| U.S. Treasury securities | $28,738,000 | 206 |
| U.S. Government agency obligations | $2,273,189,000 | 75 |
| Securities issued by states & political subdivisions | $384,209,000 | 34 |
| Other domestic debt securities | $77,274,000 | 224 |
| 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 | $77,274,000 | 126 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $49,504,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,706,723,000 | 66 |
| Mortgage-backed securities | $155,691,000 | 450 |
| Certificates of participation in pools of residential mortgages | $155,691,000 | 298 |
| Issued or guaranteed by U.S. | $155,691,000 | 297 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $1,193,375,000 | 21 |
| Available-for-sale securities (fair market value) | $1,619,539,000 | 122 |
| Total debt securities | $2,763,410,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $20,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,172,347,000 | 99 |
| U.S. Government securities | $1,650,909,000 | 93 |
| U.S. Treasury securities | $30,417,000 | 197 |
| U.S. Government agency obligations | $1,620,492,000 | 89 |
| Securities issued by states & political subdivisions | $390,920,000 | 29 |
| Other domestic debt securities | $85,428,000 | 212 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,000 | 513 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $85,426,000 | 117 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $45,090,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,453,758,000 | 60 |
| Mortgage-backed securities | $107,278,000 | 542 |
| Certificates of participation in pools of residential mortgages | $107,278,000 | 352 |
| Issued or guaranteed by U.S. | $107,278,000 | 347 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $1,110,463,000 | 21 |
| Available-for-sale securities (fair market value) | $1,061,884,000 | 142 |
| Total debt securities | $2,127,257,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $384,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $2,046,334,000 | 96 |
| U.S. Government securities | $1,560,536,000 | 86 |
| U.S. Treasury securities | $48,640,000 | 177 |
| U.S. Government agency obligations | $1,511,896,000 | 84 |
| Securities issued by states & political subdivisions | $414,685,000 | 25 |
| Other domestic debt securities | $20,447,000 | 528 |
| Privately issued residential mortgage-backed securities | $3,795,000 | 443 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,652,000 | 471 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $50,666,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,146,063,000 | 68 |
| Mortgage-backed securities | $156,838,000 | 363 |
| Certificates of participation in pools of residential mortgages | $104,287,000 | 317 |
| Issued or guaranteed by U.S. | $104,287,000 | 313 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $52,551,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $48,756,000 | 341 |
| Privately issued | $3,795,000 | 394 |
| 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) | $1,189,129,000 | 31 |
| Available-for-sale securities (fair market value) | $857,205,000 | 149 |
| Total debt securities | $1,995,668,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $195,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,186,038,000 | 159 |
| U.S. Government securities | $883,335,000 | 148 |
| U.S. Treasury securities | $126,995,000 | 87 |
| U.S. Government agency obligations | $756,340,000 | 157 |
| Securities issued by states & political subdivisions | $258,178,000 | 36 |
| Other domestic debt securities | $21,140,000 | 538 |
| 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 | $21,140,000 | 413 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $23,385,000 | 268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $845,999,000 | 96 |
| Mortgage-backed securities | $61,241,000 | 744 |
| Certificates of participation in pools of residential mortgages | $46,354,000 | 644 |
| Issued or guaranteed by U.S. | $46,354,000 | 636 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $14,887,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $14,887,000 | 776 |
| 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) | $840,754,000 | 47 |
| Available-for-sale securities (fair market value) | $345,284,000 | 317 |
| Total debt securities | $1,162,653,000 | 158 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 160 |
| Fair value | $3,487,000 | 156 |
| Trading account assets | $472,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,197,200,000 | 143 |
| U.S. Government securities | $849,064,000 | 147 |
| U.S. Treasury securities | $209,238,000 | 73 |
| U.S. Government agency obligations | $639,826,000 | 165 |
| Securities issued by states & political subdivisions | $255,403,000 | 34 |
| Other domestic debt securities | $68,682,000 | 210 |
| 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 | $68,682,000 | 132 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $24,051,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $685,184,000 | 95 |
| Mortgage-backed securities | $84,190,000 | 612 |
| Certificates of participation in pools of residential mortgages | $64,601,000 | 530 |
| Issued or guaranteed by U.S. | $64,601,000 | 522 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $19,589,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $19,589,000 | 696 |
| 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) | $647,846,000 | 60 |
| Available-for-sale securities (fair market value) | $549,354,000 | 218 |
| Total debt securities | $1,173,149,000 | 138 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 231 |
| Fair value | $2,969,000 | 245 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $939,631,000 | 168 |
| U.S. Government securities | $713,951,000 | 172 |
| U.S. Treasury securities | $214,385,000 | 101 |
| U.S. Government agency obligations | $499,566,000 | 196 |
| Securities issued by states & political subdivisions | $176,352,000 | 47 |
| Other domestic debt securities | $32,890,000 | 263 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,890,000 | 160 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $16,438,000 | 285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $438,177,000 | 129 |
| Mortgage-backed securities | $55,421,000 | 808 |
| Certificates of participation in pools of residential mortgages | $53,152,000 | 614 |
| Issued or guaranteed by U.S. | $53,152,000 | 601 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,269,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $2,269,000 | 2,456 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $533,419,000 | 76 |
| Available-for-sale securities (fair market value) | $406,212,000 | 268 |
| Total debt securities | $923,193,000 | 168 |
| Structured notes | ||
| Amortized cost | $18,723,000 | 69 |
| Fair value | $18,521,000 | 71 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $554,182,000 | 280 |
| U.S. Government securities | $408,210,000 | 304 |
| U.S. Treasury securities | $114,142,000 | 216 |
| U.S. Government agency obligations | $294,068,000 | 332 |
| Securities issued by states & political subdivisions | $112,082,000 | 81 |
| Other domestic debt securities | $22,015,000 | 341 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,015,000 | 194 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $11,875,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $354,375,000 | 154 |
| Mortgage-backed securities | $34,739,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $30,866,000 | 967 |
| Issued or guaranteed by U.S. | $30,866,000 | 948 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,873,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $3,873,000 | 2,130 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $407,519,000 | 117 |
| Available-for-sale securities (fair market value) | $146,663,000 | 596 |
| Total debt securities | $542,307,000 | 280 |
| Structured notes | ||
| Amortized cost | $11,245,000 | 134 |
| Fair value | $11,190,000 | 133 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $408,736,000 | 382 |
| U.S. Government securities | $283,363,000 | 425 |
| U.S. Treasury securities | $80,486,000 | 331 |
| U.S. Government agency obligations | $202,877,000 | 443 |
| Securities issued by states & political subdivisions | $96,107,000 | 95 |
| Other domestic debt securities | $19,687,000 | 443 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,687,000 | 288 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $9,579,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,131,000 | 196 |
| Mortgage-backed securities | $30,881,000 | 1,387 |
| Certificates of participation in pools of residential mortgages | $30,881,000 | 979 |
| Issued or guaranteed by U.S. | $30,881,000 | 953 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $310,232,000 | 158 |
| Available-for-sale securities (fair market value) | $98,504,000 | 877 |
| Total debt securities | $399,157,000 | 378 |
| Structured notes | ||
| Amortized cost | $29,743,000 | 64 |
| Fair value | $29,833,000 | 64 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $442,272,000 | 364 |
| U.S. Government securities | $286,851,000 | 442 |
| U.S. Treasury securities | $83,522,000 | 406 |
| U.S. Government agency obligations | $203,329,000 | 433 |
| Securities issued by states & political subdivisions | $90,951,000 | 103 |
| Other domestic debt securities | $56,187,000 | 240 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,187,000 | 126 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $8,283,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $286,494,000 | 200 |
| Mortgage-backed securities | $34,886,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | $34,886,000 | 911 |
| Issued or guaranteed by U.S. | $34,886,000 | 892 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $339,898,000 | 292 |
| Available-for-sale securities (fair market value) | $102,374,000 | 553 |
| Total debt securities | $433,989,000 | 364 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $364,749,000 | 435 |
| U.S. Government securities | $216,165,000 | 563 |
| U.S. Treasury securities | $45,811,000 | 826 |
| U.S. Government agency obligations | $170,354,000 | 489 |
| Securities issued by states & political subdivisions | $83,650,000 | 117 |
| Other domestic debt securities | $5,575,000 | 1,295 |
| Privately issued residential mortgage-backed securities | $1,575,000 | 961 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000,000 | 1,219 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $59,359,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,362,000 | 222 |
| Mortgage-backed securities | $48,532,000 | 1,127 |
| Certificates of participation in pools of residential mortgages | $46,957,000 | 791 |
| Issued or guaranteed by U.S. | $46,957,000 | 756 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,575,000 | 4,379 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $1,575,000 | 699 |
| 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 | $305,390,000 | 500 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $370,120,000 | 431 |
| U.S. Government securities | $217,545,000 | 543 |
| U.S. Treasury securities | $54,686,000 | 677 |
| U.S. Government agency obligations | $162,859,000 | 482 |
| Securities issued by states & political subdivisions | $85,869,000 | 110 |
| Other domestic debt securities | $7,955,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $1,953,000 | 1,229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,002,000 | 1,044 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $58,751,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,850,000 | 212 |
| Mortgage-backed securities | $23,401,000 | 2,038 |
| Certificates of participation in pools of residential mortgages | $8,966,000 | 2,744 |
| Issued or guaranteed by U.S. | $8,966,000 | 2,698 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $14,435,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $12,482,000 | 1,266 |
| Privately issued | $1,953,000 | 933 |
| 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 | $311,024,000 | 479 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |