Home > Farmers and Merchants Bank of Long Beach > Securities
Farmers and Merchants Bank of Long Beach, Securities
| 2023-12-31 | Rank | |
| Total securities | $4,416,943,000 | 87 |
| U.S. Government securities | $2,858,485,000 | 87 |
| U.S. Treasury securities | $129,304,000 | 203 |
| U.S. Government agency obligations | $2,729,181,000 | 78 |
| Securities issued by states & political subdivisions | $1,558,758,000 | 24 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,193,498,000 | 56 |
| Mortgage-backed securities | $2,604,994,000 | 78 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,376,865,000 | 53 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $37,370,000 | 480 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $182,270,000 | 80 |
| Other commercial mortgage-backed securities | $8,489,000 | 555 |
| Held to maturity securities (book value) | $4,301,360,000 | 33 |
| Available-for-sale securities (fair market value) | $115,883,000 | 1,348 |
| Total debt securities | $4,417,243,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $4,539,900,000 | 88 |
| U.S. Government securities | $2,975,754,000 | 86 |
| U.S. Treasury securities | $149,077,000 | 202 |
| U.S. Government agency obligations | $2,826,677,000 | 79 |
| Securities issued by states & political subdivisions | $1,564,446,000 | 24 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,323,237,000 | 54 |
| Mortgage-backed securities | $2,702,491,000 | 80 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,468,451,000 | 55 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $42,469,000 | 430 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $182,865,000 | 81 |
| Other commercial mortgage-backed securities | $8,706,000 | 541 |
| Held to maturity securities (book value) | $4,428,968,000 | 32 |
| Available-for-sale securities (fair market value) | $111,232,000 | 1,371 |
| Total debt securities | $4,540,201,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $4,670,509,000 | 84 |
| U.S. Government securities | $3,091,775,000 | 86 |
| U.S. Treasury securities | $148,876,000 | 198 |
| U.S. Government agency obligations | $2,942,899,000 | 81 |
| Securities issued by states & political subdivisions | $1,579,034,000 | 24 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,273,851,000 | 55 |
| Mortgage-backed securities | $2,817,018,000 | 77 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,575,711,000 | 54 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $48,761,000 | 387 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $183,625,000 | 81 |
| Other commercial mortgage-backed securities | $8,921,000 | 536 |
| Held to maturity securities (book value) | $4,552,911,000 | 31 |
| Available-for-sale securities (fair market value) | $117,898,000 | 1,355 |
| Total debt securities | $4,670,809,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $4,794,121,000 | 88 |
| U.S. Government securities | $3,205,743,000 | 89 |
| U.S. Treasury securities | $148,784,000 | 207 |
| U.S. Government agency obligations | $3,056,959,000 | 78 |
| Securities issued by states & political subdivisions | $1,588,678,000 | 26 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,874,278,000 | 72 |
| Mortgage-backed securities | $2,931,078,000 | 81 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,684,265,000 | 57 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $52,853,000 | 390 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $184,825,000 | 88 |
| Other commercial mortgage-backed securities | $9,135,000 | 544 |
| Held to maturity securities (book value) | $4,673,407,000 | 34 |
| Available-for-sale securities (fair market value) | $121,014,000 | 1,389 |
| Total debt securities | $4,794,420,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $4,913,441,000 | 94 |
| U.S. Government securities | $3,313,939,000 | 92 |
| U.S. Treasury securities | $149,084,000 | 222 |
| U.S. Government agency obligations | $3,164,855,000 | 80 |
| Securities issued by states & political subdivisions | $1,599,502,000 | 30 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,076,493,000 | 76 |
| Mortgage-backed securities | $3,035,752,000 | 84 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,785,021,000 | 55 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $55,714,000 | 386 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $185,670,000 | 85 |
| Other commercial mortgage-backed securities | $9,347,000 | 536 |
| Held to maturity securities (book value) | $4,789,522,000 | 36 |
| Available-for-sale securities (fair market value) | $123,919,000 | 1,382 |
| Total debt securities | $4,913,441,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $5,003,040,000 | 95 |
| U.S. Government securities | $3,430,021,000 | 92 |
| U.S. Treasury securities | $148,953,000 | 225 |
| U.S. Government agency obligations | $3,281,068,000 | 82 |
| Securities issued by states & political subdivisions | $1,573,019,000 | 33 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,376,367,000 | 66 |
| Mortgage-backed securities | $3,151,966,000 | 83 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,896,539,000 | 54 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $58,887,000 | 378 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $186,982,000 | 88 |
| Other commercial mortgage-backed securities | $9,558,000 | 559 |
| Held to maturity securities (book value) | $4,880,124,000 | 34 |
| Available-for-sale securities (fair market value) | $122,916,000 | 1,401 |
| Total debt securities | $5,003,040,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $5,150,122,000 | 92 |
| U.S. Government securities | $3,558,698,000 | 90 |
| U.S. Treasury securities | $140,527,000 | 227 |
| U.S. Government agency obligations | $3,418,171,000 | 79 |
| Securities issued by states & political subdivisions | $1,591,424,000 | 33 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,026,684,000 | 73 |
| Mortgage-backed securities | $3,282,396,000 | 84 |
| Certificates of participation in pools of residential mortgages | $3,021,730,000 | 54 |
| Issued or guaranteed by U.S. | $3,021,730,000 | 54 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $61,843,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $61,843,000 | 371 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $198,823,000 | 162 |
| Commercial mortgage pass-through securities | $189,055,000 | 89 |
| Other commercial mortgage-backed securities | $9,768,000 | 590 |
| Held to maturity securities (book value) | $5,027,557,000 | 31 |
| Available-for-sale securities (fair market value) | $122,565,000 | 1,457 |
| Total debt securities | $5,150,122,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $4,852,220,000 | 93 |
| U.S. Government securities | $3,265,111,000 | 95 |
| U.S. Treasury securities | $19,929,000 | 944 |
| U.S. Government agency obligations | $3,245,182,000 | 87 |
| Securities issued by states & political subdivisions | $1,587,109,000 | 31 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,124,989,000 | 70 |
| Mortgage-backed securities | $3,135,409,000 | 88 |
| Certificates of participation in pools of residential mortgages | $2,873,498,000 | 59 |
| Issued or guaranteed by U.S. | $2,873,498,000 | 59 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $65,014,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $65,014,000 | 367 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $196,897,000 | 164 |
| Commercial mortgage pass-through securities | $186,921,000 | 86 |
| Other commercial mortgage-backed securities | $9,976,000 | 590 |
| Held to maturity securities (book value) | $4,721,132,000 | 28 |
| Available-for-sale securities (fair market value) | $131,088,000 | 1,380 |
| Total debt securities | $4,852,219,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $4,506,768,000 | 99 |
| U.S. Government securities | $2,916,406,000 | 102 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,916,406,000 | 94 |
| Securities issued by states & political subdivisions | $1,590,362,000 | 33 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,951,692,000 | 75 |
| Mortgage-backed securities | $2,843,977,000 | 94 |
| Certificates of participation in pools of residential mortgages | $2,581,508,000 | 64 |
| Issued or guaranteed by U.S. | $2,581,508,000 | 64 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $67,244,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $67,244,000 | 349 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $195,225,000 | 167 |
| Commercial mortgage pass-through securities | $185,042,000 | 86 |
| Other commercial mortgage-backed securities | $10,183,000 | 583 |
| Held to maturity securities (book value) | $4,366,821,000 | 26 |
| Available-for-sale securities (fair market value) | $139,947,000 | 1,277 |
| Total debt securities | $4,506,770,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $4,264,828,000 | 102 |
| U.S. Government securities | $2,695,001,000 | 112 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,695,001,000 | 101 |
| Securities issued by states & political subdivisions | $1,569,827,000 | 32 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,864,040,000 | 75 |
| Mortgage-backed securities | $2,642,573,000 | 101 |
| Certificates of participation in pools of residential mortgages | $2,392,883,000 | 66 |
| Issued or guaranteed by U.S. | $2,392,883,000 | 66 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $75,406,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $75,406,000 | 338 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $174,284,000 | 171 |
| Commercial mortgage pass-through securities | $163,896,000 | 94 |
| Other commercial mortgage-backed securities | $10,388,000 | 570 |
| Held to maturity securities (book value) | $4,117,419,000 | 23 |
| Available-for-sale securities (fair market value) | $147,409,000 | 1,180 |
| Total debt securities | $4,264,827,000 | 101 |
| 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 | $4,046,661,000 | 101 |
| U.S. Government securities | $2,493,891,000 | 115 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,493,891,000 | 104 |
| Securities issued by states & political subdivisions | $1,552,770,000 | 31 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,918,443,000 | 72 |
| Mortgage-backed securities | $2,420,683,000 | 102 |
| Certificates of participation in pools of residential mortgages | $2,187,005,000 | 67 |
| Issued or guaranteed by U.S. | $2,187,005,000 | 67 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $86,060,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $86,060,000 | 302 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $147,618,000 | 178 |
| Commercial mortgage pass-through securities | $142,165,000 | 97 |
| Other commercial mortgage-backed securities | $5,453,000 | 735 |
| Held to maturity securities (book value) | $3,899,259,000 | 24 |
| Available-for-sale securities (fair market value) | $147,402,000 | 1,127 |
| Total debt securities | $4,046,660,000 | 100 |
| 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 | $3,653,062,000 | 106 |
| U.S. Government securities | $2,365,734,000 | 112 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,365,734,000 | 101 |
| Securities issued by states & political subdivisions | $1,287,328,000 | 34 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,933,097,000 | 68 |
| Mortgage-backed securities | $2,312,527,000 | 101 |
| Certificates of participation in pools of residential mortgages | $2,101,557,000 | 64 |
| Issued or guaranteed by U.S. | $2,101,557,000 | 64 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $97,502,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $97,502,000 | 261 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $113,468,000 | 195 |
| Commercial mortgage pass-through securities | $107,816,000 | 107 |
| Other commercial mortgage-backed securities | $5,652,000 | 694 |
| Held to maturity securities (book value) | $3,506,580,000 | 25 |
| Available-for-sale securities (fair market value) | $146,482,000 | 1,057 |
| Total debt securities | $3,653,060,000 | 105 |
| 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 | $3,268,586,000 | 108 |
| U.S. Government securities | $2,612,879,000 | 100 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,612,879,000 | 91 |
| Securities issued by states & political subdivisions | $655,707,000 | 56 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,920,292,000 | 73 |
| Mortgage-backed securities | $2,553,516,000 | 88 |
| Certificates of participation in pools of residential mortgages | $2,326,342,000 | 54 |
| Issued or guaranteed by U.S. | $2,326,342,000 | 54 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $114,704,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $114,704,000 | 233 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $112,470,000 | 191 |
| Commercial mortgage pass-through securities | $106,620,000 | 102 |
| Other commercial mortgage-backed securities | $5,850,000 | 664 |
| Held to maturity securities (book value) | $3,131,213,000 | 27 |
| Available-for-sale securities (fair market value) | $137,373,000 | 1,034 |
| Total debt securities | $3,268,586,000 | 107 |
| 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 | $3,232,451,000 | 101 |
| U.S. Government securities | $2,863,222,000 | 88 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,863,222,000 | 77 |
| Securities issued by states & political subdivisions | $369,229,000 | 99 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,834,700,000 | 75 |
| Mortgage-backed securities | $2,803,859,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,593,198,000 | 49 |
| Issued or guaranteed by U.S. | $2,593,198,000 | 49 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $132,037,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $132,037,000 | 212 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $78,624,000 | 222 |
| Commercial mortgage pass-through securities | $72,579,000 | 117 |
| Other commercial mortgage-backed securities | $6,045,000 | 637 |
| Held to maturity securities (book value) | $3,107,320,000 | 25 |
| Available-for-sale securities (fair market value) | $125,131,000 | 1,048 |
| Total debt securities | $3,232,452,000 | 100 |
| 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 | $3,265,089,000 | 100 |
| U.S. Government securities | $3,042,457,000 | 82 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,042,457,000 | 68 |
| Securities issued by states & political subdivisions | $222,632,000 | 156 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,826,237,000 | 75 |
| Mortgage-backed securities | $2,979,169,000 | 70 |
| Certificates of participation in pools of residential mortgages | $2,758,091,000 | 44 |
| Issued or guaranteed by U.S. | $2,758,091,000 | 44 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $139,974,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $139,974,000 | 206 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $81,104,000 | 216 |
| Commercial mortgage pass-through securities | $74,864,000 | 113 |
| Other commercial mortgage-backed securities | $6,240,000 | 598 |
| Held to maturity securities (book value) | $3,149,908,000 | 25 |
| Available-for-sale securities (fair market value) | $115,181,000 | 1,079 |
| Total debt securities | $3,265,089,000 | 99 |
| 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 | $2,928,452,000 | 106 |
| U.S. Government securities | $2,709,745,000 | 88 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,709,745,000 | 76 |
| Securities issued by states & political subdivisions | $218,707,000 | 143 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,489,470,000 | 82 |
| Mortgage-backed securities | $2,646,456,000 | 77 |
| Certificates of participation in pools of residential mortgages | $2,417,887,000 | 45 |
| Issued or guaranteed by U.S. | $2,417,887,000 | 45 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $145,773,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $145,773,000 | 202 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $82,796,000 | 218 |
| Commercial mortgage pass-through securities | $76,362,000 | 112 |
| Other commercial mortgage-backed securities | $6,434,000 | 586 |
| Held to maturity securities (book value) | $2,829,575,000 | 27 |
| Available-for-sale securities (fair market value) | $98,877,000 | 1,197 |
| Total debt securities | $2,928,453,000 | 104 |
| 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 | $2,879,206,000 | 103 |
| U.S. Government securities | $2,632,907,000 | 86 |
| U.S. Treasury securities | $49,990,000 | 151 |
| U.S. Government agency obligations | $2,582,917,000 | 79 |
| Securities issued by states & political subdivisions | $246,299,000 | 113 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,498,788,000 | 71 |
| Mortgage-backed securities | $2,517,344,000 | 80 |
| Certificates of participation in pools of residential mortgages | $2,283,672,000 | 45 |
| Issued or guaranteed by U.S. | $2,283,672,000 | 45 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $149,872,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $149,872,000 | 197 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $83,800,000 | 215 |
| Commercial mortgage pass-through securities | $77,174,000 | 106 |
| Other commercial mortgage-backed securities | $6,626,000 | 549 |
| Held to maturity securities (book value) | $2,728,583,000 | 31 |
| Available-for-sale securities (fair market value) | $150,623,000 | 807 |
| Total debt securities | $2,879,206,000 | 100 |
| 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 | $2,866,484,000 | 99 |
| U.S. Government securities | $2,585,596,000 | 84 |
| U.S. Treasury securities | $424,617,000 | 55 |
| U.S. Government agency obligations | $2,160,979,000 | 93 |
| Securities issued by states & political subdivisions | $280,888,000 | 92 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,443,697,000 | 76 |
| Mortgage-backed securities | $2,112,927,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,908,150,000 | 56 |
| Issued or guaranteed by U.S. | $1,908,150,000 | 56 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $128,903,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $128,903,000 | 209 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $75,874,000 | 223 |
| Commercial mortgage pass-through securities | $69,057,000 | 105 |
| Other commercial mortgage-backed securities | $6,817,000 | 527 |
| Held to maturity securities (book value) | $2,334,939,000 | 40 |
| Available-for-sale securities (fair market value) | $531,545,000 | 273 |
| Total debt securities | $2,866,484,000 | 97 |
| 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 | $2,770,383,000 | 97 |
| U.S. Government securities | $2,435,025,000 | 86 |
| U.S. Treasury securities | $274,073,000 | 62 |
| U.S. Government agency obligations | $2,160,952,000 | 88 |
| Securities issued by states & political subdivisions | $335,358,000 | 76 |
| 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 | $1,508,985,000 | 73 |
| Mortgage-backed securities | $2,109,017,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,899,885,000 | 57 |
| Issued or guaranteed by U.S. | $1,899,885,000 | 57 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $132,401,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $132,401,000 | 209 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $76,731,000 | 220 |
| Commercial mortgage pass-through securities | $69,724,000 | 107 |
| Other commercial mortgage-backed securities | $7,007,000 | 493 |
| Held to maturity securities (book value) | $2,380,521,000 | 41 |
| Available-for-sale securities (fair market value) | $389,862,000 | 336 |
| Total debt securities | $2,770,383,000 | 96 |
| 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 | $2,683,414,000 | 105 |
| U.S. Government securities | $2,298,684,000 | 93 |
| U.S. Treasury securities | $44,931,000 | 169 |
| U.S. Government agency obligations | $2,253,753,000 | 82 |
| Securities issued by states & political subdivisions | $384,730,000 | 69 |
| 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 | $1,353,305,000 | 77 |
| Mortgage-backed securities | $2,201,825,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,986,128,000 | 55 |
| Issued or guaranteed by U.S. | $1,986,128,000 | 55 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $135,772,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $135,772,000 | 207 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $79,925,000 | 198 |
| Commercial mortgage pass-through securities | $72,729,000 | 95 |
| Other commercial mortgage-backed securities | $7,196,000 | 441 |
| Held to maturity securities (book value) | $2,513,606,000 | 41 |
| Available-for-sale securities (fair market value) | $169,808,000 | 697 |
| Total debt securities | $2,683,414,000 | 104 |
| 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 | $2,783,468,000 | 103 |
| U.S. Government securities | $2,338,265,000 | 91 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,338,265,000 | 79 |
| Securities issued by states & political subdivisions | $445,203,000 | 62 |
| 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 | $1,373,708,000 | 78 |
| Mortgage-backed securities | $2,283,443,000 | 79 |
| Certificates of participation in pools of residential mortgages | $2,064,048,000 | 55 |
| Issued or guaranteed by U.S. | $2,064,048,000 | 55 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $138,918,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $138,918,000 | 206 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $80,477,000 | 196 |
| Commercial mortgage pass-through securities | $73,094,000 | 92 |
| Other commercial mortgage-backed securities | $7,383,000 | 434 |
| Held to maturity securities (book value) | $2,649,460,000 | 41 |
| Available-for-sale securities (fair market value) | $134,008,000 | 882 |
| Total debt securities | $2,783,468,000 | 101 |
| 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 | $2,813,800,000 | 96 |
| U.S. Government securities | $2,331,314,000 | 91 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,331,314,000 | 79 |
| Securities issued by states & political subdivisions | $482,254,000 | 58 |
| Other domestic debt securities | $232,000 | 1,859 |
| 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 | $232,000 | 1,489 |
| 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 | $1,364,967,000 | 77 |
| Mortgage-backed securities | $2,291,420,000 | 78 |
| Certificates of participation in pools of residential mortgages | $2,148,015,000 | 53 |
| Issued or guaranteed by U.S. | $2,148,015,000 | 53 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $62,482,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $62,482,000 | 325 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $80,923,000 | 186 |
| Commercial mortgage pass-through securities | $73,353,000 | 90 |
| Other commercial mortgage-backed securities | $7,570,000 | 423 |
| Held to maturity securities (book value) | $2,667,908,000 | 39 |
| Available-for-sale securities (fair market value) | $145,892,000 | 812 |
| Total debt securities | $2,813,800,000 | 95 |
| 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 | $2,825,973,000 | 94 |
| U.S. Government securities | $2,291,041,000 | 88 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,291,041,000 | 79 |
| Securities issued by states & political subdivisions | $534,218,000 | 56 |
| Other domestic debt securities | $714,000 | 1,775 |
| 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 | $714,000 | 1,265 |
| 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 | $1,396,427,000 | 77 |
| Mortgage-backed securities | $2,249,115,000 | 78 |
| Certificates of participation in pools of residential mortgages | $2,167,431,000 | 53 |
| Issued or guaranteed by U.S. | $2,167,431,000 | 53 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $37,421,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $37,421,000 | 451 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $44,263,000 | 257 |
| Commercial mortgage pass-through securities | $36,508,000 | 143 |
| Other commercial mortgage-backed securities | $7,755,000 | 410 |
| Held to maturity securities (book value) | $2,673,711,000 | 39 |
| Available-for-sale securities (fair market value) | $152,262,000 | 792 |
| Total debt securities | $2,825,973,000 | 93 |
| 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 | $2,847,174,000 | 91 |
| U.S. Government securities | $2,291,779,000 | 89 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,291,779,000 | 79 |
| Securities issued by states & political subdivisions | $554,677,000 | 56 |
| Other domestic debt securities | $718,000 | 1,609 |
| 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 | $718,000 | 1,298 |
| 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 | $1,296,994,000 | 84 |
| Mortgage-backed securities | $2,279,660,000 | 76 |
| Certificates of participation in pools of residential mortgages | $2,195,799,000 | 52 |
| Issued or guaranteed by U.S. | $2,195,799,000 | 52 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $39,284,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $39,284,000 | 436 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $44,577,000 | 240 |
| Commercial mortgage pass-through securities | $36,638,000 | 127 |
| Other commercial mortgage-backed securities | $7,939,000 | 389 |
| Held to maturity securities (book value) | $2,683,559,000 | 39 |
| Available-for-sale securities (fair market value) | $163,615,000 | 748 |
| Total debt securities | $2,847,174,000 | 90 |
| 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 | $2,844,898,000 | 89 |
| U.S. Government securities | $2,242,057,000 | 88 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,242,057,000 | 80 |
| Securities issued by states & political subdivisions | $602,119,000 | 52 |
| Other domestic debt securities | $722,000 | 1,615 |
| 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 | $722,000 | 1,321 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,306,376,000 | 81 |
| Mortgage-backed securities | $2,229,049,000 | 76 |
| Certificates of participation in pools of residential mortgages | $2,174,654,000 | 53 |
| Issued or guaranteed by U.S. | $2,174,654,000 | 53 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $41,175,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $41,175,000 | 436 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $13,220,000 | 452 |
| Commercial mortgage pass-through securities | $13,220,000 | 249 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $2,657,796,000 | 36 |
| Available-for-sale securities (fair market value) | $187,102,000 | 659 |
| Total debt securities | $2,844,898,000 | 88 |
| 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 | $2,831,048,000 | 91 |
| U.S. Government securities | $2,239,129,000 | 84 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,239,129,000 | 77 |
| Securities issued by states & political subdivisions | $591,193,000 | 52 |
| Other domestic debt securities | $726,000 | 1,631 |
| 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 | $726,000 | 1,349 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,139,000 | 83 |
| Mortgage-backed securities | $2,226,119,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,186,788,000 | 49 |
| Issued or guaranteed by U.S. | $2,186,788,000 | 49 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $33,474,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $33,474,000 | 503 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $5,857,000 | 667 |
| Commercial mortgage pass-through securities | $5,857,000 | 408 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $2,648,780,000 | 37 |
| Available-for-sale securities (fair market value) | $182,268,000 | 679 |
| Total debt securities | $2,831,048,000 | 90 |
| 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 | $2,807,204,000 | 91 |
| U.S. Government securities | $2,174,640,000 | 83 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,174,640,000 | 77 |
| Securities issued by states & political subdivisions | $631,834,000 | 47 |
| Other domestic debt securities | $730,000 | 1,656 |
| 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 | $730,000 | 1,376 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,223,400,000 | 82 |
| Mortgage-backed securities | $2,161,379,000 | 74 |
| Certificates of participation in pools of residential mortgages | $2,119,891,000 | 50 |
| Issued or guaranteed by U.S. | $2,119,891,000 | 49 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $35,601,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $35,601,000 | 490 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $5,887,000 | 641 |
| Commercial mortgage pass-through securities | $5,887,000 | 392 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $2,617,796,000 | 37 |
| Available-for-sale securities (fair market value) | $189,408,000 | 666 |
| Total debt securities | $2,807,204,000 | 90 |
| 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 | $2,923,066,000 | 88 |
| U.S. Government securities | $2,268,843,000 | 84 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,268,843,000 | 77 |
| Securities issued by states & political subdivisions | $653,489,000 | 48 |
| Other domestic debt securities | $734,000 | 1,702 |
| 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 | $734,000 | 1,401 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,261,338,000 | 83 |
| Mortgage-backed securities | $2,255,579,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,211,978,000 | 51 |
| Issued or guaranteed by U.S. | $2,211,978,000 | 50 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $37,684,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $37,684,000 | 481 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $5,917,000 | 632 |
| Commercial mortgage pass-through securities | $5,917,000 | 380 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $2,718,760,000 | 35 |
| Available-for-sale securities (fair market value) | $204,306,000 | 635 |
| Total debt securities | $2,923,066,000 | 87 |
| 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 | $2,945,197,000 | 86 |
| U.S. Government securities | $2,253,175,000 | 80 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,253,175,000 | 74 |
| Securities issued by states & political subdivisions | $691,284,000 | 45 |
| Other domestic debt securities | $738,000 | 1,711 |
| 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 | $738,000 | 1,399 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,190,717,000 | 82 |
| Mortgage-backed securities | $2,239,234,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,193,096,000 | 49 |
| Issued or guaranteed by U.S. | $2,193,096,000 | 48 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $40,190,000 | 490 |
| CMOs issued by government agencies or sponsored agencies | $40,190,000 | 456 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $5,948,000 | 607 |
| Commercial mortgage pass-through securities | $5,948,000 | 363 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $2,762,877,000 | 32 |
| Available-for-sale securities (fair market value) | $182,320,000 | 704 |
| Total debt securities | $2,945,197,000 | 85 |
| 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 | $2,747,080,000 | 90 |
| U.S. Government securities | $2,130,156,000 | 82 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,130,156,000 | 76 |
| Securities issued by states & political subdivisions | $616,182,000 | 46 |
| Other domestic debt securities | $742,000 | 1,709 |
| 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 | $742,000 | 1,397 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,203,656,000 | 86 |
| Mortgage-backed securities | $2,116,211,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,067,763,000 | 47 |
| Issued or guaranteed by U.S. | $2,067,763,000 | 46 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $43,579,000 | 467 |
| CMOs issued by government agencies or sponsored agencies | $43,579,000 | 436 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $4,869,000 | 631 |
| Commercial mortgage pass-through securities | $4,869,000 | 375 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $2,559,270,000 | 32 |
| Available-for-sale securities (fair market value) | $187,810,000 | 683 |
| Total debt securities | $2,747,080,000 | 89 |
| 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 | $2,503,409,000 | 97 |
| U.S. Government securities | $1,939,988,000 | 87 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,939,988,000 | 81 |
| Securities issued by states & political subdivisions | $562,675,000 | 51 |
| Other domestic debt securities | $746,000 | 1,736 |
| 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 | $746,000 | 1,407 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,170,660,000 | 84 |
| Mortgage-backed securities | $1,925,697,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,872,961,000 | 55 |
| Issued or guaranteed by U.S. | $1,872,961,000 | 53 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $47,844,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $47,844,000 | 424 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $4,892,000 | 601 |
| Commercial mortgage pass-through securities | $4,892,000 | 347 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $2,304,223,000 | 37 |
| Available-for-sale securities (fair market value) | $199,186,000 | 644 |
| Total debt securities | $2,503,409,000 | 96 |
| 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 | $2,589,887,000 | 94 |
| U.S. Government securities | $1,999,585,000 | 84 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,999,585,000 | 78 |
| Securities issued by states & political subdivisions | $589,553,000 | 43 |
| Other domestic debt securities | $749,000 | 1,753 |
| 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 | $749,000 | 1,418 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,178,959,000 | 84 |
| Mortgage-backed securities | $1,985,290,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,928,114,000 | 52 |
| Issued or guaranteed by U.S. | $1,928,114,000 | 50 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $52,260,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $52,260,000 | 407 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $4,916,000 | 590 |
| Commercial mortgage pass-through securities | $4,916,000 | 334 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $2,389,278,000 | 36 |
| Available-for-sale securities (fair market value) | $200,609,000 | 651 |
| Total debt securities | $2,589,887,000 | 94 |
| 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 | $2,570,032,000 | 94 |
| U.S. Government securities | $1,985,048,000 | 84 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,985,048,000 | 77 |
| Securities issued by states & political subdivisions | $584,230,000 | 43 |
| Other domestic debt securities | $754,000 | 1,740 |
| 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 | $754,000 | 1,409 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,195,169,000 | 88 |
| Mortgage-backed securities | $1,965,520,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,905,123,000 | 51 |
| Issued or guaranteed by U.S. | $1,905,123,000 | 49 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $55,458,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $55,458,000 | 378 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $4,939,000 | 545 |
| Commercial mortgage pass-through securities | $4,939,000 | 316 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $2,363,383,000 | 37 |
| Available-for-sale securities (fair market value) | $206,649,000 | 622 |
| Total debt securities | $2,570,032,000 | 94 |
| 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 | $2,495,254,000 | 91 |
| U.S. Government securities | $1,941,695,000 | 85 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,941,695,000 | 80 |
| Securities issued by states & political subdivisions | $552,802,000 | 46 |
| Other domestic debt securities | $757,000 | 1,743 |
| 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 | $757,000 | 1,398 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,204,831,000 | 85 |
| Mortgage-backed securities | $1,918,416,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,854,216,000 | 52 |
| Issued or guaranteed by U.S. | $1,854,216,000 | 50 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $59,237,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $59,237,000 | 366 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $4,963,000 | 525 |
| Commercial mortgage pass-through securities | $4,963,000 | 312 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,289,320,000 | 37 |
| Available-for-sale securities (fair market value) | $205,934,000 | 624 |
| Total debt securities | $2,495,254,000 | 91 |
| Structured notes | ||
| Amortized cost | $3,747,000 | 597 |
| Fair value | $3,735,000 | 595 |
| 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 | $2,178,770,000 | 103 |
| U.S. Government securities | $1,627,385,000 | 97 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,627,385,000 | 90 |
| Securities issued by states & political subdivisions | $550,624,000 | 46 |
| Other domestic debt securities | $761,000 | 1,756 |
| 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 | $761,000 | 1,410 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,057,201,000 | 96 |
| Mortgage-backed securities | $1,608,365,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,561,270,000 | 55 |
| Issued or guaranteed by U.S. | $1,561,270,000 | 53 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $42,109,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $42,109,000 | 487 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $4,986,000 | 504 |
| Commercial mortgage pass-through securities | $4,986,000 | 289 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,965,866,000 | 41 |
| Available-for-sale securities (fair market value) | $212,904,000 | 617 |
| Total debt securities | $2,178,770,000 | 103 |
| Structured notes | ||
| Amortized cost | $3,746,000 | 690 |
| Fair value | $3,699,000 | 686 |
| 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 | $2,155,021,000 | 106 |
| U.S. Government securities | $1,592,007,000 | 97 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,592,007,000 | 92 |
| Securities issued by states & political subdivisions | $562,249,000 | 46 |
| Other domestic debt securities | $765,000 | 1,803 |
| 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 | $765,000 | 1,440 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,175,068,000 | 89 |
| Mortgage-backed securities | $1,583,262,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,535,937,000 | 55 |
| Issued or guaranteed by U.S. | $1,535,937,000 | 53 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $45,277,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $45,277,000 | 469 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,048,000 | 675 |
| Commercial mortgage pass-through securities | $2,048,000 | 399 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,944,155,000 | 40 |
| Available-for-sale securities (fair market value) | $210,866,000 | 624 |
| Total debt securities | $2,155,021,000 | 106 |
| Structured notes | ||
| Amortized cost | $3,746,000 | 738 |
| Fair value | $3,729,000 | 740 |
| 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 | $2,223,287,000 | 97 |
| U.S. Government securities | $1,648,797,000 | 96 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,648,797,000 | 90 |
| Securities issued by states & political subdivisions | $573,721,000 | 43 |
| Other domestic debt securities | $769,000 | 1,813 |
| 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 | $769,000 | 1,453 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,225,507,000 | 85 |
| Mortgage-backed securities | $1,638,953,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,599,627,000 | 55 |
| Issued or guaranteed by U.S. | $1,599,627,000 | 53 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $37,267,000 | 573 |
| CMOs issued by government agencies or sponsored agencies | $37,267,000 | 537 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $2,059,000 | 654 |
| Commercial mortgage pass-through securities | $2,059,000 | 398 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,008,064,000 | 38 |
| Available-for-sale securities (fair market value) | $215,223,000 | 596 |
| Total debt securities | $2,223,287,000 | 97 |
| Structured notes | ||
| Amortized cost | $4,845,000 | 659 |
| Fair value | $4,787,000 | 656 |
| 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 | $2,380,248,000 | 89 |
| U.S. Government securities | $1,763,968,000 | 89 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,763,968,000 | 83 |
| Securities issued by states & political subdivisions | $615,507,000 | 35 |
| Other domestic debt securities | $773,000 | 1,868 |
| 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 | $773,000 | 1,484 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,191,324,000 | 93 |
| Mortgage-backed securities | $1,739,070,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,692,276,000 | 51 |
| Issued or guaranteed by U.S. | $1,692,276,000 | 49 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $44,724,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $44,724,000 | 488 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $2,070,000 | 632 |
| Commercial mortgage pass-through securities | $2,070,000 | 397 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,091,718,000 | 37 |
| Available-for-sale securities (fair market value) | $288,530,000 | 452 |
| Total debt securities | $2,380,248,000 | 89 |
| Structured notes | ||
| Amortized cost | $4,868,000 | 728 |
| Fair value | $4,774,000 | 726 |
| 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 | $2,288,748,000 | 94 |
| U.S. Government securities | $1,648,182,000 | 96 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,648,182,000 | 89 |
| Securities issued by states & political subdivisions | $639,790,000 | 34 |
| Other domestic debt securities | $776,000 | 1,920 |
| 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 | $776,000 | 1,529 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,133,164,000 | 95 |
| Mortgage-backed securities | $1,623,191,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,575,554,000 | 56 |
| Issued or guaranteed by U.S. | $1,575,554,000 | 54 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $47,637,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $47,637,000 | 472 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,985,486,000 | 37 |
| Available-for-sale securities (fair market value) | $303,262,000 | 429 |
| Total debt securities | $2,288,748,000 | 93 |
| Structured notes | ||
| Amortized cost | $4,898,000 | 754 |
| Fair value | $4,791,000 | 752 |
| 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 | $2,407,318,000 | 87 |
| U.S. Government securities | $1,729,410,000 | 92 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,729,410,000 | 86 |
| Securities issued by states & political subdivisions | $674,983,000 | 33 |
| Other domestic debt securities | $2,925,000 | 1,253 |
| 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 | $2,925,000 | 951 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,110,653,000 | 95 |
| Mortgage-backed securities | $1,697,823,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,646,794,000 | 54 |
| Issued or guaranteed by U.S. | $1,646,794,000 | 52 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $51,029,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $51,029,000 | 448 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,070,679,000 | 36 |
| Available-for-sale securities (fair market value) | $336,639,000 | 402 |
| Total debt securities | $2,407,318,000 | 86 |
| Structured notes | ||
| Amortized cost | $4,924,000 | 765 |
| Fair value | $4,735,000 | 757 |
| 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 | $2,573,231,000 | 80 |
| U.S. Government securities | $1,859,436,000 | 89 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,859,436,000 | 84 |
| Securities issued by states & political subdivisions | $710,851,000 | 30 |
| Other domestic debt securities | $2,944,000 | 1,286 |
| 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 | $2,944,000 | 965 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,124,050,000 | 92 |
| Mortgage-backed securities | $1,806,179,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,750,700,000 | 46 |
| Issued or guaranteed by U.S. | $1,750,700,000 | 44 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $55,479,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $55,479,000 | 410 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,145,289,000 | 33 |
| Available-for-sale securities (fair market value) | $427,942,000 | 314 |
| Total debt securities | $2,573,231,000 | 79 |
| Structured notes | ||
| Amortized cost | $6,207,000 | 618 |
| Fair value | $5,906,000 | 616 |
| 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 | $2,712,316,000 | 80 |
| U.S. Government securities | $1,957,234,000 | 81 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,957,234,000 | 77 |
| Securities issued by states & political subdivisions | $752,118,000 | 28 |
| Other domestic debt securities | $2,964,000 | 1,312 |
| 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 | $2,964,000 | 993 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,074,717,000 | 91 |
| Mortgage-backed securities | $1,891,058,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,832,992,000 | 42 |
| Issued or guaranteed by U.S. | $1,832,992,000 | 40 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $58,066,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $58,066,000 | 407 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,219,970,000 | 29 |
| Available-for-sale securities (fair market value) | $492,346,000 | 264 |
| Total debt securities | $2,712,316,000 | 78 |
| Structured notes | ||
| Amortized cost | $7,647,000 | 527 |
| Fair value | $7,429,000 | 518 |
| 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 | $2,650,237,000 | 80 |
| U.S. Government securities | $1,902,131,000 | 81 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,902,131,000 | 79 |
| Securities issued by states & political subdivisions | $739,268,000 | 29 |
| Other domestic debt securities | $8,838,000 | 751 |
| 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 | $8,838,000 | 509 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,071,642,000 | 87 |
| Mortgage-backed securities | $1,796,482,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,746,228,000 | 44 |
| Issued or guaranteed by U.S. | $1,746,228,000 | 42 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $50,254,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $50,254,000 | 462 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,083,998,000 | 25 |
| Available-for-sale securities (fair market value) | $566,239,000 | 237 |
| Total debt securities | $2,650,237,000 | 79 |
| Structured notes | ||
| Amortized cost | $10,872,000 | 362 |
| Fair value | $10,714,000 | 352 |
| 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 | $2,609,144,000 | 80 |
| U.S. Government securities | $1,885,256,000 | 88 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,885,256,000 | 85 |
| Securities issued by states & political subdivisions | $713,800,000 | 27 |
| Other domestic debt securities | $10,088,000 | 709 |
| 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 | $10,088,000 | 459 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,068,915,000 | 88 |
| Mortgage-backed securities | $1,747,859,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,677,087,000 | 47 |
| Issued or guaranteed by U.S. | $1,677,087,000 | 45 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $70,772,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $70,772,000 | 360 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $2,039,883,000 | 21 |
| Available-for-sale securities (fair market value) | $569,261,000 | 242 |
| Total debt securities | $2,609,144,000 | 80 |
| Structured notes | ||
| Amortized cost | $14,128,000 | 310 |
| Fair value | $14,212,000 | 309 |
| 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 | $2,572,140,000 | 83 |
| U.S. Government securities | $1,834,194,000 | 91 |
| U.S. Treasury securities | $100,000 | 1,100 |
| U.S. Government agency obligations | $1,834,094,000 | 86 |
| Securities issued by states & political subdivisions | $727,499,000 | 28 |
| Other domestic debt securities | $10,447,000 | 674 |
| 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 | $10,447,000 | 439 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,036,785,000 | 89 |
| Mortgage-backed securities | $1,671,665,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,584,517,000 | 47 |
| Issued or guaranteed by U.S. | $1,584,517,000 | 46 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $87,148,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $87,148,000 | 323 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,942,085,000 | 21 |
| Available-for-sale securities (fair market value) | $630,055,000 | 218 |
| Total debt securities | $2,572,140,000 | 82 |
| Structured notes | ||
| Amortized cost | $21,280,000 | 209 |
| Fair value | $21,390,000 | 208 |
| 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 | $2,416,101,000 | 86 |
| U.S. Government securities | $1,739,799,000 | 92 |
| U.S. Treasury securities | $100,000 | 1,053 |
| U.S. Government agency obligations | $1,739,699,000 | 88 |
| Securities issued by states & political subdivisions | $665,819,000 | 28 |
| Other domestic debt securities | $10,483,000 | 694 |
| 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 | $10,483,000 | 462 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,089,982,000 | 85 |
| Mortgage-backed securities | $1,569,287,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,463,642,000 | 53 |
| Issued or guaranteed by U.S. | $1,463,642,000 | 52 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $105,645,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $105,645,000 | 294 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,791,464,000 | 22 |
| Available-for-sale securities (fair market value) | $624,637,000 | 216 |
| Total debt securities | $2,416,101,000 | 86 |
| Structured notes | ||
| Amortized cost | $15,943,000 | 283 |
| Fair value | $16,065,000 | 280 |
| 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 | $2,308,810,000 | 88 |
| U.S. Government securities | $1,697,682,000 | 92 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,697,682,000 | 88 |
| Securities issued by states & political subdivisions | $600,873,000 | 32 |
| Other domestic debt securities | $10,255,000 | 710 |
| 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 | $10,255,000 | 469 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,041,208,000 | 87 |
| Mortgage-backed securities | $1,479,115,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,361,345,000 | 61 |
| Issued or guaranteed by U.S. | $1,361,345,000 | 60 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $117,770,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $117,770,000 | 282 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,665,522,000 | 25 |
| Available-for-sale securities (fair market value) | $643,288,000 | 214 |
| Total debt securities | $2,308,810,000 | 88 |
| Structured notes | ||
| Amortized cost | $16,600,000 | 299 |
| Fair value | $16,707,000 | 300 |
| 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 | $2,189,675,000 | 97 |
| U.S. Government securities | $1,680,592,000 | 97 |
| U.S. Treasury securities | $300,000 | 1,038 |
| U.S. Government agency obligations | $1,680,292,000 | 90 |
| Securities issued by states & political subdivisions | $501,028,000 | 37 |
| Other domestic debt securities | $8,055,000 | 828 |
| 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 | $8,055,000 | 557 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $995,660,000 | 90 |
| Mortgage-backed securities | $1,515,435,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,370,963,000 | 64 |
| Issued or guaranteed by U.S. | $1,370,963,000 | 63 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $140,489,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $140,489,000 | 261 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $3,983,000 | 245 |
| Commercial mortgage pass-through securities | $3,983,000 | 133 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,652,217,000 | 26 |
| Available-for-sale securities (fair market value) | $537,458,000 | 262 |
| Total debt securities | $2,189,675,000 | 97 |
| Structured notes | ||
| Amortized cost | $10,035,000 | 577 |
| Fair value | $10,180,000 | 570 |
| 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 | $2,113,130,000 | 98 |
| U.S. Government securities | $1,609,835,000 | 95 |
| U.S. Treasury securities | $300,000 | 966 |
| U.S. Government agency obligations | $1,609,535,000 | 91 |
| Securities issued by states & political subdivisions | $494,713,000 | 36 |
| Other domestic debt securities | $8,582,000 | 796 |
| 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 | $8,582,000 | 490 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,043,225,000 | 80 |
| Mortgage-backed securities | $1,452,355,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,301,318,000 | 64 |
| Issued or guaranteed by U.S. | $1,301,318,000 | 64 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $146,967,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $146,967,000 | 231 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $4,070,000 | 193 |
| Commercial mortgage pass-through securities | $4,070,000 | 100 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,564,841,000 | 26 |
| Available-for-sale securities (fair market value) | $548,289,000 | 246 |
| Total debt securities | $2,113,130,000 | 98 |
| Structured notes | ||
| Amortized cost | $11,421,000 | 489 |
| Fair value | $11,573,000 | 480 |
| 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 | $1,932,172,000 | 106 |
| U.S. Government securities | $1,459,841,000 | 104 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,459,841,000 | 99 |
| Securities issued by states & political subdivisions | $464,970,000 | 37 |
| Other domestic debt securities | $7,361,000 | 860 |
| 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 | $7,361,000 | 515 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,081,516,000 | 80 |
| Mortgage-backed securities | $1,348,548,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,174,542,000 | 68 |
| Issued or guaranteed by U.S. | $1,174,542,000 | 68 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $169,846,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $169,846,000 | 200 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $4,160,000 | 161 |
| Commercial mortgage pass-through securities | $4,160,000 | 89 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,426,660,000 | 26 |
| Available-for-sale securities (fair market value) | $505,512,000 | 260 |
| Total debt securities | $1,932,172,000 | 106 |
| Structured notes | ||
| Amortized cost | $25,705,000 | 190 |
| Fair value | $25,729,000 | 192 |
| 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 | $1,926,227,000 | 107 |
| U.S. Government securities | $1,464,768,000 | 102 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,464,768,000 | 99 |
| Securities issued by states & political subdivisions | $456,289,000 | 36 |
| Other domestic debt securities | $5,170,000 | 1,004 |
| 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 | $5,170,000 | 613 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,074,328,000 | 79 |
| Mortgage-backed securities | $1,373,560,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,230,049,000 | 67 |
| Issued or guaranteed by U.S. | $1,230,049,000 | 67 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $139,275,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $139,275,000 | 224 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $4,236,000 | 141 |
| Commercial mortgage pass-through securities | $4,236,000 | 79 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,400,567,000 | 25 |
| Available-for-sale securities (fair market value) | $525,660,000 | 253 |
| Total debt securities | $1,926,227,000 | 106 |
| Structured notes | ||
| Amortized cost | $22,002,000 | 281 |
| Fair value | $22,078,000 | 280 |
| 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 | $1,982,791,000 | 102 |
| U.S. Government securities | $1,528,069,000 | 101 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,528,069,000 | 98 |
| Securities issued by states & political subdivisions | $449,447,000 | 38 |
| Other domestic debt securities | $5,275,000 | 1,023 |
| 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 | $5,275,000 | 588 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,106,289,000 | 82 |
| Mortgage-backed securities | $1,400,792,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,239,455,000 | 66 |
| Issued or guaranteed by U.S. | $1,239,455,000 | 65 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $157,048,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $157,048,000 | 199 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $4,289,000 | 134 |
| Commercial mortgage pass-through securities | $4,289,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,448,197,000 | 24 |
| Available-for-sale securities (fair market value) | $534,594,000 | 249 |
| Total debt securities | $1,982,791,000 | 102 |
| Structured notes | ||
| Amortized cost | $37,286,000 | 163 |
| Fair value | $37,333,000 | 160 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,977,343,000 | 98 |
| U.S. Government securities | $1,523,611,000 | 97 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,523,611,000 | 94 |
| Securities issued by states & political subdivisions | $444,089,000 | 39 |
| Other domestic debt securities | $9,643,000 | 774 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $4,361,000 | 114 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $5,282,000 | 585 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,052,496,000 | 84 |
| Mortgage-backed securities | $1,388,617,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,208,717,000 | 67 |
| Issued or guaranteed by U.S. | $1,208,717,000 | 66 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $175,539,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $175,539,000 | 187 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $4,361,000 | 114 |
| Commercial mortgage pass-through securities | $4,361,000 | 66 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,471,046,000 | 21 |
| Available-for-sale securities (fair market value) | $506,297,000 | 252 |
| Total debt securities | $1,977,343,000 | 98 |
| Structured notes | ||
| Amortized cost | $37,814,000 | 145 |
| Fair value | $37,983,000 | 142 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,954,613,000 | 96 |
| U.S. Government securities | $1,565,140,000 | 88 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,565,140,000 | 85 |
| Securities issued by states & political subdivisions | $379,699,000 | 42 |
| Other domestic debt securities | $9,774,000 | 793 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $4,483,000 | 102 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $5,291,000 | 585 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,173,415,000 | 77 |
| Mortgage-backed securities | $1,392,351,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,192,135,000 | 64 |
| Issued or guaranteed by U.S. | $1,192,135,000 | 63 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $195,733,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $195,733,000 | 157 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $4,483,000 | 102 |
| Commercial mortgage pass-through securities | $4,483,000 | 60 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,416,890,000 | 21 |
| Available-for-sale securities (fair market value) | $537,723,000 | 229 |
| Total debt securities | $1,954,613,000 | 96 |
| Structured notes | ||
| Amortized cost | $53,871,000 | 79 |
| Fair value | $54,613,000 | 74 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,750,778,000 | 104 |
| U.S. Government securities | $1,410,125,000 | 94 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,410,125,000 | 91 |
| Securities issued by states & political subdivisions | $330,795,000 | 46 |
| Other domestic debt securities | $9,858,000 | 792 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $4,567,000 | 100 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $5,291,000 | 539 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,135,381,000 | 81 |
| Mortgage-backed securities | $1,246,804,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,054,034,000 | 66 |
| Issued or guaranteed by U.S. | $1,054,034,000 | 65 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $188,203,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $188,203,000 | 157 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $4,567,000 | 100 |
| Commercial mortgage pass-through securities | $4,567,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,278,798,000 | 21 |
| Available-for-sale securities (fair market value) | $471,980,000 | 247 |
| Total debt securities | $1,750,778,000 | 103 |
| Structured notes | ||
| Amortized cost | $46,788,000 | 100 |
| Fair value | $47,402,000 | 97 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,726,211,000 | 103 |
| U.S. Government securities | $1,430,181,000 | 91 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,430,181,000 | 90 |
| Securities issued by states & political subdivisions | $286,135,000 | 50 |
| Other domestic debt securities | $9,895,000 | 819 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $4,605,000 | 105 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $5,290,000 | 570 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,002,837,000 | 84 |
| Mortgage-backed securities | $1,274,272,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,133,132,000 | 65 |
| Issued or guaranteed by U.S. | $1,133,132,000 | 64 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $136,535,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $136,535,000 | 205 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $4,605,000 | 105 |
| Commercial mortgage pass-through securities | $4,605,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,268,354,000 | 20 |
| Available-for-sale securities (fair market value) | $457,857,000 | 258 |
| Total debt securities | $1,726,211,000 | 104 |
| Structured notes | ||
| Amortized cost | $36,558,000 | 109 |
| Fair value | $36,755,000 | 107 |
| 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 | $1,709,984,000 | 107 |
| U.S. Government securities | $1,425,979,000 | 90 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,425,979,000 | 88 |
| Securities issued by states & political subdivisions | $274,091,000 | 52 |
| Other domestic debt securities | $9,914,000 | 851 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $4,620,000 | 99 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $5,294,000 | 580 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,235,000 | 88 |
| Mortgage-backed securities | $1,269,204,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,117,669,000 | 65 |
| Issued or guaranteed by U.S. | $1,117,669,000 | 63 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $146,915,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $146,915,000 | 181 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $4,620,000 | 99 |
| Commercial mortgage pass-through securities | $4,620,000 | 54 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,240,312,000 | 21 |
| Available-for-sale securities (fair market value) | $469,672,000 | 244 |
| Total debt securities | $1,709,984,000 | 105 |
| Structured notes | ||
| Amortized cost | $36,267,000 | 66 |
| Fair value | $35,805,000 | 67 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,701,438,000 | 111 |
| U.S. Government securities | $1,443,796,000 | 97 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,443,796,000 | 93 |
| Securities issued by states & political subdivisions | $247,646,000 | 63 |
| Other domestic debt securities | $9,996,000 | 899 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $4,697,000 | 111 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $5,299,000 | 614 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $968,632,000 | 91 |
| Mortgage-backed securities | $1,294,834,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,165,352,000 | 63 |
| Issued or guaranteed by U.S. | $1,165,352,000 | 61 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $124,785,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $124,785,000 | 193 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $4,697,000 | 111 |
| Commercial mortgage pass-through securities | $4,697,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,271,323,000 | 25 |
| Available-for-sale securities (fair market value) | $430,115,000 | 273 |
| Total debt securities | $1,701,438,000 | 111 |
| Structured notes | ||
| Amortized cost | $7,219,000 | 377 |
| Fair value | $7,316,000 | 373 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,678,107,000 | 115 |
| U.S. Government securities | $1,467,270,000 | 97 |
| U.S. Treasury securities | $3,414,000 | 423 |
| U.S. Government agency obligations | $1,463,856,000 | 93 |
| Securities issued by states & political subdivisions | $201,783,000 | 71 |
| Other domestic debt securities | $9,054,000 | 970 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $4,690,000 | 111 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $4,364,000 | 732 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,489,000 | 89 |
| Mortgage-backed securities | $1,328,145,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,192,421,000 | 61 |
| Issued or guaranteed by U.S. | $1,192,421,000 | 59 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $131,034,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $131,034,000 | 182 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $4,690,000 | 111 |
| Commercial mortgage pass-through securities | $4,690,000 | 52 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,271,504,000 | 24 |
| Available-for-sale securities (fair market value) | $406,603,000 | 282 |
| Total debt securities | $1,678,107,000 | 113 |
| Structured notes | ||
| Amortized cost | $2,473,000 | 678 |
| Fair value | $2,565,000 | 644 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,580,850,000 | 117 |
| U.S. Government securities | $1,397,759,000 | 96 |
| U.S. Treasury securities | $3,407,000 | 382 |
| U.S. Government agency obligations | $1,394,352,000 | 93 |
| Securities issued by states & political subdivisions | $179,316,000 | 79 |
| Other domestic debt securities | $3,775,000 | 1,426 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,775,000 | 797 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $869,423,000 | 99 |
| Mortgage-backed securities | $1,230,931,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,087,218,000 | 67 |
| Issued or guaranteed by U.S. | $1,087,218,000 | 65 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $143,713,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $143,713,000 | 169 |
| 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) | $1,176,506,000 | 21 |
| Available-for-sale securities (fair market value) | $404,344,000 | 284 |
| Total debt securities | $1,580,850,000 | 114 |
| Structured notes | ||
| Amortized cost | $2,849,000 | 453 |
| Fair value | $2,941,000 | 444 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,386,358,000 | 115 |
| U.S. Government securities | $1,208,898,000 | 100 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,208,898,000 | 97 |
| Securities issued by states & political subdivisions | $177,460,000 | 82 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $706,750,000 | 114 |
| Mortgage-backed securities | $1,023,493,000 | 108 |
| Certificates of participation in pools of residential mortgages | $891,600,000 | 76 |
| Issued or guaranteed by U.S. | $891,600,000 | 73 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $131,893,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $131,893,000 | 175 |
| 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) | $965,166,000 | 25 |
| Available-for-sale securities (fair market value) | $421,192,000 | 267 |
| Total debt securities | $1,386,358,000 | 112 |
| Structured notes | ||
| Amortized cost | $3,077,000 | 438 |
| Fair value | $3,114,000 | 435 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,340,758,000 | 116 |
| U.S. Government securities | $1,169,702,000 | 96 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,169,702,000 | 95 |
| Securities issued by states & political subdivisions | $171,056,000 | 79 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $719,846,000 | 108 |
| Mortgage-backed securities | $956,102,000 | 105 |
| Certificates of participation in pools of residential mortgages | $817,270,000 | 77 |
| Issued or guaranteed by U.S. | $817,270,000 | 74 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $138,832,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $138,832,000 | 157 |
| 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) | $914,614,000 | 25 |
| Available-for-sale securities (fair market value) | $426,144,000 | 251 |
| Total debt securities | $1,340,758,000 | 113 |
| Structured notes | ||
| Amortized cost | $3,142,000 | 429 |
| Fair value | $3,120,000 | 427 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,326,250,000 | 115 |
| U.S. Government securities | $1,155,900,000 | 97 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,155,900,000 | 97 |
| Securities issued by states & political subdivisions | $170,350,000 | 85 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $554,879,000 | 125 |
| Mortgage-backed securities | $973,999,000 | 105 |
| Certificates of participation in pools of residential mortgages | $828,013,000 | 74 |
| Issued or guaranteed by U.S. | $828,013,000 | 72 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $145,986,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $145,986,000 | 157 |
| 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) | $924,931,000 | 28 |
| Available-for-sale securities (fair market value) | $401,319,000 | 269 |
| Total debt securities | $1,326,250,000 | 116 |
| Structured notes | ||
| Amortized cost | $3,231,000 | 456 |
| Fair value | $3,206,000 | 453 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,351,811,000 | 126 |
| U.S. Government securities | $1,175,718,000 | 101 |
| U.S. Treasury securities | $9,992,000 | 185 |
| U.S. Government agency obligations | $1,165,726,000 | 101 |
| Securities issued by states & political subdivisions | $176,093,000 | 82 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $596,509,000 | 124 |
| Mortgage-backed securities | $979,416,000 | 110 |
| Certificates of participation in pools of residential mortgages | $829,734,000 | 76 |
| Issued or guaranteed by U.S. | $829,734,000 | 74 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $149,682,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $149,682,000 | 157 |
| 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) | $964,328,000 | 25 |
| Available-for-sale securities (fair market value) | $387,483,000 | 293 |
| Total debt securities | $1,351,811,000 | 125 |
| Structured notes | ||
| Amortized cost | $3,357,000 | 466 |
| Fair value | $3,370,000 | 465 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,472,881,000 | 122 |
| U.S. Government securities | $1,295,053,000 | 100 |
| U.S. Treasury securities | $9,976,000 | 202 |
| U.S. Government agency obligations | $1,285,077,000 | 99 |
| Securities issued by states & political subdivisions | $177,828,000 | 79 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $570,749,000 | 124 |
| Mortgage-backed securities | $1,006,013,000 | 105 |
| Certificates of participation in pools of residential mortgages | $849,587,000 | 72 |
| Issued or guaranteed by U.S. | $849,587,000 | 69 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $156,426,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $156,426,000 | 145 |
| 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) | $1,018,982,000 | 29 |
| Available-for-sale securities (fair market value) | $453,899,000 | 246 |
| Total debt securities | $1,472,881,000 | 121 |
| Structured notes | ||
| Amortized cost | $24,973,000 | 69 |
| Fair value | $24,968,000 | 67 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,510,476,000 | 126 |
| U.S. Government securities | $1,324,171,000 | 102 |
| U.S. Treasury securities | $9,976,000 | 214 |
| U.S. Government agency obligations | $1,314,195,000 | 99 |
| Securities issued by states & political subdivisions | $186,305,000 | 79 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $549,296,000 | 129 |
| Mortgage-backed securities | $996,702,000 | 102 |
| Certificates of participation in pools of residential mortgages | $832,676,000 | 73 |
| Issued or guaranteed by U.S. | $832,676,000 | 70 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $164,026,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $164,026,000 | 132 |
| 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) | $998,148,000 | 32 |
| Available-for-sale securities (fair market value) | $512,328,000 | 225 |
| Total debt securities | $1,510,476,000 | 123 |
| Structured notes | ||
| Amortized cost | $25,057,000 | 85 |
| Fair value | $24,910,000 | 87 |
| 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 | $1,506,994,000 | 131 |
| U.S. Government securities | $1,318,361,000 | 106 |
| U.S. Treasury securities | $14,943,000 | 178 |
| U.S. Government agency obligations | $1,303,418,000 | 104 |
| Securities issued by states & political subdivisions | $188,633,000 | 77 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $519,551,000 | 145 |
| Mortgage-backed securities | $975,566,000 | 112 |
| Certificates of participation in pools of residential mortgages | $803,346,000 | 81 |
| Issued or guaranteed by U.S. | $803,346,000 | 75 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $172,220,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $172,220,000 | 134 |
| 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) | $1,017,596,000 | 30 |
| Available-for-sale securities (fair market value) | $489,398,000 | 235 |
| Total debt securities | $1,506,994,000 | 130 |
| Structured notes | ||
| Amortized cost | $35,181,000 | 52 |
| Fair value | $34,591,000 | 53 |
| 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 | $1,464,863,000 | 132 |
| U.S. Government securities | $1,290,741,000 | 111 |
| U.S. Treasury securities | $24,996,000 | 120 |
| U.S. Government agency obligations | $1,265,745,000 | 106 |
| Securities issued by states & political subdivisions | $174,122,000 | 86 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $433,766,000 | 164 |
| Mortgage-backed securities | $900,952,000 | 114 |
| Certificates of participation in pools of residential mortgages | $718,374,000 | 85 |
| Issued or guaranteed by U.S. | $718,374,000 | 83 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $182,578,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $182,578,000 | 127 |
| 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) | $961,267,000 | 34 |
| Available-for-sale securities (fair market value) | $503,596,000 | 232 |
| Total debt securities | $1,464,863,000 | 131 |
| Structured notes | ||
| Amortized cost | $45,299,000 | 41 |
| Fair value | $44,939,000 | 41 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,470,182,000 | 135 |
| U.S. Government securities | $1,297,454,000 | 117 |
| U.S. Treasury securities | $54,767,000 | 74 |
| U.S. Government agency obligations | $1,242,687,000 | 117 |
| Securities issued by states & political subdivisions | $172,728,000 | 82 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $455,908,000 | 163 |
| Mortgage-backed securities | $902,218,000 | 118 |
| Certificates of participation in pools of residential mortgages | $711,676,000 | 86 |
| Issued or guaranteed by U.S. | $711,676,000 | 83 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $190,542,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $190,542,000 | 127 |
| 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) | $1,021,492,000 | 31 |
| Available-for-sale securities (fair market value) | $448,690,000 | 253 |
| Total debt securities | $1,470,182,000 | 132 |
| Structured notes | ||
| Amortized cost | $51,666,000 | 36 |
| Fair value | $51,149,000 | 36 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,501,405,000 | 133 |
| U.S. Government securities | $1,330,428,000 | 117 |
| U.S. Treasury securities | $69,841,000 | 65 |
| U.S. Government agency obligations | $1,260,587,000 | 118 |
| Securities issued by states & political subdivisions | $170,977,000 | 85 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $333,980,000 | 210 |
| Mortgage-backed securities | $921,886,000 | 119 |
| Certificates of participation in pools of residential mortgages | $717,619,000 | 91 |
| Issued or guaranteed by U.S. | $717,619,000 | 88 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $204,267,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $204,267,000 | 125 |
| 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) | $1,076,547,000 | 30 |
| Available-for-sale securities (fair market value) | $424,858,000 | 267 |
| Total debt securities | $1,501,405,000 | 129 |
| Structured notes | ||
| Amortized cost | $61,780,000 | 38 |
| Fair value | $61,040,000 | 38 |
| 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 | $1,590,002,000 | 128 |
| U.S. Government securities | $1,416,560,000 | 111 |
| U.S. Treasury securities | $84,258,000 | 59 |
| U.S. Government agency obligations | $1,332,302,000 | 113 |
| Securities issued by states & political subdivisions | $173,442,000 | 84 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $381,052,000 | 185 |
| Mortgage-backed securities | $978,975,000 | 117 |
| Certificates of participation in pools of residential mortgages | $761,839,000 | 89 |
| Issued or guaranteed by U.S. | $761,839,000 | 86 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $217,136,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $217,136,000 | 120 |
| 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) | $1,155,070,000 | 28 |
| Available-for-sale securities (fair market value) | $434,932,000 | 269 |
| Total debt securities | $1,590,001,000 | 123 |
| Structured notes | ||
| Amortized cost | $135,204,000 | 14 |
| Fair value | $132,007,000 | 14 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,690,336,000 | 124 |
| U.S. Government securities | $1,512,052,000 | 103 |
| U.S. Treasury securities | $114,663,000 | 54 |
| U.S. Government agency obligations | $1,397,389,000 | 107 |
| Securities issued by states & political subdivisions | $178,284,000 | 84 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $392,717,000 | 189 |
| Mortgage-backed securities | $1,042,183,000 | 115 |
| Certificates of participation in pools of residential mortgages | $809,949,000 | 89 |
| Issued or guaranteed by U.S. | $809,949,000 | 84 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $232,234,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $232,234,000 | 113 |
| 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) | $1,247,009,000 | 28 |
| Available-for-sale securities (fair market value) | $443,327,000 | 270 |
| Total debt securities | $1,690,336,000 | 121 |
| Structured notes | ||
| Amortized cost | $150,326,000 | 14 |
| Fair value | $147,831,000 | 14 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,743,431,000 | 125 |
| U.S. Government securities | $1,559,643,000 | 107 |
| U.S. Treasury securities | $129,027,000 | 52 |
| U.S. Government agency obligations | $1,430,616,000 | 109 |
| Securities issued by states & political subdivisions | $183,788,000 | 79 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,439,000 | 185 |
| Mortgage-backed securities | $1,074,021,000 | 118 |
| Certificates of participation in pools of residential mortgages | $828,797,000 | 85 |
| Issued or guaranteed by U.S. | $828,797,000 | 82 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $245,224,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $245,224,000 | 112 |
| 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) | $1,282,377,000 | 27 |
| Available-for-sale securities (fair market value) | $461,054,000 | 269 |
| Total debt securities | $1,743,431,000 | 121 |
| Structured notes | ||
| Amortized cost | $150,474,000 | 14 |
| Fair value | $148,119,000 | 14 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,666,227,000 | 129 |
| U.S. Government securities | $1,502,371,000 | 106 |
| U.S. Treasury securities | $134,228,000 | 45 |
| U.S. Government agency obligations | $1,368,143,000 | 111 |
| Securities issued by states & political subdivisions | $163,856,000 | 86 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $382,221,000 | 190 |
| Mortgage-backed securities | $1,041,122,000 | 121 |
| Certificates of participation in pools of residential mortgages | $782,852,000 | 92 |
| Issued or guaranteed by U.S. | $782,852,000 | 89 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $258,270,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $258,270,000 | 106 |
| 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) | $1,224,932,000 | 27 |
| Available-for-sale securities (fair market value) | $441,295,000 | 274 |
| Total debt securities | $1,666,227,000 | 127 |
| Structured notes | ||
| Amortized cost | $168,088,000 | 14 |
| Fair value | $166,928,000 | 14 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,619,342,000 | 133 |
| U.S. Government securities | $1,438,515,000 | 112 |
| U.S. Treasury securities | $129,655,000 | 46 |
| U.S. Government agency obligations | $1,308,860,000 | 116 |
| Securities issued by states & political subdivisions | $180,827,000 | 79 |
| Other domestic debt securities | $0 | 3,466 |
| 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 | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $384,914,000 | 188 |
| Mortgage-backed securities | $991,339,000 | 125 |
| Certificates of participation in pools of residential mortgages | $728,089,000 | 99 |
| Issued or guaranteed by U.S. | $728,089,000 | 97 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $263,250,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $263,250,000 | 110 |
| 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) | $1,183,391,000 | 31 |
| Available-for-sale securities (fair market value) | $435,951,000 | 285 |
| Total debt securities | $1,619,342,000 | 131 |
| Structured notes | ||
| Amortized cost | $186,719,000 | 13 |
| Fair value | $186,012,000 | 13 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,594,430,000 | 136 |
| U.S. Government securities | $1,417,176,000 | 120 |
| U.S. Treasury securities | $134,741,000 | 51 |
| U.S. Government agency obligations | $1,282,435,000 | 122 |
| Securities issued by states & political subdivisions | $177,254,000 | 82 |
| Other domestic debt securities | $0 | 3,519 |
| 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 | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $390,050,000 | 185 |
| Mortgage-backed securities | $1,004,876,000 | 131 |
| Certificates of participation in pools of residential mortgages | $725,695,000 | 104 |
| Issued or guaranteed by U.S. | $725,695,000 | 102 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $279,181,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $279,181,000 | 105 |
| 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) | $1,187,779,000 | 32 |
| Available-for-sale securities (fair market value) | $406,651,000 | 303 |
| Total debt securities | $1,594,430,000 | 136 |
| Structured notes | ||
| Amortized cost | $197,363,000 | 11 |
| Fair value | $194,735,000 | 11 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,569,129,000 | 141 |
| U.S. Government securities | $1,385,340,000 | 126 |
| U.S. Treasury securities | $134,421,000 | 54 |
| U.S. Government agency obligations | $1,250,919,000 | 129 |
| Securities issued by states & political subdivisions | $183,789,000 | 75 |
| Other domestic debt securities | $0 | 3,573 |
| 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 | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $398,976,000 | 176 |
| Mortgage-backed securities | $994,138,000 | 132 |
| Certificates of participation in pools of residential mortgages | $690,443,000 | 108 |
| Issued or guaranteed by U.S. | $690,443,000 | 105 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $303,695,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $303,695,000 | 101 |
| 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) | $1,178,742,000 | 31 |
| Available-for-sale securities (fair market value) | $390,387,000 | 321 |
| Total debt securities | $1,569,129,000 | 138 |
| Structured notes | ||
| Amortized cost | $183,095,000 | 15 |
| Fair value | $182,374,000 | 15 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,468,987,000 | 147 |
| U.S. Government securities | $1,284,807,000 | 132 |
| U.S. Treasury securities | $139,887,000 | 49 |
| U.S. Government agency obligations | $1,144,920,000 | 138 |
| Securities issued by states & political subdivisions | $184,180,000 | 76 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $408,529,000 | 181 |
| Mortgage-backed securities | $905,446,000 | 138 |
| Certificates of participation in pools of residential mortgages | $618,719,000 | 114 |
| Issued or guaranteed by U.S. | $618,719,000 | 111 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $286,727,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $286,727,000 | 97 |
| 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) | $1,094,857,000 | 30 |
| Available-for-sale securities (fair market value) | $374,130,000 | 333 |
| Total debt securities | $1,468,987,000 | 144 |
| Structured notes | ||
| Amortized cost | $181,897,000 | 13 |
| Fair value | $181,727,000 | 13 |
| 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 | $1,444,154,000 | 150 |
| U.S. Government securities | $1,265,285,000 | 131 |
| U.S. Treasury securities | $154,827,000 | 50 |
| U.S. Government agency obligations | $1,110,458,000 | 140 |
| Securities issued by states & political subdivisions | $178,869,000 | 75 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $390,414,000 | 183 |
| Mortgage-backed securities | $870,565,000 | 141 |
| Certificates of participation in pools of residential mortgages | $559,460,000 | 126 |
| Issued or guaranteed by U.S. | $559,460,000 | 123 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $311,105,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $311,105,000 | 91 |
| 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) | $1,065,334,000 | 30 |
| Available-for-sale securities (fair market value) | $378,820,000 | 336 |
| Total debt securities | $1,444,154,000 | 147 |
| Structured notes | ||
| Amortized cost | $203,311,000 | 14 |
| Fair value | $199,256,000 | 14 |
| 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 | $1,403,374,000 | 159 |
| U.S. Government securities | $1,240,366,000 | 134 |
| U.S. Treasury securities | $142,166,000 | 48 |
| U.S. Government agency obligations | $1,098,200,000 | 139 |
| Securities issued by states & political subdivisions | $163,008,000 | 83 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $368,532,000 | 184 |
| Mortgage-backed securities | $828,665,000 | 149 |
| Certificates of participation in pools of residential mortgages | $501,606,000 | 134 |
| Issued or guaranteed by U.S. | $501,606,000 | 129 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $327,059,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $327,059,000 | 93 |
| 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) | $992,848,000 | 34 |
| Available-for-sale securities (fair market value) | $410,526,000 | 308 |
| Total debt securities | $1,403,374,000 | 155 |
| Structured notes | ||
| Amortized cost | $215,283,000 | 10 |
| Fair value | $216,659,000 | 10 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,448,792,000 | 150 |
| U.S. Government securities | $1,276,732,000 | 129 |
| U.S. Treasury securities | $152,068,000 | 48 |
| U.S. Government agency obligations | $1,124,664,000 | 134 |
| Securities issued by states & political subdivisions | $172,060,000 | 77 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $374,099,000 | 182 |
| Mortgage-backed securities | $822,553,000 | 149 |
| Certificates of participation in pools of residential mortgages | $477,457,000 | 145 |
| Issued or guaranteed by U.S. | $477,457,000 | 140 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $345,096,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $345,096,000 | 102 |
| 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) | $1,004,280,000 | 30 |
| Available-for-sale securities (fair market value) | $444,512,000 | 304 |
| Total debt securities | $1,448,792,000 | 147 |
| Structured notes | ||
| Amortized cost | $224,841,000 | 8 |
| Fair value | $224,021,000 | 8 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,456,724,000 | 144 |
| U.S. Government securities | $1,277,984,000 | 131 |
| U.S. Treasury securities | $172,836,000 | 45 |
| U.S. Government agency obligations | $1,105,148,000 | 135 |
| Securities issued by states & political subdivisions | $178,740,000 | 76 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,786,000 | 175 |
| Mortgage-backed securities | $740,501,000 | 156 |
| Certificates of participation in pools of residential mortgages | $444,211,000 | 149 |
| Issued or guaranteed by U.S. | $444,211,000 | 146 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $296,290,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $296,290,000 | 113 |
| 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) | $960,507,000 | 28 |
| Available-for-sale securities (fair market value) | $496,217,000 | 276 |
| Total debt securities | $1,456,724,000 | 141 |
| Structured notes | ||
| Amortized cost | $224,856,000 | 6 |
| Fair value | $223,956,000 | 6 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,395,811,000 | 147 |
| U.S. Government securities | $1,206,093,000 | 137 |
| U.S. Treasury securities | $103,418,000 | 66 |
| U.S. Government agency obligations | $1,102,675,000 | 132 |
| Securities issued by states & political subdivisions | $189,718,000 | 66 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,057,000 | 173 |
| Mortgage-backed securities | $734,946,000 | 153 |
| Certificates of participation in pools of residential mortgages | $419,821,000 | 150 |
| Issued or guaranteed by U.S. | $419,821,000 | 148 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $315,125,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $315,125,000 | 120 |
| 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) | $926,797,000 | 27 |
| Available-for-sale securities (fair market value) | $469,014,000 | 287 |
| Total debt securities | $1,395,811,000 | 146 |
| Structured notes | ||
| Amortized cost | $148,422,000 | 8 |
| Fair value | $149,611,000 | 8 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,403,791,000 | 147 |
| U.S. Government securities | $1,205,719,000 | 133 |
| U.S. Treasury securities | $119,387,000 | 61 |
| U.S. Government agency obligations | $1,086,332,000 | 134 |
| Securities issued by states & political subdivisions | $198,072,000 | 60 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,951,000 | 181 |
| Mortgage-backed securities | $773,414,000 | 151 |
| Certificates of participation in pools of residential mortgages | $435,407,000 | 137 |
| Issued or guaranteed by U.S. | $435,407,000 | 134 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $338,007,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $338,007,000 | 112 |
| 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) | $973,064,000 | 25 |
| Available-for-sale securities (fair market value) | $430,727,000 | 301 |
| Total debt securities | $1,403,791,000 | 146 |
| Structured notes | ||
| Amortized cost | $88,281,000 | 9 |
| Fair value | $88,759,000 | 9 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,470,905,000 | 141 |
| U.S. Government securities | $1,265,434,000 | 126 |
| U.S. Treasury securities | $130,583,000 | 54 |
| U.S. Government agency obligations | $1,134,851,000 | 129 |
| Securities issued by states & political subdivisions | $205,471,000 | 59 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $336,149,000 | 180 |
| Mortgage-backed securities | $836,762,000 | 139 |
| Certificates of participation in pools of residential mortgages | $466,228,000 | 128 |
| Issued or guaranteed by U.S. | $466,228,000 | 125 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $370,534,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $370,534,000 | 101 |
| 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) | $1,024,943,000 | 24 |
| Available-for-sale securities (fair market value) | $445,962,000 | 281 |
| Total debt securities | $1,470,905,000 | 140 |
| Structured notes | ||
| Amortized cost | $63,330,000 | 13 |
| Fair value | $63,762,000 | 13 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,363,686,000 | 137 |
| U.S. Government securities | $1,143,474,000 | 130 |
| U.S. Treasury securities | $317,473,000 | 30 |
| U.S. Government agency obligations | $826,001,000 | 146 |
| Securities issued by states & political subdivisions | $208,659,000 | 57 |
| Other domestic debt securities | $11,553,000 | 870 |
| Privately issued residential mortgage-backed securities | $10,000,000 | 317 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,553,000 | 2,140 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,149,000 | 176 |
| Mortgage-backed securities | $741,810,000 | 142 |
| Certificates of participation in pools of residential mortgages | $404,387,000 | 134 |
| Issued or guaranteed by U.S. | $404,387,000 | 130 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $337,423,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $327,423,000 | 100 |
| Privately issued | $10,000,000 | 281 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,147,770,000 | 20 |
| Available-for-sale securities (fair market value) | $215,916,000 | 477 |
| Total debt securities | $1,363,686,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,337,175,000 | 136 |
| U.S. Government securities | $1,148,011,000 | 120 |
| U.S. Treasury securities | $628,876,000 | 14 |
| U.S. Government agency obligations | $519,135,000 | 188 |
| Securities issued by states & political subdivisions | $179,927,000 | 57 |
| Other domestic debt securities | $9,036,000 | 856 |
| Privately issued residential mortgage-backed securities | $7,433,000 | 330 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,603,000 | 1,803 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $201,000 | 5,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,196,000 | 171 |
| Mortgage-backed securities | $187,914,000 | 323 |
| Certificates of participation in pools of residential mortgages | $125,262,000 | 277 |
| Issued or guaranteed by U.S. | $125,262,000 | 271 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $62,652,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $55,219,000 | 317 |
| Privately issued | $7,433,000 | 294 |
| 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) | $944,383,000 | 41 |
| Available-for-sale securities (fair market value) | $392,792,000 | 262 |
| Total debt securities | $1,336,974,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,337,026,000 | 142 |
| U.S. Government securities | $1,200,330,000 | 122 |
| U.S. Treasury securities | $822,007,000 | 22 |
| U.S. Government agency obligations | $378,323,000 | 261 |
| Securities issued by states & political subdivisions | $134,640,000 | 74 |
| Other domestic debt securities | $1,650,000 | 1,992 |
| 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 | $1,650,000 | 1,666 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $406,000 | 4,168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $367,323,000 | 182 |
| Mortgage-backed securities | $32,654,000 | 1,153 |
| Certificates of participation in pools of residential mortgages | $32,654,000 | 828 |
| Issued or guaranteed by U.S. | $32,654,000 | 820 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $821,845,000 | 50 |
| Available-for-sale securities (fair market value) | $515,181,000 | 220 |
| Total debt securities | $1,336,620,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,216,508,000 | 141 |
| U.S. Government securities | $1,177,027,000 | 113 |
| U.S. Treasury securities | $956,209,000 | 15 |
| U.S. Government agency obligations | $220,818,000 | 413 |
| Securities issued by states & political subdivisions | $39,104,000 | 323 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $377,000 | 4,146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,313,000 | 196 |
| Mortgage-backed securities | $22,931,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $22,931,000 | 1,123 |
| Issued or guaranteed by U.S. | $22,931,000 | 1,113 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $562,417,000 | 68 |
| Available-for-sale securities (fair market value) | $654,091,000 | 188 |
| Total debt securities | $1,216,131,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,136,187,000 | 143 |
| U.S. Government securities | $1,096,872,000 | 126 |
| U.S. Treasury securities | $1,091,553,000 | 18 |
| U.S. Government agency obligations | $5,319,000 | 7,128 |
| Securities issued by states & political subdivisions | $34,240,000 | 331 |
| Other domestic debt securities | $4,729,000 | 877 |
| 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 | $4,729,000 | 674 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $346,000 | 4,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,120,000 | 181 |
| Mortgage-backed securities | $5,319,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $5,319,000 | 2,820 |
| Issued or guaranteed by U.S. | $5,319,000 | 2,807 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $435,001,000 | 92 |
| Available-for-sale securities (fair market value) | $701,186,000 | 162 |
| Total debt securities | $1,135,841,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $1,000,844,000 | 167 |
| U.S. Government securities | $963,642,000 | 143 |
| U.S. Treasury securities | $963,642,000 | 25 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $32,025,000 | 353 |
| Other domestic debt securities | $4,831,000 | 925 |
| 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 | $4,831,000 | 651 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $346,000 | 4,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,448,000 | 191 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $355,713,000 | 132 |
| Available-for-sale securities (fair market value) | $645,131,000 | 176 |
| Total debt securities | $1,000,498,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $958,569,000 | 193 |
| U.S. Government securities | $917,856,000 | 163 |
| U.S. Treasury securities | $917,856,000 | 28 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $35,440,000 | 311 |
| Other domestic debt securities | $4,927,000 | 1,070 |
| 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 | $4,927,000 | 795 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $346,000 | 3,976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,812,000 | 225 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $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) | $417,336,000 | 122 |
| Available-for-sale securities (fair market value) | $541,233,000 | 231 |
| Total debt securities | $958,223,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $948,351,000 | 208 |
| U.S. Government securities | $919,316,000 | 177 |
| U.S. Treasury securities | $919,316,000 | 45 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $28,689,000 | 385 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $346,000 | 3,782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,560,000 | 217 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $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) | $773,476,000 | 162 |
| Available-for-sale securities (fair market value) | $174,875,000 | 335 |
| Total debt securities | $948,005,000 | 204 |
| 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 | $983,160,000 | 198 |
| U.S. Government securities | $955,767,000 | 168 |
| U.S. Treasury securities | $955,767,000 | 48 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $27,048,000 | 408 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $345,000 | 3,643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $318,673,000 | 179 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $982,815,000 | 195 |
| 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 | $873,994,000 | 212 |
| U.S. Government securities | $846,619,000 | 175 |
| U.S. Treasury securities | $846,619,000 | 48 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $27,032,000 | 378 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $343,000 | 3,146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,876,000 | 183 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $873,651,000 | 213 |
| 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 |