Home > First Horizon Bank > Securities
First Horizon Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $9,748,822,000 | 44 |
| U.S. Government securities | $8,559,110,000 | 41 |
| U.S. Treasury securities | $89,000 | 2,751 |
| U.S. Government agency obligations | $8,559,021,000 | 34 |
| Securities issued by states & political subdivisions | $589,254,000 | 60 |
| Other domestic debt securities | $565,391,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $565,391,000 | 40 |
| 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 | $8,901,663,000 | 32 |
| Mortgage-backed securities | $7,387,511,000 | 37 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,205,206,000 | 33 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,373,912,000 | 50 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,130,327,000 | 22 |
| Other commercial mortgage-backed securities | $678,066,000 | 48 |
| Held to maturity securities (book value) | $1,322,785,000 | 73 |
| Available-for-sale securities (fair market value) | $8,390,970,000 | 44 |
| Total debt securities | $9,713,754,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $1,577,798,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $229,387,000 | 28 |
| 2023-09-30 | Rank | |
| Total securities | $9,459,666,000 | 46 |
| U.S. Government securities | $8,339,958,000 | 44 |
| U.S. Treasury securities | $86,000 | 2,805 |
| U.S. Government agency obligations | $8,339,872,000 | 35 |
| Securities issued by states & political subdivisions | $546,838,000 | 64 |
| Other domestic debt securities | $548,261,000 | 86 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $548,261,000 | 45 |
| 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 | $8,353,645,000 | 31 |
| Mortgage-backed securities | $7,211,642,000 | 39 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,113,903,000 | 34 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,353,573,000 | 52 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,074,343,000 | 23 |
| Other commercial mortgage-backed securities | $669,823,000 | 47 |
| Held to maturity securities (book value) | $1,335,017,000 | 73 |
| Available-for-sale securities (fair market value) | $8,100,040,000 | 44 |
| Total debt securities | $9,435,058,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $1,464,542,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $323,949,000 | 29 |
| 2023-06-30 | Rank | |
| Total securities | $9,973,913,000 | 46 |
| U.S. Government securities | $8,794,348,000 | 44 |
| U.S. Treasury securities | $87,000 | 2,828 |
| U.S. Government agency obligations | $8,794,261,000 | 40 |
| Securities issued by states & political subdivisions | $591,523,000 | 60 |
| Other domestic debt securities | $563,586,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $563,586,000 | 43 |
| 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 | $8,690,396,000 | 30 |
| Mortgage-backed securities | $7,599,024,000 | 40 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,394,915,000 | 34 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,437,235,000 | 51 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,084,355,000 | 23 |
| Other commercial mortgage-backed securities | $682,519,000 | 48 |
| Held to maturity securities (book value) | $1,349,244,000 | 70 |
| Available-for-sale securities (fair market value) | $8,600,213,000 | 44 |
| Total debt securities | $9,949,458,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $1,248,248,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $268,656,000 | 28 |
| 2023-03-31 | Rank | |
| Total securities | $10,340,837,000 | 48 |
| U.S. Government securities | $9,135,039,000 | 46 |
| U.S. Treasury securities | $89,000 | 2,898 |
| U.S. Government agency obligations | $9,134,950,000 | 38 |
| Securities issued by states & political subdivisions | $605,385,000 | 65 |
| Other domestic debt securities | $576,178,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $576,178,000 | 41 |
| 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 | $6,858,585,000 | 38 |
| Mortgage-backed securities | $7,896,444,000 | 42 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,578,530,000 | 36 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,511,879,000 | 50 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,106,279,000 | 24 |
| Other commercial mortgage-backed securities | $699,756,000 | 48 |
| Held to maturity securities (book value) | $1,362,260,000 | 72 |
| Available-for-sale securities (fair market value) | $8,954,342,000 | 44 |
| Total debt securities | $10,316,603,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $1,237,100,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $233,931,000 | 27 |
| 2022-12-31 | Rank | |
| Total securities | $10,231,148,000 | 53 |
| U.S. Government securities | $9,060,171,000 | 49 |
| U.S. Treasury securities | $87,000 | 2,937 |
| U.S. Government agency obligations | $9,060,084,000 | 41 |
| Securities issued by states & political subdivisions | $596,566,000 | 71 |
| Other domestic debt securities | $550,443,000 | 91 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $550,443,000 | 42 |
| 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 | $6,533,945,000 | 33 |
| Mortgage-backed securities | $7,896,711,000 | 43 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,612,503,000 | 37 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,529,324,000 | 50 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,047,920,000 | 24 |
| Other commercial mortgage-backed securities | $706,964,000 | 49 |
| Held to maturity securities (book value) | $1,370,844,000 | 76 |
| Available-for-sale securities (fair market value) | $8,836,336,000 | 48 |
| Total debt securities | $10,207,181,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $1,478,280,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $283,264,000 | 28 |
| 2022-09-30 | Rank | |
| Total securities | $10,126,899,000 | 55 |
| U.S. Government securities | $8,977,850,000 | 49 |
| U.S. Treasury securities | $86,000 | 2,953 |
| U.S. Government agency obligations | $8,977,764,000 | 44 |
| Securities issued by states & political subdivisions | $557,475,000 | 74 |
| Other domestic debt securities | $567,775,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $567,775,000 | 36 |
| 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 | $6,412,768,000 | 30 |
| Mortgage-backed securities | $7,921,463,000 | 45 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,617,379,000 | 36 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,591,186,000 | 51 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $979,838,000 | 27 |
| Other commercial mortgage-backed securities | $733,060,000 | 55 |
| Held to maturity securities (book value) | $1,384,745,000 | 76 |
| Available-for-sale securities (fair market value) | $8,718,355,000 | 50 |
| Total debt securities | $10,103,100,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $1,547,669,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $332,499,000 | 30 |
| 2022-06-30 | Rank | |
| Total securities | $9,651,847,000 | 58 |
| U.S. Government securities | $9,065,922,000 | 48 |
| U.S. Treasury securities | $90,000 | 2,916 |
| U.S. Government agency obligations | $9,065,832,000 | 45 |
| Securities issued by states & political subdivisions | $562,054,000 | 77 |
| 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 | $6,531,534,000 | 29 |
| Mortgage-backed securities | $8,091,818,000 | 46 |
| Certificates of participation in pools of residential mortgages | $4,484,238,000 | 41 |
| Issued or guaranteed by U.S. | $4,484,238,000 | 41 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,704,516,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,704,516,000 | 51 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,903,064,000 | 42 |
| Commercial mortgage pass-through securities | $780,528,000 | 33 |
| Other commercial mortgage-backed securities | $1,122,536,000 | 47 |
| Held to maturity securities (book value) | $686,809,000 | 117 |
| Available-for-sale securities (fair market value) | $8,941,167,000 | 49 |
| Total debt securities | $9,627,976,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $1,445,510,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $217,184,000 | 29 |
| 2022-03-31 | Rank | |
| Total securities | $9,967,172,000 | 58 |
| U.S. Government securities | $9,399,111,000 | 47 |
| U.S. Treasury securities | $93,000 | 2,660 |
| U.S. Government agency obligations | $9,399,018,000 | 44 |
| Securities issued by states & political subdivisions | $544,023,000 | 79 |
| 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 | $6,464,344,000 | 28 |
| Mortgage-backed securities | $8,463,021,000 | 45 |
| Certificates of participation in pools of residential mortgages | $4,780,760,000 | 41 |
| Issued or guaranteed by U.S. | $4,780,760,000 | 41 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,722,658,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,722,658,000 | 49 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,959,603,000 | 43 |
| Commercial mortgage pass-through securities | $764,991,000 | 33 |
| Other commercial mortgage-backed securities | $1,194,612,000 | 46 |
| Held to maturity securities (book value) | $701,172,000 | 105 |
| Available-for-sale securities (fair market value) | $9,241,962,000 | 50 |
| Total debt securities | $9,943,135,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $1,933,238,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $207,543,000 | 27 |
| 2021-12-31 | Rank | |
| Total securities | $9,445,580,000 | 58 |
| U.S. Government securities | $8,874,203,000 | 45 |
| U.S. Treasury securities | $99,000 | 2,204 |
| U.S. Government agency obligations | $8,874,104,000 | 42 |
| Securities issued by states & political subdivisions | $545,168,000 | 82 |
| 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 | $6,501,087,000 | 25 |
| Mortgage-backed securities | $8,023,835,000 | 48 |
| Certificates of participation in pools of residential mortgages | $4,725,049,000 | 41 |
| Issued or guaranteed by U.S. | $4,725,049,000 | 41 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,310,249,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $1,310,249,000 | 59 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,988,537,000 | 43 |
| Commercial mortgage pass-through securities | $839,499,000 | 30 |
| Other commercial mortgage-backed securities | $1,149,038,000 | 44 |
| Held to maturity securities (book value) | $712,255,000 | 86 |
| Available-for-sale securities (fair market value) | $8,707,116,000 | 53 |
| Total debt securities | $9,419,373,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $1,700,594,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $59,451,000 | 37 |
| 2021-09-30 | Rank | |
| Total securities | $8,811,646,000 | 58 |
| U.S. Government securities | $8,258,120,000 | 48 |
| U.S. Treasury securities | $603,226,000 | 55 |
| U.S. Government agency obligations | $7,654,894,000 | 48 |
| Securities issued by states & political subdivisions | $523,918,000 | 83 |
| 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 | $7,502,535,000 | 24 |
| Mortgage-backed securities | $6,866,648,000 | 52 |
| Certificates of participation in pools of residential mortgages | $3,916,939,000 | 46 |
| Issued or guaranteed by U.S. | $3,916,939,000 | 46 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,283,760,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $1,283,760,000 | 61 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,665,949,000 | 47 |
| Commercial mortgage pass-through securities | $657,784,000 | 33 |
| Other commercial mortgage-backed securities | $1,008,165,000 | 45 |
| Held to maturity securities (book value) | $304,258,000 | 132 |
| Available-for-sale securities (fair market value) | $8,477,780,000 | 52 |
| Total debt securities | $8,782,037,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $1,495,304,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $88,152,000 | 32 |
| 2021-06-30 | Rank | |
| Total securities | $8,397,566,000 | 59 |
| U.S. Government securities | $7,839,721,000 | 49 |
| U.S. Treasury securities | $606,664,000 | 50 |
| U.S. Government agency obligations | $7,233,057,000 | 47 |
| Securities issued by states & political subdivisions | $517,837,000 | 83 |
| Other domestic debt securities | $10,000,000 | 867 |
| 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 | $10,000,000 | 569 |
| 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 | $7,070,374,000 | 25 |
| Mortgage-backed securities | $6,490,410,000 | 53 |
| Certificates of participation in pools of residential mortgages | $3,503,050,000 | 49 |
| Issued or guaranteed by U.S. | $3,503,050,000 | 49 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,353,245,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,353,245,000 | 58 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,634,115,000 | 47 |
| Commercial mortgage pass-through securities | $663,367,000 | 30 |
| Other commercial mortgage-backed securities | $970,748,000 | 46 |
| Held to maturity securities (book value) | $10,000,000 | 722 |
| Available-for-sale securities (fair market value) | $8,357,558,000 | 53 |
| Total debt securities | $8,367,560,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $1,220,666,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $67,461,000 | 38 |
| 2021-03-31 | Rank | |
| Total securities | $8,365,569,000 | 56 |
| U.S. Government securities | $7,813,867,000 | 48 |
| U.S. Treasury securities | $610,120,000 | 47 |
| U.S. Government agency obligations | $7,203,747,000 | 46 |
| Securities issued by states & political subdivisions | $475,508,000 | 85 |
| Other domestic debt securities | $50,004,000 | 318 |
| 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 | $50,004,000 | 161 |
| 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 | $6,460,814,000 | 27 |
| Mortgage-backed securities | $6,479,094,000 | 53 |
| Certificates of participation in pools of residential mortgages | $3,373,055,000 | 46 |
| Issued or guaranteed by U.S. | $3,373,055,000 | 46 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,478,826,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,478,826,000 | 54 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,627,213,000 | 43 |
| Commercial mortgage pass-through securities | $664,845,000 | 30 |
| Other commercial mortgage-backed securities | $962,368,000 | 46 |
| Held to maturity securities (book value) | $10,000,000 | 688 |
| Available-for-sale securities (fair market value) | $8,329,379,000 | 50 |
| Total debt securities | $8,339,379,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $1,346,958,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $189,102,000 | 21 |
| 2020-12-31 | Rank | |
| Total securities | $8,051,365,000 | 55 |
| U.S. Government securities | $7,514,945,000 | 50 |
| U.S. Treasury securities | $613,213,000 | 45 |
| U.S. Government agency obligations | $6,901,732,000 | 46 |
| Securities issued by states & political subdivisions | $460,207,000 | 89 |
| Other domestic debt securities | $50,008,000 | 307 |
| 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 | $50,008,000 | 158 |
| 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 | $6,389,962,000 | 26 |
| Mortgage-backed securities | $6,217,667,000 | 51 |
| Certificates of participation in pools of residential mortgages | $3,164,485,000 | 45 |
| Issued or guaranteed by U.S. | $3,164,485,000 | 45 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,453,787,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,453,787,000 | 55 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,599,395,000 | 43 |
| Commercial mortgage pass-through securities | $647,169,000 | 30 |
| Other commercial mortgage-backed securities | $952,226,000 | 45 |
| Held to maturity securities (book value) | $10,000,000 | 663 |
| Available-for-sale securities (fair market value) | $8,015,160,000 | 49 |
| Total debt securities | $8,025,160,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $1,480,425,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $90,299,000 | 40 |
| 2020-09-30 | Rank | |
| Total securities | $7,999,027,000 | 54 |
| U.S. Government securities | $7,490,813,000 | 49 |
| U.S. Treasury securities | $300,034,000 | 59 |
| U.S. Government agency obligations | $7,190,779,000 | 45 |
| Securities issued by states & political subdivisions | $432,090,000 | 81 |
| Other domestic debt securities | $50,010,000 | 292 |
| 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 | $50,010,000 | 152 |
| 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 | $5,662,848,000 | 31 |
| Mortgage-backed securities | $6,532,513,000 | 47 |
| Certificates of participation in pools of residential mortgages | $3,310,072,000 | 44 |
| Issued or guaranteed by U.S. | $3,310,072,000 | 44 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,771,517,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,771,517,000 | 44 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,450,924,000 | 43 |
| Commercial mortgage pass-through securities | $516,994,000 | 35 |
| Other commercial mortgage-backed securities | $933,930,000 | 46 |
| Held to maturity securities (book value) | $10,000,000 | 657 |
| Available-for-sale securities (fair market value) | $7,962,913,000 | 49 |
| Total debt securities | $7,972,913,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $1,708,904,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $61,746,000 | 50 |
| 2020-06-30 | Rank | |
| Total securities | $5,484,760,000 | 64 |
| U.S. Government securities | $5,319,913,000 | 57 |
| U.S. Treasury securities | $999,975,000 | 41 |
| U.S. Government agency obligations | $4,319,938,000 | 59 |
| Securities issued by states & political subdivisions | $90,383,000 | 417 |
| Other domestic debt securities | $50,414,000 | 287 |
| 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 | $50,414,000 | 147 |
| 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 | $4,737,770,000 | 32 |
| Mortgage-backed securities | $3,902,646,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,099,122,000 | 53 |
| Issued or guaranteed by U.S. | $2,099,122,000 | 53 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,258,283,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,258,283,000 | 56 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $545,241,000 | 79 |
| Commercial mortgage pass-through securities | $388,260,000 | 38 |
| Other commercial mortgage-backed securities | $156,981,000 | 114 |
| Held to maturity securities (book value) | $10,000,000 | 662 |
| Available-for-sale securities (fair market value) | $5,450,710,000 | 56 |
| Total debt securities | $5,460,711,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $1,439,004,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $49,978,000 | 55 |
| 2020-03-31 | Rank | |
| Total securities | $4,555,879,000 | 71 |
| U.S. Government securities | $4,402,057,000 | 59 |
| U.S. Treasury securities | $100,000 | 1,287 |
| U.S. Government agency obligations | $4,401,957,000 | 53 |
| Securities issued by states & political subdivisions | $79,125,000 | 433 |
| Other domestic debt securities | $50,621,000 | 269 |
| 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 | $50,621,000 | 135 |
| 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 | $4,046,008,000 | 35 |
| Mortgage-backed securities | $4,029,460,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,072,829,000 | 52 |
| Issued or guaranteed by U.S. | $2,072,829,000 | 52 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,471,689,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,471,689,000 | 50 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $484,942,000 | 84 |
| Commercial mortgage pass-through securities | $329,688,000 | 43 |
| Other commercial mortgage-backed securities | $155,254,000 | 114 |
| Held to maturity securities (book value) | $10,000,000 | 674 |
| Available-for-sale securities (fair market value) | $4,521,803,000 | 60 |
| Total debt securities | $4,531,803,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $2,307,840,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $189,848,000 | 27 |
| 2019-12-31 | Rank | |
| Total securities | $4,460,221,000 | 73 |
| U.S. Government securities | $4,325,201,000 | 63 |
| U.S. Treasury securities | $100,000 | 1,347 |
| U.S. Government agency obligations | $4,325,101,000 | 54 |
| Securities issued by states & political subdivisions | $60,526,000 | 546 |
| Other domestic debt securities | $50,540,000 | 262 |
| 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 | $50,540,000 | 132 |
| 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 | $3,776,885,000 | 31 |
| Mortgage-backed securities | $4,019,009,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,092,558,000 | 52 |
| Issued or guaranteed by U.S. | $2,092,558,000 | 52 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,545,428,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,545,428,000 | 46 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $381,023,000 | 89 |
| Commercial mortgage pass-through securities | $255,959,000 | 47 |
| Other commercial mortgage-backed securities | $125,064,000 | 124 |
| Held to maturity securities (book value) | $10,000,000 | 701 |
| Available-for-sale securities (fair market value) | $4,426,267,000 | 59 |
| Total debt securities | $4,436,267,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $1,454,465,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $30,660,000 | 45 |
| 2019-09-30 | Rank | |
| Total securities | $4,434,311,000 | 72 |
| U.S. Government securities | $4,310,084,000 | 64 |
| U.S. Treasury securities | $100,000 | 1,413 |
| U.S. Government agency obligations | $4,309,984,000 | 54 |
| Securities issued by states & political subdivisions | $50,071,000 | 662 |
| Other domestic debt securities | $50,440,000 | 263 |
| 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 | $50,440,000 | 133 |
| 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 | $3,663,406,000 | 32 |
| Mortgage-backed securities | $4,068,652,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,034,643,000 | 53 |
| Issued or guaranteed by U.S. | $2,034,643,000 | 53 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,681,492,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,681,492,000 | 43 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $352,517,000 | 92 |
| Commercial mortgage pass-through securities | $249,789,000 | 48 |
| Other commercial mortgage-backed securities | $102,728,000 | 136 |
| Held to maturity securities (book value) | $10,000,000 | 750 |
| Available-for-sale securities (fair market value) | $4,400,595,000 | 58 |
| Total debt securities | $4,410,595,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $1,539,759,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $40,613,000 | 43 |
| 2019-06-30 | Rank | |
| Total securities | $4,431,506,000 | 70 |
| U.S. Government securities | $4,309,656,000 | 61 |
| U.S. Treasury securities | $100,000 | 1,450 |
| U.S. Government agency obligations | $4,309,556,000 | 54 |
| Securities issued by states & political subdivisions | $47,735,000 | 705 |
| Other domestic debt securities | $50,426,000 | 235 |
| 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 | $50,426,000 | 124 |
| 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 | $3,855,156,000 | 29 |
| Mortgage-backed securities | $4,101,867,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,007,924,000 | 53 |
| Issued or guaranteed by U.S. | $2,007,924,000 | 53 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,789,784,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,789,784,000 | 43 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $304,159,000 | 97 |
| Commercial mortgage pass-through securities | $220,078,000 | 48 |
| Other commercial mortgage-backed securities | $84,081,000 | 144 |
| Held to maturity securities (book value) | $10,000,000 | 784 |
| Available-for-sale securities (fair market value) | $4,397,817,000 | 56 |
| Total debt securities | $4,407,818,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $1,791,596,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $46,729,000 | 38 |
| 2019-03-31 | Rank | |
| Total securities | $4,636,677,000 | 70 |
| U.S. Government securities | $4,508,520,000 | 57 |
| U.S. Treasury securities | $99,000 | 1,504 |
| U.S. Government agency obligations | $4,508,421,000 | 50 |
| Securities issued by states & political subdivisions | $39,423,000 | 871 |
| Other domestic debt securities | $65,184,000 | 190 |
| 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 | $65,184,000 | 97 |
| 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 | $3,885,691,000 | 28 |
| Mortgage-backed securities | $4,317,593,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,204,931,000 | 46 |
| Issued or guaranteed by U.S. | $2,204,931,000 | 46 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,848,156,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,848,156,000 | 44 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $264,506,000 | 103 |
| Commercial mortgage pass-through securities | $180,879,000 | 54 |
| Other commercial mortgage-backed securities | $83,627,000 | 131 |
| Held to maturity securities (book value) | $10,000,000 | 804 |
| Available-for-sale securities (fair market value) | $4,603,127,000 | 54 |
| Total debt securities | $4,613,127,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $1,767,688,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $55,767,000 | 31 |
| 2018-12-31 | Rank | |
| Total securities | $4,649,921,000 | 67 |
| U.S. Government securities | $4,528,684,000 | 54 |
| U.S. Treasury securities | $98,000 | 1,503 |
| U.S. Government agency obligations | $4,528,586,000 | 51 |
| Securities issued by states & political subdivisions | $32,573,000 | 1,079 |
| Other domestic debt securities | $65,310,000 | 187 |
| 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 | $65,310,000 | 97 |
| 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 | $3,810,253,000 | 31 |
| Mortgage-backed securities | $4,378,800,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,225,204,000 | 48 |
| Issued or guaranteed by U.S. | $2,225,204,000 | 48 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,875,441,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,875,441,000 | 40 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $278,155,000 | 94 |
| Commercial mortgage pass-through securities | $194,901,000 | 51 |
| Other commercial mortgage-backed securities | $83,254,000 | 130 |
| Held to maturity securities (book value) | $10,000,000 | 839 |
| Available-for-sale securities (fair market value) | $4,616,567,000 | 53 |
| Total debt securities | $4,626,569,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $1,509,680,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $67,045,000 | 30 |
| 2018-09-30 | Rank | |
| Total securities | $4,631,407,000 | 66 |
| U.S. Government securities | $4,519,247,000 | 57 |
| U.S. Treasury securities | $98,000 | 1,489 |
| U.S. Government agency obligations | $4,519,149,000 | 50 |
| Securities issued by states & political subdivisions | $23,701,000 | 1,444 |
| Other domestic debt securities | $65,074,000 | 179 |
| 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 | $65,074,000 | 99 |
| 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 | $3,639,658,000 | 33 |
| Mortgage-backed securities | $4,406,062,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,234,965,000 | 49 |
| Issued or guaranteed by U.S. | $2,234,965,000 | 49 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,913,015,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,913,015,000 | 38 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $258,082,000 | 91 |
| Commercial mortgage pass-through securities | $179,912,000 | 51 |
| Other commercial mortgage-backed securities | $78,170,000 | 130 |
| Held to maturity securities (book value) | $10,000,000 | 857 |
| Available-for-sale securities (fair market value) | $4,598,022,000 | 53 |
| Total debt securities | $4,608,022,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $1,977,162,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $82,406,000 | 34 |
| 2018-06-30 | Rank | |
| Total securities | $4,756,956,000 | 66 |
| U.S. Government securities | $4,656,380,000 | 55 |
| U.S. Treasury securities | $98,000 | 1,463 |
| U.S. Government agency obligations | $4,656,282,000 | 50 |
| Securities issued by states & political subdivisions | $6,406,000 | 3,045 |
| Other domestic debt securities | $65,838,000 | 184 |
| 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 | $65,838,000 | 90 |
| 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 | $3,729,109,000 | 32 |
| Mortgage-backed securities | $4,601,880,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,305,968,000 | 48 |
| Issued or guaranteed by U.S. | $2,305,968,000 | 48 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,018,625,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,018,625,000 | 36 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $277,287,000 | 88 |
| Commercial mortgage pass-through securities | $188,332,000 | 48 |
| Other commercial mortgage-backed securities | $88,955,000 | 118 |
| Held to maturity securities (book value) | $10,000,000 | 872 |
| Available-for-sale securities (fair market value) | $4,718,624,000 | 52 |
| Total debt securities | $4,728,624,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $1,730,898,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $76,686,000 | 32 |
| 2018-03-31 | Rank | |
| Total securities | $4,863,583,000 | 65 |
| U.S. Government securities | $4,766,924,000 | 53 |
| U.S. Treasury securities | $98,000 | 1,411 |
| U.S. Government agency obligations | $4,766,826,000 | 48 |
| Securities issued by states & political subdivisions | $510,000 | 4,396 |
| Other domestic debt securities | $65,989,000 | 178 |
| 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 | $65,989,000 | 96 |
| 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 | $4,137,612,000 | 29 |
| Mortgage-backed securities | $4,737,203,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,332,179,000 | 49 |
| Issued or guaranteed by U.S. | $2,332,179,000 | 49 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,116,932,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,116,932,000 | 36 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $288,092,000 | 81 |
| Commercial mortgage pass-through securities | $198,683,000 | 46 |
| Other commercial mortgage-backed securities | $89,409,000 | 115 |
| Held to maturity securities (book value) | $10,000,000 | 877 |
| Available-for-sale securities (fair market value) | $4,823,423,000 | 52 |
| Total debt securities | $4,833,423,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $1,833,323,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $71,161,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $70,978,000 | 31 |
| 2017-12-31 | Rank | |
| Total securities | $4,940,116,000 | 63 |
| U.S. Government securities | $4,847,333,000 | 54 |
| U.S. Treasury securities | $99,000 | 1,315 |
| U.S. Government agency obligations | $4,847,234,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $65,782,000 | 181 |
| 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 | $65,782,000 | 98 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $27,001,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,965,686,000 | 31 |
| Mortgage-backed securities | $4,847,234,000 | 45 |
| Certificates of participation in pools of residential mortgages | $2,406,958,000 | 46 |
| Issued or guaranteed by U.S. | $2,406,958,000 | 46 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,173,968,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,173,968,000 | 34 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $266,308,000 | 83 |
| Commercial mortgage pass-through securities | $170,418,000 | 46 |
| Other commercial mortgage-backed securities | $95,890,000 | 107 |
| Held to maturity securities (book value) | $10,000,000 | 900 |
| Available-for-sale securities (fair market value) | $4,930,116,000 | 50 |
| Total debt securities | $4,913,115,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $1,467,818,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $50,204,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $48,579,000 | 30 |
| 2017-09-30 | Rank | |
| Total securities | $3,808,344,000 | 68 |
| U.S. Government securities | $3,773,599,000 | 59 |
| U.S. Treasury securities | $100,000 | 1,291 |
| U.S. Government agency obligations | $3,773,499,000 | 55 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $10,000,000 | 584 |
| 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 | $10,000,000 | 434 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $24,745,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,285,989,000 | 36 |
| Mortgage-backed securities | $3,773,499,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,073,616,000 | 51 |
| Issued or guaranteed by U.S. | $2,073,616,000 | 51 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,685,995,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,685,995,000 | 43 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $13,888,000 | 434 |
| Commercial mortgage pass-through securities | $13,888,000 | 236 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $10,000,000 | 929 |
| Available-for-sale securities (fair market value) | $3,798,344,000 | 55 |
| Total debt securities | $3,783,599,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $1,525,280,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $52,755,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $47,895,000 | 30 |
| 2017-06-30 | Rank | |
| Total securities | $3,796,714,000 | 67 |
| U.S. Government securities | $3,761,539,000 | 58 |
| U.S. Treasury securities | $100,000 | 1,329 |
| U.S. Government agency obligations | $3,761,439,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $10,000,000 | 598 |
| 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 | $10,000,000 | 444 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $25,175,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,510,134,000 | 33 |
| Mortgage-backed securities | $3,761,439,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,115,740,000 | 51 |
| Issued or guaranteed by U.S. | $2,115,740,000 | 50 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,631,823,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,631,823,000 | 42 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $13,876,000 | 434 |
| Commercial mortgage pass-through securities | $13,876,000 | 235 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $10,000,000 | 944 |
| Available-for-sale securities (fair market value) | $3,786,714,000 | 55 |
| Total debt securities | $3,771,538,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $1,379,772,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $62,718,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $56,459,000 | 29 |
| 2017-03-31 | Rank | |
| Total securities | $3,791,901,000 | 67 |
| U.S. Government securities | $3,752,333,000 | 59 |
| U.S. Treasury securities | $100,000 | 1,370 |
| U.S. Government agency obligations | $3,752,233,000 | 53 |
| Securities issued by states & political subdivisions | $4,354,000 | 3,607 |
| Other domestic debt securities | $10,000,000 | 607 |
| 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 | $10,000,000 | 446 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $25,214,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,515,016,000 | 32 |
| Mortgage-backed securities | $3,752,233,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,146,185,000 | 52 |
| Issued or guaranteed by U.S. | $2,146,185,000 | 51 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,592,311,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,592,311,000 | 41 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $13,737,000 | 418 |
| Commercial mortgage pass-through securities | $13,737,000 | 229 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $14,354,000 | 839 |
| Available-for-sale securities (fair market value) | $3,777,547,000 | 56 |
| Total debt securities | $3,766,686,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $1,233,940,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $66,631,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $65,552,000 | 25 |
| 2016-12-31 | Rank | |
| Total securities | $3,796,334,000 | 64 |
| U.S. Government securities | $3,756,745,000 | 59 |
| U.S. Treasury securities | $100,000 | 1,345 |
| U.S. Government agency obligations | $3,756,645,000 | 54 |
| Securities issued by states & political subdivisions | $4,347,000 | 3,644 |
| Other domestic debt securities | $10,000,000 | 599 |
| 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 | $10,000,000 | 430 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $25,242,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,271,317,000 | 37 |
| Mortgage-backed securities | $3,756,645,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,198,042,000 | 48 |
| Issued or guaranteed by U.S. | $2,198,042,000 | 47 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,547,958,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,547,958,000 | 38 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $10,645,000 | 456 |
| Commercial mortgage pass-through securities | $10,645,000 | 263 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $14,347,000 | 834 |
| Available-for-sale securities (fair market value) | $3,781,987,000 | 55 |
| Total debt securities | $3,771,090,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $985,212,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $88,141,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $87,774,000 | 26 |
| 2016-09-30 | Rank | |
| Total securities | $3,880,567,000 | 64 |
| U.S. Government securities | $3,841,601,000 | 59 |
| U.S. Treasury securities | $100,000 | 1,190 |
| U.S. Government agency obligations | $3,841,501,000 | 54 |
| Securities issued by states & political subdivisions | $4,340,000 | 3,664 |
| Other domestic debt securities | $10,000,000 | 584 |
| 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 | $10,000,000 | 432 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $24,626,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,250,082,000 | 37 |
| Mortgage-backed securities | $3,841,501,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,928,281,000 | 51 |
| Issued or guaranteed by U.S. | $1,928,281,000 | 50 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,901,144,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,901,144,000 | 38 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $12,076,000 | 410 |
| Commercial mortgage pass-through securities | $12,076,000 | 225 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $14,340,000 | 842 |
| Available-for-sale securities (fair market value) | $3,866,227,000 | 54 |
| Total debt securities | $3,855,942,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $1,413,763,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $93,228,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $92,304,000 | 32 |
| 2016-06-30 | Rank | |
| Total securities | $3,862,018,000 | 65 |
| U.S. Government securities | $3,821,137,000 | 60 |
| U.S. Treasury securities | $100,000 | 1,227 |
| U.S. Government agency obligations | $3,821,037,000 | 56 |
| Securities issued by states & political subdivisions | $5,833,000 | 3,401 |
| Other domestic debt securities | $10,000,000 | 597 |
| 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 | $10,000,000 | 430 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $25,048,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,374,569,000 | 35 |
| Mortgage-backed securities | $3,821,037,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,945,491,000 | 51 |
| Issued or guaranteed by U.S. | $1,945,491,000 | 49 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,874,816,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,874,816,000 | 38 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $730,000 | 1,075 |
| Commercial mortgage pass-through securities | $730,000 | 711 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $14,333,000 | 865 |
| Available-for-sale securities (fair market value) | $3,847,685,000 | 55 |
| Total debt securities | $3,836,970,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $1,280,631,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $117,672,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $115,702,000 | 29 |
| 2016-03-31 | Rank | |
| Total securities | $3,866,831,000 | 64 |
| U.S. Government securities | $3,825,742,000 | 58 |
| U.S. Treasury securities | $100,000 | 1,267 |
| U.S. Government agency obligations | $3,825,642,000 | 53 |
| Securities issued by states & political subdivisions | $5,826,000 | 3,390 |
| Other domestic debt securities | $10,000,000 | 600 |
| 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 | $10,000,000 | 432 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $25,263,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,074,683,000 | 36 |
| Mortgage-backed securities | $3,825,642,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,886,697,000 | 54 |
| Issued or guaranteed by U.S. | $1,886,697,000 | 52 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,938,220,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,938,220,000 | 37 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $725,000 | 1,049 |
| Commercial mortgage pass-through securities | $725,000 | 688 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $14,326,000 | 892 |
| Available-for-sale securities (fair market value) | $3,852,505,000 | 56 |
| Total debt securities | $3,841,569,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $1,328,778,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $102,257,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $101,451,000 | 31 |
| 2015-12-31 | Rank | |
| Total securities | $3,785,062,000 | 64 |
| U.S. Government securities | $3,743,495,000 | 60 |
| U.S. Treasury securities | $100,000 | 1,338 |
| U.S. Government agency obligations | $3,743,395,000 | 54 |
| Securities issued by states & political subdivisions | $5,820,000 | 3,405 |
| Other domestic debt securities | $10,000,000 | 593 |
| 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 | $10,000,000 | 418 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $25,747,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,890,078,000 | 37 |
| Mortgage-backed securities | $3,743,293,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,572,908,000 | 57 |
| Issued or guaranteed by U.S. | $1,572,908,000 | 55 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,169,683,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,169,683,000 | 36 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $702,000 | 1,003 |
| Commercial mortgage pass-through securities | $702,000 | 661 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $14,320,000 | 914 |
| Available-for-sale securities (fair market value) | $3,770,742,000 | 55 |
| Total debt securities | $3,759,314,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $952,420,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $70,971,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $70,110,000 | 31 |
| 2015-09-30 | Rank | |
| Total securities | $3,521,612,000 | 66 |
| U.S. Government securities | $3,482,934,000 | 59 |
| U.S. Treasury securities | $100,000 | 1,273 |
| U.S. Government agency obligations | $3,482,834,000 | 55 |
| Securities issued by states & political subdivisions | $13,468,000 | 2,433 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $25,210,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,944,042,000 | 41 |
| Mortgage-backed securities | $3,481,388,000 | 52 |
| Certificates of participation in pools of residential mortgages | $945,952,000 | 76 |
| Issued or guaranteed by U.S. | $945,952,000 | 75 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,535,436,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,535,436,000 | 34 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $4,313,000 | 1,417 |
| Available-for-sale securities (fair market value) | $3,517,299,000 | 55 |
| Total debt securities | $3,496,402,000 | 66 |
| Structured notes | ||
| Amortized cost | $1,443,000 | 1,048 |
| Fair value | $1,446,000 | 1,045 |
| Trading account assets | $1,329,954,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $100,775,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $100,339,000 | 28 |
| 2015-06-30 | Rank | |
| Total securities | $3,496,321,000 | 65 |
| U.S. Government securities | $3,457,586,000 | 61 |
| U.S. Treasury securities | $100,000 | 1,322 |
| U.S. Government agency obligations | $3,457,486,000 | 57 |
| Securities issued by states & political subdivisions | $13,761,000 | 2,411 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $24,974,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,187,593,000 | 39 |
| Mortgage-backed securities | $3,455,926,000 | 53 |
| Certificates of participation in pools of residential mortgages | $830,640,000 | 79 |
| Issued or guaranteed by U.S. | $830,640,000 | 78 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,625,286,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,625,286,000 | 34 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $4,306,000 | 1,434 |
| Available-for-sale securities (fair market value) | $3,492,015,000 | 55 |
| Total debt securities | $3,471,347,000 | 65 |
| Structured notes | ||
| Amortized cost | $1,539,000 | 1,117 |
| Fair value | $1,560,000 | 1,109 |
| Trading account assets | $1,208,206,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $74,716,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $74,150,000 | 30 |
| 2015-03-31 | Rank | |
| Total securities | $3,519,966,000 | 66 |
| U.S. Government securities | $3,480,788,000 | 62 |
| U.S. Treasury securities | $100,000 | 1,300 |
| U.S. Government agency obligations | $3,480,688,000 | 57 |
| Securities issued by states & political subdivisions | $14,204,000 | 2,341 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $24,974,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,247,062,000 | 40 |
| Mortgage-backed securities | $3,478,997,000 | 54 |
| Certificates of participation in pools of residential mortgages | $762,850,000 | 85 |
| Issued or guaranteed by U.S. | $762,850,000 | 83 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,716,147,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,716,147,000 | 34 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $4,299,000 | 1,445 |
| Available-for-sale securities (fair market value) | $3,515,667,000 | 56 |
| Total debt securities | $3,494,991,000 | 66 |
| Structured notes | ||
| Amortized cost | $1,655,000 | 1,170 |
| Fair value | $1,691,000 | 1,166 |
| Trading account assets | $1,625,470,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $93,007,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $94,580,000 | 30 |
| 2014-12-31 | Rank | |
| Total securities | $3,404,122,000 | 68 |
| U.S. Government securities | $3,364,338,000 | 61 |
| U.S. Treasury securities | $100,000 | 1,333 |
| U.S. Government agency obligations | $3,364,238,000 | 57 |
| Securities issued by states & political subdivisions | $14,497,000 | 2,322 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $25,287,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,298,945,000 | 35 |
| Mortgage-backed securities | $3,362,431,000 | 52 |
| Certificates of participation in pools of residential mortgages | $751,165,000 | 82 |
| Issued or guaranteed by U.S. | $751,165,000 | 81 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,611,266,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,611,266,000 | 35 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $4,292,000 | 1,464 |
| Available-for-sale securities (fair market value) | $3,399,830,000 | 56 |
| Total debt securities | $3,378,834,000 | 68 |
| Structured notes | ||
| Amortized cost | $1,755,000 | 1,209 |
| Fair value | $1,807,000 | 1,198 |
| Trading account assets | $1,277,043,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $82,652,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $83,075,000 | 30 |
| 2014-09-30 | Rank | |
| Total securities | $3,382,290,000 | 67 |
| U.S. Government securities | $3,342,579,000 | 61 |
| U.S. Treasury securities | $100,000 | 1,354 |
| U.S. Government agency obligations | $3,342,479,000 | 57 |
| Securities issued by states & political subdivisions | $14,491,000 | 2,331 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $25,220,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,168,725,000 | 39 |
| Mortgage-backed securities | $3,340,550,000 | 52 |
| Certificates of participation in pools of residential mortgages | $716,865,000 | 81 |
| Issued or guaranteed by U.S. | $716,865,000 | 80 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,623,685,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,623,685,000 | 34 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $4,286,000 | 1,483 |
| Available-for-sale securities (fair market value) | $3,378,004,000 | 57 |
| Total debt securities | $3,357,069,000 | 67 |
| Structured notes | ||
| Amortized cost | $1,859,000 | 1,297 |
| Fair value | $1,929,000 | 1,254 |
| Trading account assets | $1,416,886,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $78,864,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $79,347,000 | 29 |
| 2014-06-30 | Rank | |
| Total securities | $3,418,501,000 | 69 |
| U.S. Government securities | $3,374,290,000 | 61 |
| U.S. Treasury securities | $39,999,000 | 129 |
| U.S. Government agency obligations | $3,334,291,000 | 60 |
| Securities issued by states & political subdivisions | $19,434,000 | 1,897 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $24,777,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,350,528,000 | 38 |
| Mortgage-backed securities | $3,332,230,000 | 55 |
| Certificates of participation in pools of residential mortgages | $762,842,000 | 80 |
| Issued or guaranteed by U.S. | $762,842,000 | 79 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,569,388,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,569,388,000 | 35 |
| 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) | $4,279,000 | 1,506 |
| Available-for-sale securities (fair market value) | $3,414,222,000 | 58 |
| Total debt securities | $3,393,724,000 | 68 |
| Structured notes | ||
| Amortized cost | $1,973,000 | 1,295 |
| Fair value | $2,061,000 | 1,179 |
| Trading account assets | $1,243,387,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $90,806,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $91,872,000 | 29 |
| 2014-03-31 | Rank | |
| Total securities | $3,410,960,000 | 68 |
| U.S. Government securities | $3,366,504,000 | 62 |
| U.S. Treasury securities | $39,990,000 | 120 |
| U.S. Government agency obligations | $3,326,514,000 | 60 |
| Securities issued by states & political subdivisions | $19,429,000 | 1,890 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $25,027,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,307,910,000 | 42 |
| Mortgage-backed securities | $3,324,332,000 | 55 |
| Certificates of participation in pools of residential mortgages | $792,562,000 | 81 |
| Issued or guaranteed by U.S. | $792,562,000 | 80 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,531,770,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,531,770,000 | 35 |
| 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) | $4,274,000 | 1,509 |
| Available-for-sale securities (fair market value) | $3,406,686,000 | 57 |
| Total debt securities | $3,385,933,000 | 67 |
| Structured notes | ||
| Amortized cost | $2,078,000 | 1,207 |
| Fair value | $2,182,000 | 1,181 |
| Trading account assets | $1,286,370,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $87,321,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $86,957,000 | 27 |
| 2013-12-31 | Rank | |
| Total securities | $3,195,341,000 | 70 |
| U.S. Government securities | $3,156,948,000 | 61 |
| U.S. Treasury securities | $39,996,000 | 109 |
| U.S. Government agency obligations | $3,116,952,000 | 58 |
| Securities issued by states & political subdivisions | $15,155,000 | 2,280 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $23,238,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,091,273,000 | 40 |
| Mortgage-backed securities | $3,114,626,000 | 53 |
| Certificates of participation in pools of residential mortgages | $823,689,000 | 80 |
| Issued or guaranteed by U.S. | $823,689,000 | 79 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,290,937,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,290,937,000 | 38 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,195,341,000 | 60 |
| Total debt securities | $3,172,102,000 | 70 |
| Structured notes | ||
| Amortized cost | $2,202,000 | 1,170 |
| Fair value | $2,326,000 | 1,124 |
| Trading account assets | $897,242,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $91,223,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $93,543,000 | 27 |
| 2013-09-30 | Rank | |
| Total securities | $2,978,492,000 | 71 |
| U.S. Government securities | $2,943,097,000 | 64 |
| U.S. Treasury securities | $39,996,000 | 108 |
| U.S. Government agency obligations | $2,903,101,000 | 62 |
| Securities issued by states & political subdivisions | $15,155,000 | 2,276 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $20,240,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,874,981,000 | 43 |
| Mortgage-backed securities | $2,900,573,000 | 58 |
| Certificates of participation in pools of residential mortgages | $875,452,000 | 74 |
| Issued or guaranteed by U.S. | $875,452,000 | 72 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,025,121,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,025,121,000 | 39 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,978,492,000 | 63 |
| Total debt securities | $2,958,253,000 | 70 |
| Structured notes | ||
| Amortized cost | $2,381,000 | 1,126 |
| Fair value | $2,528,000 | 1,066 |
| Trading account assets | $1,459,346,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $111,912,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $105,895,000 | 28 |
| 2013-06-30 | Rank | |
| Total securities | $3,020,177,000 | 72 |
| U.S. Government securities | $2,989,354,000 | 64 |
| U.S. Treasury securities | $39,997,000 | 105 |
| U.S. Government agency obligations | $2,949,357,000 | 62 |
| Securities issued by states & political subdivisions | $16,434,000 | 2,151 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $14,389,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,934,738,000 | 40 |
| Mortgage-backed securities | $2,946,503,000 | 55 |
| Certificates of participation in pools of residential mortgages | $992,465,000 | 72 |
| Issued or guaranteed by U.S. | $992,465,000 | 70 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,954,038,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,954,038,000 | 39 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $3,020,177,000 | 63 |
| Total debt securities | $3,005,788,000 | 70 |
| Structured notes | ||
| Amortized cost | $2,687,000 | 1,035 |
| Fair value | $2,854,000 | 1,005 |
| Trading account assets | $1,395,795,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $124,146,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $133,829,000 | 24 |
| 2013-03-31 | Rank | |
| Total securities | $2,988,372,000 | 75 |
| U.S. Government securities | $2,958,175,000 | 65 |
| U.S. Treasury securities | $39,994,000 | 107 |
| U.S. Government agency obligations | $2,918,181,000 | 64 |
| Securities issued by states & political subdivisions | $15,255,000 | 2,237 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $14,942,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,926,099,000 | 42 |
| Mortgage-backed securities | $2,914,904,000 | 57 |
| Certificates of participation in pools of residential mortgages | $1,065,551,000 | 68 |
| Issued or guaranteed by U.S. | $1,065,551,000 | 66 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,849,353,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,849,353,000 | 40 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,988,372,000 | 66 |
| Total debt securities | $2,973,429,000 | 74 |
| Structured notes | ||
| Amortized cost | $3,067,000 | 960 |
| Fair value | $3,276,000 | 928 |
| Trading account assets | $1,539,092,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $137,046,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $139,253,000 | 24 |
| 2012-12-31 | Rank | |
| Total securities | $2,859,510,000 | 73 |
| U.S. Government securities | $2,829,542,000 | 64 |
| U.S. Treasury securities | $39,999,000 | 104 |
| U.S. Government agency obligations | $2,789,543,000 | 63 |
| Securities issued by states & political subdivisions | $15,255,000 | 2,194 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $14,713,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,788,526,000 | 42 |
| Mortgage-backed securities | $2,785,790,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,136,579,000 | 67 |
| Issued or guaranteed by U.S. | $1,136,579,000 | 66 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,649,211,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,649,211,000 | 43 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $2,859,510,000 | 64 |
| Total debt securities | $2,844,797,000 | 72 |
| Structured notes | ||
| Amortized cost | $3,504,000 | 939 |
| Fair value | $3,753,000 | 916 |
| Trading account assets | $1,399,451,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $132,431,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $135,034,000 | 30 |
| 2012-09-30 | Rank | |
| Total securities | $2,916,577,000 | 75 |
| U.S. Government securities | $2,885,389,000 | 64 |
| U.S. Treasury securities | $54,996,000 | 81 |
| U.S. Government agency obligations | $2,830,393,000 | 63 |
| Securities issued by states & political subdivisions | $17,970,000 | 1,926 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $13,218,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,768,112,000 | 42 |
| Mortgage-backed securities | $2,826,191,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,271,450,000 | 66 |
| Issued or guaranteed by U.S. | $1,271,450,000 | 65 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,554,741,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,554,741,000 | 43 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $2,916,577,000 | 65 |
| Total debt securities | $2,903,360,000 | 75 |
| Structured notes | ||
| Amortized cost | $3,911,000 | 950 |
| Fair value | $4,202,000 | 878 |
| Trading account assets | $1,367,382,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $154,017,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $155,198,000 | 28 |
| 2012-06-30 | Rank | |
| Total securities | $3,057,436,000 | 73 |
| U.S. Government securities | $3,026,248,000 | 63 |
| U.S. Treasury securities | $39,996,000 | 102 |
| U.S. Government agency obligations | $2,986,252,000 | 62 |
| Securities issued by states & political subdivisions | $17,970,000 | 1,874 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $13,218,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,999,816,000 | 40 |
| Mortgage-backed securities | $2,973,099,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,383,723,000 | 58 |
| Issued or guaranteed by U.S. | $1,383,723,000 | 57 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,589,376,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,589,376,000 | 47 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $3,057,436,000 | 65 |
| Total debt securities | $3,044,221,000 | 73 |
| Structured notes | ||
| Amortized cost | $12,815,000 | 395 |
| Fair value | $13,153,000 | 384 |
| Trading account assets | $1,509,425,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $138,708,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $145,798,000 | 31 |
| 2012-03-31 | Rank | |
| Total securities | $3,085,737,000 | 71 |
| U.S. Government securities | $3,054,450,000 | 61 |
| U.S. Treasury securities | $40,037,000 | 108 |
| U.S. Government agency obligations | $3,014,413,000 | 62 |
| Securities issued by states & political subdivisions | $18,070,000 | 1,784 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $13,217,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,783,979,000 | 41 |
| Mortgage-backed securities | $2,999,866,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,427,030,000 | 59 |
| Issued or guaranteed by U.S. | $1,427,030,000 | 58 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,572,836,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,572,836,000 | 47 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $3,085,737,000 | 64 |
| Total debt securities | $3,072,520,000 | 71 |
| Structured notes | ||
| Amortized cost | $14,121,000 | 420 |
| Fair value | $14,547,000 | 403 |
| Trading account assets | $1,377,806,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $127,586,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $136,395,000 | 30 |
| 2011-12-31 | Rank | |
| Total securities | $2,855,530,000 | 73 |
| U.S. Government securities | $2,824,243,000 | 65 |
| U.S. Treasury securities | $40,121,000 | 103 |
| U.S. Government agency obligations | $2,784,122,000 | 64 |
| Securities issued by states & political subdivisions | $18,070,000 | 1,749 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $13,217,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,696,018,000 | 40 |
| Mortgage-backed securities | $2,768,171,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,410,228,000 | 62 |
| Issued or guaranteed by U.S. | $1,410,228,000 | 62 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,357,943,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,357,943,000 | 47 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $2,855,530,000 | 69 |
| Total debt securities | $2,842,314,000 | 73 |
| Structured notes | ||
| Amortized cost | $15,277,000 | 373 |
| Fair value | $15,951,000 | 356 |
| Trading account assets | $1,134,926,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $134,530,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $141,900,000 | 31 |
| 2011-09-30 | Rank | |
| Total securities | $3,115,837,000 | 71 |
| U.S. Government securities | $3,083,255,000 | 60 |
| U.S. Treasury securities | $40,189,000 | 104 |
| U.S. Government agency obligations | $3,043,066,000 | 58 |
| Securities issued by states & political subdivisions | $19,365,000 | 1,593 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $13,217,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,001,437,000 | 38 |
| Mortgage-backed securities | $3,025,135,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,514,960,000 | 60 |
| Issued or guaranteed by U.S. | $1,514,960,000 | 60 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,510,175,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,510,175,000 | 46 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $3,115,837,000 | 66 |
| Total debt securities | $3,102,621,000 | 71 |
| Structured notes | ||
| Amortized cost | $17,033,000 | 332 |
| Fair value | $17,931,000 | 317 |
| Trading account assets | $1,376,116,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $135,741,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $149,769,000 | 30 |
| 2011-06-30 | Rank | |
| Total securities | $3,018,420,000 | 73 |
| U.S. Government securities | $2,991,839,000 | 64 |
| U.S. Treasury securities | $46,250,000 | 103 |
| U.S. Government agency obligations | $2,945,589,000 | 61 |
| Securities issued by states & political subdivisions | $19,365,000 | 1,545 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $7,216,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,922,255,000 | 39 |
| Mortgage-backed securities | $2,925,662,000 | 53 |
| Certificates of participation in pools of residential mortgages | $1,501,768,000 | 59 |
| Issued or guaranteed by U.S. | $1,501,768,000 | 59 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,423,894,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,423,894,000 | 46 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $3,018,420,000 | 67 |
| Total debt securities | $3,011,203,000 | 73 |
| Structured notes | ||
| Amortized cost | $18,791,000 | 359 |
| Fair value | $19,927,000 | 323 |
| Trading account assets | $1,295,861,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $86,302,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $101,686,000 | 33 |
| 2011-03-31 | Rank | |
| Total securities | $2,873,356,000 | 75 |
| U.S. Government securities | $2,832,428,000 | 66 |
| U.S. Treasury securities | $60,322,000 | 97 |
| U.S. Government agency obligations | $2,772,106,000 | 61 |
| Securities issued by states & political subdivisions | $26,015,000 | 1,108 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $14,913,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,767,053,000 | 39 |
| Mortgage-backed securities | $2,750,981,000 | 55 |
| Certificates of participation in pools of residential mortgages | $1,542,229,000 | 60 |
| Issued or guaranteed by U.S. | $1,542,229,000 | 59 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,208,752,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,208,752,000 | 48 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,873,356,000 | 69 |
| Total debt securities | $2,858,442,000 | 76 |
| Structured notes | ||
| Amortized cost | $20,218,000 | 352 |
| Fair value | $21,125,000 | 330 |
| Trading account assets | $1,012,162,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $74,129,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $89,803,000 | 32 |
| 2010-12-31 | Rank | |
| Total securities | $2,819,946,000 | 79 |
| U.S. Government securities | $2,779,367,000 | 66 |
| U.S. Treasury securities | $87,444,000 | 77 |
| U.S. Government agency obligations | $2,691,923,000 | 61 |
| Securities issued by states & political subdivisions | $26,015,000 | 1,079 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $14,564,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,722,958,000 | 39 |
| Mortgage-backed securities | $2,638,697,000 | 55 |
| Certificates of participation in pools of residential mortgages | $1,469,957,000 | 58 |
| Issued or guaranteed by U.S. | $1,469,957,000 | 56 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,168,740,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,168,740,000 | 47 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $2,819,946,000 | 69 |
| Total debt securities | $2,805,382,000 | 78 |
| Structured notes | ||
| Amortized cost | $50,426,000 | 98 |
| Fair value | $53,225,000 | 83 |
| Trading account assets | $867,920,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $84,991,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $102,381,000 | 31 |
| 2010-09-30 | Rank | |
| Total securities | $2,399,071,000 | 85 |
| U.S. Government securities | $2,334,838,000 | 72 |
| U.S. Treasury securities | $68,585,000 | 92 |
| U.S. Government agency obligations | $2,266,253,000 | 68 |
| Securities issued by states & political subdivisions | $41,660,000 | 584 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $22,573,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,264,738,000 | 46 |
| Mortgage-backed securities | $2,161,671,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,000,035,000 | 70 |
| Issued or guaranteed by U.S. | $1,000,035,000 | 69 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,161,636,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,161,636,000 | 43 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $2,399,071,000 | 74 |
| Total debt securities | $2,376,499,000 | 85 |
| Structured notes | ||
| Amortized cost | $95,891,000 | 34 |
| Fair value | $104,582,000 | 30 |
| Trading account assets | $1,345,747,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $117,975,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $140,295,000 | 32 |
| 2010-06-30 | Rank | |
| Total securities | $2,274,543,000 | 84 |
| U.S. Government securities | $2,188,298,000 | 71 |
| U.S. Treasury securities | $68,568,000 | 85 |
| U.S. Government agency obligations | $2,119,730,000 | 70 |
| Securities issued by states & political subdivisions | $41,875,000 | 548 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $44,370,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,096,236,000 | 45 |
| Mortgage-backed securities | $2,012,107,000 | 63 |
| Certificates of participation in pools of residential mortgages | $915,601,000 | 71 |
| Issued or guaranteed by U.S. | $915,601,000 | 70 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,096,506,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,096,506,000 | 49 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $2,274,543,000 | 71 |
| Total debt securities | $2,230,173,000 | 85 |
| Structured notes | ||
| Amortized cost | $101,355,000 | 31 |
| Fair value | $107,623,000 | 28 |
| Trading account assets | $1,923,349,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $100,418,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $116,315,000 | 33 |
| 2010-03-31 | Rank | |
| Total securities | $2,482,054,000 | 75 |
| U.S. Government securities | $2,378,740,000 | 68 |
| U.S. Treasury securities | $88,518,000 | 67 |
| U.S. Government agency obligations | $2,290,222,000 | 68 |
| Securities issued by states & political subdivisions | $42,175,000 | 535 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $61,139,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,086,268,000 | 42 |
| Mortgage-backed securities | $2,177,833,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,005,616,000 | 67 |
| Issued or guaranteed by U.S. | $1,005,616,000 | 66 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,172,217,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,172,217,000 | 45 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $2,482,054,000 | 66 |
| Total debt securities | $2,420,914,000 | 76 |
| Structured notes | ||
| Amortized cost | $106,409,000 | 24 |
| Fair value | $112,389,000 | 21 |
| Trading account assets | $1,046,446,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $65,505,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $89,385,000 | 32 |
| 2009-12-31 | Rank | |
| Total securities | $2,479,558,000 | 79 |
| U.S. Government securities | $2,355,781,000 | 68 |
| U.S. Treasury securities | $48,129,000 | 93 |
| U.S. Government agency obligations | $2,307,652,000 | 68 |
| Securities issued by states & political subdivisions | $44,400,000 | 494 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $79,377,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,258,606,000 | 45 |
| Mortgage-backed securities | $2,189,507,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,000,077,000 | 67 |
| Issued or guaranteed by U.S. | $1,000,077,000 | 65 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,189,430,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,189,430,000 | 44 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,479,558,000 | 67 |
| Total debt securities | $2,400,181,000 | 83 |
| Structured notes | ||
| Amortized cost | $111,849,000 | 17 |
| Fair value | $118,145,000 | 15 |
| Trading account assets | $784,622,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $68,979,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $90,235,000 | 32 |
| 2009-09-30 | Rank | |
| Total securities | $2,429,176,000 | 87 |
| U.S. Government securities | $2,299,764,000 | 71 |
| U.S. Treasury securities | $48,325,000 | 83 |
| U.S. Government agency obligations | $2,251,439,000 | 71 |
| Securities issued by states & political subdivisions | $46,090,000 | 467 |
| Other domestic debt securities | $1,365,000 | 2,190 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,365,000 | 1,322 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $81,957,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,222,414,000 | 50 |
| Mortgage-backed securities | $2,129,667,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,053,914,000 | 67 |
| Issued or guaranteed by U.S. | $1,053,914,000 | 64 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,075,753,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,075,753,000 | 43 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $2,429,176,000 | 70 |
| Total debt securities | $2,347,220,000 | 88 |
| Structured notes | ||
| Amortized cost | $116,019,000 | 12 |
| Fair value | $121,772,000 | 12 |
| Trading account assets | $813,025,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $96,071,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $108,904,000 | 34 |
| 2009-06-30 | Rank | |
| Total securities | $2,623,138,000 | 84 |
| U.S. Government securities | $2,460,602,000 | 63 |
| U.S. Treasury securities | $48,406,000 | 84 |
| U.S. Government agency obligations | $2,412,196,000 | 62 |
| Securities issued by states & political subdivisions | $46,245,000 | 449 |
| Other domestic debt securities | $1,365,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,365,000 | 1,355 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $114,926,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,427,482,000 | 43 |
| Mortgage-backed securities | $2,286,978,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,117,547,000 | 65 |
| Issued or guaranteed by U.S. | $1,117,547,000 | 63 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,169,431,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,169,431,000 | 40 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $2,623,138,000 | 68 |
| Total debt securities | $2,508,212,000 | 88 |
| Structured notes | ||
| Amortized cost | $121,416,000 | 8 |
| Fair value | $125,218,000 | 8 |
| Trading account assets | $1,227,237,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $110,026,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $131,929,000 | 33 |
| 2009-03-31 | Rank | |
| Total securities | $2,820,834,000 | 79 |
| U.S. Government securities | $2,659,121,000 | 58 |
| U.S. Treasury securities | $48,502,000 | 76 |
| U.S. Government agency obligations | $2,610,619,000 | 54 |
| Securities issued by states & political subdivisions | $62,238,000 | 285 |
| Other domestic debt securities | $1,365,000 | 2,141 |
| 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 | $1,365,000 | 1,376 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $98,110,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,601,503,000 | 42 |
| Mortgage-backed securities | $2,477,508,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,205,963,000 | 63 |
| Issued or guaranteed by U.S. | $1,205,963,000 | 62 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,271,545,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,271,545,000 | 35 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $2,820,834,000 | 66 |
| Total debt securities | $2,722,723,000 | 78 |
| Structured notes | ||
| Amortized cost | $127,735,000 | 10 |
| Fair value | $133,111,000 | 10 |
| Trading account assets | $1,080,364,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $147,048,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $155,346,000 | 32 |
| 2008-12-31 | Rank | |
| Total securities | $2,930,076,000 | 72 |
| U.S. Government securities | $2,769,918,000 | 55 |
| U.S. Treasury securities | $48,720,000 | 62 |
| U.S. Government agency obligations | $2,721,198,000 | 54 |
| Securities issued by states & political subdivisions | $65,360,000 | 257 |
| Other domestic debt securities | $1,366,000 | 2,096 |
| 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 | $1,366,000 | 1,350 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $93,432,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,680,827,000 | 43 |
| Mortgage-backed securities | $2,587,497,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,249,517,000 | 61 |
| Issued or guaranteed by U.S. | $1,249,517,000 | 59 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,337,980,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,337,980,000 | 31 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $2,930,076,000 | 60 |
| Total debt securities | $2,836,643,000 | 72 |
| Structured notes | ||
| Amortized cost | $131,216,000 | 9 |
| Fair value | $133,701,000 | 9 |
| Trading account assets | $1,115,138,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $169,371,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $142,016,000 | 33 |
| 2008-09-30 | Rank | |
| Total securities | $2,656,827,000 | 72 |
| U.S. Government securities | $2,539,003,000 | 51 |
| U.S. Treasury securities | $48,031,000 | 56 |
| U.S. Government agency obligations | $2,490,972,000 | 51 |
| Securities issued by states & political subdivisions | $31,674,000 | 633 |
| Other domestic debt securities | $1,368,000 | 2,042 |
| 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 | $1,368,000 | 1,314 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $84,782,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,495,938,000 | 44 |
| Mortgage-backed securities | $2,355,652,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,260,864,000 | 57 |
| Issued or guaranteed by U.S. | $1,260,864,000 | 54 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,094,788,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,094,788,000 | 32 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $2,656,827,000 | 62 |
| Total debt securities | $2,572,045,000 | 74 |
| Structured notes | ||
| Amortized cost | $133,402,000 | 9 |
| Fair value | $135,320,000 | 8 |
| Trading account assets | $1,629,732,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $68,708,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $70,047,000 | 32 |
| 2008-06-30 | Rank | |
| Total securities | $2,726,090,000 | 75 |
| U.S. Government securities | $2,612,010,000 | 53 |
| U.S. Treasury securities | $47,772,000 | 53 |
| U.S. Government agency obligations | $2,564,238,000 | 53 |
| Securities issued by states & political subdivisions | $31,851,000 | 652 |
| Other domestic debt securities | $1,370,000 | 2,077 |
| 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 | $1,370,000 | 1,399 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $80,859,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,554,789,000 | 40 |
| Mortgage-backed securities | $2,429,842,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,292,585,000 | 59 |
| Issued or guaranteed by U.S. | $1,292,585,000 | 57 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,137,257,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,137,257,000 | 31 |
| 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) | $240,000 | 3,078 |
| Available-for-sale securities (fair market value) | $2,725,850,000 | 63 |
| Total debt securities | $2,645,230,000 | 75 |
| Structured notes | ||
| Amortized cost | $136,439,000 | 9 |
| Fair value | $134,396,000 | 10 |
| Trading account assets | $1,614,621,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $51,566,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $45,095,000 | 39 |
| 2008-03-31 | Rank | |
| Total securities | $2,880,254,000 | 75 |
| U.S. Government securities | $2,767,283,000 | 51 |
| U.S. Treasury securities | $43,074,000 | 57 |
| U.S. Government agency obligations | $2,724,209,000 | 52 |
| Securities issued by states & political subdivisions | $26,751,000 | 785 |
| Other domestic debt securities | $1,383,000 | 1,998 |
| 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 | $1,383,000 | 1,346 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $84,837,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,733,007,000 | 38 |
| Mortgage-backed securities | $2,582,661,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,372,734,000 | 62 |
| Issued or guaranteed by U.S. | $1,372,734,000 | 58 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,209,927,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,209,927,000 | 29 |
| 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) | $240,000 | 3,119 |
| Available-for-sale securities (fair market value) | $2,880,014,000 | 64 |
| Total debt securities | $2,795,415,000 | 75 |
| Structured notes | ||
| Amortized cost | $139,842,000 | 10 |
| Fair value | $141,548,000 | 10 |
| Trading account assets | $1,719,180,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $166,128,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $83,890,000 | 36 |
| 2007-12-31 | Rank | |
| Total securities | $2,875,384,000 | 72 |
| U.S. Government securities | $2,802,894,000 | 52 |
| U.S. Treasury securities | $42,015,000 | 68 |
| U.S. Government agency obligations | $2,760,879,000 | 51 |
| Securities issued by states & political subdivisions | $1,722,000 | 4,409 |
| Other domestic debt securities | $682,000 | 2,255 |
| 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 | $682,000 | 1,600 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $70,086,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,744,292,000 | 39 |
| Mortgage-backed securities | $2,532,869,000 | 55 |
| Certificates of participation in pools of residential mortgages | $1,322,221,000 | 59 |
| Issued or guaranteed by U.S. | $1,322,221,000 | 54 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,210,648,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,210,648,000 | 26 |
| 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) | $240,000 | 3,175 |
| Available-for-sale securities (fair market value) | $2,875,144,000 | 61 |
| Total debt securities | $2,805,298,000 | 73 |
| Structured notes | ||
| Amortized cost | $142,827,000 | 9 |
| Fair value | $147,995,000 | 7 |
| Trading account assets | $1,822,663,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $54,044,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $37,846,000 | 35 |
| 2007-09-30 | Rank | |
| Total securities | $2,905,361,000 | 75 |
| U.S. Government securities | $2,841,388,000 | 54 |
| U.S. Treasury securities | $34,652,000 | 83 |
| U.S. Government agency obligations | $2,806,736,000 | 52 |
| Securities issued by states & political subdivisions | $1,740,000 | 4,416 |
| Other domestic debt securities | $682,000 | 2,197 |
| 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 | $682,000 | 1,567 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $61,551,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,799,998,000 | 40 |
| Mortgage-backed securities | $2,580,258,000 | 55 |
| Certificates of participation in pools of residential mortgages | $1,339,774,000 | 55 |
| Issued or guaranteed by U.S. | $1,339,774,000 | 54 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,240,484,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,240,484,000 | 25 |
| 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) | $240,000 | 3,246 |
| Available-for-sale securities (fair market value) | $2,905,121,000 | 64 |
| Total debt securities | $2,843,810,000 | 76 |
| Structured notes | ||
| Amortized cost | $145,670,000 | 13 |
| Fair value | $146,320,000 | 12 |
| Trading account assets | $1,794,663,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $62,062,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $15,616,000 | 38 |
| 2007-06-30 | Rank | |
| Total securities | $3,204,294,000 | 70 |
| U.S. Government securities | $3,135,845,000 | 51 |
| U.S. Treasury securities | $268,608,000 | 20 |
| U.S. Government agency obligations | $2,867,237,000 | 53 |
| Securities issued by states & political subdivisions | $1,770,000 | 4,394 |
| Other domestic debt securities | $682,000 | 2,133 |
| 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 | $682,000 | 1,526 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $65,997,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,122,086,000 | 40 |
| Mortgage-backed securities | $2,641,551,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,364,603,000 | 52 |
| Issued or guaranteed by U.S. | $1,364,603,000 | 49 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,276,948,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,276,948,000 | 30 |
| 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) | $270,000 | 3,237 |
| Available-for-sale securities (fair market value) | $3,204,024,000 | 59 |
| Total debt securities | $3,138,298,000 | 70 |
| Structured notes | ||
| Amortized cost | $150,192,000 | 11 |
| Fair value | $146,344,000 | 12 |
| Trading account assets | $2,310,184,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $21,252,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $15,743,000 | 40 |
| 2007-03-31 | Rank | |
| Total securities | $3,099,833,000 | 75 |
| U.S. Government securities | $3,066,720,000 | 53 |
| U.S. Treasury securities | $49,794,000 | 73 |
| U.S. Government agency obligations | $3,016,926,000 | 51 |
| Securities issued by states & political subdivisions | $1,769,000 | 4,418 |
| Other domestic debt securities | $682,000 | 2,148 |
| 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 | $682,000 | 1,561 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $30,662,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,072,843,000 | 41 |
| Mortgage-backed securities | $2,782,140,000 | 55 |
| Certificates of participation in pools of residential mortgages | $1,424,010,000 | 53 |
| Issued or guaranteed by U.S. | $1,424,010,000 | 49 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,358,130,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,358,130,000 | 29 |
| 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) | $269,000 | 3,308 |
| Available-for-sale securities (fair market value) | $3,099,564,000 | 64 |
| Total debt securities | $3,069,171,000 | 75 |
| Structured notes | ||
| Amortized cost | $154,805,000 | 14 |
| Fair value | $155,018,000 | 13 |
| Trading account assets | $2,465,762,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $22,813,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $10,298,000 | 41 |
| 2006-12-31 | Rank | |
| Total securities | $3,689,642,000 | 65 |
| U.S. Government securities | $3,635,817,000 | 48 |
| U.S. Treasury securities | $49,813,000 | 84 |
| U.S. Government agency obligations | $3,586,004,000 | 44 |
| Securities issued by states & political subdivisions | $1,769,000 | 4,429 |
| Other domestic debt securities | $682,000 | 2,162 |
| 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 | $682,000 | 1,597 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $51,374,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,549,161,000 | 36 |
| Mortgage-backed securities | $3,340,864,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,735,852,000 | 47 |
| Issued or guaranteed by U.S. | $1,735,852,000 | 44 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,605,012,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,605,012,000 | 24 |
| 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) | $269,000 | 3,389 |
| Available-for-sale securities (fair market value) | $3,689,373,000 | 57 |
| Total debt securities | $3,638,267,000 | 66 |
| Structured notes | ||
| Amortized cost | $159,553,000 | 12 |
| Fair value | $158,762,000 | 12 |
| Trading account assets | $2,252,344,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $22,147,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $9,374,000 | 41 |
| 2006-09-30 | Rank | |
| Total securities | $3,773,056,000 | 68 |
| U.S. Government securities | $3,738,079,000 | 52 |
| U.S. Treasury securities | $49,909,000 | 84 |
| U.S. Government agency obligations | $3,688,170,000 | 51 |
| Securities issued by states & political subdivisions | $1,869,000 | 4,394 |
| Other domestic debt securities | $682,000 | 2,181 |
| 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 | $682,000 | 1,617 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $32,426,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,570,321,000 | 38 |
| Mortgage-backed securities | $3,438,982,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,575,503,000 | 52 |
| Issued or guaranteed by U.S. | $1,575,503,000 | 50 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,863,479,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,863,479,000 | 25 |
| 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) | $369,000 | 3,354 |
| Available-for-sale securities (fair market value) | $3,772,687,000 | 61 |
| Total debt securities | $3,740,629,000 | 69 |
| Structured notes | ||
| Amortized cost | $163,556,000 | 12 |
| Fair value | $162,847,000 | 12 |
| Trading account assets | $2,537,513,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $25,326,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $10,423,000 | 40 |
| 2006-06-30 | Rank | |
| Total securities | $2,922,477,000 | 78 |
| U.S. Government securities | $2,885,870,000 | 55 |
| U.S. Treasury securities | $49,903,000 | 91 |
| U.S. Government agency obligations | $2,835,967,000 | 55 |
| Securities issued by states & political subdivisions | $1,884,000 | 4,377 |
| Other domestic debt securities | $682,000 | 2,206 |
| 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 | $682,000 | 1,665 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $34,041,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,728,413,000 | 41 |
| Mortgage-backed securities | $2,585,779,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,127,299,000 | 71 |
| Issued or guaranteed by U.S. | $1,127,299,000 | 63 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,458,480,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,458,480,000 | 30 |
| 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) | $384,000 | 3,396 |
| Available-for-sale securities (fair market value) | $2,922,093,000 | 67 |
| Total debt securities | $2,888,436,000 | 78 |
| Structured notes | ||
| Amortized cost | $169,298,000 | 11 |
| Fair value | $165,173,000 | 11 |
| Trading account assets | $2,198,861,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $16,279,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $17,509,000 | 38 |
| 2006-03-31 | Rank | |
| Total securities | $2,761,738,000 | 85 |
| U.S. Government securities | $2,719,150,000 | 62 |
| U.S. Treasury securities | $50,847,000 | 97 |
| U.S. Government agency obligations | $2,668,303,000 | 62 |
| Securities issued by states & political subdivisions | $1,898,000 | 4,398 |
| Other domestic debt securities | $682,000 | 2,268 |
| 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 | $682,000 | 1,734 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $40,008,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,620,505,000 | 45 |
| Mortgage-backed securities | $2,409,118,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,061,691,000 | 74 |
| Issued or guaranteed by U.S. | $1,061,691,000 | 69 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,347,427,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,347,427,000 | 30 |
| 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) | $383,000 | 3,460 |
| Available-for-sale securities (fair market value) | $2,761,355,000 | 72 |
| Total debt securities | $2,721,730,000 | 85 |
| Structured notes | ||
| Amortized cost | $175,272,000 | 10 |
| Fair value | $173,687,000 | 10 |
| Trading account assets | $2,528,620,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $20,611,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $20,012,000 | 36 |
| 2005-12-31 | Rank | |
| Total securities | $2,733,856,000 | 91 |
| U.S. Government securities | $2,700,343,000 | 67 |
| U.S. Treasury securities | $40,560,000 | 115 |
| U.S. Government agency obligations | $2,659,783,000 | 64 |
| Securities issued by states & political subdivisions | $2,525,000 | 4,065 |
| Other domestic debt securities | $682,000 | 2,348 |
| 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 | $682,000 | 1,840 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $30,306,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,440,723,000 | 50 |
| Mortgage-backed securities | $2,525,865,000 | 68 |
| Certificates of participation in pools of residential mortgages | $892,659,000 | 79 |
| Issued or guaranteed by U.S. | $892,659,000 | 76 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,633,206,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,633,206,000 | 25 |
| 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) | $383,000 | 3,530 |
| Available-for-sale securities (fair market value) | $2,733,473,000 | 74 |
| Total debt securities | $2,703,549,000 | 91 |
| Structured notes | ||
| Amortized cost | $78,309,000 | 33 |
| Fair value | $76,576,000 | 34 |
| Trading account assets | $2,146,557,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $13,697,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $9,016,000 | 38 |
| 2005-09-30 | Rank | |
| Total securities | $2,666,929,000 | 92 |
| U.S. Government securities | $2,637,589,000 | 66 |
| U.S. Treasury securities | $39,827,000 | 116 |
| U.S. Government agency obligations | $2,597,762,000 | 65 |
| Securities issued by states & political subdivisions | $3,534,000 | 3,604 |
| Other domestic debt securities | $682,000 | 2,385 |
| 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 | $682,000 | 1,910 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $25,124,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,494,376,000 | 51 |
| Mortgage-backed securities | $2,459,837,000 | 69 |
| Certificates of participation in pools of residential mortgages | $937,878,000 | 77 |
| Issued or guaranteed by U.S. | $937,878,000 | 75 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,521,959,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,521,959,000 | 31 |
| 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) | $383,000 | 3,574 |
| Available-for-sale securities (fair market value) | $2,666,546,000 | 76 |
| Total debt securities | $2,641,808,000 | 94 |
| Structured notes | ||
| Amortized cost | $81,073,000 | 28 |
| Fair value | $80,316,000 | 28 |
| Trading account assets | $2,029,387,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $15,852,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $14,336,000 | 34 |
| 2005-06-30 | Rank | |
| Total securities | $2,826,127,000 | 86 |
| U.S. Government securities | $2,755,085,000 | 66 |
| U.S. Treasury securities | $39,719,000 | 122 |
| U.S. Government agency obligations | $2,715,366,000 | 65 |
| Securities issued by states & political subdivisions | $5,186,000 | 2,984 |
| Other domestic debt securities | $43,202,000 | 324 |
| Privately issued residential mortgage-backed securities | $42,520,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $682,000 | 1,992 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $22,654,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,656,084,000 | 48 |
| Mortgage-backed securities | $2,660,901,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,000,217,000 | 77 |
| Issued or guaranteed by U.S. | $1,000,217,000 | 73 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,660,684,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,618,164,000 | 31 |
| Privately issued | $42,520,000 | 185 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $407,000 | 3,618 |
| Available-for-sale securities (fair market value) | $2,825,720,000 | 72 |
| Total debt securities | $2,803,474,000 | 87 |
| Structured notes | ||
| Amortized cost | $39,827,000 | 69 |
| Fair value | $39,838,000 | 67 |
| Trading account assets | $2,079,777,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $15,311,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $15,176,000 | 32 |
| 2005-03-31 | Rank | |
| Total securities | $2,737,909,000 | 95 |
| U.S. Government securities | $2,657,849,000 | 71 |
| U.S. Treasury securities | $39,565,000 | 125 |
| U.S. Government agency obligations | $2,618,284,000 | 70 |
| Securities issued by states & political subdivisions | $6,875,000 | 2,521 |
| Other domestic debt securities | $46,203,000 | 314 |
| Privately issued residential mortgage-backed securities | $45,521,000 | 188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $682,000 | 2,091 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $26,982,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,602,826,000 | 50 |
| Mortgage-backed securities | $2,573,909,000 | 70 |
| Certificates of participation in pools of residential mortgages | $923,133,000 | 85 |
| Issued or guaranteed by U.S. | $923,133,000 | 82 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,650,776,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,605,255,000 | 31 |
| Privately issued | $45,521,000 | 176 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $442,000 | 3,618 |
| Available-for-sale securities (fair market value) | $2,737,467,000 | 78 |
| Total debt securities | $2,710,929,000 | 93 |
| Structured notes | ||
| Amortized cost | $39,810,000 | 67 |
| Fair value | $39,425,000 | 65 |
| Trading account assets | $1,848,126,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $21,531,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $25,045,000 | 26 |
| 2004-12-31 | Rank | |
| Total securities | $2,518,383,000 | 102 |
| U.S. Government securities | $2,435,325,000 | 85 |
| U.S. Treasury securities | $53,204,000 | 105 |
| U.S. Government agency obligations | $2,382,121,000 | 81 |
| Securities issued by states & political subdivisions | $8,268,000 | 2,239 |
| Other domestic debt securities | $51,259,000 | 287 |
| Privately issued residential mortgage-backed securities | $50,000,000 | 174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,259,000 | 1,732 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $23,531,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,402,905,000 | 59 |
| Mortgage-backed securities | $2,391,162,000 | 75 |
| Certificates of participation in pools of residential mortgages | $874,619,000 | 92 |
| Issued or guaranteed by U.S. | $874,619,000 | 90 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,516,543,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,466,543,000 | 34 |
| Privately issued | $50,000,000 | 158 |
| 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) | $441,000 | 3,668 |
| Available-for-sale securities (fair market value) | $2,517,942,000 | 88 |
| Total debt securities | $2,494,854,000 | 103 |
| Structured notes | ||
| Amortized cost | $39,794,000 | 67 |
| Fair value | $39,938,000 | 64 |
| Trading account assets | $997,759,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $9,744,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $9,810,000 | 37 |
| 2004-09-30 | Rank | |
| Total securities | $1,611,768,000 | 137 |
| U.S. Government securities | $1,579,735,000 | 112 |
| U.S. Treasury securities | $50,890,000 | 113 |
| U.S. Government agency obligations | $1,528,845,000 | 109 |
| Securities issued by states & political subdivisions | $9,771,000 | 1,981 |
| Other domestic debt securities | $1,259,000 | 2,151 |
| 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 | $1,259,000 | 1,782 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $21,003,000 | 173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,555,504,000 | 78 |
| Mortgage-backed securities | $1,527,811,000 | 99 |
| Certificates of participation in pools of residential mortgages | $654,446,000 | 109 |
| Issued or guaranteed by U.S. | $654,446,000 | 106 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $873,365,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $873,365,000 | 47 |
| 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) | $541,000 | 3,626 |
| Available-for-sale securities (fair market value) | $1,611,227,000 | 123 |
| Total debt securities | $1,590,765,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $1,077,723,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $9,138,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $10,982,000 | 38 |
| 2004-06-30 | Rank | |
| Total securities | $2,233,977,000 | 110 |
| U.S. Government securities | $2,207,358,000 | 88 |
| U.S. Treasury securities | $47,516,000 | 125 |
| U.S. Government agency obligations | $2,159,842,000 | 86 |
| Securities issued by states & political subdivisions | $11,239,000 | 1,726 |
| Other domestic debt securities | $1,372,000 | 2,181 |
| 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 | $1,372,000 | 1,823 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $14,008,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,134,626,000 | 60 |
| Mortgage-backed securities | $2,158,799,000 | 79 |
| Certificates of participation in pools of residential mortgages | $806,111,000 | 98 |
| Issued or guaranteed by U.S. | $806,111,000 | 95 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,352,688,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,352,688,000 | 32 |
| 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) | $559,000 | 3,639 |
| Available-for-sale securities (fair market value) | $2,233,418,000 | 97 |
| Total debt securities | $2,219,970,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $994,306,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $18,016,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $17,635,000 | 35 |
| 2004-03-31 | Rank | |
| Total securities | $2,294,410,000 | 107 |
| U.S. Government securities | $2,260,585,000 | 84 |
| U.S. Treasury securities | $47,842,000 | 124 |
| U.S. Government agency obligations | $2,212,743,000 | 81 |
| Securities issued by states & political subdivisions | $13,315,000 | 1,492 |
| Other domestic debt securities | $1,373,000 | 2,282 |
| 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 | $1,373,000 | 1,914 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $19,137,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,028,343,000 | 57 |
| Mortgage-backed securities | $2,211,678,000 | 76 |
| Certificates of participation in pools of residential mortgages | $929,386,000 | 87 |
| Issued or guaranteed by U.S. | $929,386,000 | 84 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,282,292,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,282,292,000 | 35 |
| 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) | $929,000 | 3,394 |
| Available-for-sale securities (fair market value) | $2,293,481,000 | 91 |
| Total debt securities | $2,275,272,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $822,502,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $18,492,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $23,359,000 | 35 |
| 2003-12-31 | Rank | |
| Total securities | $2,285,913,000 | 114 |
| U.S. Government securities | $2,249,638,000 | 88 |
| U.S. Treasury securities | $47,612,000 | 129 |
| U.S. Government agency obligations | $2,202,026,000 | 83 |
| Securities issued by states & political subdivisions | $14,423,000 | 1,367 |
| Other domestic debt securities | $2,425,000 | 1,864 |
| 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 | $2,425,000 | 1,582 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $19,427,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,087,022,000 | 59 |
| Mortgage-backed securities | $2,200,862,000 | 77 |
| Certificates of participation in pools of residential mortgages | $954,021,000 | 85 |
| Issued or guaranteed by U.S. | $954,021,000 | 82 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,246,841,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,246,841,000 | 42 |
| 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) | $1,028,000 | 3,354 |
| Available-for-sale securities (fair market value) | $2,284,885,000 | 98 |
| Total debt securities | $2,266,485,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $813,278,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $12,788,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $13,556,000 | 36 |
| 2003-09-30 | Rank | |
| Total securities | $2,426,473,000 | 107 |
| U.S. Government securities | $2,235,968,000 | 85 |
| U.S. Treasury securities | $46,000,000 | 123 |
| U.S. Government agency obligations | $2,189,968,000 | 84 |
| Securities issued by states & political subdivisions | $16,733,000 | 1,167 |
| Other domestic debt securities | $152,101,000 | 134 |
| Privately issued residential mortgage-backed securities | $149,714,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,387,000 | 1,678 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $21,671,000 | 216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,176,289,000 | 58 |
| Mortgage-backed securities | $2,338,505,000 | 70 |
| Certificates of participation in pools of residential mortgages | $994,503,000 | 81 |
| Issued or guaranteed by U.S. | $994,503,000 | 79 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,344,002,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,194,288,000 | 41 |
| Privately issued | $149,714,000 | 65 |
| 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) | $150,741,000 | 147 |
| Available-for-sale securities (fair market value) | $2,275,732,000 | 98 |
| Total debt securities | $2,404,802,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $1,062,882,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $34,747,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $35,387,000 | 31 |
| 2003-06-30 | Rank | |
| Total securities | $2,164,873,000 | 113 |
| U.S. Government securities | $1,920,718,000 | 99 |
| U.S. Treasury securities | $41,980,000 | 131 |
| U.S. Government agency obligations | $1,878,738,000 | 92 |
| Securities issued by states & political subdivisions | $20,753,000 | 910 |
| Other domestic debt securities | $191,422,000 | 119 |
| Privately issued residential mortgage-backed securities | $189,657,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,765,000 | 1,994 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $31,980,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,798,681,000 | 63 |
| Mortgage-backed securities | $2,067,183,000 | 78 |
| Certificates of participation in pools of residential mortgages | $832,946,000 | 85 |
| Issued or guaranteed by U.S. | $832,946,000 | 83 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,234,237,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,044,580,000 | 51 |
| Privately issued | $189,657,000 | 60 |
| 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) | $191,223,000 | 120 |
| Available-for-sale securities (fair market value) | $1,973,650,000 | 107 |
| Total debt securities | $2,132,893,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $919,925,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $34,356,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $42,334,000 | 32 |
| 2003-03-31 | Rank | |
| Total securities | $2,060,116,000 | 118 |
| U.S. Government securities | $1,775,142,000 | 103 |
| U.S. Treasury securities | $38,832,000 | 151 |
| U.S. Government agency obligations | $1,736,310,000 | 98 |
| Securities issued by states & political subdivisions | $21,770,000 | 816 |
| Other domestic debt securities | $231,572,000 | 101 |
| Privately issued residential mortgage-backed securities | $230,307,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,265,000 | 2,263 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $31,632,000 | 145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,674,592,000 | 65 |
| Mortgage-backed securities | $1,965,410,000 | 81 |
| Certificates of participation in pools of residential mortgages | $393,181,000 | 149 |
| Issued or guaranteed by U.S. | $393,181,000 | 145 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,572,229,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,341,922,000 | 42 |
| Privately issued | $230,307,000 | 53 |
| 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) | $231,696,000 | 107 |
| Available-for-sale securities (fair market value) | $1,828,420,000 | 113 |
| Total debt securities | $2,028,484,000 | 118 |
| Structured notes | ||
| Amortized cost | $251,000 | 1,610 |
| Fair value | $251,000 | 1,638 |
| Trading account assets | $860,001,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $34,115,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $39,887,000 | 31 |
| 2002-12-31 | Rank | |
| Total securities | $2,403,821,000 | 99 |
| U.S. Government securities | $2,085,032,000 | 93 |
| U.S. Treasury securities | $55,425,000 | 118 |
| U.S. Government agency obligations | $2,029,607,000 | 88 |
| Securities issued by states & political subdivisions | $24,425,000 | 692 |
| Other domestic debt securities | $263,423,000 | 87 |
| Privately issued residential mortgage-backed securities | $262,211,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,212,000 | 2,316 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $30,941,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,992,349,000 | 58 |
| Mortgage-backed securities | $2,279,965,000 | 70 |
| Certificates of participation in pools of residential mortgages | $424,154,000 | 139 |
| Issued or guaranteed by U.S. | $424,154,000 | 136 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,855,811,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,593,600,000 | 31 |
| Privately issued | $262,211,000 | 48 |
| 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) | $263,764,000 | 92 |
| Available-for-sale securities (fair market value) | $2,140,057,000 | 102 |
| Total debt securities | $2,372,880,000 | 101 |
| Structured notes | ||
| Amortized cost | $282,000 | 1,410 |
| Fair value | $284,000 | 1,410 |
| Trading account assets | $928,260,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $34,263,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $35,085,000 | 32 |
| 2001-12-31 | Rank | |
| Total securities | $2,256,253,000 | 95 |
| U.S. Government securities | $1,764,928,000 | 86 |
| U.S. Treasury securities | $64,138,000 | 116 |
| U.S. Government agency obligations | $1,700,790,000 | 83 |
| Securities issued by states & political subdivisions | $37,880,000 | 375 |
| Other domestic debt securities | $419,497,000 | 71 |
| Privately issued residential mortgage-backed securities | $418,342,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,155,000 | 2,359 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $33,948,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,589,537,000 | 53 |
| Mortgage-backed securities | $2,064,680,000 | 72 |
| Certificates of participation in pools of residential mortgages | $114,957,000 | 324 |
| Issued or guaranteed by U.S. | $114,957,000 | 320 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,949,723,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,531,381,000 | 29 |
| Privately issued | $418,342,000 | 38 |
| 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) | $424,257,000 | 58 |
| Available-for-sale securities (fair market value) | $1,831,996,000 | 101 |
| Total debt securities | $2,222,305,000 | 95 |
| Structured notes | ||
| Amortized cost | $581,000 | 497 |
| Fair value | $586,000 | 501 |
| Trading account assets | $679,885,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $33,707,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $36,983,000 | 30 |
| 2000-12-31 | Rank | |
| Total securities | $2,508,002,000 | 81 |
| U.S. Government securities | $1,742,346,000 | 78 |
| U.S. Treasury securities | $26,705,000 | 267 |
| U.S. Government agency obligations | $1,715,641,000 | 72 |
| Securities issued by states & political subdivisions | $26,386,000 | 549 |
| Other domestic debt securities | $632,786,000 | 50 |
| Privately issued residential mortgage-backed securities | $629,585,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,201,000 | 1,278 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $106,484,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,641,882,000 | 55 |
| Mortgage-backed securities | $2,265,906,000 | 55 |
| Certificates of participation in pools of residential mortgages | $142,944,000 | 254 |
| Issued or guaranteed by U.S. | $142,944,000 | 249 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,122,962,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $1,493,377,000 | 22 |
| Privately issued | $629,585,000 | 22 |
| 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) | $483,279,000 | 71 |
| Available-for-sale securities (fair market value) | $2,024,723,000 | 79 |
| Total debt securities | $2,401,518,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $253,796,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $2,725,884,000 | 76 |
| U.S. Government securities | $1,688,430,000 | 85 |
| U.S. Treasury securities | $72,462,000 | 150 |
| U.S. Government agency obligations | $1,615,968,000 | 79 |
| Securities issued by states & political subdivisions | $5,847,000 | 2,630 |
| Other domestic debt securities | $923,296,000 | 38 |
| Privately issued residential mortgage-backed securities | $922,424,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $872,000 | 2,114 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $108,311,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,548,916,000 | 63 |
| Mortgage-backed securities | $2,484,834,000 | 48 |
| Certificates of participation in pools of residential mortgages | $272,409,000 | 168 |
| Issued or guaranteed by U.S. | $272,409,000 | 165 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,212,425,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $1,290,001,000 | 21 |
| Privately issued | $922,424,000 | 14 |
| 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) | $610,891,000 | 62 |
| Available-for-sale securities (fair market value) | $2,114,993,000 | 82 |
| Total debt securities | $2,617,573,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $147,040,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $2,015,523,000 | 93 |
| U.S. Government securities | $1,487,984,000 | 93 |
| U.S. Treasury securities | $65,996,000 | 217 |
| U.S. Government agency obligations | $1,421,988,000 | 86 |
| Securities issued by states & political subdivisions | $7,912,000 | 2,105 |
| Other domestic debt securities | $449,180,000 | 58 |
| Privately issued residential mortgage-backed securities | $448,972,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $208,000 | 2,664 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $70,447,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,460,254,000 | 62 |
| Mortgage-backed securities | $1,835,396,000 | 65 |
| Certificates of participation in pools of residential mortgages | $165,901,000 | 266 |
| Issued or guaranteed by U.S. | $165,901,000 | 260 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,669,495,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $1,220,523,000 | 24 |
| Privately issued | $448,972,000 | 27 |
| 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) | $456,884,000 | 75 |
| Available-for-sale securities (fair market value) | $1,558,639,000 | 94 |
| Total debt securities | $1,945,076,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $358,304,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,854,030,000 | 94 |
| U.S. Government securities | $1,778,521,000 | 72 |
| U.S. Treasury securities | $163,649,000 | 132 |
| U.S. Government agency obligations | $1,614,872,000 | 66 |
| Securities issued by states & political subdivisions | $9,647,000 | 1,522 |
| Other domestic debt securities | $323,000 | 2,632 |
| 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 | $323,000 | 2,100 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $65,539,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,663,003,000 | 49 |
| Mortgage-backed securities | $1,500,707,000 | 69 |
| Certificates of participation in pools of residential mortgages | $230,607,000 | 207 |
| Issued or guaranteed by U.S. | $230,607,000 | 203 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,270,100,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $1,270,100,000 | 20 |
| 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) | $9,647,000 | 2,876 |
| Available-for-sale securities (fair market value) | $1,844,383,000 | 74 |
| Total debt securities | $1,788,491,000 | 92 |
| Structured notes | ||
| Amortized cost | $16,273,000 | 78 |
| Fair value | $16,523,000 | 77 |
| Trading account assets | $253,240,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $1,883,396,000 | 98 |
| U.S. Government securities | $1,810,039,000 | 76 |
| U.S. Treasury securities | $255,917,000 | 98 |
| U.S. Government agency obligations | $1,554,122,000 | 70 |
| Securities issued by states & political subdivisions | $14,128,000 | 985 |
| Other domestic debt securities | $8,534,000 | 637 |
| 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 | $8,534,000 | 434 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $50,695,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,508,392,000 | 46 |
| Mortgage-backed securities | $1,417,027,000 | 79 |
| Certificates of participation in pools of residential mortgages | $290,478,000 | 187 |
| Issued or guaranteed by U.S. | $290,478,000 | 185 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,126,549,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $1,126,549,000 | 20 |
| 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) | $14,121,000 | 2,482 |
| Available-for-sale securities (fair market value) | $1,869,275,000 | 66 |
| Total debt securities | $1,832,693,000 | 97 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 669 |
| Fair value | $2,996,000 | 668 |
| Trading account assets | $150,402,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,769,732,000 | 102 |
| U.S. Government securities | $1,687,674,000 | 86 |
| U.S. Treasury securities | $108,788,000 | 256 |
| U.S. Government agency obligations | $1,578,886,000 | 66 |
| Securities issued by states & political subdivisions | $18,569,000 | 673 |
| Other domestic debt securities | $11,273,000 | 635 |
| 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 | $11,273,000 | 437 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $52,216,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,427,713,000 | 51 |
| Mortgage-backed securities | $1,553,029,000 | 61 |
| Certificates of participation in pools of residential mortgages | $272,817,000 | 202 |
| Issued or guaranteed by U.S. | $272,817,000 | 197 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,280,212,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $1,280,212,000 | 20 |
| 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) | $18,506,000 | 2,140 |
| Available-for-sale securities (fair market value) | $1,751,226,000 | 72 |
| Total debt securities | $1,717,452,000 | 104 |
| Structured notes | ||
| Amortized cost | $5,750,000 | 580 |
| Fair value | $5,660,000 | 576 |
| Trading account assets | $182,655,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,927,547,000 | 95 |
| U.S. Government securities | $1,847,177,000 | 78 |
| U.S. Treasury securities | $277,274,000 | 140 |
| U.S. Government agency obligations | $1,569,903,000 | 67 |
| Securities issued by states & political subdivisions | $29,236,000 | 380 |
| Other domestic debt securities | $4,203,000 | 1,298 |
| 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 | $4,203,000 | 993 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $46,931,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,335,667,000 | 53 |
| Mortgage-backed securities | $1,556,336,000 | 66 |
| Certificates of participation in pools of residential mortgages | $293,320,000 | 186 |
| Issued or guaranteed by U.S. | $293,320,000 | 177 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,263,016,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $1,263,016,000 | 18 |
| 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) | $862,285,000 | 146 |
| Available-for-sale securities (fair market value) | $1,065,262,000 | 68 |
| Total debt securities | $1,880,037,000 | 96 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $170,030,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $2,115,842,000 | 76 |
| U.S. Government securities | $1,982,983,000 | 68 |
| U.S. Treasury securities | $289,485,000 | 152 |
| U.S. Government agency obligations | $1,693,498,000 | 46 |
| Securities issued by states & political subdivisions | $45,892,000 | 224 |
| Other domestic debt securities | $53,998,000 | 267 |
| Privately issued residential mortgage-backed securities | $3,721,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,277,000 | 167 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $32,969,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,288,641,000 | 52 |
| Mortgage-backed securities | $1,651,579,000 | 53 |
| Certificates of participation in pools of residential mortgages | $423,839,000 | 138 |
| Issued or guaranteed by U.S. | $423,839,000 | 116 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,227,740,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $1,224,019,000 | 19 |
| Privately issued | $3,721,000 | 400 |
| 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 | $2,082,873,000 | 76 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $178,663,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,596,985,000 | 50 |
| U.S. Government securities | $2,283,885,000 | 40 |
| U.S. Treasury securities | $200,927,000 | 194 |
| U.S. Government agency obligations | $2,082,958,000 | 25 |
| Securities issued by states & political subdivisions | $76,673,000 | 121 |
| Other domestic debt securities | $221,783,000 | 90 |
| Privately issued residential mortgage-backed securities | $127,142,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $94,641,000 | 89 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $14,644,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,040,801,000 | 54 |
| Mortgage-backed securities | $2,210,100,000 | 26 |
| Certificates of participation in pools of residential mortgages | $338,822,000 | 157 |
| Issued or guaranteed by U.S. | $338,822,000 | 139 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,871,278,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $1,744,136,000 | 10 |
| Privately issued | $127,142,000 | 34 |
| 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 | $2,582,341,000 | 50 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $188,607,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |