Home > Synovus Bank > Securities
Synovus Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $9,803,668,000 | 43 |
| U.S. Government securities | $9,009,890,000 | 39 |
| U.S. Treasury securities | $597,629,000 | 66 |
| U.S. Government agency obligations | $8,412,261,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $778,772,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $770,100,000 | 34 |
| Other domestic debt securities - All other | $8,672,000 | 708 |
| 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 | $5,194,750,000 | 49 |
| Mortgage-backed securities | $8,383,321,000 | 34 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,356,043,000 | 25 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $587,595,000 | 81 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $439,683,000 | 46 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $9,788,662,000 | 38 |
| Total debt securities | $9,788,662,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $94,208,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $238,662,000 | 26 |
| 2023-09-30 | Rank | |
| Total securities | $9,251,542,000 | 51 |
| U.S. Government securities | $8,806,920,000 | 40 |
| U.S. Treasury securities | $509,460,000 | 73 |
| U.S. Government agency obligations | $8,297,460,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $430,271,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $421,623,000 | 53 |
| Other domestic debt securities - All other | $8,648,000 | 704 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,540,416,000 | 51 |
| Mortgage-backed securities | $8,249,954,000 | 36 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,154,006,000 | 26 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $578,836,000 | 79 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $517,112,000 | 39 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $9,237,191,000 | 40 |
| Total debt securities | $9,237,191,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $153,689,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $374,865,000 | 26 |
| 2023-06-30 | Rank | |
| Total securities | $9,635,942,000 | 48 |
| U.S. Government securities | $9,202,043,000 | 42 |
| U.S. Treasury securities | $473,890,000 | 79 |
| U.S. Government agency obligations | $8,728,153,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $419,132,000 | 99 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $410,494,000 | 52 |
| Other domestic debt securities - All other | $8,638,000 | 712 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,564,327,000 | 52 |
| Mortgage-backed securities | $8,679,550,000 | 36 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,594,743,000 | 25 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $615,951,000 | 77 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $468,856,000 | 43 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $9,621,175,000 | 40 |
| Total debt securities | $9,621,175,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $118,342,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $320,872,000 | 26 |
| 2023-03-31 | Rank | |
| Total securities | $9,747,576,000 | 51 |
| U.S. Government securities | $9,306,831,000 | 44 |
| U.S. Treasury securities | $480,280,000 | 79 |
| U.S. Government agency obligations | $8,826,551,000 | 40 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $425,787,000 | 105 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $417,021,000 | 52 |
| Other domestic debt securities - All other | $8,766,000 | 738 |
| 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 | $4,845,692,000 | 51 |
| Mortgage-backed securities | $8,777,606,000 | 39 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,734,045,000 | 27 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $648,559,000 | 80 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $395,002,000 | 52 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $9,732,618,000 | 40 |
| Total debt securities | $9,732,618,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $85,803,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $272,765,000 | 26 |
| 2022-12-31 | Rank | |
| Total securities | $9,692,818,000 | 57 |
| U.S. Government securities | $9,257,191,000 | 47 |
| U.S. Treasury securities | $471,813,000 | 89 |
| U.S. Government agency obligations | $8,785,378,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $420,912,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $412,311,000 | 51 |
| Other domestic debt securities - All other | $8,601,000 | 759 |
| 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 | $4,473,667,000 | 44 |
| Mortgage-backed securities | $8,736,580,000 | 41 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,687,819,000 | 27 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $655,127,000 | 82 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $393,634,000 | 51 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $9,678,103,000 | 43 |
| Total debt securities | $9,678,103,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $89,310,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $322,845,000 | 27 |
| 2022-09-30 | Rank | |
| Total securities | $9,602,173,000 | 59 |
| U.S. Government securities | $9,569,380,000 | 47 |
| U.S. Treasury securities | $467,756,000 | 90 |
| U.S. Government agency obligations | $9,101,624,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $18,128,000 | 762 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $18,128,000 | 462 |
| 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 | $4,011,046,000 | 44 |
| Mortgage-backed securities | $9,053,054,000 | 42 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,555,551,000 | 28 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $684,508,000 | 85 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $812,995,000 | 33 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $9,587,508,000 | 46 |
| Total debt securities | $9,587,508,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $77,220,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $325,354,000 | 31 |
| 2022-06-30 | Rank | |
| Total securities | $9,905,109,000 | 57 |
| U.S. Government securities | $9,670,296,000 | 47 |
| U.S. Treasury securities | $386,584,000 | 101 |
| U.S. Government agency obligations | $9,283,712,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $219,554,000 | 148 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $201,366,000 | 46 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $18,188,000 | 468 |
| 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 | $3,864,140,000 | 48 |
| Mortgage-backed securities | $9,232,817,000 | 43 |
| Certificates of participation in pools of residential mortgages | $7,874,612,000 | 28 |
| Issued or guaranteed by U.S. | $7,874,612,000 | 28 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $753,086,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $753,086,000 | 82 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $605,119,000 | 92 |
| Commercial mortgage pass-through securities | $605,119,000 | 41 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $9,889,850,000 | 44 |
| Total debt securities | $9,889,850,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $188,994,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $152,201,000 | 33 |
| 2022-03-31 | Rank | |
| Total securities | $10,478,848,000 | 54 |
| U.S. Government securities | $10,107,440,000 | 45 |
| U.S. Treasury securities | $394,586,000 | 89 |
| U.S. Government agency obligations | $9,712,854,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $355,661,000 | 106 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $337,037,000 | 33 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $18,624,000 | 455 |
| 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 | $3,742,798,000 | 47 |
| Mortgage-backed securities | $9,661,049,000 | 42 |
| Certificates of participation in pools of residential mortgages | $8,307,375,000 | 27 |
| Issued or guaranteed by U.S. | $8,307,375,000 | 27 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $822,878,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $822,878,000 | 79 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $530,796,000 | 101 |
| Commercial mortgage pass-through securities | $530,796,000 | 46 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $10,463,101,000 | 43 |
| Total debt securities | $10,463,101,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $156,210,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $95,707,000 | 35 |
| 2021-12-31 | Rank | |
| Total securities | $10,934,781,000 | 50 |
| U.S. Government securities | $10,385,340,000 | 44 |
| U.S. Treasury securities | $117,838,000 | 165 |
| U.S. Government agency obligations | $10,267,502,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $532,989,000 | 70 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $514,188,000 | 28 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $18,801,000 | 436 |
| 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 | $4,033,161,000 | 41 |
| Mortgage-backed securities | $10,213,301,000 | 39 |
| Certificates of participation in pools of residential mortgages | $8,791,934,000 | 26 |
| Issued or guaranteed by U.S. | $8,791,934,000 | 26 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $939,623,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $939,623,000 | 76 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $481,744,000 | 106 |
| Commercial mortgage pass-through securities | $481,744,000 | 47 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $10,918,329,000 | 46 |
| Total debt securities | $10,918,329,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $167,560,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $74,514,000 | 33 |
| 2021-09-30 | Rank | |
| Total securities | $10,497,677,000 | 49 |
| U.S. Government securities | $9,812,043,000 | 45 |
| U.S. Treasury securities | $117,893,000 | 121 |
| U.S. Government agency obligations | $9,694,150,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $669,028,000 | 58 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $650,000,000 | 25 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $19,028,000 | 402 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,739,873,000 | 43 |
| Mortgage-backed securities | $9,639,161,000 | 41 |
| Certificates of participation in pools of residential mortgages | $8,143,150,000 | 27 |
| Issued or guaranteed by U.S. | $8,143,150,000 | 27 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,057,488,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $1,057,488,000 | 68 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $438,523,000 | 107 |
| Commercial mortgage pass-through securities | $438,523,000 | 45 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $10,481,071,000 | 46 |
| Total debt securities | $10,481,071,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $197,018,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $105,488,000 | 27 |
| 2021-06-30 | Rank | |
| Total securities | $9,458,840,000 | 52 |
| U.S. Government securities | $9,423,463,000 | 44 |
| U.S. Treasury securities | $118,231,000 | 112 |
| U.S. Government agency obligations | $9,305,232,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $18,707,000 | 616 |
| 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 | $18,707,000 | 381 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,731,303,000 | 43 |
| Mortgage-backed securities | $9,249,117,000 | 41 |
| Certificates of participation in pools of residential mortgages | $7,684,529,000 | 26 |
| Issued or guaranteed by U.S. | $7,684,529,000 | 26 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,104,046,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $1,104,046,000 | 65 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $460,542,000 | 103 |
| Commercial mortgage pass-through securities | $460,542,000 | 38 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $9,442,170,000 | 47 |
| Total debt securities | $9,442,172,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $225,813,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $113,154,000 | 27 |
| 2021-03-31 | Rank | |
| Total securities | $8,842,377,000 | 54 |
| U.S. Government securities | $8,807,024,000 | 46 |
| U.S. Treasury securities | $66,456,000 | 130 |
| U.S. Government agency obligations | $8,740,568,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $18,733,000 | 589 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $18,733,000 | 362 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,837,478,000 | 40 |
| Mortgage-backed securities | $8,659,394,000 | 42 |
| Certificates of participation in pools of residential mortgages | $7,056,957,000 | 27 |
| Issued or guaranteed by U.S. | $7,056,957,000 | 27 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,157,223,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $1,157,223,000 | 62 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $445,214,000 | 103 |
| Commercial mortgage pass-through securities | $445,214,000 | 40 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $8,825,757,000 | 48 |
| Total debt securities | $8,825,757,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $211,787,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $130,737,000 | 25 |
| 2020-12-31 | Rank | |
| Total securities | $7,979,336,000 | 57 |
| U.S. Government securities | $7,941,938,000 | 47 |
| U.S. Treasury securities | $20,257,000 | 280 |
| U.S. Government agency obligations | $7,921,681,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $20,500,000 | 534 |
| 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 | $20,500,000 | 332 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,838,931,000 | 43 |
| Mortgage-backed securities | $7,839,361,000 | 44 |
| Certificates of participation in pools of residential mortgages | $6,218,063,000 | 30 |
| Issued or guaranteed by U.S. | $6,218,063,000 | 30 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,250,377,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,250,377,000 | 59 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $370,921,000 | 109 |
| Commercial mortgage pass-through securities | $370,921,000 | 42 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $7,962,438,000 | 51 |
| Total debt securities | $7,962,438,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $314,234,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $153,204,000 | 29 |
| 2020-09-30 | Rank | |
| Total securities | $7,583,454,000 | 58 |
| U.S. Government securities | $7,546,087,000 | 47 |
| U.S. Treasury securities | $20,254,000 | 275 |
| U.S. Government agency obligations | $7,525,833,000 | 42 |
| Securities issued by states & political subdivisions | $501,000 | 4,023 |
| Other domestic debt securities | $19,937,000 | 521 |
| 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 | $19,937,000 | 324 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,344,917,000 | 59 |
| Mortgage-backed securities | $7,369,219,000 | 43 |
| Certificates of participation in pools of residential mortgages | $5,669,778,000 | 31 |
| Issued or guaranteed by U.S. | $5,669,778,000 | 31 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,345,284,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,345,284,000 | 53 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $354,157,000 | 104 |
| Commercial mortgage pass-through securities | $354,157,000 | 42 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $7,566,525,000 | 51 |
| Total debt securities | $7,566,525,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $362,700,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $176,338,000 | 28 |
| 2020-06-30 | Rank | |
| Total securities | $7,214,410,000 | 57 |
| U.S. Government securities | $7,078,301,000 | 48 |
| U.S. Treasury securities | $19,921,000 | 299 |
| U.S. Government agency obligations | $7,058,380,000 | 42 |
| Securities issued by states & political subdivisions | $1,007,000 | 3,860 |
| Other domestic debt securities | $118,185,000 | 158 |
| 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 | $118,185,000 | 70 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,490,422,000 | 57 |
| Mortgage-backed securities | $6,887,014,000 | 42 |
| Certificates of participation in pools of residential mortgages | $5,308,680,000 | 30 |
| Issued or guaranteed by U.S. | $5,308,680,000 | 30 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,213,081,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,213,081,000 | 58 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $365,253,000 | 98 |
| Commercial mortgage pass-through securities | $365,253,000 | 40 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $7,197,493,000 | 50 |
| Total debt securities | $7,197,493,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $390,228,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $192,556,000 | 27 |
| 2020-03-31 | Rank | |
| Total securities | $6,954,002,000 | 54 |
| U.S. Government securities | $6,664,638,000 | 48 |
| U.S. Treasury securities | $19,918,000 | 284 |
| U.S. Government agency obligations | $6,644,720,000 | 43 |
| Securities issued by states & political subdivisions | $1,005,000 | 3,849 |
| Other domestic debt securities | $271,597,000 | 82 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $145,975,000 | 28 |
| Other domestic debt securities - All other | $125,622,000 | 64 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,158,963,000 | 62 |
| Mortgage-backed securities | $6,569,864,000 | 43 |
| Certificates of participation in pools of residential mortgages | $5,605,247,000 | 28 |
| Issued or guaranteed by U.S. | $5,605,247,000 | 28 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $628,880,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $628,880,000 | 82 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $335,737,000 | 102 |
| Commercial mortgage pass-through securities | $335,737,000 | 42 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $6,937,240,000 | 46 |
| Total debt securities | $6,937,240,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $367,841,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $178,496,000 | 32 |
| 2019-12-31 | Rank | |
| Total securities | $6,795,147,000 | 53 |
| U.S. Government securities | $6,302,470,000 | 46 |
| U.S. Treasury securities | $19,855,000 | 295 |
| U.S. Government agency obligations | $6,282,615,000 | 42 |
| Securities issued by states & political subdivisions | $2,075,000 | 3,553 |
| Other domestic debt securities | $474,125,000 | 55 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $327,400,000 | 16 |
| Other domestic debt securities - All other | $146,725,000 | 54 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,710,466,000 | 66 |
| Mortgage-backed securities | $6,246,074,000 | 41 |
| Certificates of participation in pools of residential mortgages | $5,237,631,000 | 28 |
| Issued or guaranteed by U.S. | $5,237,631,000 | 28 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $636,851,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $636,851,000 | 86 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $371,592,000 | 93 |
| Commercial mortgage pass-through securities | $371,592,000 | 38 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $6,778,670,000 | 45 |
| Total debt securities | $6,778,670,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $138,672,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $25,849,000 | 51 |
| 2019-09-30 | Rank | |
| Total securities | $6,908,704,000 | 52 |
| U.S. Government securities | $6,121,887,000 | 48 |
| U.S. Treasury securities | $19,782,000 | 291 |
| U.S. Government agency obligations | $6,102,105,000 | 43 |
| Securities issued by states & political subdivisions | $2,089,000 | 3,576 |
| Other domestic debt securities | $768,186,000 | 35 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $115,547,000 | 31 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $506,331,000 | 12 |
| Other domestic debt securities - All other | $146,308,000 | 52 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,456,554,000 | 74 |
| Mortgage-backed securities | $6,180,775,000 | 42 |
| Certificates of participation in pools of residential mortgages | $5,135,182,000 | 29 |
| Issued or guaranteed by U.S. | $5,135,182,000 | 29 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $665,922,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $665,922,000 | 87 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $379,671,000 | 88 |
| Commercial mortgage pass-through securities | $374,647,000 | 38 |
| Other commercial mortgage-backed securities | $5,024,000 | 589 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $6,892,162,000 | 46 |
| Total debt securities | $6,892,162,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $178,976,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $38,702,000 | 46 |
| 2019-06-30 | Rank | |
| Total securities | $7,023,402,000 | 50 |
| U.S. Government securities | $6,209,723,000 | 46 |
| U.S. Treasury securities | $19,689,000 | 294 |
| U.S. Government agency obligations | $6,190,034,000 | 41 |
| Securities issued by states & political subdivisions | $2,100,000 | 3,628 |
| Other domestic debt securities | $795,189,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $143,577,000 | 29 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $505,117,000 | 12 |
| Other domestic debt securities - All other | $146,495,000 | 51 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,594,112,000 | 70 |
| Mortgage-backed securities | $6,267,924,000 | 42 |
| Certificates of participation in pools of residential mortgages | $5,036,948,000 | 28 |
| Issued or guaranteed by U.S. | $5,036,948,000 | 28 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $862,533,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $862,533,000 | 70 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $368,443,000 | 83 |
| Commercial mortgage pass-through securities | $363,487,000 | 37 |
| Other commercial mortgage-backed securities | $4,956,000 | 560 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $7,007,012,000 | 45 |
| Total debt securities | $7,007,014,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $134,504,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $32,193,000 | 48 |
| 2019-03-31 | Rank | |
| Total securities | $6,824,338,000 | 51 |
| U.S. Government securities | $6,029,310,000 | 46 |
| U.S. Treasury securities | $19,584,000 | 294 |
| U.S. Government agency obligations | $6,009,726,000 | 41 |
| Securities issued by states & political subdivisions | $2,106,000 | 3,685 |
| Other domestic debt securities | $776,775,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $121,401,000 | 28 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $510,305,000 | 12 |
| Other domestic debt securities - All other | $145,069,000 | 50 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,839,422,000 | 64 |
| Mortgage-backed securities | $6,045,846,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,716,251,000 | 29 |
| Issued or guaranteed by U.S. | $4,716,251,000 | 29 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $987,770,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $987,770,000 | 63 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $341,825,000 | 84 |
| Commercial mortgage pass-through securities | $336,987,000 | 37 |
| Other commercial mortgage-backed securities | $4,838,000 | 517 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $6,808,191,000 | 45 |
| Total debt securities | $6,808,191,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $74,114,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,755,000 | 54 |
| 2018-12-31 | Rank | |
| Total securities | $3,994,800,000 | 72 |
| U.S. Government securities | $3,974,697,000 | 63 |
| U.S. Treasury securities | $122,078,000 | 93 |
| U.S. Government agency obligations | $3,852,619,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $16,935,000 | 445 |
| 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 | $16,935,000 | 291 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,559,249,000 | 69 |
| Mortgage-backed securities | $3,814,237,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,495,855,000 | 43 |
| Issued or guaranteed by U.S. | $2,495,855,000 | 43 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,188,518,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,188,518,000 | 61 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $129,864,000 | 146 |
| Commercial mortgage pass-through securities | $129,864,000 | 65 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,991,632,000 | 60 |
| Total debt securities | $3,991,631,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $19,265,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $15,716,000 | 63 |
| 2018-09-30 | Rank | |
| Total securities | $3,886,692,000 | 70 |
| U.S. Government securities | $3,866,455,000 | 62 |
| U.S. Treasury securities | $120,640,000 | 94 |
| U.S. Government agency obligations | $3,745,815,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $17,119,000 | 426 |
| 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 | $17,119,000 | 285 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,289,038,000 | 80 |
| Mortgage-backed securities | $3,707,952,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,590,249,000 | 41 |
| Issued or guaranteed by U.S. | $2,590,249,000 | 41 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,117,703,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,117,703,000 | 61 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,883,574,000 | 58 |
| Total debt securities | $3,883,575,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $9,890,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,822,000 | 61 |
| 2018-06-30 | Rank | |
| Total securities | $3,933,086,000 | 70 |
| U.S. Government securities | $3,912,804,000 | 63 |
| U.S. Treasury securities | $120,633,000 | 93 |
| U.S. Government agency obligations | $3,792,171,000 | 58 |
| Securities issued by states & political subdivisions | $115,000 | 4,543 |
| Other domestic debt securities | $17,043,000 | 479 |
| 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 | $17,043,000 | 288 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,346,967,000 | 80 |
| Mortgage-backed securities | $3,751,237,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,634,789,000 | 43 |
| Issued or guaranteed by U.S. | $2,634,789,000 | 43 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,116,448,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,116,448,000 | 58 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $3,929,962,000 | 57 |
| Total debt securities | $3,929,962,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $10,915,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,303,000 | 60 |
| 2018-03-31 | Rank | |
| Total securities | $3,994,109,000 | 70 |
| U.S. Government securities | $3,973,737,000 | 60 |
| U.S. Treasury securities | $120,931,000 | 87 |
| U.S. Government agency obligations | $3,852,806,000 | 56 |
| Securities issued by states & political subdivisions | $115,000 | 4,592 |
| Other domestic debt securities | $17,126,000 | 415 |
| 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 | $17,126,000 | 282 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,014,087,000 | 95 |
| Mortgage-backed securities | $3,841,909,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,776,869,000 | 41 |
| Issued or guaranteed by U.S. | $2,776,869,000 | 41 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,065,040,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,065,040,000 | 57 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $3,990,978,000 | 57 |
| Total debt securities | $3,990,978,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $7,672,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $7,672,000 | 72 |
| Revaluation losses on off-balance sheet contracts | $16,122,000 | 58 |
| 2017-12-31 | Rank | |
| Total securities | $3,987,070,000 | 68 |
| U.S. Government securities | $3,966,499,000 | 59 |
| U.S. Treasury securities | $82,674,000 | 108 |
| U.S. Government agency obligations | $3,883,825,000 | 56 |
| Securities issued by states & political subdivisions | $180,000 | 4,638 |
| Other domestic debt securities | $20,391,000 | 373 |
| 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 | $20,391,000 | 251 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,999,832,000 | 54 |
| Mortgage-backed securities | $3,872,963,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,760,964,000 | 40 |
| Issued or guaranteed by U.S. | $2,760,964,000 | 40 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,111,999,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,111,999,000 | 54 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $3,987,070,000 | 56 |
| Total debt securities | $3,987,070,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $10,786,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $10,786,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $12,638,000 | 56 |
| 2017-09-30 | Rank | |
| Total securities | $3,825,443,000 | 67 |
| U.S. Government securities | $3,804,895,000 | 58 |
| U.S. Treasury securities | $83,181,000 | 103 |
| U.S. Government agency obligations | $3,721,714,000 | 56 |
| Securities issued by states & political subdivisions | $181,000 | 4,677 |
| Other domestic debt securities | $20,367,000 | 381 |
| 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 | $20,367,000 | 264 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,690,477,000 | 64 |
| Mortgage-backed securities | $3,710,676,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,779,236,000 | 39 |
| Issued or guaranteed by U.S. | $2,779,236,000 | 39 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $931,440,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $931,440,000 | 56 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $3,825,443,000 | 54 |
| Total debt securities | $3,825,443,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $14,896,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $14,896,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $12,369,000 | 57 |
| 2017-06-30 | Rank | |
| Total securities | $3,827,058,000 | 66 |
| U.S. Government securities | $3,806,494,000 | 57 |
| U.S. Treasury securities | $83,133,000 | 104 |
| U.S. Government agency obligations | $3,723,361,000 | 55 |
| Securities issued by states & political subdivisions | $290,000 | 4,662 |
| Other domestic debt securities | $20,274,000 | 400 |
| 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 | $20,274,000 | 279 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,734,375,000 | 62 |
| Mortgage-backed securities | $3,711,050,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,988,630,000 | 39 |
| Issued or guaranteed by U.S. | $2,988,630,000 | 38 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $722,420,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $722,420,000 | 70 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $3,827,058,000 | 54 |
| Total debt securities | $3,827,056,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $15,332,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $15,332,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $13,389,000 | 55 |
| 2017-03-31 | Rank | |
| Total securities | $3,782,942,000 | 68 |
| U.S. Government securities | $3,761,037,000 | 58 |
| U.S. Treasury securities | $82,891,000 | 105 |
| U.S. Government agency obligations | $3,678,146,000 | 54 |
| Securities issued by states & political subdivisions | $1,801,000 | 4,168 |
| Other domestic debt securities | $20,104,000 | 406 |
| 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 | $20,104,000 | 279 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,753,764,000 | 62 |
| Mortgage-backed securities | $3,665,715,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,968,823,000 | 39 |
| Issued or guaranteed by U.S. | $2,968,823,000 | 38 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $696,892,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $696,892,000 | 73 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $3,782,942,000 | 55 |
| Total debt securities | $3,782,941,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $15,548,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $15,548,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $15,923,000 | 50 |
| 2016-12-31 | Rank | |
| Total securities | $3,714,413,000 | 66 |
| U.S. Government securities | $3,691,780,000 | 60 |
| U.S. Treasury securities | $107,802,000 | 94 |
| U.S. Government agency obligations | $3,583,978,000 | 55 |
| Securities issued by states & political subdivisions | $2,793,000 | 3,950 |
| Other domestic debt securities | $19,840,000 | 403 |
| 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 | $19,840,000 | 276 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,040,256,000 | 49 |
| Mortgage-backed securities | $3,570,985,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,680,543,000 | 40 |
| Issued or guaranteed by U.S. | $2,680,543,000 | 39 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $890,442,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $890,442,000 | 59 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $3,714,413,000 | 56 |
| Total debt securities | $3,714,413,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $17,157,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $17,157,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $17,531,000 | 53 |
| 2016-09-30 | Rank | |
| Total securities | $3,594,506,000 | 66 |
| U.S. Government securities | $3,571,571,000 | 61 |
| U.S. Treasury securities | $74,512,000 | 105 |
| U.S. Government agency obligations | $3,497,059,000 | 56 |
| Securities issued by states & political subdivisions | $2,899,000 | 3,950 |
| Other domestic debt securities | $20,036,000 | 399 |
| 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 | $20,036,000 | 272 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,005,405,000 | 51 |
| Mortgage-backed securities | $3,483,916,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,607,807,000 | 38 |
| Issued or guaranteed by U.S. | $2,607,807,000 | 37 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $876,109,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $876,109,000 | 61 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $3,594,506,000 | 57 |
| Total debt securities | $3,594,507,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $32,336,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $32,336,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $32,747,000 | 51 |
| 2016-06-30 | Rank | |
| Total securities | $3,572,285,000 | 67 |
| U.S. Government securities | $3,548,454,000 | 62 |
| U.S. Treasury securities | $74,823,000 | 100 |
| U.S. Government agency obligations | $3,473,631,000 | 57 |
| Securities issued by states & political subdivisions | $3,046,000 | 3,938 |
| Other domestic debt securities | $20,127,000 | 408 |
| 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 | $20,127,000 | 272 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $658,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,189,360,000 | 52 |
| Mortgage-backed securities | $3,410,065,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,774,451,000 | 37 |
| Issued or guaranteed by U.S. | $2,774,451,000 | 36 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $635,614,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $635,614,000 | 77 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $3,572,285,000 | 57 |
| Total debt securities | $3,571,628,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $36,804,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $36,804,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $37,221,000 | 54 |
| 2016-03-31 | Rank | |
| Total securities | $3,574,735,000 | 69 |
| U.S. Government securities | $3,549,944,000 | 62 |
| U.S. Treasury securities | $43,706,000 | 144 |
| U.S. Government agency obligations | $3,506,238,000 | 57 |
| Securities issued by states & political subdivisions | $4,040,000 | 3,750 |
| Other domestic debt securities | $20,057,000 | 403 |
| 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 | $20,057,000 | 270 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $694,000 | 608 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,271,486,000 | 49 |
| Mortgage-backed securities | $3,366,085,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,816,030,000 | 38 |
| Issued or guaranteed by U.S. | $2,816,030,000 | 37 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $550,055,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $550,055,000 | 81 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $3,574,735,000 | 58 |
| Total debt securities | $3,574,040,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $33,788,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $33,788,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $34,232,000 | 50 |
| 2015-12-31 | Rank | |
| Total securities | $3,578,793,000 | 66 |
| U.S. Government securities | $3,553,907,000 | 62 |
| U.S. Treasury securities | $43,356,000 | 159 |
| U.S. Government agency obligations | $3,510,551,000 | 55 |
| Securities issued by states & political subdivisions | $4,434,000 | 3,693 |
| Other domestic debt securities | $19,803,000 | 399 |
| 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 | $19,803,000 | 267 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $649,000 | 619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,428,908,000 | 46 |
| Mortgage-backed securities | $3,370,020,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,840,423,000 | 36 |
| Issued or guaranteed by U.S. | $2,840,423,000 | 35 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $529,597,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $529,597,000 | 83 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $3,578,793,000 | 57 |
| Total debt securities | $3,578,147,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $25,580,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $25,580,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $26,030,000 | 49 |
| 2015-09-30 | Rank | |
| Total securities | $3,479,427,000 | 67 |
| U.S. Government securities | $3,454,641,000 | 61 |
| U.S. Treasury securities | $43,673,000 | 144 |
| U.S. Government agency obligations | $3,410,968,000 | 57 |
| Securities issued by states & political subdivisions | $4,546,000 | 3,710 |
| Other domestic debt securities | $19,673,000 | 400 |
| 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 | $19,673,000 | 265 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $567,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,135,339,000 | 54 |
| Mortgage-backed securities | $3,269,567,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,758,948,000 | 37 |
| Issued or guaranteed by U.S. | $2,758,948,000 | 35 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $510,619,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $510,619,000 | 89 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $3,479,427,000 | 56 |
| Total debt securities | $3,478,859,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $32,710,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $32,710,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $33,158,000 | 49 |
| 2015-06-30 | Rank | |
| Total securities | $3,347,802,000 | 69 |
| U.S. Government securities | $3,322,739,000 | 63 |
| U.S. Treasury securities | $43,532,000 | 145 |
| U.S. Government agency obligations | $3,279,207,000 | 59 |
| Securities issued by states & political subdivisions | $4,685,000 | 3,678 |
| Other domestic debt securities | $19,647,000 | 406 |
| 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 | $19,647,000 | 268 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $731,000 | 624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,225,314,000 | 53 |
| Mortgage-backed securities | $3,126,072,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,588,804,000 | 41 |
| Issued or guaranteed by U.S. | $2,588,804,000 | 39 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $537,268,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $537,268,000 | 87 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $3,347,802,000 | 57 |
| Total debt securities | $3,347,071,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $27,948,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $27,948,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $28,566,000 | 43 |
| 2015-03-31 | Rank | |
| Total securities | $3,123,606,000 | 70 |
| U.S. Government securities | $3,098,997,000 | 66 |
| U.S. Treasury securities | $43,618,000 | 136 |
| U.S. Government agency obligations | $3,055,379,000 | 62 |
| Securities issued by states & political subdivisions | $5,108,000 | 3,595 |
| Other domestic debt securities | $18,763,000 | 415 |
| 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 | $18,763,000 | 278 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $738,000 | 635 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,049,540,000 | 58 |
| Mortgage-backed securities | $2,948,105,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,379,533,000 | 41 |
| Issued or guaranteed by U.S. | $2,379,533,000 | 39 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $568,572,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $568,572,000 | 84 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $3,123,606,000 | 58 |
| Total debt securities | $3,122,868,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $33,183,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $33,183,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $33,856,000 | 47 |
| 2014-12-31 | Rank | |
| Total securities | $3,035,291,000 | 70 |
| U.S. Government securities | $3,010,765,000 | 65 |
| U.S. Treasury securities | $42,826,000 | 130 |
| U.S. Government agency obligations | $2,967,939,000 | 61 |
| Securities issued by states & political subdivisions | $5,206,000 | 3,612 |
| Other domestic debt securities | $18,688,000 | 408 |
| 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 | $18,688,000 | 270 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $632,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,118,615,000 | 55 |
| Mortgage-backed securities | $2,858,573,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,441,496,000 | 38 |
| Issued or guaranteed by U.S. | $2,441,496,000 | 36 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $417,077,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $417,077,000 | 104 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $3,035,291,000 | 59 |
| Total debt securities | $3,034,660,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $30,904,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $30,904,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $31,398,000 | 41 |
| 2014-09-30 | Rank | |
| Total securities | $3,044,689,000 | 71 |
| U.S. Government securities | $3,019,926,000 | 64 |
| U.S. Treasury securities | $42,668,000 | 132 |
| U.S. Government agency obligations | $2,977,258,000 | 61 |
| Securities issued by states & political subdivisions | $5,301,000 | 3,632 |
| Other domestic debt securities | $18,673,000 | 413 |
| 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 | $18,673,000 | 272 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $789,000 | 636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,928,650,000 | 61 |
| Mortgage-backed securities | $2,867,462,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,494,003,000 | 38 |
| Issued or guaranteed by U.S. | $2,494,003,000 | 36 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $373,459,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $373,459,000 | 112 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $3,044,689,000 | 61 |
| Total debt securities | $3,043,901,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $30,184,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $30,184,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $30,689,000 | 36 |
| 2014-06-30 | Rank | |
| Total securities | $3,074,116,000 | 72 |
| U.S. Government securities | $3,064,040,000 | 65 |
| U.S. Treasury securities | $17,793,000 | 229 |
| U.S. Government agency obligations | $3,046,247,000 | 62 |
| Securities issued by states & political subdivisions | $5,429,000 | 3,643 |
| Other domestic debt securities | $3,763,000 | 1,077 |
| 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 | $3,763,000 | 799 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $884,000 | 631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,152,539,000 | 57 |
| Mortgage-backed securities | $2,899,147,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,512,675,000 | 42 |
| Issued or guaranteed by U.S. | $2,512,675,000 | 40 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $386,472,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $386,472,000 | 110 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $3,074,116,000 | 62 |
| Total debt securities | $3,073,233,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $34,476,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $34,476,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $35,046,000 | 37 |
| 2014-03-31 | Rank | |
| Total securities | $3,126,240,000 | 72 |
| U.S. Government securities | $3,114,597,000 | 65 |
| U.S. Treasury securities | $17,792,000 | 229 |
| U.S. Government agency obligations | $3,096,805,000 | 62 |
| Securities issued by states & political subdivisions | $6,453,000 | 3,486 |
| Other domestic debt securities | $3,843,000 | 1,100 |
| 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 | $3,843,000 | 821 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,347,000 | 533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,138,964,000 | 56 |
| Mortgage-backed securities | $2,949,091,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,555,182,000 | 40 |
| Issued or guaranteed by U.S. | $2,555,182,000 | 38 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $393,909,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $393,909,000 | 109 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $3,126,240,000 | 61 |
| Total debt securities | $3,124,891,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $34,924,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $34,924,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $35,775,000 | 35 |
| 2013-12-31 | Rank | |
| Total securities | $3,193,264,000 | 71 |
| U.S. Government securities | $3,181,194,000 | 60 |
| U.S. Treasury securities | $17,791,000 | 209 |
| U.S. Government agency obligations | $3,163,403,000 | 57 |
| Securities issued by states & political subdivisions | $6,889,000 | 3,404 |
| Other domestic debt securities | $3,691,000 | 1,163 |
| 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 | $3,691,000 | 860 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,490,000 | 504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,381,275,000 | 53 |
| Mortgage-backed securities | $3,015,017,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,616,477,000 | 38 |
| Issued or guaranteed by U.S. | $2,616,477,000 | 36 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $398,540,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $398,540,000 | 109 |
| 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) | $3,193,264,000 | 61 |
| Total debt securities | $3,191,773,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $38,482,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $38,482,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $39,436,000 | 37 |
| 2013-09-30 | Rank | |
| Total securities | $3,146,601,000 | 69 |
| U.S. Government securities | $3,131,006,000 | 60 |
| U.S. Treasury securities | $17,357,000 | 199 |
| U.S. Government agency obligations | $3,113,649,000 | 58 |
| Securities issued by states & political subdivisions | $9,581,000 | 2,963 |
| Other domestic debt securities | $4,649,000 | 1,070 |
| 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 | $4,649,000 | 776 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,365,000 | 554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,297,747,000 | 53 |
| Mortgage-backed securities | $2,964,913,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,603,234,000 | 36 |
| Issued or guaranteed by U.S. | $2,603,234,000 | 34 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $361,679,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $361,679,000 | 114 |
| 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) | $3,146,601,000 | 61 |
| Total debt securities | $3,145,235,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $41,365,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $41,365,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $42,345,000 | 37 |
| 2013-06-30 | Rank | |
| Total securities | $3,073,647,000 | 69 |
| U.S. Government securities | $3,059,169,000 | 62 |
| U.S. Treasury securities | $357,000 | 1,042 |
| U.S. Government agency obligations | $3,058,812,000 | 60 |
| Securities issued by states & political subdivisions | $11,024,000 | 2,732 |
| Other domestic debt securities | $3,454,000 | 1,255 |
| 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 | $3,454,000 | 930 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,310,900,000 | 52 |
| Mortgage-backed securities | $2,834,429,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,514,914,000 | 38 |
| Issued or guaranteed by U.S. | $2,514,914,000 | 36 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $319,515,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $319,515,000 | 128 |
| 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) | $3,073,647,000 | 59 |
| Total debt securities | $3,073,646,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $44,790,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $44,790,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $45,991,000 | 35 |
| 2013-03-31 | Rank | |
| Total securities | $3,045,791,000 | 74 |
| U.S. Government securities | $3,029,464,000 | 64 |
| U.S. Treasury securities | $357,000 | 1,054 |
| U.S. Government agency obligations | $3,029,107,000 | 63 |
| Securities issued by states & political subdivisions | $13,015,000 | 2,471 |
| Other domestic debt securities | $3,312,000 | 1,266 |
| 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 | $3,312,000 | 923 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,359,333,000 | 51 |
| Mortgage-backed securities | $2,726,137,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,460,601,000 | 39 |
| Issued or guaranteed by U.S. | $2,460,601,000 | 37 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $265,536,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $265,536,000 | 149 |
| 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) | $3,045,791,000 | 65 |
| Total debt securities | $3,045,791,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $54,761,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $54,761,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $55,683,000 | 36 |
| 2012-12-31 | Rank | |
| Total securities | $2,978,264,000 | 70 |
| U.S. Government securities | $2,959,287,000 | 62 |
| U.S. Treasury securities | $356,000 | 1,025 |
| U.S. Government agency obligations | $2,958,931,000 | 60 |
| Securities issued by states & political subdivisions | $15,797,000 | 2,152 |
| Other domestic debt securities | $3,180,000 | 1,269 |
| 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 | $3,180,000 | 907 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,283,590,000 | 49 |
| Mortgage-backed securities | $2,627,574,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,113,085,000 | 40 |
| Issued or guaranteed by U.S. | $2,113,085,000 | 38 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $514,489,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $514,489,000 | 86 |
| 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) | $2,978,264,000 | 62 |
| Total debt securities | $2,978,264,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $61,869,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $61,869,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $62,912,000 | 37 |
| 2012-09-30 | Rank | |
| Total securities | $3,226,510,000 | 67 |
| U.S. Government securities | $3,202,783,000 | 58 |
| U.S. Treasury securities | $356,000 | 969 |
| U.S. Government agency obligations | $3,202,427,000 | 55 |
| Securities issued by states & political subdivisions | $19,545,000 | 1,787 |
| Other domestic debt securities | $4,182,000 | 1,156 |
| 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 | $4,182,000 | 825 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,113,301,000 | 50 |
| Mortgage-backed securities | $2,794,081,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,207,624,000 | 40 |
| Issued or guaranteed by U.S. | $2,207,624,000 | 38 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $586,457,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $586,457,000 | 82 |
| 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) | $3,226,510,000 | 58 |
| Total debt securities | $3,226,509,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $71,110,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $71,110,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $72,349,000 | 37 |
| 2012-06-30 | Rank | |
| Total securities | $3,567,552,000 | 66 |
| U.S. Government securities | $3,541,351,000 | 53 |
| U.S. Treasury securities | $307,000 | 962 |
| U.S. Government agency obligations | $3,541,044,000 | 51 |
| Securities issued by states & political subdivisions | $21,098,000 | 1,629 |
| Other domestic debt securities | $5,103,000 | 1,056 |
| 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 | $5,103,000 | 745 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,157,333,000 | 48 |
| Mortgage-backed securities | $2,936,838,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,336,671,000 | 39 |
| Issued or guaranteed by U.S. | $2,336,671,000 | 38 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $600,167,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $600,167,000 | 82 |
| 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) | $3,567,552,000 | 57 |
| Total debt securities | $3,567,551,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $74,472,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $74,472,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $75,761,000 | 37 |
| 2012-03-31 | Rank | |
| Total securities | $3,710,251,000 | 62 |
| U.S. Government securities | $3,681,952,000 | 55 |
| U.S. Treasury securities | $357,000 | 1,027 |
| U.S. Government agency obligations | $3,681,595,000 | 51 |
| Securities issued by states & political subdivisions | $23,213,000 | 1,429 |
| Other domestic debt securities | $5,086,000 | 1,056 |
| 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 | $5,086,000 | 734 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,336,908,000 | 47 |
| Mortgage-backed securities | $2,998,669,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,368,104,000 | 38 |
| Issued or guaranteed by U.S. | $2,368,104,000 | 37 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $630,565,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $630,565,000 | 83 |
| 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) | $3,710,251,000 | 55 |
| Total debt securities | $3,710,251,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $75,377,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $75,377,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $76,715,000 | 34 |
| 2011-12-31 | Rank | |
| Total securities | $3,687,758,000 | 63 |
| U.S. Government securities | $3,655,599,000 | 54 |
| U.S. Treasury securities | $426,000 | 944 |
| U.S. Government agency obligations | $3,655,173,000 | 51 |
| Securities issued by states & political subdivisions | $25,318,000 | 1,280 |
| Other domestic debt securities | $6,841,000 | 895 |
| 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 | $6,841,000 | 567 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,476,378,000 | 43 |
| Mortgage-backed securities | $2,939,259,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,287,759,000 | 39 |
| Issued or guaranteed by U.S. | $2,287,759,000 | 39 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $651,500,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $651,500,000 | 72 |
| 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) | $3,687,758,000 | 56 |
| Total debt securities | $3,687,759,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $83,072,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $83,072,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $85,534,000 | 35 |
| 2011-09-30 | Rank | |
| Total securities | $3,591,632,000 | 62 |
| U.S. Government securities | $3,556,800,000 | 52 |
| U.S. Treasury securities | $41,057,000 | 102 |
| U.S. Government agency obligations | $3,515,743,000 | 50 |
| Securities issued by states & political subdivisions | $27,991,000 | 1,102 |
| Other domestic debt securities | $6,841,000 | 890 |
| 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 | $6,841,000 | 540 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,469,389,000 | 44 |
| Mortgage-backed securities | $2,534,192,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,131,324,000 | 41 |
| Issued or guaranteed by U.S. | $2,131,324,000 | 40 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $402,868,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $402,868,000 | 101 |
| 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) | $3,591,632,000 | 56 |
| Total debt securities | $3,591,632,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $87,269,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $87,269,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $89,798,000 | 34 |
| 2011-06-30 | Rank | |
| Total securities | $3,229,939,000 | 69 |
| U.S. Government securities | $3,112,299,000 | 61 |
| U.S. Treasury securities | $257,929,000 | 37 |
| U.S. Government agency obligations | $2,854,370,000 | 62 |
| Securities issued by states & political subdivisions | $29,287,000 | 1,001 |
| Other domestic debt securities | $88,353,000 | 172 |
| 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 | $88,353,000 | 86 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,497,635,000 | 43 |
| Mortgage-backed securities | $2,148,883,000 | 71 |
| Certificates of participation in pools of residential mortgages | $2,131,478,000 | 40 |
| Issued or guaranteed by U.S. | $2,131,478,000 | 40 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $17,405,000 | 1,143 |
| CMOs issued by government agencies or sponsored agencies | $17,405,000 | 998 |
| 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) | $3,229,939,000 | 62 |
| Total debt securities | $3,229,939,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $77,969,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $77,969,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $80,800,000 | 35 |
| 2011-03-31 | Rank | |
| Total securities | $3,310,539,000 | 68 |
| U.S. Government securities | $3,186,488,000 | 60 |
| U.S. Treasury securities | $256,483,000 | 34 |
| U.S. Government agency obligations | $2,930,005,000 | 58 |
| Securities issued by states & political subdivisions | $35,731,000 | 771 |
| Other domestic debt securities | $88,320,000 | 181 |
| 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 | $88,320,000 | 89 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,720,207,000 | 41 |
| Mortgage-backed securities | $2,198,223,000 | 70 |
| Certificates of participation in pools of residential mortgages | $2,176,464,000 | 40 |
| Issued or guaranteed by U.S. | $2,176,464,000 | 40 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $21,759,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $21,759,000 | 828 |
| 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) | $3,310,539,000 | 61 |
| Total debt securities | $3,310,539,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $71,780,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $71,780,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $74,726,000 | 34 |
| 2010-12-31 | Rank | |
| Total securities | $3,403,862,000 | 66 |
| U.S. Government securities | $3,266,069,000 | 58 |
| U.S. Treasury securities | $257,673,000 | 36 |
| U.S. Government agency obligations | $3,008,396,000 | 55 |
| Securities issued by states & political subdivisions | $50,343,000 | 477 |
| Other domestic debt securities | $87,450,000 | 182 |
| 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 | $87,450,000 | 84 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,605,813,000 | 41 |
| Mortgage-backed securities | $2,119,277,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,089,283,000 | 39 |
| Issued or guaranteed by U.S. | $2,089,283,000 | 38 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $29,994,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $29,994,000 | 663 |
| 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) | $3,403,862,000 | 60 |
| Total debt securities | $3,403,862,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $82,595,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $82,595,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $85,588,000 | 33 |
| 2010-09-30 | Rank | |
| Total securities | $3,293,094,000 | 67 |
| U.S. Government securities | $3,145,662,000 | 56 |
| U.S. Treasury securities | $260,095,000 | 35 |
| U.S. Government agency obligations | $2,885,567,000 | 54 |
| Securities issued by states & political subdivisions | $58,615,000 | 383 |
| Other domestic debt securities | $88,817,000 | 174 |
| 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 | $88,817,000 | 81 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,408,555,000 | 43 |
| Mortgage-backed securities | $1,926,867,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,871,537,000 | 43 |
| Issued or guaranteed by U.S. | $1,871,537,000 | 43 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $55,330,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $55,330,000 | 425 |
| 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) | $3,293,094,000 | 61 |
| Total debt securities | $3,293,094,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $114,548,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $114,548,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $119,152,000 | 34 |
| 2010-06-30 | Rank | |
| Total securities | $3,290,158,000 | 65 |
| U.S. Government securities | $3,139,932,000 | 56 |
| U.S. Treasury securities | $257,536,000 | 34 |
| U.S. Government agency obligations | $2,882,396,000 | 55 |
| Securities issued by states & political subdivisions | $66,510,000 | 299 |
| Other domestic debt securities | $83,716,000 | 180 |
| 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 | $83,716,000 | 79 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,484,773,000 | 42 |
| Mortgage-backed securities | $1,866,497,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,800,045,000 | 45 |
| Issued or guaranteed by U.S. | $1,800,045,000 | 45 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $66,452,000 | 443 |
| CMOs issued by government agencies or sponsored agencies | $66,452,000 | 360 |
| 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) | $3,290,158,000 | 59 |
| Total debt securities | $3,290,158,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $106,460,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $106,460,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $110,023,000 | 34 |
| 2010-03-31 | Rank | |
| Total securities | $554,493,000 | 238 |
| U.S. Government securities | $541,832,000 | 189 |
| U.S. Treasury securities | $78,862,000 | 76 |
| U.S. Government agency obligations | $462,970,000 | 210 |
| Securities issued by states & political subdivisions | $2,592,000 | 4,027 |
| Other domestic debt securities | $10,069,000 | 804 |
| 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 | $10,069,000 | 350 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,576,000 | 155 |
| Mortgage-backed securities | $342,304,000 | 228 |
| Certificates of participation in pools of residential mortgages | $325,221,000 | 140 |
| Issued or guaranteed by U.S. | $325,221,000 | 139 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $17,083,000 | 1,054 |
| CMOs issued by government agencies or sponsored agencies | $17,083,000 | 874 |
| 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) | $554,493,000 | 208 |
| Total debt securities | $554,495,000 | 234 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $54,836,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $54,836,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $55,384,000 | 37 |
| 2009-12-31 | Rank | |
| Total securities | $549,006,000 | 240 |
| U.S. Government securities | $536,290,000 | 188 |
| U.S. Treasury securities | $60,791,000 | 80 |
| U.S. Government agency obligations | $475,499,000 | 202 |
| Securities issued by states & political subdivisions | $2,717,000 | 4,006 |
| Other domestic debt securities | $9,999,000 | 843 |
| 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 | $9,999,000 | 354 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $480,526,000 | 141 |
| Mortgage-backed securities | $345,479,000 | 229 |
| Certificates of participation in pools of residential mortgages | $325,735,000 | 145 |
| Issued or guaranteed by U.S. | $325,735,000 | 144 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $19,744,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $19,744,000 | 775 |
| 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) | $549,006,000 | 207 |
| Total debt securities | $549,006,000 | 236 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $52,824,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $52,824,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $53,450,000 | 36 |
| 2009-09-30 | Rank | |
| Total securities | $563,316,000 | 241 |
| U.S. Government securities | $559,006,000 | 184 |
| U.S. Treasury securities | $18,263,000 | 163 |
| U.S. Government agency obligations | $540,743,000 | 182 |
| Securities issued by states & political subdivisions | $3,156,000 | 3,868 |
| Other domestic debt securities | $1,154,000 | 2,302 |
| 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 | $1,154,000 | 1,393 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $371,264,000 | 176 |
| Mortgage-backed securities | $374,512,000 | 213 |
| Certificates of participation in pools of residential mortgages | $352,726,000 | 141 |
| Issued or guaranteed by U.S. | $352,726,000 | 139 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $21,786,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $21,786,000 | 693 |
| 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) | $563,316,000 | 205 |
| Total debt securities | $563,318,000 | 232 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $64,987,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $64,987,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $69,906,000 | 38 |
| 2009-06-30 | Rank | |
| Total securities | $577,967,000 | 236 |
| U.S. Government securities | $573,355,000 | 175 |
| U.S. Treasury securities | $1,078,000 | 650 |
| U.S. Government agency obligations | $572,277,000 | 171 |
| Securities issued by states & political subdivisions | $3,458,000 | 3,717 |
| Other domestic debt securities | $1,154,000 | 2,342 |
| 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 | $1,154,000 | 1,433 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $491,028,000 | 146 |
| Mortgage-backed securities | $357,720,000 | 219 |
| Certificates of participation in pools of residential mortgages | $334,238,000 | 150 |
| Issued or guaranteed by U.S. | $334,238,000 | 149 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $23,482,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $23,482,000 | 622 |
| 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) | $577,967,000 | 202 |
| Total debt securities | $577,969,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $78,562,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $78,562,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $85,387,000 | 37 |
| 2009-03-31 | Rank | |
| Total securities | $603,142,000 | 237 |
| U.S. Government securities | $597,851,000 | 182 |
| U.S. Treasury securities | $1,078,000 | 604 |
| U.S. Government agency obligations | $596,773,000 | 177 |
| Securities issued by states & political subdivisions | $4,137,000 | 3,400 |
| Other domestic debt securities | $1,154,000 | 2,250 |
| 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 | $1,154,000 | 1,459 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $472,476,000 | 156 |
| Mortgage-backed securities | $380,598,000 | 221 |
| Certificates of participation in pools of residential mortgages | $354,857,000 | 155 |
| Issued or guaranteed by U.S. | $354,857,000 | 152 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $25,741,000 | 771 |
| CMOs issued by government agencies or sponsored agencies | $25,741,000 | 572 |
| 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) | $603,142,000 | 204 |
| Total debt securities | $603,141,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $121,908,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $121,908,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $127,902,000 | 34 |
| 2008-12-31 | Rank | |
| Total securities | $617,142,000 | 230 |
| U.S. Government securities | $611,519,000 | 178 |
| U.S. Treasury securities | $1,078,000 | 573 |
| U.S. Government agency obligations | $610,441,000 | 174 |
| Securities issued by states & political subdivisions | $4,697,000 | 3,189 |
| Other domestic debt securities | $926,000 | 2,373 |
| 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 | $926,000 | 1,598 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $533,915,000 | 141 |
| Mortgage-backed securities | $405,314,000 | 212 |
| Certificates of participation in pools of residential mortgages | $378,880,000 | 143 |
| Issued or guaranteed by U.S. | $378,880,000 | 140 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $26,434,000 | 727 |
| CMOs issued by government agencies or sponsored agencies | $26,434,000 | 540 |
| 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) | $617,142,000 | 193 |
| Total debt securities | $617,143,000 | 226 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $137,833,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $137,833,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $138,534,000 | 34 |
| 2008-09-30 | Rank | |
| Total securities | $596,657,000 | 222 |
| U.S. Government securities | $590,626,000 | 165 |
| U.S. Treasury securities | $1,074,000 | 597 |
| U.S. Government agency obligations | $589,552,000 | 163 |
| Securities issued by states & political subdivisions | $5,105,000 | 3,065 |
| Other domestic debt securities | $926,000 | 2,318 |
| 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 | $926,000 | 1,553 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $434,943,000 | 154 |
| Mortgage-backed securities | $386,561,000 | 210 |
| Certificates of participation in pools of residential mortgages | $360,212,000 | 139 |
| Issued or guaranteed by U.S. | $360,212,000 | 132 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $26,349,000 | 690 |
| CMOs issued by government agencies or sponsored agencies | $26,349,000 | 508 |
| 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) | $596,657,000 | 189 |
| Total debt securities | $596,659,000 | 218 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $49,712,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $49,712,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $50,445,000 | 38 |
| 2008-06-30 | Rank | |
| Total securities | $612,842,000 | 225 |
| U.S. Government securities | $606,106,000 | 168 |
| U.S. Treasury securities | $1,074,000 | 596 |
| U.S. Government agency obligations | $605,032,000 | 165 |
| Securities issued by states & political subdivisions | $5,810,000 | 2,892 |
| Other domestic debt securities | $926,000 | 2,336 |
| 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 | $926,000 | 1,627 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,877,000 | 138 |
| Mortgage-backed securities | $388,464,000 | 210 |
| Certificates of participation in pools of residential mortgages | $361,133,000 | 138 |
| Issued or guaranteed by U.S. | $361,133,000 | 130 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $27,331,000 | 664 |
| CMOs issued by government agencies or sponsored agencies | $27,331,000 | 486 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $612,842,000 | 189 |
| Total debt securities | $612,842,000 | 219 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $46,026,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $46,026,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $46,773,000 | 38 |
| 2008-03-31 | Rank | |
| Total securities | $608,288,000 | 226 |
| U.S. Government securities | $600,132,000 | 173 |
| U.S. Treasury securities | $1,074,000 | 608 |
| U.S. Government agency obligations | $599,058,000 | 169 |
| Securities issued by states & political subdivisions | $7,230,000 | 2,595 |
| Other domestic debt securities | $926,000 | 2,263 |
| 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 | $926,000 | 1,586 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $504,715,000 | 137 |
| Mortgage-backed securities | $377,552,000 | 216 |
| Certificates of participation in pools of residential mortgages | $348,297,000 | 145 |
| Issued or guaranteed by U.S. | $348,297,000 | 136 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $29,255,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $29,255,000 | 452 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $608,288,000 | 196 |
| Total debt securities | $608,288,000 | 219 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $74,984,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $74,984,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $75,653,000 | 37 |
| 2007-12-31 | Rank | |
| Total securities | $576,619,000 | 231 |
| U.S. Government securities | $567,401,000 | 177 |
| U.S. Treasury securities | $1,023,000 | 701 |
| U.S. Government agency obligations | $566,378,000 | 174 |
| Securities issued by states & political subdivisions | $8,292,000 | 2,350 |
| Other domestic debt securities | $926,000 | 2,087 |
| 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 | $926,000 | 1,464 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,515,000 | 134 |
| Mortgage-backed securities | $333,488,000 | 229 |
| Certificates of participation in pools of residential mortgages | $303,702,000 | 155 |
| Issued or guaranteed by U.S. | $303,702,000 | 148 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $29,786,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $29,786,000 | 427 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $576,619,000 | 197 |
| Total debt securities | $576,622,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $574,235,000 | 238 |
| U.S. Government securities | $564,530,000 | 177 |
| U.S. Treasury securities | $1,023,000 | 727 |
| U.S. Government agency obligations | $563,507,000 | 174 |
| Securities issued by states & political subdivisions | $8,779,000 | 2,243 |
| Other domestic debt securities | $926,000 | 2,052 |
| 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 | $926,000 | 1,446 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $509,753,000 | 137 |
| Mortgage-backed securities | $343,604,000 | 219 |
| Certificates of participation in pools of residential mortgages | $312,509,000 | 146 |
| Issued or guaranteed by U.S. | $312,509,000 | 138 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $31,095,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $31,095,000 | 409 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $574,235,000 | 196 |
| Total debt securities | $574,235,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $551,004,000 | 249 |
| U.S. Government securities | $541,035,000 | 195 |
| U.S. Treasury securities | $1,023,000 | 826 |
| U.S. Government agency obligations | $540,012,000 | 192 |
| Securities issued by states & political subdivisions | $9,043,000 | 2,182 |
| Other domestic debt securities | $926,000 | 1,997 |
| 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 | $926,000 | 1,419 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $482,354,000 | 152 |
| Mortgage-backed securities | $313,999,000 | 225 |
| Certificates of participation in pools of residential mortgages | $281,724,000 | 161 |
| Issued or guaranteed by U.S. | $281,724,000 | 153 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $32,275,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $32,275,000 | 404 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $551,004,000 | 211 |
| Total debt securities | $551,003,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $532,182,000 | 260 |
| U.S. Government securities | $520,620,000 | 204 |
| U.S. Treasury securities | $1,023,000 | 883 |
| U.S. Government agency obligations | $519,597,000 | 197 |
| Securities issued by states & political subdivisions | $10,636,000 | 1,892 |
| Other domestic debt securities | $926,000 | 2,004 |
| 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 | $926,000 | 1,449 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $493,724,000 | 148 |
| Mortgage-backed securities | $306,221,000 | 236 |
| Certificates of participation in pools of residential mortgages | $271,481,000 | 168 |
| Issued or guaranteed by U.S. | $271,481,000 | 161 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $34,740,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $34,740,000 | 393 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $532,182,000 | 218 |
| Total debt securities | $532,183,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $495,882,000 | 276 |
| U.S. Government securities | $483,435,000 | 219 |
| U.S. Treasury securities | $1,023,000 | 927 |
| U.S. Government agency obligations | $482,412,000 | 209 |
| Securities issued by states & political subdivisions | $11,521,000 | 1,781 |
| Other domestic debt securities | $926,000 | 2,015 |
| 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 | $926,000 | 1,472 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $459,142,000 | 159 |
| Mortgage-backed securities | $275,027,000 | 262 |
| Certificates of participation in pools of residential mortgages | $238,967,000 | 189 |
| Issued or guaranteed by U.S. | $238,967,000 | 183 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $36,060,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $36,060,000 | 395 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $495,882,000 | 229 |
| Total debt securities | $495,881,000 | 266 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $436,524,000 | 313 |
| U.S. Government securities | $423,682,000 | 242 |
| U.S. Treasury securities | $1,023,000 | 980 |
| U.S. Government agency obligations | $422,659,000 | 234 |
| Securities issued by states & political subdivisions | $11,916,000 | 1,702 |
| Other domestic debt securities | $926,000 | 2,024 |
| 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 | $926,000 | 1,490 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $418,731,000 | 173 |
| Mortgage-backed securities | $239,500,000 | 284 |
| Certificates of participation in pools of residential mortgages | $217,702,000 | 207 |
| Issued or guaranteed by U.S. | $217,702,000 | 198 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $21,798,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $21,798,000 | 518 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $436,524,000 | 262 |
| Total debt securities | $436,525,000 | 301 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $422,278,000 | 330 |
| U.S. Government securities | $407,889,000 | 257 |
| U.S. Treasury securities | $824,000 | 1,203 |
| U.S. Government agency obligations | $407,065,000 | 248 |
| Securities issued by states & political subdivisions | $13,463,000 | 1,512 |
| Other domestic debt securities | $926,000 | 2,049 |
| 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 | $926,000 | 1,532 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,053,000 | 193 |
| Mortgage-backed securities | $222,347,000 | 303 |
| Certificates of participation in pools of residential mortgages | $198,148,000 | 228 |
| Issued or guaranteed by U.S. | $198,148,000 | 220 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $24,199,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $24,199,000 | 480 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $422,278,000 | 277 |
| Total debt securities | $422,278,000 | 321 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $411,968,000 | 346 |
| U.S. Government securities | $396,849,000 | 274 |
| U.S. Treasury securities | $675,000 | 1,313 |
| U.S. Government agency obligations | $396,174,000 | 262 |
| Securities issued by states & political subdivisions | $14,119,000 | 1,434 |
| Other domestic debt securities | $1,000,000 | 2,001 |
| 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 | $1,000,000 | 1,488 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $380,110,000 | 193 |
| Mortgage-backed securities | $221,783,000 | 307 |
| Certificates of participation in pools of residential mortgages | $194,671,000 | 244 |
| Issued or guaranteed by U.S. | $194,671,000 | 236 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $27,112,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $27,112,000 | 461 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $411,968,000 | 289 |
| Total debt securities | $411,967,000 | 332 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $381,267,000 | 374 |
| U.S. Government securities | $364,958,000 | 296 |
| U.S. Treasury securities | $174,000 | 1,652 |
| U.S. Government agency obligations | $364,784,000 | 281 |
| Securities issued by states & political subdivisions | $16,309,000 | 1,229 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $371,188,000 | 201 |
| Mortgage-backed securities | $208,036,000 | 333 |
| Certificates of participation in pools of residential mortgages | $178,452,000 | 264 |
| Issued or guaranteed by U.S. | $178,452,000 | 259 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $29,584,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $29,584,000 | 437 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $381,267,000 | 313 |
| Total debt securities | $381,269,000 | 365 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $368,244,000 | 383 |
| U.S. Government securities | $351,333,000 | 306 |
| U.S. Treasury securities | $174,000 | 1,688 |
| U.S. Government agency obligations | $351,159,000 | 290 |
| Securities issued by states & political subdivisions | $16,860,000 | 1,183 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $51,000 | 1,858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $341,051,000 | 204 |
| Mortgage-backed securities | $199,079,000 | 356 |
| Certificates of participation in pools of residential mortgages | $167,501,000 | 283 |
| Issued or guaranteed by U.S. | $167,501,000 | 276 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $31,578,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $31,578,000 | 413 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $368,244,000 | 324 |
| Total debt securities | $368,193,000 | 378 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $357,404,000 | 392 |
| U.S. Government securities | $339,245,000 | 314 |
| U.S. Treasury securities | $174,000 | 1,746 |
| U.S. Government agency obligations | $339,071,000 | 301 |
| Securities issued by states & political subdivisions | $18,108,000 | 1,083 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $51,000 | 1,878 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,451,000 | 199 |
| Mortgage-backed securities | $203,814,000 | 351 |
| Certificates of participation in pools of residential mortgages | $170,104,000 | 284 |
| Issued or guaranteed by U.S. | $170,104,000 | 275 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $33,710,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $33,710,000 | 404 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $357,404,000 | 332 |
| Total debt securities | $357,353,000 | 385 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $357,018,000 | 392 |
| U.S. Government securities | $338,870,000 | 321 |
| U.S. Treasury securities | $174,000 | 1,867 |
| U.S. Government agency obligations | $338,696,000 | 303 |
| Securities issued by states & political subdivisions | $18,097,000 | 1,067 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $51,000 | 1,917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,731,000 | 211 |
| Mortgage-backed securities | $214,754,000 | 342 |
| Certificates of participation in pools of residential mortgages | $179,288,000 | 279 |
| Issued or guaranteed by U.S. | $179,288,000 | 273 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $35,466,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $35,466,000 | 405 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $357,018,000 | 334 |
| Total debt securities | $356,967,000 | 384 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $343,966,000 | 411 |
| U.S. Government securities | $324,955,000 | 336 |
| U.S. Treasury securities | $100,000 | 1,895 |
| U.S. Government agency obligations | $324,855,000 | 318 |
| Securities issued by states & political subdivisions | $18,960,000 | 1,000 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $51,000 | 1,960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $327,384,000 | 201 |
| Mortgage-backed securities | $216,363,000 | 350 |
| Certificates of participation in pools of residential mortgages | $183,300,000 | 277 |
| Issued or guaranteed by U.S. | $183,300,000 | 272 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $33,063,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $33,063,000 | 425 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $343,966,000 | 352 |
| Total debt securities | $343,915,000 | 405 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $352,386,000 | 405 |
| U.S. Government securities | $332,325,000 | 337 |
| U.S. Treasury securities | $100,000 | 1,917 |
| U.S. Government agency obligations | $332,225,000 | 317 |
| Securities issued by states & political subdivisions | $20,036,000 | 950 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $25,000 | 2,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $298,707,000 | 218 |
| Mortgage-backed securities | $220,117,000 | 348 |
| Certificates of participation in pools of residential mortgages | $184,826,000 | 279 |
| Issued or guaranteed by U.S. | $184,826,000 | 273 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $35,291,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $35,291,000 | 409 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $352,386,000 | 351 |
| Total debt securities | $352,361,000 | 398 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $353,761,000 | 405 |
| U.S. Government securities | $332,972,000 | 340 |
| U.S. Treasury securities | $100,000 | 2,032 |
| U.S. Government agency obligations | $332,872,000 | 323 |
| Securities issued by states & political subdivisions | $20,764,000 | 910 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $25,000 | 2,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $316,409,000 | 217 |
| Mortgage-backed securities | $221,458,000 | 355 |
| Certificates of participation in pools of residential mortgages | $185,435,000 | 279 |
| Issued or guaranteed by U.S. | $185,435,000 | 271 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $36,023,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $36,023,000 | 413 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $353,761,000 | 353 |
| Total debt securities | $353,736,000 | 399 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $344,573,000 | 415 |
| U.S. Government securities | $323,157,000 | 347 |
| U.S. Treasury securities | $100,000 | 2,028 |
| U.S. Government agency obligations | $323,057,000 | 326 |
| Securities issued by states & political subdivisions | $21,391,000 | 902 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $25,000 | 2,125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $304,341,000 | 219 |
| Mortgage-backed securities | $195,554,000 | 399 |
| Certificates of participation in pools of residential mortgages | $155,459,000 | 326 |
| Issued or guaranteed by U.S. | $155,459,000 | 321 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $40,095,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $40,095,000 | 401 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $344,573,000 | 357 |
| Total debt securities | $344,548,000 | 406 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $320,137,000 | 466 |
| U.S. Government securities | $298,454,000 | 390 |
| U.S. Treasury securities | $100,000 | 2,163 |
| U.S. Government agency obligations | $298,354,000 | 371 |
| Securities issued by states & political subdivisions | $21,658,000 | 891 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $25,000 | 2,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,956,000 | 208 |
| Mortgage-backed securities | $188,310,000 | 412 |
| Certificates of participation in pools of residential mortgages | $151,809,000 | 339 |
| Issued or guaranteed by U.S. | $151,809,000 | 334 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $36,501,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $36,501,000 | 478 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $320,137,000 | 405 |
| Total debt securities | $320,112,000 | 451 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $303,550,000 | 488 |
| U.S. Government securities | $282,428,000 | 408 |
| U.S. Treasury securities | $100,000 | 2,226 |
| U.S. Government agency obligations | $282,328,000 | 393 |
| Securities issued by states & political subdivisions | $21,097,000 | 913 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $25,000 | 2,228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,797,000 | 258 |
| Mortgage-backed securities | $163,225,000 | 460 |
| Certificates of participation in pools of residential mortgages | $124,932,000 | 402 |
| Issued or guaranteed by U.S. | $124,932,000 | 395 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $38,293,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $38,293,000 | 475 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $303,550,000 | 423 |
| Total debt securities | $303,525,000 | 472 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $265,731,000 | 537 |
| U.S. Government securities | $242,922,000 | 458 |
| U.S. Treasury securities | $100,000 | 2,264 |
| U.S. Government agency obligations | $242,822,000 | 443 |
| Securities issued by states & political subdivisions | $22,784,000 | 822 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $25,000 | 2,233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,209,000 | 262 |
| Mortgage-backed securities | $125,502,000 | 556 |
| Certificates of participation in pools of residential mortgages | $76,032,000 | 560 |
| Issued or guaranteed by U.S. | $76,032,000 | 554 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $49,470,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $49,470,000 | 424 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $265,731,000 | 459 |
| Total debt securities | $265,706,000 | 521 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $258,081,000 | 541 |
| U.S. Government securities | $235,464,000 | 468 |
| U.S. Treasury securities | $100,000 | 2,328 |
| U.S. Government agency obligations | $235,364,000 | 450 |
| Securities issued by states & political subdivisions | $22,592,000 | 780 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $25,000 | 2,240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,144,000 | 230 |
| Mortgage-backed securities | $117,522,000 | 581 |
| Certificates of participation in pools of residential mortgages | $74,339,000 | 562 |
| Issued or guaranteed by U.S. | $74,339,000 | 558 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $43,183,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $43,183,000 | 470 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $258,081,000 | 461 |
| Total debt securities | $258,056,000 | 521 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $255,136,000 | 526 |
| U.S. Government securities | $231,658,000 | 448 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $231,658,000 | 430 |
| Securities issued by states & political subdivisions | $23,429,000 | 728 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $49,000 | 2,177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,266,000 | 229 |
| Mortgage-backed securities | $125,774,000 | 521 |
| Certificates of participation in pools of residential mortgages | $81,289,000 | 493 |
| Issued or guaranteed by U.S. | $81,289,000 | 489 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $44,485,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $44,485,000 | 460 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $255,136,000 | 441 |
| Total debt securities | $255,087,000 | 509 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $256,977,000 | 470 |
| U.S. Government securities | $231,194,000 | 402 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $231,194,000 | 383 |
| Securities issued by states & political subdivisions | $25,410,000 | 603 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $373,000 | 1,715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,873,000 | 238 |
| Mortgage-backed securities | $141,588,000 | 435 |
| Certificates of participation in pools of residential mortgages | $73,048,000 | 469 |
| Issued or guaranteed by U.S. | $73,048,000 | 464 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $68,540,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $68,540,000 | 327 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $256,977,000 | 413 |
| Total debt securities | $256,604,000 | 452 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $327,827,000 | 377 |
| U.S. Government securities | $279,225,000 | 337 |
| U.S. Treasury securities | $35,229,000 | 213 |
| U.S. Government agency obligations | $243,996,000 | 347 |
| Securities issued by states & political subdivisions | $38,602,000 | 351 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $10,000,000 | 507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $276,596,000 | 197 |
| Mortgage-backed securities | $75,227,000 | 580 |
| Certificates of participation in pools of residential mortgages | $43,717,000 | 592 |
| Issued or guaranteed by U.S. | $43,717,000 | 586 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $31,510,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $31,510,000 | 449 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,741,000 | 741 |
| Available-for-sale securities (fair market value) | $294,086,000 | 344 |
| Total debt securities | $317,827,000 | 370 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $309,791,000 | 427 |
| U.S. Government securities | $273,352,000 | 376 |
| U.S. Treasury securities | $39,230,000 | 248 |
| U.S. Government agency obligations | $234,122,000 | 392 |
| Securities issued by states & political subdivisions | $29,494,000 | 495 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $6,945,000 | 658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,459,000 | 211 |
| Mortgage-backed securities | $60,084,000 | 754 |
| Certificates of participation in pools of residential mortgages | $40,789,000 | 698 |
| Issued or guaranteed by U.S. | $40,789,000 | 691 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $19,295,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $19,295,000 | 678 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,790,000 | 748 |
| Available-for-sale securities (fair market value) | $274,001,000 | 377 |
| Total debt securities | $302,846,000 | 418 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $300,292,000 | 444 |
| U.S. Government securities | $263,247,000 | 404 |
| U.S. Treasury securities | $50,874,000 | 265 |
| U.S. Government agency obligations | $212,373,000 | 427 |
| Securities issued by states & political subdivisions | $31,168,000 | 446 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $5,877,000 | 735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,901,000 | 232 |
| Mortgage-backed securities | $43,509,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $33,315,000 | 844 |
| Issued or guaranteed by U.S. | $33,315,000 | 833 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $10,194,000 | 1,165 |
| CMOs issued by government agencies or sponsored agencies | $10,194,000 | 1,072 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,934,000 | 723 |
| Available-for-sale securities (fair market value) | $259,358,000 | 389 |
| Total debt securities | $294,415,000 | 438 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $287,187,000 | 460 |
| U.S. Government securities | $261,708,000 | 426 |
| U.S. Treasury securities | $77,793,000 | 247 |
| U.S. Government agency obligations | $183,915,000 | 474 |
| Securities issued by states & political subdivisions | $19,917,000 | 663 |
| Other domestic debt securities | $0 | 3,912 |
| 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 | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $5,562,000 | 740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,471,000 | 234 |
| Mortgage-backed securities | $28,278,000 | 1,310 |
| Certificates of participation in pools of residential mortgages | $28,278,000 | 979 |
| Issued or guaranteed by U.S. | $28,278,000 | 962 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,142,000 | 812 |
| Available-for-sale securities (fair market value) | $244,045,000 | 390 |
| Total debt securities | $281,625,000 | 458 |
| Structured notes | ||
| Amortized cost | $7,907,000 | 177 |
| Fair value | $7,958,000 | 172 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $270,102,000 | 504 |
| U.S. Government securities | $252,164,000 | 460 |
| U.S. Treasury securities | $87,683,000 | 270 |
| U.S. Government agency obligations | $164,481,000 | 524 |
| Securities issued by states & political subdivisions | $16,629,000 | 799 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,309,000 | 1,967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,928,000 | 234 |
| Mortgage-backed securities | $34,402,000 | 1,217 |
| Certificates of participation in pools of residential mortgages | $34,402,000 | 891 |
| Issued or guaranteed by U.S. | $34,402,000 | 875 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $48,763,000 | 837 |
| Available-for-sale securities (fair market value) | $221,339,000 | 422 |
| Total debt securities | $268,793,000 | 492 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 220 |
| Fair value | $7,916,000 | 217 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $239,898,000 | 583 |
| U.S. Government securities | $221,047,000 | 528 |
| U.S. Treasury securities | $102,989,000 | 270 |
| U.S. Government agency obligations | $118,058,000 | 677 |
| Securities issued by states & political subdivisions | $18,850,000 | 656 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,000 | 8,724 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,098,000 | 299 |
| Mortgage-backed securities | $16,681,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $16,681,000 | 1,510 |
| Issued or guaranteed by U.S. | $16,681,000 | 1,495 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,719,000 | 1,010 |
| Available-for-sale securities (fair market value) | $197,179,000 | 486 |
| Total debt securities | $239,897,000 | 571 |
| Structured notes | ||
| Amortized cost | $30,194,000 | 63 |
| Fair value | $30,263,000 | 60 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $232,241,000 | 612 |
| U.S. Government securities | $213,145,000 | 557 |
| U.S. Treasury securities | $146,144,000 | 251 |
| U.S. Government agency obligations | $67,001,000 | 1,074 |
| Securities issued by states & political subdivisions | $19,095,000 | 651 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,000 | 8,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,407,000 | 285 |
| Mortgage-backed securities | $19,806,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | $19,806,000 | 1,390 |
| Issued or guaranteed by U.S. | $19,806,000 | 1,369 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $58,872,000 | 1,261 |
| Available-for-sale securities (fair market value) | $173,369,000 | 340 |
| Total debt securities | $232,240,000 | 597 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $239,849,000 | 624 |
| U.S. Government securities | $212,762,000 | 573 |
| U.S. Treasury securities | $157,103,000 | 259 |
| U.S. Government agency obligations | $55,659,000 | 1,307 |
| Securities issued by states & political subdivisions | $27,087,000 | 407 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,016,000 | 263 |
| Mortgage-backed securities | $25,635,000 | 1,893 |
| Certificates of participation in pools of residential mortgages | $25,635,000 | 1,243 |
| Issued or guaranteed by U.S. | $25,635,000 | 1,215 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $239,849,000 | 603 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $196,347,000 | 700 |
| U.S. Government securities | $163,312,000 | 683 |
| U.S. Treasury securities | $117,376,000 | 327 |
| U.S. Government agency obligations | $45,936,000 | 1,485 |
| Securities issued by states & political subdivisions | $33,035,000 | 303 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,236,000 | 277 |
| Mortgage-backed securities | $13,018,000 | 3,131 |
| Certificates of participation in pools of residential mortgages | $12,118,000 | 2,214 |
| Issued or guaranteed by U.S. | $12,118,000 | 2,176 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $900,000 | 5,257 |
| CMOs issued by government agencies or sponsored agencies | $900,000 | 4,868 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $196,347,000 | 685 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |