Home > Arvest Bank > Securities
Arvest Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,010,629,000 | 67 |
| U.S. Government securities | $5,837,937,000 | 61 |
| U.S. Treasury securities | $99,379,000 | 262 |
| U.S. Government agency obligations | $5,738,558,000 | 52 |
| Securities issued by states & political subdivisions | $1,172,156,000 | 34 |
| Other domestic debt securities | $149,000 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $149,000 | 1,836 |
| 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 | $3,821,388,000 | 61 |
| Mortgage-backed securities | $4,420,189,000 | 59 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $677,994,000 | 117 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,869,690,000 | 41 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $1,872,505,000 | 24 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $7,010,242,000 | 49 |
| Total debt securities | $7,010,242,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $22,571,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $93,219,000 | 41 |
| 2023-09-30 | Rank | |
| Total securities | $6,993,968,000 | 67 |
| U.S. Government securities | $5,852,963,000 | 60 |
| U.S. Treasury securities | $105,562,000 | 259 |
| U.S. Government agency obligations | $5,747,401,000 | 52 |
| Securities issued by states & political subdivisions | $1,140,544,000 | 34 |
| Other domestic debt securities | $149,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $149,000 | 1,848 |
| 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 | $3,524,307,000 | 64 |
| Mortgage-backed securities | $4,291,700,000 | 61 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $659,499,000 | 124 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,833,714,000 | 43 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $1,798,487,000 | 24 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $6,993,656,000 | 48 |
| Total debt securities | $6,993,656,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $37,342,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $139,055,000 | 43 |
| 2023-06-30 | Rank | |
| Total securities | $7,614,606,000 | 59 |
| U.S. Government securities | $6,409,851,000 | 56 |
| U.S. Treasury securities | $261,032,000 | 119 |
| U.S. Government agency obligations | $6,148,819,000 | 53 |
| Securities issued by states & political subdivisions | $1,204,315,000 | 31 |
| Other domestic debt securities | $149,000 | 2,296 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $149,000 | 1,862 |
| 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 | $3,560,265,000 | 66 |
| Mortgage-backed securities | $4,607,751,000 | 59 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $711,833,000 | 113 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,957,328,000 | 38 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $1,938,590,000 | 23 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $7,614,315,000 | 49 |
| Total debt securities | $7,614,315,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $17,826,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $102,811,000 | 42 |
| 2023-03-31 | Rank | |
| Total securities | $7,919,372,000 | 61 |
| U.S. Government securities | $6,685,275,000 | 57 |
| U.S. Treasury securities | $259,502,000 | 120 |
| U.S. Government agency obligations | $6,425,773,000 | 50 |
| Securities issued by states & political subdivisions | $1,233,678,000 | 33 |
| Other domestic debt securities | $149,000 | 2,348 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $149,000 | 1,898 |
| 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 | $3,193,200,000 | 69 |
| Mortgage-backed securities | $4,799,385,000 | 60 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $737,372,000 | 116 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,050,021,000 | 38 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $2,011,992,000 | 25 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $7,919,102,000 | 47 |
| Total debt securities | $7,919,102,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $10,149,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $84,815,000 | 44 |
| 2022-12-31 | Rank | |
| Total securities | $7,955,911,000 | 67 |
| U.S. Government securities | $6,712,921,000 | 62 |
| U.S. Treasury securities | $242,377,000 | 141 |
| U.S. Government agency obligations | $6,470,544,000 | 54 |
| Securities issued by states & political subdivisions | $1,242,614,000 | 36 |
| Other domestic debt securities | $148,000 | 2,387 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $148,000 | 1,922 |
| 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 | $1,414,377,000 | 93 |
| Mortgage-backed securities | $4,859,881,000 | 62 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $748,501,000 | 123 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,046,960,000 | 42 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $2,064,420,000 | 25 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $7,955,683,000 | 50 |
| Total debt securities | $7,955,683,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $13,958,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $102,262,000 | 45 |
| 2022-09-30 | Rank | |
| Total securities | $8,144,281,000 | 67 |
| U.S. Government securities | $6,913,716,000 | 62 |
| U.S. Treasury securities | $249,138,000 | 139 |
| U.S. Government agency obligations | $6,664,578,000 | 54 |
| Securities issued by states & political subdivisions | $1,230,216,000 | 37 |
| Other domestic debt securities | $148,000 | 2,349 |
| 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 | $148,000 | 1,925 |
| 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 | $1,369,840,000 | 91 |
| Mortgage-backed securities | $5,056,511,000 | 65 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $767,430,000 | 120 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,140,103,000 | 42 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $2,148,978,000 | 26 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $8,144,080,000 | 53 |
| Total debt securities | $8,144,080,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $13,573,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $108,002,000 | 50 |
| 2022-06-30 | Rank | |
| Total securities | $8,579,566,000 | 64 |
| U.S. Government securities | $7,329,842,000 | 61 |
| U.S. Treasury securities | $250,840,000 | 137 |
| U.S. Government agency obligations | $7,079,002,000 | 53 |
| Securities issued by states & political subdivisions | $1,249,377,000 | 38 |
| Other domestic debt securities | $149,000 | 2,214 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $149,000 | 1,913 |
| 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 | $1,449,374,000 | 91 |
| Mortgage-backed securities | $5,407,159,000 | 64 |
| Certificates of participation in pools of residential mortgages | $821,801,000 | 121 |
| Issued or guaranteed by U.S. | $821,801,000 | 120 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,321,754,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $2,321,754,000 | 41 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,263,604,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $2,263,604,000 | 27 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $8,579,368,000 | 54 |
| Total debt securities | $8,579,368,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $7,159,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $74,683,000 | 48 |
| 2022-03-31 | Rank | |
| Total securities | $8,769,601,000 | 63 |
| U.S. Government securities | $7,522,602,000 | 61 |
| U.S. Treasury securities | $144,516,000 | 191 |
| U.S. Government agency obligations | $7,378,086,000 | 53 |
| Securities issued by states & political subdivisions | $1,246,631,000 | 36 |
| Other domestic debt securities | $148,000 | 2,201 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $148,000 | 1,886 |
| 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 | $1,511,116,000 | 85 |
| Mortgage-backed securities | $5,934,720,000 | 62 |
| Certificates of participation in pools of residential mortgages | $897,610,000 | 119 |
| Issued or guaranteed by U.S. | $897,610,000 | 117 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,558,402,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $2,558,402,000 | 39 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,478,708,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $2,478,708,000 | 28 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $8,769,381,000 | 52 |
| Total debt securities | $8,769,381,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $9,113,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $44,555,000 | 54 |
| 2021-12-31 | Rank | |
| Total securities | $8,624,281,000 | 62 |
| U.S. Government securities | $7,333,202,000 | 57 |
| U.S. Treasury securities | $99,545,000 | 193 |
| U.S. Government agency obligations | $7,233,657,000 | 52 |
| Securities issued by states & political subdivisions | $1,290,680,000 | 36 |
| Other domestic debt securities | $148,000 | 2,172 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $148,000 | 1,832 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,617,040,000 | 83 |
| Mortgage-backed securities | $5,952,748,000 | 60 |
| Certificates of participation in pools of residential mortgages | $889,381,000 | 118 |
| Issued or guaranteed by U.S. | $889,381,000 | 117 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,430,487,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $2,430,487,000 | 38 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,632,880,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $2,632,880,000 | 28 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $8,624,030,000 | 55 |
| Total debt securities | $8,624,030,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $33,028,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,260,000 | 72 |
| 2021-09-30 | Rank | |
| Total securities | $8,139,611,000 | 63 |
| U.S. Government securities | $6,893,346,000 | 56 |
| U.S. Treasury securities | $99,826,000 | 147 |
| U.S. Government agency obligations | $6,793,520,000 | 51 |
| Securities issued by states & political subdivisions | $1,245,898,000 | 37 |
| Other domestic debt securities | $147,000 | 2,133 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $147,000 | 1,773 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,477,579,000 | 85 |
| Mortgage-backed securities | $5,503,013,000 | 60 |
| Certificates of participation in pools of residential mortgages | $789,308,000 | 125 |
| Issued or guaranteed by U.S. | $789,308,000 | 124 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,999,812,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,999,812,000 | 45 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,713,893,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $2,713,893,000 | 26 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $8,139,391,000 | 54 |
| Total debt securities | $8,139,391,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $36,292,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,101,000 | 81 |
| 2021-06-30 | Rank | |
| Total securities | $7,465,356,000 | 65 |
| U.S. Government securities | $6,220,955,000 | 61 |
| U.S. Treasury securities | $104,283,000 | 128 |
| U.S. Government agency obligations | $6,116,672,000 | 55 |
| Securities issued by states & political subdivisions | $1,244,054,000 | 37 |
| Other domestic debt securities | $147,000 | 2,134 |
| 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 | $147,000 | 1,740 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,443,812,000 | 88 |
| Mortgage-backed securities | $4,826,821,000 | 63 |
| Certificates of participation in pools of residential mortgages | $828,159,000 | 109 |
| Issued or guaranteed by U.S. | $828,159,000 | 108 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,501,976,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,501,976,000 | 55 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,496,686,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $2,496,686,000 | 27 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $7,465,156,000 | 56 |
| Total debt securities | $7,465,156,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $41,060,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,326,000 | 90 |
| 2021-03-31 | Rank | |
| Total securities | $7,074,250,000 | 67 |
| U.S. Government securities | $5,888,805,000 | 62 |
| U.S. Treasury securities | $104,690,000 | 102 |
| U.S. Government agency obligations | $5,784,115,000 | 56 |
| Securities issued by states & political subdivisions | $1,185,094,000 | 36 |
| Other domestic debt securities | $147,000 | 2,123 |
| 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 | $147,000 | 1,699 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,249,264,000 | 90 |
| Mortgage-backed securities | $4,293,713,000 | 65 |
| Certificates of participation in pools of residential mortgages | $814,995,000 | 106 |
| Issued or guaranteed by U.S. | $814,995,000 | 105 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,198,681,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,198,681,000 | 60 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,280,037,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $2,280,037,000 | 29 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $7,074,046,000 | 58 |
| Total debt securities | $7,074,046,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $15,748,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $6,222,399,000 | 69 |
| U.S. Government securities | $5,029,341,000 | 66 |
| U.S. Treasury securities | $205,201,000 | 64 |
| U.S. Government agency obligations | $4,824,140,000 | 61 |
| Securities issued by states & political subdivisions | $1,192,763,000 | 37 |
| Other domestic debt securities | $145,000 | 2,061 |
| 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 | $145,000 | 1,638 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,216,414,000 | 95 |
| Mortgage-backed securities | $3,254,495,000 | 74 |
| Certificates of participation in pools of residential mortgages | $618,990,000 | 122 |
| Issued or guaranteed by U.S. | $618,990,000 | 122 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $867,563,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $867,563,000 | 73 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,767,942,000 | 42 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,767,942,000 | 32 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $6,222,249,000 | 59 |
| Total debt securities | $6,222,249,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $65,790,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $173,000 | 134 |
| 2020-09-30 | Rank | |
| Total securities | $5,433,323,000 | 71 |
| U.S. Government securities | $4,295,679,000 | 66 |
| U.S. Treasury securities | $206,216,000 | 66 |
| U.S. Government agency obligations | $4,089,463,000 | 62 |
| Securities issued by states & political subdivisions | $1,137,370,000 | 38 |
| Other domestic debt securities | $145,000 | 2,036 |
| 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 | $145,000 | 1,612 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,129,211,000 | 99 |
| Mortgage-backed securities | $2,555,448,000 | 86 |
| Certificates of participation in pools of residential mortgages | $543,988,000 | 123 |
| Issued or guaranteed by U.S. | $543,988,000 | 122 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $757,466,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $757,466,000 | 78 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,253,994,000 | 47 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $1,253,994,000 | 39 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $5,433,194,000 | 63 |
| Total debt securities | $5,433,194,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $80,090,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $560,000 | 126 |
| 2020-06-30 | Rank | |
| Total securities | $3,855,909,000 | 86 |
| U.S. Government securities | $2,811,193,000 | 88 |
| U.S. Treasury securities | $151,346,000 | 80 |
| U.S. Government agency obligations | $2,659,847,000 | 84 |
| Securities issued by states & political subdivisions | $1,044,441,000 | 36 |
| Other domestic debt securities | $145,000 | 1,979 |
| 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 | $145,000 | 1,568 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,268,968,000 | 91 |
| Mortgage-backed securities | $1,520,690,000 | 113 |
| Certificates of participation in pools of residential mortgages | $230,483,000 | 221 |
| Issued or guaranteed by U.S. | $230,483,000 | 219 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $438,778,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $438,778,000 | 109 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $851,429,000 | 56 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $851,429,000 | 43 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,855,779,000 | 72 |
| Total debt securities | $3,855,779,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $80,945,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $620,000 | 127 |
| 2020-03-31 | Rank | |
| Total securities | $3,815,327,000 | 86 |
| U.S. Government securities | $2,757,628,000 | 85 |
| U.S. Treasury securities | $252,023,000 | 58 |
| U.S. Government agency obligations | $2,505,605,000 | 88 |
| Securities issued by states & political subdivisions | $1,057,440,000 | 34 |
| Other domestic debt securities | $146,000 | 1,918 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $146,000 | 1,488 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,091,634,000 | 100 |
| Mortgage-backed securities | $1,325,835,000 | 120 |
| Certificates of participation in pools of residential mortgages | $247,191,000 | 213 |
| Issued or guaranteed by U.S. | $247,191,000 | 210 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $367,635,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $367,635,000 | 118 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $711,009,000 | 61 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $711,009,000 | 46 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $3,815,214,000 | 70 |
| Total debt securities | $3,815,214,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $73,506,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $3,821,247,000 | 83 |
| U.S. Government securities | $2,727,760,000 | 84 |
| U.S. Treasury securities | $249,822,000 | 64 |
| U.S. Government agency obligations | $2,477,938,000 | 86 |
| Securities issued by states & political subdivisions | $1,093,172,000 | 27 |
| Other domestic debt securities | $146,000 | 1,891 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $146,000 | 1,467 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $169,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,086,466,000 | 91 |
| Mortgage-backed securities | $1,317,061,000 | 121 |
| Certificates of participation in pools of residential mortgages | $250,972,000 | 204 |
| Issued or guaranteed by U.S. | $250,972,000 | 203 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $387,769,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $387,769,000 | 118 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $678,320,000 | 61 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $678,320,000 | 48 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $3,821,247,000 | 67 |
| Total debt securities | $3,821,078,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $19,676,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $3,845,605,000 | 78 |
| U.S. Government securities | $2,746,476,000 | 81 |
| U.S. Treasury securities | $248,852,000 | 64 |
| U.S. Government agency obligations | $2,497,624,000 | 82 |
| Securities issued by states & political subdivisions | $1,098,818,000 | 28 |
| Other domestic debt securities | $146,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $146,000 | 1,471 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $165,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,106,529,000 | 88 |
| Mortgage-backed securities | $1,186,175,000 | 132 |
| Certificates of participation in pools of residential mortgages | $259,000,000 | 184 |
| Issued or guaranteed by U.S. | $259,000,000 | 182 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $361,416,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $361,416,000 | 122 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $565,759,000 | 64 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $565,759,000 | 49 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,845,605,000 | 62 |
| Total debt securities | $3,845,440,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $28,772,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $3,849,562,000 | 74 |
| U.S. Government securities | $2,733,005,000 | 78 |
| U.S. Treasury securities | $299,007,000 | 59 |
| U.S. Government agency obligations | $2,433,998,000 | 75 |
| Securities issued by states & political subdivisions | $1,116,263,000 | 26 |
| Other domestic debt securities | $147,000 | 1,926 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $147,000 | 1,489 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $147,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,097,787,000 | 92 |
| Mortgage-backed securities | $888,125,000 | 155 |
| Certificates of participation in pools of residential mortgages | $271,016,000 | 184 |
| Issued or guaranteed by U.S. | $271,016,000 | 182 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $314,922,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $314,922,000 | 134 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $302,187,000 | 98 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $302,187,000 | 67 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,849,562,000 | 59 |
| Total debt securities | $3,849,415,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $15,284,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $3,683,368,000 | 76 |
| U.S. Government securities | $2,554,641,000 | 85 |
| U.S. Treasury securities | $297,743,000 | 61 |
| U.S. Government agency obligations | $2,256,898,000 | 81 |
| Securities issued by states & political subdivisions | $1,128,437,000 | 27 |
| Other domestic debt securities | $143,000 | 1,934 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $143,000 | 1,495 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $147,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,150,247,000 | 88 |
| Mortgage-backed securities | $685,260,000 | 173 |
| Certificates of participation in pools of residential mortgages | $273,194,000 | 186 |
| Issued or guaranteed by U.S. | $273,194,000 | 186 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $412,066,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $412,066,000 | 110 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,683,368,000 | 63 |
| Total debt securities | $3,683,221,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $6,743,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $3,709,466,000 | 74 |
| U.S. Government securities | $2,555,519,000 | 86 |
| U.S. Treasury securities | $296,540,000 | 62 |
| U.S. Government agency obligations | $2,258,979,000 | 82 |
| Securities issued by states & political subdivisions | $1,153,682,000 | 28 |
| Other domestic debt securities | $143,000 | 1,921 |
| 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 | $143,000 | 1,502 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $122,000 | 398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,115,733,000 | 92 |
| Mortgage-backed securities | $691,657,000 | 168 |
| Certificates of participation in pools of residential mortgages | $279,685,000 | 177 |
| Issued or guaranteed by U.S. | $279,685,000 | 177 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $411,972,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $411,972,000 | 108 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,709,466,000 | 63 |
| Total debt securities | $3,709,344,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $2,792,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $3,799,358,000 | 73 |
| U.S. Government securities | $2,575,188,000 | 78 |
| U.S. Treasury securities | $295,387,000 | 65 |
| U.S. Government agency obligations | $2,279,801,000 | 80 |
| Securities issued by states & political subdivisions | $1,218,752,000 | 26 |
| Other domestic debt securities | $5,272,000 | 796 |
| 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 | $5,272,000 | 586 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $146,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,106,772,000 | 90 |
| Mortgage-backed securities | $723,243,000 | 164 |
| Certificates of participation in pools of residential mortgages | $300,812,000 | 168 |
| Issued or guaranteed by U.S. | $300,812,000 | 167 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $422,431,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $422,431,000 | 101 |
| 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) | $3,799,358,000 | 61 |
| Total debt securities | $3,799,212,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $28,000 | 222 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $3,865,781,000 | 72 |
| U.S. Government securities | $2,596,635,000 | 74 |
| U.S. Treasury securities | $295,133,000 | 66 |
| U.S. Government agency obligations | $2,301,502,000 | 78 |
| Securities issued by states & political subdivisions | $1,263,676,000 | 25 |
| Other domestic debt securities | $5,289,000 | 910 |
| 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 | $5,289,000 | 595 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $181,000 | 432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,032,295,000 | 97 |
| Mortgage-backed securities | $746,827,000 | 160 |
| Certificates of participation in pools of residential mortgages | $317,332,000 | 162 |
| Issued or guaranteed by U.S. | $317,332,000 | 161 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $429,495,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $429,495,000 | 102 |
| 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) | $3,865,781,000 | 61 |
| Total debt securities | $3,865,600,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $28,000 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $3,800,188,000 | 73 |
| U.S. Government securities | $2,646,328,000 | 76 |
| U.S. Treasury securities | $395,224,000 | 55 |
| U.S. Government agency obligations | $2,251,104,000 | 81 |
| Securities issued by states & political subdivisions | $1,152,463,000 | 29 |
| Other domestic debt securities | $1,221,000 | 1,397 |
| 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 | $1,221,000 | 1,115 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $176,000 | 464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,260,000 | 97 |
| Mortgage-backed securities | $700,241,000 | 164 |
| Certificates of participation in pools of residential mortgages | $273,482,000 | 183 |
| Issued or guaranteed by U.S. | $273,482,000 | 182 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $426,759,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $426,759,000 | 101 |
| 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) | $3,800,188,000 | 60 |
| Total debt securities | $3,800,012,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $35,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $4,094,401,000 | 66 |
| U.S. Government securities | $2,893,461,000 | 68 |
| U.S. Treasury securities | $496,344,000 | 45 |
| U.S. Government agency obligations | $2,397,117,000 | 76 |
| Securities issued by states & political subdivisions | $1,199,216,000 | 28 |
| Other domestic debt securities | $1,566,000 | 1,316 |
| 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 | $1,566,000 | 1,058 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $158,000 | 717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,112,000 | 98 |
| Mortgage-backed securities | $743,649,000 | 156 |
| Certificates of participation in pools of residential mortgages | $290,370,000 | 172 |
| Issued or guaranteed by U.S. | $290,370,000 | 171 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $453,279,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $453,279,000 | 92 |
| 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) | $4,094,401,000 | 54 |
| Total debt securities | $4,094,243,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $4,360,873,000 | 64 |
| U.S. Government securities | $3,144,994,000 | 64 |
| U.S. Treasury securities | $498,348,000 | 46 |
| U.S. Government agency obligations | $2,646,646,000 | 66 |
| Securities issued by states & political subdivisions | $1,214,153,000 | 26 |
| Other domestic debt securities | $1,579,000 | 1,335 |
| 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 | $1,579,000 | 1,087 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $147,000 | 750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,029,784,000 | 95 |
| Mortgage-backed securities | $738,735,000 | 158 |
| Certificates of participation in pools of residential mortgages | $302,845,000 | 169 |
| Issued or guaranteed by U.S. | $302,845,000 | 168 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $435,890,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $435,890,000 | 92 |
| 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) | $4,360,873,000 | 52 |
| Total debt securities | $4,360,726,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $52,000 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $4,835,043,000 | 62 |
| U.S. Government securities | $3,611,218,000 | 62 |
| U.S. Treasury securities | $599,069,000 | 43 |
| U.S. Government agency obligations | $3,012,149,000 | 63 |
| Securities issued by states & political subdivisions | $1,222,966,000 | 26 |
| Other domestic debt securities | $728,000 | 1,658 |
| 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 | $728,000 | 1,377 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $131,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $951,816,000 | 103 |
| Mortgage-backed securities | $720,178,000 | 163 |
| Certificates of participation in pools of residential mortgages | $317,766,000 | 158 |
| Issued or guaranteed by U.S. | $317,766,000 | 156 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $402,410,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $402,410,000 | 101 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,000 | 1,418 |
| Commercial mortgage pass-through securities | $2,000 | 1,018 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $4,835,043,000 | 50 |
| Total debt securities | $4,834,912,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $60,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $4,843,577,000 | 62 |
| U.S. Government securities | $3,639,056,000 | 60 |
| U.S. Treasury securities | $598,962,000 | 43 |
| U.S. Government agency obligations | $3,040,094,000 | 62 |
| Securities issued by states & political subdivisions | $1,203,653,000 | 26 |
| Other domestic debt securities | $751,000 | 1,693 |
| 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 | $751,000 | 1,390 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $117,000 | 787 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,045,984,000 | 95 |
| Mortgage-backed securities | $739,929,000 | 160 |
| Certificates of participation in pools of residential mortgages | $321,846,000 | 161 |
| Issued or guaranteed by U.S. | $321,846,000 | 159 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $418,080,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $418,080,000 | 95 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $3,000 | 1,390 |
| Commercial mortgage pass-through securities | $3,000 | 977 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $4,843,577,000 | 50 |
| Total debt securities | $4,843,460,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $16,000 | 227 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $4,953,286,000 | 60 |
| U.S. Government securities | $3,758,906,000 | 58 |
| U.S. Treasury securities | $800,728,000 | 39 |
| U.S. Government agency obligations | $2,958,178,000 | 62 |
| Securities issued by states & political subdivisions | $1,192,829,000 | 26 |
| Other domestic debt securities | $1,435,000 | 1,437 |
| 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 | $1,435,000 | 1,168 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $116,000 | 798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,047,752,000 | 95 |
| Mortgage-backed securities | $780,925,000 | 147 |
| Certificates of participation in pools of residential mortgages | $339,472,000 | 155 |
| Issued or guaranteed by U.S. | $339,472,000 | 153 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $441,449,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $441,449,000 | 92 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $4,000 | 1,341 |
| Commercial mortgage pass-through securities | $4,000 | 945 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $4,953,286,000 | 49 |
| Total debt securities | $4,953,170,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $44,000 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $4,746,207,000 | 60 |
| U.S. Government securities | $3,584,548,000 | 60 |
| U.S. Treasury securities | $704,258,000 | 37 |
| U.S. Government agency obligations | $2,880,290,000 | 65 |
| Securities issued by states & political subdivisions | $1,160,122,000 | 25 |
| Other domestic debt securities | $1,457,000 | 1,439 |
| 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 | $1,457,000 | 1,166 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $80,000 | 824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,116,548,000 | 90 |
| Mortgage-backed securities | $780,914,000 | 147 |
| Certificates of participation in pools of residential mortgages | $368,398,000 | 142 |
| Issued or guaranteed by U.S. | $368,398,000 | 140 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $412,510,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $412,510,000 | 99 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $6,000 | 1,277 |
| Commercial mortgage pass-through securities | $6,000 | 869 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $4,746,207,000 | 50 |
| Total debt securities | $4,746,127,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $352,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $4,904,181,000 | 58 |
| U.S. Government securities | $3,745,012,000 | 61 |
| U.S. Treasury securities | $1,006,655,000 | 30 |
| U.S. Government agency obligations | $2,738,357,000 | 66 |
| Securities issued by states & political subdivisions | $1,157,626,000 | 24 |
| Other domestic debt securities | $1,472,000 | 1,456 |
| 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 | $1,472,000 | 1,165 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $71,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,059,538,000 | 94 |
| Mortgage-backed securities | $777,903,000 | 149 |
| Certificates of participation in pools of residential mortgages | $362,777,000 | 143 |
| Issued or guaranteed by U.S. | $362,777,000 | 142 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $415,119,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $415,119,000 | 100 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $7,000 | 1,212 |
| Commercial mortgage pass-through securities | $7,000 | 829 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $4,904,181,000 | 48 |
| Total debt securities | $4,904,110,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $374,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $4,689,020,000 | 59 |
| U.S. Government securities | $3,723,187,000 | 60 |
| U.S. Treasury securities | $1,331,323,000 | 30 |
| U.S. Government agency obligations | $2,391,864,000 | 71 |
| Securities issued by states & political subdivisions | $964,253,000 | 29 |
| Other domestic debt securities | $1,504,000 | 1,451 |
| 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 | $1,504,000 | 1,151 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $76,000 | 839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $979,992,000 | 102 |
| Mortgage-backed securities | $781,939,000 | 148 |
| Certificates of participation in pools of residential mortgages | $357,015,000 | 143 |
| Issued or guaranteed by U.S. | $357,015,000 | 142 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $424,916,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $424,916,000 | 102 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $8,000 | 1,195 |
| Commercial mortgage pass-through securities | $8,000 | 816 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $4,689,020,000 | 50 |
| Total debt securities | $4,688,944,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $4,389,559,000 | 61 |
| U.S. Government securities | $3,582,042,000 | 61 |
| U.S. Treasury securities | $1,530,513,000 | 29 |
| U.S. Government agency obligations | $2,051,529,000 | 76 |
| Securities issued by states & political subdivisions | $805,863,000 | 34 |
| Other domestic debt securities | $1,590,000 | 1,395 |
| 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 | $1,590,000 | 1,106 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $64,000 | 864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $974,149,000 | 102 |
| Mortgage-backed securities | $641,218,000 | 166 |
| Certificates of participation in pools of residential mortgages | $187,276,000 | 241 |
| Issued or guaranteed by U.S. | $187,276,000 | 240 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $453,933,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $453,933,000 | 95 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $9,000 | 1,148 |
| Commercial mortgage pass-through securities | $9,000 | 789 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $4,389,559,000 | 50 |
| Total debt securities | $4,389,495,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $4,689,805,000 | 57 |
| U.S. Government securities | $4,015,126,000 | 56 |
| U.S. Treasury securities | $1,534,598,000 | 28 |
| U.S. Government agency obligations | $2,480,528,000 | 68 |
| Securities issued by states & political subdivisions | $673,042,000 | 37 |
| Other domestic debt securities | $1,584,000 | 1,401 |
| 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 | $1,584,000 | 1,101 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $53,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $966,706,000 | 101 |
| Mortgage-backed securities | $538,537,000 | 189 |
| Certificates of participation in pools of residential mortgages | $106,506,000 | 408 |
| Issued or guaranteed by U.S. | $106,506,000 | 406 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $432,020,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $432,020,000 | 98 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $11,000 | 1,099 |
| Commercial mortgage pass-through securities | $11,000 | 759 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $4,689,805,000 | 47 |
| Total debt securities | $4,689,752,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $4,655,000,000 | 59 |
| U.S. Government securities | $4,014,401,000 | 56 |
| U.S. Treasury securities | $1,535,972,000 | 24 |
| U.S. Government agency obligations | $2,478,429,000 | 67 |
| Securities issued by states & political subdivisions | $638,909,000 | 39 |
| Other domestic debt securities | $1,605,000 | 1,408 |
| 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 | $1,605,000 | 1,118 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $85,000 | 872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $918,857,000 | 107 |
| Mortgage-backed securities | $535,420,000 | 186 |
| Certificates of participation in pools of residential mortgages | $67,519,000 | 625 |
| Issued or guaranteed by U.S. | $67,519,000 | 625 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $467,889,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $467,889,000 | 95 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $12,000 | 1,056 |
| Commercial mortgage pass-through securities | $12,000 | 720 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $4,655,000,000 | 49 |
| Total debt securities | $4,654,915,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $4,391,105,000 | 59 |
| U.S. Government securities | $3,815,220,000 | 58 |
| U.S. Treasury securities | $1,237,766,000 | 28 |
| U.S. Government agency obligations | $2,577,454,000 | 65 |
| Securities issued by states & political subdivisions | $574,221,000 | 45 |
| Other domestic debt securities | $1,606,000 | 1,443 |
| 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 | $1,606,000 | 1,133 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $58,000 | 911 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $769,609,000 | 114 |
| Mortgage-backed securities | $580,538,000 | 172 |
| Certificates of participation in pools of residential mortgages | $70,242,000 | 609 |
| Issued or guaranteed by U.S. | $70,242,000 | 608 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $510,282,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $510,282,000 | 87 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $14,000 | 1,037 |
| Commercial mortgage pass-through securities | $14,000 | 703 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $4,391,105,000 | 50 |
| Total debt securities | $4,391,047,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $4,106,912,000 | 60 |
| U.S. Government securities | $3,570,538,000 | 59 |
| U.S. Treasury securities | $1,237,533,000 | 28 |
| U.S. Government agency obligations | $2,333,005,000 | 69 |
| Securities issued by states & political subdivisions | $534,804,000 | 47 |
| Other domestic debt securities | $1,509,000 | 1,489 |
| 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 | $1,509,000 | 1,170 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $61,000 | 917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $801,129,000 | 110 |
| Mortgage-backed securities | $615,125,000 | 167 |
| Certificates of participation in pools of residential mortgages | $68,202,000 | 654 |
| Issued or guaranteed by U.S. | $68,202,000 | 650 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $546,908,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $546,908,000 | 84 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $15,000 | 1,019 |
| Commercial mortgage pass-through securities | $15,000 | 710 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $4,106,912,000 | 50 |
| Total debt securities | $4,106,851,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $4,155,496,000 | 60 |
| U.S. Government securities | $3,653,389,000 | 59 |
| U.S. Treasury securities | $1,239,516,000 | 26 |
| U.S. Government agency obligations | $2,413,873,000 | 67 |
| Securities issued by states & political subdivisions | $500,473,000 | 48 |
| Other domestic debt securities | $1,569,000 | 1,516 |
| 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 | $1,569,000 | 1,175 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $65,000 | 951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $853,850,000 | 109 |
| Mortgage-backed securities | $652,176,000 | 155 |
| Certificates of participation in pools of residential mortgages | $65,346,000 | 674 |
| Issued or guaranteed by U.S. | $65,346,000 | 673 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $586,814,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $586,814,000 | 79 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $16,000 | 988 |
| Commercial mortgage pass-through securities | $16,000 | 703 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $4,155,496,000 | 50 |
| Total debt securities | $4,155,431,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $3,742,601,000 | 65 |
| U.S. Government securities | $3,258,743,000 | 64 |
| U.S. Treasury securities | $934,606,000 | 23 |
| U.S. Government agency obligations | $2,324,137,000 | 70 |
| Securities issued by states & political subdivisions | $482,273,000 | 51 |
| Other domestic debt securities | $1,522,000 | 1,571 |
| 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 | $1,522,000 | 1,227 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $63,000 | 977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $776,309,000 | 115 |
| Mortgage-backed securities | $699,976,000 | 145 |
| Certificates of participation in pools of residential mortgages | $68,266,000 | 653 |
| Issued or guaranteed by U.S. | $68,266,000 | 652 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $631,692,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $631,692,000 | 79 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $18,000 | 988 |
| Commercial mortgage pass-through securities | $18,000 | 707 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $3,742,601,000 | 53 |
| Total debt securities | $3,742,538,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $3,595,607,000 | 66 |
| U.S. Government securities | $3,142,792,000 | 64 |
| U.S. Treasury securities | $804,873,000 | 23 |
| U.S. Government agency obligations | $2,337,919,000 | 67 |
| Securities issued by states & political subdivisions | $451,100,000 | 52 |
| Other domestic debt securities | $1,648,000 | 1,589 |
| 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 | $1,648,000 | 1,231 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $67,000 | 988 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $687,004,000 | 125 |
| Mortgage-backed securities | $664,083,000 | 154 |
| Certificates of participation in pools of residential mortgages | $59,477,000 | 748 |
| Issued or guaranteed by U.S. | $59,477,000 | 748 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $604,587,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $604,587,000 | 79 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $19,000 | 976 |
| Commercial mortgage pass-through securities | $19,000 | 706 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $3,595,607,000 | 55 |
| Total debt securities | $3,595,540,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $3,244,053,000 | 67 |
| U.S. Government securities | $2,846,346,000 | 64 |
| U.S. Treasury securities | $503,642,000 | 23 |
| U.S. Government agency obligations | $2,342,704,000 | 67 |
| Securities issued by states & political subdivisions | $395,168,000 | 57 |
| Other domestic debt securities | $2,470,000 | 1,376 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,470,000 | 1,044 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $69,000 | 987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $723,053,000 | 118 |
| Mortgage-backed securities | $662,605,000 | 155 |
| Certificates of participation in pools of residential mortgages | $74,126,000 | 612 |
| Issued or guaranteed by U.S. | $74,126,000 | 611 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $588,459,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $588,459,000 | 82 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $20,000 | 917 |
| Commercial mortgage pass-through securities | $20,000 | 653 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,244,053,000 | 56 |
| Total debt securities | $3,243,984,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $3,384,720,000 | 66 |
| U.S. Government securities | $3,027,898,000 | 61 |
| U.S. Treasury securities | $304,055,000 | 29 |
| U.S. Government agency obligations | $2,723,843,000 | 64 |
| Securities issued by states & political subdivisions | $354,646,000 | 61 |
| Other domestic debt securities | $2,109,000 | 1,515 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,109,000 | 1,158 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $67,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $705,735,000 | 116 |
| Mortgage-backed securities | $669,274,000 | 146 |
| Certificates of participation in pools of residential mortgages | $41,791,000 | 998 |
| Issued or guaranteed by U.S. | $41,791,000 | 995 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $627,462,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $627,462,000 | 78 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $21,000 | 902 |
| Commercial mortgage pass-through securities | $21,000 | 632 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,384,720,000 | 55 |
| Total debt securities | $3,384,653,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $134,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $3,697,805,000 | 62 |
| U.S. Government securities | $3,367,365,000 | 59 |
| U.S. Treasury securities | $303,871,000 | 29 |
| U.S. Government agency obligations | $3,063,494,000 | 59 |
| Securities issued by states & political subdivisions | $327,960,000 | 64 |
| Other domestic debt securities | $2,413,000 | 1,471 |
| 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 | $2,413,000 | 1,120 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $67,000 | 1,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $695,442,000 | 116 |
| Mortgage-backed securities | $707,663,000 | 142 |
| Certificates of participation in pools of residential mortgages | $44,616,000 | 942 |
| Issued or guaranteed by U.S. | $44,616,000 | 940 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $663,024,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $663,024,000 | 75 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $23,000 | 874 |
| Commercial mortgage pass-through securities | $23,000 | 630 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $3,697,805,000 | 52 |
| Total debt securities | $3,697,738,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $271,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $3,172,273,000 | 72 |
| U.S. Government securities | $2,871,169,000 | 66 |
| U.S. Treasury securities | $75,694,000 | 69 |
| U.S. Government agency obligations | $2,795,475,000 | 65 |
| Securities issued by states & political subdivisions | $298,601,000 | 69 |
| Other domestic debt securities | $2,409,000 | 1,467 |
| 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 | $2,409,000 | 1,090 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $94,000 | 993 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $634,014,000 | 123 |
| Mortgage-backed securities | $626,987,000 | 158 |
| Certificates of participation in pools of residential mortgages | $48,802,000 | 892 |
| Issued or guaranteed by U.S. | $48,802,000 | 890 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $578,161,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $578,161,000 | 84 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $24,000 | 793 |
| Commercial mortgage pass-through securities | $24,000 | 585 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $3,172,273,000 | 62 |
| Total debt securities | $3,172,179,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $223,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,857,752,000 | 74 |
| U.S. Government securities | $2,568,306,000 | 68 |
| U.S. Treasury securities | $75,803,000 | 70 |
| U.S. Government agency obligations | $2,492,503,000 | 66 |
| Securities issued by states & political subdivisions | $286,828,000 | 68 |
| Other domestic debt securities | $2,618,000 | 1,396 |
| 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 | $2,618,000 | 1,017 |
| 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 | $640,512,000 | 123 |
| Mortgage-backed securities | $614,997,000 | 161 |
| Certificates of participation in pools of residential mortgages | $42,795,000 | 984 |
| Issued or guaranteed by U.S. | $42,795,000 | 981 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $572,177,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $572,177,000 | 83 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $25,000 | 686 |
| Commercial mortgage pass-through securities | $25,000 | 517 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $2,857,752,000 | 65 |
| Total debt securities | $2,857,752,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $39,000 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $3,190,647,000 | 69 |
| U.S. Government securities | $2,933,381,000 | 63 |
| U.S. Treasury securities | $76,403,000 | 67 |
| U.S. Government agency obligations | $2,856,978,000 | 61 |
| Securities issued by states & political subdivisions | $254,722,000 | 75 |
| Other domestic debt securities | $2,544,000 | 1,452 |
| 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 | $2,544,000 | 1,075 |
| 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 | $587,046,000 | 129 |
| Mortgage-backed securities | $593,738,000 | 164 |
| Certificates of participation in pools of residential mortgages | $48,416,000 | 926 |
| Issued or guaranteed by U.S. | $48,416,000 | 925 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $545,295,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $545,295,000 | 89 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $27,000 | 659 |
| Commercial mortgage pass-through securities | $27,000 | 487 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $3,190,647,000 | 60 |
| Total debt securities | $3,190,647,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $155,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $155,000 | 108 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,687,688,000 | 79 |
| U.S. Government securities | $2,457,298,000 | 70 |
| U.S. Treasury securities | $76,456,000 | 69 |
| U.S. Government agency obligations | $2,380,842,000 | 72 |
| Securities issued by states & political subdivisions | $227,484,000 | 80 |
| Other domestic debt securities | $2,906,000 | 1,383 |
| 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 | $2,906,000 | 1,024 |
| 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 | $587,842,000 | 133 |
| Mortgage-backed securities | $591,184,000 | 167 |
| Certificates of participation in pools of residential mortgages | $51,311,000 | 902 |
| Issued or guaranteed by U.S. | $51,311,000 | 900 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $539,845,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $539,845,000 | 89 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $28,000 | 624 |
| Commercial mortgage pass-through securities | $28,000 | 452 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $2,687,688,000 | 69 |
| Total debt securities | $2,687,688,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $53,000 | 213 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,703,992,000 | 77 |
| U.S. Government securities | $2,491,775,000 | 71 |
| U.S. Treasury securities | $76,456,000 | 65 |
| U.S. Government agency obligations | $2,415,319,000 | 71 |
| Securities issued by states & political subdivisions | $209,877,000 | 82 |
| Other domestic debt securities | $2,340,000 | 1,500 |
| Privately issued residential mortgage-backed securities | $63,000 | 1,090 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,277,000 | 1,109 |
| 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 | $605,262,000 | 134 |
| Mortgage-backed securities | $576,126,000 | 170 |
| Certificates of participation in pools of residential mortgages | $54,060,000 | 858 |
| Issued or guaranteed by U.S. | $54,060,000 | 856 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $522,029,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $521,966,000 | 90 |
| Privately issued | $63,000 | 1,050 |
| Commercial mortgage-backed securities | $37,000 | 576 |
| Commercial mortgage pass-through securities | $37,000 | 413 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $2,703,992,000 | 68 |
| Total debt securities | $2,703,992,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $588,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,814,086,000 | 76 |
| U.S. Government securities | $2,610,931,000 | 66 |
| U.S. Treasury securities | $502,000 | 914 |
| U.S. Government agency obligations | $2,610,429,000 | 66 |
| Securities issued by states & political subdivisions | $199,473,000 | 89 |
| Other domestic debt securities | $3,682,000 | 1,213 |
| Privately issued residential mortgage-backed securities | $65,000 | 1,177 |
| Commercial mortgage-backed securities - Total | $38,000 | 105 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $3,579,000 | 830 |
| 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 | $582,433,000 | 129 |
| Mortgage-backed securities | $504,781,000 | 183 |
| Certificates of participation in pools of residential mortgages | $47,967,000 | 905 |
| Issued or guaranteed by U.S. | $47,967,000 | 901 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $456,776,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $456,711,000 | 95 |
| Privately issued | $65,000 | 1,117 |
| Commercial mortgage-backed securities | $38,000 | 502 |
| Commercial mortgage pass-through securities | $38,000 | 358 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $2,814,086,000 | 71 |
| Total debt securities | $2,814,086,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $596,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,192,254,000 | 93 |
| U.S. Government securities | $2,000,765,000 | 78 |
| U.S. Treasury securities | $25,561,000 | 148 |
| U.S. Government agency obligations | $1,975,204,000 | 78 |
| Securities issued by states & political subdivisions | $187,502,000 | 91 |
| Other domestic debt securities | $3,987,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $68,000 | 1,197 |
| Commercial mortgage-backed securities - Total | $39,000 | 87 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,880,000 | 783 |
| 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 | $574,970,000 | 125 |
| Mortgage-backed securities | $328,297,000 | 265 |
| Certificates of participation in pools of residential mortgages | $45,842,000 | 906 |
| Issued or guaranteed by U.S. | $45,842,000 | 902 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $282,416,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $282,348,000 | 141 |
| Privately issued | $68,000 | 1,132 |
| Commercial mortgage-backed securities | $39,000 | 445 |
| Commercial mortgage pass-through securities | $39,000 | 323 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $2,192,254,000 | 82 |
| Total debt securities | $2,192,254,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,932,843,000 | 105 |
| U.S. Government securities | $1,755,736,000 | 93 |
| U.S. Treasury securities | $253,211,000 | 38 |
| U.S. Government agency obligations | $1,502,525,000 | 97 |
| Securities issued by states & political subdivisions | $173,097,000 | 100 |
| Other domestic debt securities | $4,010,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $72,000 | 1,212 |
| Commercial mortgage-backed securities - Total | $41,000 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $3,897,000 | 715 |
| 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 | $622,058,000 | 119 |
| Mortgage-backed securities | $115,068,000 | 644 |
| Certificates of participation in pools of residential mortgages | $48,329,000 | 855 |
| Issued or guaranteed by U.S. | $48,329,000 | 852 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $66,698,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $66,626,000 | 401 |
| Privately issued | $72,000 | 1,154 |
| Commercial mortgage-backed securities | $41,000 | 431 |
| Commercial mortgage pass-through securities | $41,000 | 323 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,932,843,000 | 91 |
| Total debt securities | $1,932,843,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $189,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,735,965,000 | 117 |
| U.S. Government securities | $1,583,398,000 | 99 |
| U.S. Treasury securities | $177,561,000 | 47 |
| U.S. Government agency obligations | $1,405,837,000 | 104 |
| Securities issued by states & political subdivisions | $143,173,000 | 125 |
| Other domestic debt securities | $9,394,000 | 746 |
| Privately issued residential mortgage-backed securities | $4,103,000 | 524 |
| Commercial mortgage-backed securities - Total | $43,000 | 77 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $5,248,000 | 592 |
| 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 | $550,535,000 | 134 |
| Mortgage-backed securities | $72,038,000 | 900 |
| Certificates of participation in pools of residential mortgages | $50,321,000 | 786 |
| Issued or guaranteed by U.S. | $50,321,000 | 783 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $21,674,000 | 973 |
| CMOs issued by government agencies or sponsored agencies | $17,571,000 | 959 |
| Privately issued | $4,103,000 | 502 |
| Commercial mortgage-backed securities | $43,000 | 419 |
| Commercial mortgage pass-through securities | $43,000 | 313 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,735,965,000 | 98 |
| Total debt securities | $1,735,965,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $380,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,690,235,000 | 112 |
| U.S. Government securities | $1,540,080,000 | 96 |
| U.S. Treasury securities | $177,779,000 | 49 |
| U.S. Government agency obligations | $1,362,301,000 | 103 |
| Securities issued by states & political subdivisions | $138,514,000 | 125 |
| Other domestic debt securities | $11,641,000 | 682 |
| Privately issued residential mortgage-backed securities | $4,701,000 | 525 |
| Commercial mortgage-backed securities - Total | $44,000 | 384 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $6,896,000 | 489 |
| 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 | $589,650,000 | 125 |
| Mortgage-backed securities | $77,781,000 | 813 |
| Certificates of participation in pools of residential mortgages | $53,323,000 | 714 |
| Issued or guaranteed by U.S. | $53,323,000 | 709 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $24,414,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $19,713,000 | 853 |
| Privately issued | $4,701,000 | 503 |
| Commercial mortgage-backed securities | $44,000 | 384 |
| Commercial mortgage pass-through securities | $44,000 | 298 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $1,690,235,000 | 94 |
| Total debt securities | $1,690,235,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $139,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,342,162,000 | 123 |
| U.S. Government securities | $1,227,737,000 | 110 |
| U.S. Treasury securities | $178,807,000 | 45 |
| U.S. Government agency obligations | $1,048,930,000 | 111 |
| Securities issued by states & political subdivisions | $100,931,000 | 178 |
| Other domestic debt securities | $13,494,000 | 623 |
| Privately issued residential mortgage-backed securities | $5,798,000 | 524 |
| Commercial mortgage-backed securities - Total | $46,000 | 357 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $7,650,000 | 455 |
| 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 | $469,312,000 | 134 |
| Mortgage-backed securities | $85,307,000 | 741 |
| Certificates of participation in pools of residential mortgages | $57,216,000 | 647 |
| Issued or guaranteed by U.S. | $57,216,000 | 643 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $28,045,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $22,247,000 | 796 |
| Privately issued | $5,798,000 | 503 |
| Commercial mortgage-backed securities | $46,000 | 357 |
| Commercial mortgage pass-through securities | $46,000 | 274 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,342,162,000 | 104 |
| Total debt securities | $1,342,162,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $554,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $927,518,000 | 161 |
| U.S. Government securities | $815,473,000 | 144 |
| U.S. Treasury securities | $178,107,000 | 45 |
| U.S. Government agency obligations | $637,366,000 | 163 |
| Securities issued by states & political subdivisions | $92,900,000 | 179 |
| Other domestic debt securities | $19,145,000 | 507 |
| Privately issued residential mortgage-backed securities | $11,448,000 | 399 |
| Commercial mortgage-backed securities - Total | $47,000 | 355 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $7,650,000 | 414 |
| 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 | $451,026,000 | 139 |
| Mortgage-backed securities | $91,224,000 | 698 |
| Certificates of participation in pools of residential mortgages | $56,238,000 | 659 |
| Issued or guaranteed by U.S. | $56,238,000 | 653 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $34,939,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $23,491,000 | 737 |
| Privately issued | $11,448,000 | 383 |
| Commercial mortgage-backed securities | $47,000 | 355 |
| Commercial mortgage pass-through securities | $47,000 | 273 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $927,518,000 | 139 |
| Total debt securities | $927,518,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $742,223,000 | 185 |
| U.S. Government securities | $638,096,000 | 166 |
| U.S. Treasury securities | $125,986,000 | 55 |
| U.S. Government agency obligations | $512,110,000 | 191 |
| Securities issued by states & political subdivisions | $82,948,000 | 207 |
| Other domestic debt securities | $21,179,000 | 491 |
| Privately issued residential mortgage-backed securities | $12,355,000 | 400 |
| Commercial mortgage-backed securities - Total | $49,000 | 366 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $8,775,000 | 395 |
| 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 | $507,427,000 | 132 |
| Mortgage-backed securities | $89,416,000 | 721 |
| Certificates of participation in pools of residential mortgages | $52,543,000 | 729 |
| Issued or guaranteed by U.S. | $52,543,000 | 723 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $36,824,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $24,469,000 | 692 |
| Privately issued | $12,355,000 | 382 |
| Commercial mortgage-backed securities | $49,000 | 366 |
| Commercial mortgage pass-through securities | $49,000 | 278 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $742,223,000 | 165 |
| Total debt securities | $742,223,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $424,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $973,736,000 | 159 |
| U.S. Government securities | $847,814,000 | 134 |
| U.S. Treasury securities | $25,062,000 | 134 |
| U.S. Government agency obligations | $822,752,000 | 133 |
| Securities issued by states & political subdivisions | $103,586,000 | 154 |
| Other domestic debt securities | $22,336,000 | 486 |
| Privately issued residential mortgage-backed securities | $13,235,000 | 403 |
| Commercial mortgage-backed securities - Total | $51,000 | 352 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $9,050,000 | 389 |
| 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 | $590,050,000 | 128 |
| Mortgage-backed securities | $94,267,000 | 701 |
| Certificates of participation in pools of residential mortgages | $55,472,000 | 720 |
| Issued or guaranteed by U.S. | $55,472,000 | 714 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $38,744,000 | 632 |
| CMOs issued by government agencies or sponsored agencies | $25,509,000 | 643 |
| Privately issued | $13,235,000 | 386 |
| Commercial mortgage-backed securities | $51,000 | 352 |
| Commercial mortgage pass-through securities | $51,000 | 268 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $973,736,000 | 141 |
| Total debt securities | $973,736,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $1,035,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $956,070,000 | 159 |
| U.S. Government securities | $826,440,000 | 138 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $826,440,000 | 134 |
| Securities issued by states & political subdivisions | $105,911,000 | 157 |
| Other domestic debt securities | $23,719,000 | 515 |
| Privately issued residential mortgage-backed securities | $14,292,000 | 413 |
| Commercial mortgage-backed securities - Total | $52,000 | 364 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $9,375,000 | 403 |
| 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 | $526,187,000 | 137 |
| Mortgage-backed securities | $72,920,000 | 862 |
| Certificates of participation in pools of residential mortgages | $54,658,000 | 746 |
| Issued or guaranteed by U.S. | $54,658,000 | 738 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $18,210,000 | 981 |
| CMOs issued by government agencies or sponsored agencies | $3,918,000 | 1,723 |
| Privately issued | $14,292,000 | 395 |
| Commercial mortgage-backed securities | $52,000 | 364 |
| Commercial mortgage pass-through securities | $52,000 | 265 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $956,070,000 | 137 |
| Total debt securities | $956,070,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $509,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $902,100,000 | 167 |
| U.S. Government securities | $777,338,000 | 142 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $777,338,000 | 138 |
| Securities issued by states & political subdivisions | $99,598,000 | 167 |
| Other domestic debt securities | $25,164,000 | 510 |
| Privately issued residential mortgage-backed securities | $15,511,000 | 404 |
| Commercial mortgage-backed securities - Total | $53,000 | 296 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $9,600,000 | 408 |
| 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 | $530,779,000 | 138 |
| Mortgage-backed securities | $77,550,000 | 819 |
| Certificates of participation in pools of residential mortgages | $57,689,000 | 723 |
| Issued or guaranteed by U.S. | $57,689,000 | 712 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $19,808,000 | 910 |
| CMOs issued by government agencies or sponsored agencies | $4,297,000 | 1,631 |
| Privately issued | $15,511,000 | 390 |
| Commercial mortgage-backed securities | $53,000 | 296 |
| Commercial mortgage pass-through securities | $53,000 | 196 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $902,100,000 | 147 |
| Total debt securities | $902,100,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $125,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $998,670,000 | 156 |
| U.S. Government securities | $874,130,000 | 128 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $874,130,000 | 122 |
| Securities issued by states & political subdivisions | $97,220,000 | 169 |
| Other domestic debt securities | $27,320,000 | 467 |
| Privately issued residential mortgage-backed securities | $17,345,000 | 391 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,975,000 | 387 |
| 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 | $550,922,000 | 137 |
| Mortgage-backed securities | $83,453,000 | 783 |
| Certificates of participation in pools of residential mortgages | $61,267,000 | 703 |
| Issued or guaranteed by U.S. | $61,267,000 | 692 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $22,186,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $4,841,000 | 1,544 |
| Privately issued | $17,345,000 | 373 |
| 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) | $998,670,000 | 133 |
| Total debt securities | $998,670,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $962,856,000 | 157 |
| U.S. Government securities | $833,102,000 | 133 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $833,102,000 | 128 |
| Securities issued by states & political subdivisions | $101,244,000 | 160 |
| Other domestic debt securities | $28,510,000 | 435 |
| Privately issued residential mortgage-backed securities | $18,160,000 | 360 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,350,000 | 365 |
| 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 | $670,890,000 | 118 |
| Mortgage-backed securities | $86,595,000 | 743 |
| Certificates of participation in pools of residential mortgages | $63,407,000 | 666 |
| Issued or guaranteed by U.S. | $63,407,000 | 657 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $23,188,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $5,028,000 | 1,498 |
| Privately issued | $18,160,000 | 348 |
| 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) | $962,856,000 | 133 |
| Total debt securities | $962,856,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $246,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,033,856,000 | 144 |
| U.S. Government securities | $910,174,000 | 115 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $910,174,000 | 113 |
| Securities issued by states & political subdivisions | $104,531,000 | 146 |
| Other domestic debt securities | $19,151,000 | 551 |
| Privately issued residential mortgage-backed securities | $19,151,000 | 360 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $681,575,000 | 114 |
| Mortgage-backed securities | $87,116,000 | 704 |
| Certificates of participation in pools of residential mortgages | $62,715,000 | 641 |
| Issued or guaranteed by U.S. | $62,715,000 | 632 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $24,401,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $5,250,000 | 1,385 |
| Privately issued | $19,151,000 | 345 |
| 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) | $1,033,856,000 | 122 |
| Total debt securities | $1,033,856,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $786,000 | 201 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,248,778,000 | 124 |
| U.S. Government securities | $1,126,091,000 | 98 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,126,091,000 | 98 |
| Securities issued by states & political subdivisions | $102,649,000 | 153 |
| Other domestic debt securities | $20,038,000 | 551 |
| Privately issued residential mortgage-backed securities | $20,038,000 | 353 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $667,411,000 | 112 |
| Mortgage-backed securities | $88,844,000 | 681 |
| Certificates of participation in pools of residential mortgages | $63,371,000 | 631 |
| Issued or guaranteed by U.S. | $63,371,000 | 624 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $25,473,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $5,435,000 | 1,367 |
| Privately issued | $20,038,000 | 332 |
| 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) | $1,248,778,000 | 109 |
| Total debt securities | $1,248,778,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $236,000 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,097,144,000 | 146 |
| U.S. Government securities | $964,510,000 | 119 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $964,510,000 | 115 |
| Securities issued by states & political subdivisions | $111,033,000 | 140 |
| Other domestic debt securities | $21,601,000 | 513 |
| Privately issued residential mortgage-backed securities | $21,601,000 | 337 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $631,039,000 | 116 |
| Mortgage-backed securities | $95,593,000 | 624 |
| Certificates of participation in pools of residential mortgages | $68,032,000 | 574 |
| Issued or guaranteed by U.S. | $68,032,000 | 568 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $27,561,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $5,960,000 | 1,299 |
| Privately issued | $21,601,000 | 315 |
| 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) | $1,097,144,000 | 129 |
| Total debt securities | $1,097,144,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $39,000 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,236,540,000 | 135 |
| U.S. Government securities | $1,095,870,000 | 111 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,095,870,000 | 110 |
| Securities issued by states & political subdivisions | $118,089,000 | 123 |
| Other domestic debt securities | $22,581,000 | 478 |
| Privately issued residential mortgage-backed securities | $22,581,000 | 300 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $602,949,000 | 116 |
| Mortgage-backed securities | $97,841,000 | 574 |
| Certificates of participation in pools of residential mortgages | $69,165,000 | 512 |
| Issued or guaranteed by U.S. | $69,165,000 | 508 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $28,676,000 | 593 |
| CMOs issued by government agencies or sponsored agencies | $6,095,000 | 1,236 |
| Privately issued | $22,581,000 | 282 |
| 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) | $1,236,540,000 | 115 |
| Total debt securities | $1,236,540,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $221,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,239,353,000 | 142 |
| U.S. Government securities | $1,096,557,000 | 113 |
| U.S. Treasury securities | $25,028,000 | 105 |
| U.S. Government agency obligations | $1,071,529,000 | 113 |
| Securities issued by states & political subdivisions | $119,585,000 | 119 |
| Other domestic debt securities | $23,211,000 | 443 |
| Privately issued residential mortgage-backed securities | $23,211,000 | 283 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $562,205,000 | 125 |
| Mortgage-backed securities | $100,632,000 | 525 |
| Certificates of participation in pools of residential mortgages | $71,043,000 | 481 |
| Issued or guaranteed by U.S. | $71,043,000 | 477 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $29,589,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $6,378,000 | 1,175 |
| Privately issued | $23,211,000 | 269 |
| 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) | $1,239,353,000 | 120 |
| Total debt securities | $1,239,353,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $74,000 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,244,297,000 | 146 |
| U.S. Government securities | $1,098,084,000 | 122 |
| U.S. Treasury securities | $50,085,000 | 67 |
| U.S. Government agency obligations | $1,047,999,000 | 125 |
| Securities issued by states & political subdivisions | $122,269,000 | 114 |
| Other domestic debt securities | $23,944,000 | 424 |
| Privately issued residential mortgage-backed securities | $23,944,000 | 270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $587,259,000 | 131 |
| Mortgage-backed securities | $104,348,000 | 523 |
| Certificates of participation in pools of residential mortgages | $73,769,000 | 467 |
| Issued or guaranteed by U.S. | $73,769,000 | 463 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $30,579,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $6,635,000 | 1,120 |
| Privately issued | $23,944,000 | 258 |
| 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) | $1,244,297,000 | 126 |
| Total debt securities | $1,244,297,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $319,000 | 227 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,160,383,000 | 156 |
| U.S. Government securities | $1,004,547,000 | 133 |
| U.S. Treasury securities | $75,072,000 | 51 |
| U.S. Government agency obligations | $929,475,000 | 131 |
| Securities issued by states & political subdivisions | $130,542,000 | 108 |
| Other domestic debt securities | $25,294,000 | 424 |
| Privately issued residential mortgage-backed securities | $25,294,000 | 260 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $532,839,000 | 140 |
| Mortgage-backed securities | $111,489,000 | 500 |
| Certificates of participation in pools of residential mortgages | $79,036,000 | 440 |
| Issued or guaranteed by U.S. | $79,036,000 | 436 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $32,453,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $7,159,000 | 1,052 |
| Privately issued | $25,294,000 | 246 |
| 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) | $1,160,383,000 | 130 |
| Total debt securities | $1,160,383,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $294,000 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,062,318,000 | 165 |
| U.S. Government securities | $898,520,000 | 150 |
| U.S. Treasury securities | $50,217,000 | 81 |
| U.S. Government agency obligations | $848,303,000 | 146 |
| Securities issued by states & political subdivisions | $137,718,000 | 99 |
| Other domestic debt securities | $26,080,000 | 413 |
| Privately issued residential mortgage-backed securities | $26,080,000 | 247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,365,000 | 148 |
| Mortgage-backed securities | $115,629,000 | 493 |
| Certificates of participation in pools of residential mortgages | $82,032,000 | 429 |
| Issued or guaranteed by U.S. | $82,032,000 | 424 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $33,597,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $7,517,000 | 1,028 |
| Privately issued | $26,080,000 | 236 |
| 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) | $1,062,318,000 | 138 |
| Total debt securities | $1,062,318,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $696,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $978,131,000 | 180 |
| U.S. Government securities | $804,876,000 | 164 |
| U.S. Treasury securities | $50,277,000 | 80 |
| U.S. Government agency obligations | $754,599,000 | 166 |
| Securities issued by states & political subdivisions | $146,179,000 | 96 |
| Other domestic debt securities | $27,076,000 | 411 |
| Privately issued residential mortgage-backed securities | $27,076,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $483,004,000 | 156 |
| Mortgage-backed securities | $120,301,000 | 484 |
| Certificates of participation in pools of residential mortgages | $85,285,000 | 436 |
| Issued or guaranteed by U.S. | $85,285,000 | 430 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $35,016,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $7,940,000 | 971 |
| Privately issued | $27,076,000 | 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 | 4,052 |
| Available-for-sale securities (fair market value) | $978,131,000 | 152 |
| Total debt securities | $978,131,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $572,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $979,782,000 | 185 |
| U.S. Government securities | $801,645,000 | 170 |
| U.S. Treasury securities | $50,111,000 | 89 |
| U.S. Government agency obligations | $751,534,000 | 167 |
| Securities issued by states & political subdivisions | $150,750,000 | 94 |
| Other domestic debt securities | $27,387,000 | 407 |
| Privately issued residential mortgage-backed securities | $27,387,000 | 244 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $527,993,000 | 146 |
| Mortgage-backed securities | $122,132,000 | 480 |
| Certificates of participation in pools of residential mortgages | $86,506,000 | 436 |
| Issued or guaranteed by U.S. | $86,506,000 | 433 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $35,626,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $8,239,000 | 944 |
| Privately issued | $27,387,000 | 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 | 4,097 |
| Available-for-sale securities (fair market value) | $979,782,000 | 156 |
| Total debt securities | $979,782,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $290,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $858,981,000 | 202 |
| U.S. Government securities | $675,083,000 | 193 |
| U.S. Treasury securities | $69,838,000 | 79 |
| U.S. Government agency obligations | $605,245,000 | 191 |
| Securities issued by states & political subdivisions | $155,062,000 | 93 |
| Other domestic debt securities | $28,836,000 | 396 |
| Privately issued residential mortgage-backed securities | $28,836,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $436,425,000 | 168 |
| Mortgage-backed securities | $121,096,000 | 485 |
| Certificates of participation in pools of residential mortgages | $83,408,000 | 455 |
| Issued or guaranteed by U.S. | $83,408,000 | 450 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $37,688,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $8,852,000 | 916 |
| Privately issued | $28,836,000 | 223 |
| 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) | $858,981,000 | 172 |
| Total debt securities | $858,981,000 | 197 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $315,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $755,360,000 | 222 |
| U.S. Government securities | $558,845,000 | 219 |
| U.S. Treasury securities | $44,790,000 | 111 |
| U.S. Government agency obligations | $514,055,000 | 218 |
| Securities issued by states & political subdivisions | $166,244,000 | 88 |
| Other domestic debt securities | $30,271,000 | 396 |
| Privately issued residential mortgage-backed securities | $30,271,000 | 229 |
| 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 | $415,448,000 | 182 |
| Mortgage-backed securities | $128,256,000 | 478 |
| Certificates of participation in pools of residential mortgages | $88,524,000 | 452 |
| Issued or guaranteed by U.S. | $88,524,000 | 446 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $39,732,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $9,461,000 | 878 |
| Privately issued | $30,271,000 | 219 |
| 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) | $755,360,000 | 188 |
| Total debt securities | $755,361,000 | 221 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $884,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $751,899,000 | 218 |
| U.S. Government securities | $540,499,000 | 222 |
| U.S. Treasury securities | $44,570,000 | 110 |
| U.S. Government agency obligations | $495,929,000 | 226 |
| Securities issued by states & political subdivisions | $179,335,000 | 81 |
| Other domestic debt securities | $32,065,000 | 384 |
| Privately issued residential mortgage-backed securities | $32,065,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $422,915,000 | 174 |
| Mortgage-backed securities | $136,552,000 | 463 |
| Certificates of participation in pools of residential mortgages | $94,216,000 | 434 |
| Issued or guaranteed by U.S. | $94,216,000 | 430 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $42,336,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $10,271,000 | 850 |
| Privately issued | $32,065,000 | 205 |
| 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) | $751,899,000 | 183 |
| Total debt securities | $751,899,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $256,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $798,660,000 | 210 |
| U.S. Government securities | $578,932,000 | 211 |
| U.S. Treasury securities | $54,547,000 | 96 |
| U.S. Government agency obligations | $524,385,000 | 214 |
| Securities issued by states & political subdivisions | $185,660,000 | 77 |
| Other domestic debt securities | $34,068,000 | 373 |
| Privately issued residential mortgage-backed securities | $34,068,000 | 216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $424,502,000 | 172 |
| Mortgage-backed securities | $146,666,000 | 453 |
| Certificates of participation in pools of residential mortgages | $101,323,000 | 427 |
| Issued or guaranteed by U.S. | $101,323,000 | 420 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $45,343,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $11,275,000 | 845 |
| Privately issued | $34,068,000 | 205 |
| 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) | $798,660,000 | 178 |
| Total debt securities | $798,660,000 | 209 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $111,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $816,416,000 | 211 |
| U.S. Government securities | $586,490,000 | 214 |
| U.S. Treasury securities | $79,283,000 | 80 |
| U.S. Government agency obligations | $507,207,000 | 226 |
| Securities issued by states & political subdivisions | $194,775,000 | 72 |
| Other domestic debt securities | $35,151,000 | 368 |
| Privately issued residential mortgage-backed securities | $35,151,000 | 205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $409,271,000 | 178 |
| Mortgage-backed securities | $152,486,000 | 449 |
| Certificates of participation in pools of residential mortgages | $105,357,000 | 424 |
| Issued or guaranteed by U.S. | $105,357,000 | 419 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $47,129,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $11,978,000 | 832 |
| Privately issued | $35,151,000 | 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 | 4,419 |
| Available-for-sale securities (fair market value) | $816,416,000 | 179 |
| Total debt securities | $816,416,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $67,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $816,400,000 | 218 |
| U.S. Government securities | $576,481,000 | 213 |
| U.S. Treasury securities | $79,503,000 | 82 |
| U.S. Government agency obligations | $496,978,000 | 227 |
| Securities issued by states & political subdivisions | $202,572,000 | 67 |
| Other domestic debt securities | $37,347,000 | 362 |
| Privately issued residential mortgage-backed securities | $37,347,000 | 199 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,238,000 | 188 |
| Mortgage-backed securities | $163,018,000 | 433 |
| Certificates of participation in pools of residential mortgages | $112,615,000 | 410 |
| Issued or guaranteed by U.S. | $112,615,000 | 408 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $50,403,000 | 414 |
| CMOs issued by government agencies or sponsored agencies | $13,056,000 | 803 |
| Privately issued | $37,347,000 | 185 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $816,400,000 | 185 |
| Total debt securities | $816,400,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $48,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $929,595,000 | 193 |
| U.S. Government securities | $673,102,000 | 198 |
| U.S. Treasury securities | $80,841,000 | 79 |
| U.S. Government agency obligations | $592,261,000 | 206 |
| Securities issued by states & political subdivisions | $217,104,000 | 59 |
| Other domestic debt securities | $39,389,000 | 344 |
| Privately issued residential mortgage-backed securities | $39,389,000 | 183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $384,288,000 | 186 |
| Mortgage-backed securities | $173,253,000 | 417 |
| Certificates of participation in pools of residential mortgages | $119,898,000 | 392 |
| Issued or guaranteed by U.S. | $119,898,000 | 391 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $53,355,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $13,966,000 | 771 |
| Privately issued | $39,389,000 | 169 |
| 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) | $929,595,000 | 174 |
| Total debt securities | $929,595,000 | 193 |
| 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 | $1,033,285,000 | 185 |
| U.S. Government securities | $775,635,000 | 181 |
| U.S. Treasury securities | $80,582,000 | 83 |
| U.S. Government agency obligations | $695,053,000 | 181 |
| Securities issued by states & political subdivisions | $216,727,000 | 56 |
| Other domestic debt securities | $40,923,000 | 336 |
| Privately issued residential mortgage-backed securities | $40,923,000 | 168 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $362,931,000 | 195 |
| Mortgage-backed securities | $177,838,000 | 414 |
| Certificates of participation in pools of residential mortgages | $122,274,000 | 389 |
| Issued or guaranteed by U.S. | $122,274,000 | 387 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $55,564,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $14,641,000 | 750 |
| Privately issued | $40,923,000 | 155 |
| 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) | $1,033,285,000 | 163 |
| Total debt securities | $1,033,285,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $351,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $962,402,000 | 191 |
| U.S. Government securities | $681,238,000 | 194 |
| U.S. Treasury securities | $44,178,000 | 133 |
| U.S. Government agency obligations | $637,060,000 | 202 |
| Securities issued by states & political subdivisions | $231,636,000 | 54 |
| Other domestic debt securities | $49,528,000 | 310 |
| Privately issued residential mortgage-backed securities | $49,528,000 | 168 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $364,723,000 | 186 |
| Mortgage-backed securities | $186,969,000 | 416 |
| Certificates of participation in pools of residential mortgages | $120,515,000 | 399 |
| Issued or guaranteed by U.S. | $120,515,000 | 396 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $66,454,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $16,926,000 | 710 |
| Privately issued | $49,528,000 | 156 |
| 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) | $962,402,000 | 172 |
| Total debt securities | $962,402,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $97,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $968,835,000 | 189 |
| U.S. Government securities | $676,873,000 | 202 |
| U.S. Treasury securities | $59,456,000 | 102 |
| U.S. Government agency obligations | $617,417,000 | 210 |
| Securities issued by states & political subdivisions | $239,398,000 | 53 |
| Other domestic debt securities | $52,564,000 | 279 |
| Privately issued residential mortgage-backed securities | $52,564,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $414,233,000 | 172 |
| Mortgage-backed securities | $197,832,000 | 401 |
| Certificates of participation in pools of residential mortgages | $127,465,000 | 390 |
| Issued or guaranteed by U.S. | $127,465,000 | 387 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $70,367,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $17,803,000 | 753 |
| Privately issued | $52,564,000 | 108 |
| 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) | $968,835,000 | 174 |
| Total debt securities | $968,835,000 | 186 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $363,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $612,937,000 | 266 |
| U.S. Government securities | $407,372,000 | 295 |
| U.S. Treasury securities | $59,752,000 | 98 |
| U.S. Government agency obligations | $347,620,000 | 321 |
| Securities issued by states & political subdivisions | $205,565,000 | 59 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,361,000 | 202 |
| Mortgage-backed securities | $11,584,000 | 2,763 |
| Certificates of participation in pools of residential mortgages | $10,213,000 | 2,364 |
| Issued or guaranteed by U.S. | $10,213,000 | 2,353 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,371,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $1,371,000 | 2,475 |
| 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) | $612,937,000 | 241 |
| Total debt securities | $612,937,000 | 258 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $48,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $584,457,000 | 276 |
| U.S. Government securities | $369,946,000 | 320 |
| U.S. Treasury securities | $56,984,000 | 103 |
| U.S. Government agency obligations | $312,962,000 | 355 |
| Securities issued by states & political subdivisions | $214,511,000 | 56 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,424,000 | 200 |
| Mortgage-backed securities | $12,524,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $10,824,000 | 2,292 |
| Issued or guaranteed by U.S. | $10,824,000 | 2,282 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,700,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $1,700,000 | 2,506 |
| 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) | $584,457,000 | 249 |
| Total debt securities | $584,457,000 | 267 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $726,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $531,448,000 | 300 |
| U.S. Government securities | $318,791,000 | 366 |
| U.S. Treasury securities | $37,733,000 | 156 |
| U.S. Government agency obligations | $281,058,000 | 394 |
| Securities issued by states & political subdivisions | $212,657,000 | 57 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $274,730,000 | 206 |
| Mortgage-backed securities | $6,468,000 | 3,757 |
| Certificates of participation in pools of residential mortgages | $4,155,000 | 3,715 |
| Issued or guaranteed by U.S. | $4,155,000 | 3,704 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,313,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $2,313,000 | 2,320 |
| 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) | $531,448,000 | 262 |
| Total debt securities | $531,448,000 | 293 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $254,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $609,849,000 | 254 |
| U.S. Government securities | $395,328,000 | 289 |
| U.S. Treasury securities | $48,943,000 | 128 |
| U.S. Government agency obligations | $346,385,000 | 303 |
| Securities issued by states & political subdivisions | $214,521,000 | 56 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,396,000 | 179 |
| Mortgage-backed securities | $7,421,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $4,548,000 | 3,542 |
| Issued or guaranteed by U.S. | $4,548,000 | 3,529 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,873,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $2,873,000 | 2,207 |
| 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) | $609,849,000 | 218 |
| Total debt securities | $609,849,000 | 250 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $3,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $119,460,000 | 955 |
| U.S. Government securities | $86,199,000 | 937 |
| U.S. Treasury securities | $1,037,000 | 1,851 |
| U.S. Government agency obligations | $85,162,000 | 894 |
| Securities issued by states & political subdivisions | $33,261,000 | 442 |
| 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 | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,842,000 | 504 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $119,460,000 | 804 |
| Total debt securities | $119,460,000 | 924 |
| 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 | $55,114,000 | 1,999 |
| U.S. Government securities | $35,028,000 | 2,295 |
| U.S. Treasury securities | $13,034,000 | 509 |
| U.S. Government agency obligations | $21,994,000 | 3,143 |
| Securities issued by states & political subdivisions | $15,944,000 | 1,020 |
| 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 | $4,142,000 | 983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,828,000 | 1,097 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $13,664,000 | 1,541 |
| Available-for-sale securities (fair market value) | $41,450,000 | 2,073 |
| Total debt securities | $50,972,000 | 2,066 |
| 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 | $60,915,000 | 1,887 |
| U.S. Government securities | $39,889,000 | 2,101 |
| U.S. Treasury securities | $15,005,000 | 618 |
| U.S. Government agency obligations | $24,884,000 | 2,897 |
| Securities issued by states & political subdivisions | $17,166,000 | 947 |
| 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 | $3,860,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,315,000 | 1,004 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,691,000 | 1,620 |
| Available-for-sale securities (fair market value) | $46,224,000 | 1,881 |
| Total debt securities | $57,055,000 | 1,940 |
| 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 | $120,285,000 | 966 |
| U.S. Government securities | $99,375,000 | 914 |
| U.S. Treasury securities | $75,350,000 | 185 |
| U.S. Government agency obligations | $24,025,000 | 2,880 |
| Securities issued by states & political subdivisions | $18,062,000 | 897 |
| 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 | $2,848,000 | 1,209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,234,000 | 427 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,154,000 | 1,729 |
| Available-for-sale securities (fair market value) | $105,131,000 | 833 |
| Total debt securities | $117,437,000 | 961 |
| 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 | $90,971,000 | 1,263 |
| U.S. Government securities | $69,351,000 | 1,314 |
| U.S. Treasury securities | $69,012,000 | 284 |
| U.S. Government agency obligations | $339,000 | 10,086 |
| Securities issued by states & political subdivisions | $17,704,000 | 772 |
| 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 | $3,916,000 | 945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,372,000 | 650 |
| Mortgage-backed securities | $339,000 | 7,279 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $339,000 | 4,256 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 4,108 |
| 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) | $15,467,000 | 2,045 |
| Available-for-sale securities (fair market value) | $75,504,000 | 1,063 |
| Total debt securities | $87,055,000 | 1,278 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $63,060,000 | 1,925 |
| U.S. Government securities | $42,143,000 | 2,297 |
| U.S. Treasury securities | $41,535,000 | 562 |
| U.S. Government agency obligations | $608,000 | 10,389 |
| Securities issued by states & political subdivisions | $18,065,000 | 723 |
| Other domestic debt securities | $82,000 | 3,934 |
| Privately issued residential mortgage-backed securities | $82,000 | 1,619 |
| 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 | $2,770,000 | 1,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,897,000 | 1,145 |
| Mortgage-backed securities | $690,000 | 7,245 |
| Certificates of participation in pools of residential mortgages | $273,000 | 7,240 |
| Issued or guaranteed by U.S. | $273,000 | 7,222 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $417,000 | 4,612 |
| CMOs issued by government agencies or sponsored agencies | $335,000 | 4,571 |
| Privately issued | $82,000 | 1,343 |
| 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) | $15,792,000 | 2,273 |
| Available-for-sale securities (fair market value) | $47,268,000 | 1,747 |
| Total debt securities | $60,290,000 | 1,944 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $57,293,000 | 2,193 |
| U.S. Government securities | $37,864,000 | 2,674 |
| U.S. Treasury securities | $28,737,000 | 981 |
| U.S. Government agency obligations | $9,127,000 | 5,811 |
| Securities issued by states & political subdivisions | $17,441,000 | 726 |
| Other domestic debt securities | $260,000 | 3,770 |
| Privately issued residential mortgage-backed securities | $260,000 | 1,468 |
| 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 | $1,728,000 | 1,573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,332,000 | 1,381 |
| Mortgage-backed securities | $3,447,000 | 5,254 |
| Certificates of participation in pools of residential mortgages | $1,736,000 | 5,196 |
| Issued or guaranteed by U.S. | $1,736,000 | 5,160 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,711,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $1,451,000 | 3,692 |
| Privately issued | $260,000 | 1,181 |
| 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) | $15,224,000 | 2,490 |
| Available-for-sale securities (fair market value) | $42,069,000 | 2,009 |
| Total debt securities | $55,565,000 | 2,192 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 542 |
| Fair value | $5,940,000 | 545 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $52,465,000 | 2,510 |
| U.S. Government securities | $33,867,000 | 3,095 |
| U.S. Treasury securities | $15,202,000 | 2,304 |
| U.S. Government agency obligations | $18,665,000 | 3,371 |
| Securities issued by states & political subdivisions | $16,767,000 | 765 |
| Other domestic debt securities | $455,000 | 3,756 |
| Privately issued residential mortgage-backed securities | $455,000 | 1,352 |
| 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 | $1,376,000 | 1,670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,259,000 | 1,729 |
| Mortgage-backed securities | $10,284,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $5,188,000 | 3,327 |
| Issued or guaranteed by U.S. | $5,188,000 | 3,309 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,096,000 | 2,277 |
| CMOs issued by government agencies or sponsored agencies | $4,641,000 | 2,292 |
| Privately issued | $455,000 | 1,100 |
| 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) | $41,130,000 | 1,799 |
| Available-for-sale securities (fair market value) | $11,335,000 | 4,404 |
| Total debt securities | $51,089,000 | 2,515 |
| 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 | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $55,731,000 | 2,487 |
| U.S. Government securities | $37,911,000 | 2,871 |
| U.S. Treasury securities | $18,004,000 | 2,059 |
| U.S. Government agency obligations | $19,907,000 | 3,322 |
| Securities issued by states & political subdivisions | $15,125,000 | 904 |
| Other domestic debt securities | $1,541,000 | 2,723 |
| Privately issued residential mortgage-backed securities | $1,541,000 | 980 |
| 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 | $1,154,000 | 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 | $20,783,000 | 1,427 |
| Mortgage-backed securities | $15,463,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $4,855,000 | 3,846 |
| Issued or guaranteed by U.S. | $4,855,000 | 3,811 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $10,608,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $9,067,000 | 1,722 |
| Privately issued | $1,541,000 | 716 |
| 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 | $54,577,000 | 2,469 |
| 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 | $49,495,000 | 2,766 |
| U.S. Government securities | $35,730,000 | 3,011 |
| U.S. Treasury securities | $21,040,000 | 1,766 |
| U.S. Government agency obligations | $14,690,000 | 4,180 |
| Securities issued by states & political subdivisions | $9,262,000 | 1,468 |
| Other domestic debt securities | $3,383,000 | 2,180 |
| Privately issued residential mortgage-backed securities | $3,383,000 | 867 |
| 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 | $1,120,000 | 1,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,312,000 | 1,371 |
| Mortgage-backed securities | $16,088,000 | 2,707 |
| Certificates of participation in pools of residential mortgages | $8,854,000 | 2,775 |
| Issued or guaranteed by U.S. | $8,854,000 | 2,729 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $7,234,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $3,851,000 | 2,800 |
| Privately issued | $3,383,000 | 624 |
| 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 | $48,375,000 | 2,752 |
| 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 |