Home > Apple Bank > Securities
Apple Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,258,441,000 | 104 |
| U.S. Government securities | $2,160,963,000 | 101 |
| U.S. Treasury securities | $226,639,000 | 128 |
| U.S. Government agency obligations | $1,934,324,000 | 102 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $1,022,786,000 | 59 |
| Privately issued residential mortgage-backed securities | $689,000 | 523 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $199,633,000 | 53 |
| Foreign debt securities | $69,843,000 | 30 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,343,189,000 | 80 |
| Mortgage-backed securities | $2,047,021,000 | 90 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $802,162,000 | 98 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $689,000 | 385 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $1,244,170,000 | 28 |
| Held to maturity securities (book value) | $459,879,000 | 146 |
| Available-for-sale securities (fair market value) | $2,793,713,000 | 93 |
| Total debt securities | $3,253,593,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $154,413,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $3,202,890,000 | 106 |
| U.S. Government securities | $2,131,741,000 | 103 |
| U.S. Treasury securities | $217,640,000 | 145 |
| U.S. Government agency obligations | $1,914,101,000 | 102 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $998,145,000 | 55 |
| Privately issued residential mortgage-backed securities | $691,000 | 500 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $190,312,000 | 55 |
| Foreign debt securities | $68,402,000 | 29 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,398,313,000 | 79 |
| Mortgage-backed securities | $1,949,443,000 | 94 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $731,228,000 | 109 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $691,000 | 376 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $1,217,524,000 | 30 |
| Held to maturity securities (book value) | $468,167,000 | 146 |
| Available-for-sale securities (fair market value) | $2,730,121,000 | 95 |
| Total debt securities | $3,198,288,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $174,090,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $3,286,498,000 | 105 |
| U.S. Government securities | $2,206,240,000 | 104 |
| U.S. Treasury securities | $287,894,000 | 112 |
| U.S. Government agency obligations | $1,918,346,000 | 109 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $1,008,177,000 | 55 |
| Privately issued residential mortgage-backed securities | $728,000 | 504 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $188,389,000 | 56 |
| Foreign debt securities | $67,362,000 | 33 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,583,311,000 | 77 |
| Mortgage-backed securities | $1,921,037,000 | 95 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $665,810,000 | 118 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $728,000 | 375 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $1,254,499,000 | 30 |
| Held to maturity securities (book value) | $475,370,000 | 142 |
| Available-for-sale securities (fair market value) | $2,806,409,000 | 94 |
| Total debt securities | $3,281,779,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $176,463,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $3,328,395,000 | 110 |
| U.S. Government securities | $2,215,714,000 | 113 |
| U.S. Treasury securities | $291,256,000 | 112 |
| U.S. Government agency obligations | $1,924,458,000 | 108 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $1,014,585,000 | 59 |
| Privately issued residential mortgage-backed securities | $769,000 | 528 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $188,024,000 | 56 |
| Foreign debt securities | $93,330,000 | 25 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,699,717,000 | 75 |
| Mortgage-backed securities | $1,891,023,000 | 104 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $605,620,000 | 139 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $769,000 | 388 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,284,634,000 | 30 |
| Held to maturity securities (book value) | $483,260,000 | 149 |
| Available-for-sale securities (fair market value) | $2,840,369,000 | 100 |
| Total debt securities | $3,323,630,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $181,225,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $3,358,783,000 | 116 |
| U.S. Government securities | $2,257,115,000 | 117 |
| U.S. Treasury securities | $284,705,000 | 127 |
| U.S. Government agency obligations | $1,972,410,000 | 111 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $1,004,512,000 | 60 |
| Privately issued residential mortgage-backed securities | $779,000 | 544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $190,475,000 | 62 |
| Foreign debt securities | $92,493,000 | 25 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,891,855,000 | 78 |
| Mortgage-backed securities | $1,885,180,000 | 111 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $604,960,000 | 145 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $779,000 | 388 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,279,441,000 | 32 |
| Held to maturity securities (book value) | $490,328,000 | 156 |
| Available-for-sale securities (fair market value) | $2,863,792,000 | 104 |
| Total debt securities | $3,354,120,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $181,939,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $3,313,801,000 | 119 |
| U.S. Government securities | $2,207,293,000 | 122 |
| U.S. Treasury securities | $282,583,000 | 125 |
| U.S. Government agency obligations | $1,924,710,000 | 119 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $1,009,468,000 | 54 |
| Privately issued residential mortgage-backed securities | $814,000 | 531 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $196,696,000 | 63 |
| Foreign debt securities | $92,411,000 | 29 |
| 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 | $1,942,162,000 | 76 |
| Mortgage-backed securities | $1,798,743,000 | 117 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $499,994,000 | 171 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $814,000 | 393 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,297,935,000 | 34 |
| Held to maturity securities (book value) | $463,048,000 | 161 |
| Available-for-sale securities (fair market value) | $2,846,124,000 | 108 |
| Total debt securities | $3,309,171,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $167,978,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $58,000 | 127 |
| 2022-06-30 | Rank | |
| Total securities | $3,437,110,000 | 118 |
| U.S. Government securities | $2,347,406,000 | 123 |
| U.S. Treasury securities | $294,486,000 | 122 |
| U.S. Government agency obligations | $2,052,920,000 | 116 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $989,909,000 | 51 |
| Privately issued residential mortgage-backed securities | $864,000 | 536 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $195,970,000 | 62 |
| Foreign debt securities | $94,982,000 | 28 |
| 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 | $1,737,943,000 | 80 |
| Mortgage-backed securities | $1,811,485,000 | 121 |
| Certificates of participation in pools of residential mortgages | $500,082,000 | 174 |
| Issued or guaranteed by U.S. | $500,082,000 | 174 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $864,000 | 2,358 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $864,000 | 391 |
| Commercial mortgage-backed securities | $1,310,539,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,310,539,000 | 37 |
| Held to maturity securities (book value) | $460,053,000 | 154 |
| Available-for-sale securities (fair market value) | $2,972,244,000 | 105 |
| Total debt securities | $3,432,296,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $170,771,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $260,000 | 126 |
| 2022-03-31 | Rank | |
| Total securities | $3,569,104,000 | 118 |
| U.S. Government securities | $2,469,641,000 | 116 |
| U.S. Treasury securities | $303,544,000 | 115 |
| U.S. Government agency obligations | $2,166,097,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $988,333,000 | 52 |
| Privately issued residential mortgage-backed securities | $936,000 | 510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $191,564,000 | 66 |
| Foreign debt securities | $106,166,000 | 28 |
| 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 | $1,310,173,000 | 94 |
| Mortgage-backed securities | $1,851,796,000 | 123 |
| Certificates of participation in pools of residential mortgages | $494,009,000 | 183 |
| Issued or guaranteed by U.S. | $494,009,000 | 183 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $936,000 | 2,331 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $936,000 | 366 |
| Commercial mortgage-backed securities | $1,356,851,000 | 56 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,356,851,000 | 38 |
| Held to maturity securities (book value) | $451,335,000 | 140 |
| Available-for-sale securities (fair market value) | $3,112,805,000 | 109 |
| Total debt securities | $3,564,141,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $179,293,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $832,000 | 126 |
| 2021-12-31 | Rank | |
| Total securities | $3,833,324,000 | 115 |
| U.S. Government securities | $2,657,682,000 | 111 |
| U.S. Treasury securities | $315,044,000 | 80 |
| U.S. Government agency obligations | $2,342,638,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $1,060,410,000 | 49 |
| Privately issued residential mortgage-backed securities | $993,000 | 470 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $235,651,000 | 54 |
| Foreign debt securities | $110,040,000 | 28 |
| 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 | $1,456,149,000 | 91 |
| Mortgage-backed securities | $1,937,258,000 | 124 |
| Certificates of participation in pools of residential mortgages | $518,223,000 | 180 |
| Issued or guaranteed by U.S. | $518,223,000 | 179 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $993,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $993,000 | 318 |
| Commercial mortgage-backed securities | $1,418,042,000 | 55 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,418,042,000 | 40 |
| Held to maturity securities (book value) | $471,430,000 | 108 |
| Available-for-sale securities (fair market value) | $3,356,702,000 | 110 |
| Total debt securities | $3,828,134,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $153,583,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,285,000 | 118 |
| 2021-09-30 | Rank | |
| Total securities | $3,864,361,000 | 111 |
| U.S. Government securities | $2,838,788,000 | 109 |
| U.S. Treasury securities | $313,254,000 | 69 |
| U.S. Government agency obligations | $2,525,534,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $909,529,000 | 49 |
| Privately issued residential mortgage-backed securities | $1,047,000 | 427 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $203,128,000 | 58 |
| Foreign debt securities | $110,816,000 | 26 |
| 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 | $1,567,716,000 | 80 |
| Mortgage-backed securities | $1,932,837,000 | 124 |
| Certificates of participation in pools of residential mortgages | $545,832,000 | 174 |
| Issued or guaranteed by U.S. | $545,832,000 | 173 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,047,000 | 2,296 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $1,047,000 | 289 |
| Commercial mortgage-backed securities | $1,385,958,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,385,958,000 | 39 |
| Held to maturity securities (book value) | $496,307,000 | 100 |
| Available-for-sale securities (fair market value) | $3,362,826,000 | 106 |
| Total debt securities | $3,859,133,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $161,654,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,883,000 | 112 |
| 2021-06-30 | Rank | |
| Total securities | $3,787,670,000 | 109 |
| U.S. Government securities | $2,773,626,000 | 110 |
| U.S. Treasury securities | $312,381,000 | 61 |
| U.S. Government agency obligations | $2,461,245,000 | 105 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $897,569,000 | 48 |
| Privately issued residential mortgage-backed securities | $1,125,000 | 425 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $203,196,000 | 62 |
| Foreign debt securities | $111,241,000 | 25 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,687,627,000 | 77 |
| Mortgage-backed securities | $1,779,132,000 | 123 |
| Certificates of participation in pools of residential mortgages | $493,770,000 | 177 |
| Issued or guaranteed by U.S. | $493,770,000 | 176 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,125,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $1,125,000 | 273 |
| Commercial mortgage-backed securities | $1,284,237,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,284,237,000 | 42 |
| Held to maturity securities (book value) | $441,287,000 | 99 |
| Available-for-sale securities (fair market value) | $3,341,149,000 | 101 |
| Total debt securities | $3,782,436,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $165,575,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,587,000 | 94 |
| 2021-03-31 | Rank | |
| Total securities | $3,453,232,000 | 113 |
| U.S. Government securities | $2,562,055,000 | 106 |
| U.S. Treasury securities | $305,643,000 | 57 |
| U.S. Government agency obligations | $2,256,412,000 | 106 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $774,553,000 | 48 |
| Privately issued residential mortgage-backed securities | $1,215,000 | 421 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $127,912,000 | 78 |
| Foreign debt securities | $111,415,000 | 24 |
| 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 | $1,801,647,000 | 74 |
| Mortgage-backed securities | $1,545,111,000 | 128 |
| Certificates of participation in pools of residential mortgages | $443,419,000 | 174 |
| Issued or guaranteed by U.S. | $443,419,000 | 172 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,215,000 | 2,192 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $1,215,000 | 266 |
| Commercial mortgage-backed securities | $1,100,477,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,100,477,000 | 42 |
| Held to maturity securities (book value) | $387,542,000 | 102 |
| Available-for-sale securities (fair market value) | $3,060,481,000 | 105 |
| Total debt securities | $3,448,025,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $171,526,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,106,000 | 94 |
| 2020-12-31 | Rank | |
| Total securities | $3,504,541,000 | 103 |
| U.S. Government securities | $2,586,226,000 | 101 |
| U.S. Treasury securities | $139,965,000 | 79 |
| U.S. Government agency obligations | $2,446,261,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $801,845,000 | 44 |
| Privately issued residential mortgage-backed securities | $1,310,000 | 382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $171,753,000 | 62 |
| Foreign debt securities | $111,187,000 | 25 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,972,785,000 | 68 |
| Mortgage-backed securities | $1,637,223,000 | 116 |
| Certificates of participation in pools of residential mortgages | $475,503,000 | 149 |
| Issued or guaranteed by U.S. | $475,503,000 | 147 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,310,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $1,310,000 | 248 |
| Commercial mortgage-backed securities | $1,160,410,000 | 56 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,160,410,000 | 42 |
| Held to maturity securities (book value) | $414,331,000 | 86 |
| Available-for-sale securities (fair market value) | $3,084,927,000 | 104 |
| Total debt securities | $3,499,256,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $178,073,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,942,000 | 94 |
| 2020-09-30 | Rank | |
| Total securities | $3,573,934,000 | 93 |
| U.S. Government securities | $2,721,615,000 | 92 |
| U.S. Treasury securities | $138,192,000 | 78 |
| U.S. Government agency obligations | $2,583,423,000 | 90 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $735,184,000 | 43 |
| Privately issued residential mortgage-backed securities | $1,419,000 | 383 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $172,277,000 | 62 |
| Foreign debt securities | $111,857,000 | 24 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,084,244,000 | 65 |
| Mortgage-backed securities | $1,669,518,000 | 112 |
| Certificates of participation in pools of residential mortgages | $511,588,000 | 129 |
| Issued or guaranteed by U.S. | $511,588,000 | 129 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,102,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $683,000 | 2,388 |
| Privately issued | $1,419,000 | 234 |
| Commercial mortgage-backed securities | $1,155,828,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $1,155,828,000 | 41 |
| Held to maturity securities (book value) | $447,155,000 | 73 |
| Available-for-sale securities (fair market value) | $3,121,501,000 | 95 |
| Total debt securities | $3,568,655,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $183,241,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,111,000 | 93 |
| 2020-06-30 | Rank | |
| Total securities | $3,833,767,000 | 88 |
| U.S. Government securities | $2,957,013,000 | 83 |
| U.S. Treasury securities | $135,644,000 | 82 |
| U.S. Government agency obligations | $2,821,369,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $691,924,000 | 40 |
| Privately issued residential mortgage-backed securities | $1,483,000 | 361 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $200,893,000 | 54 |
| Foreign debt securities | $179,574,000 | 20 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,275,328,000 | 59 |
| Mortgage-backed securities | $1,698,426,000 | 107 |
| Certificates of participation in pools of residential mortgages | $545,324,000 | 116 |
| Issued or guaranteed by U.S. | $545,324,000 | 115 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,584,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $1,101,000 | 2,261 |
| Privately issued | $1,483,000 | 220 |
| Commercial mortgage-backed securities | $1,150,518,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,150,518,000 | 39 |
| Held to maturity securities (book value) | $477,639,000 | 75 |
| Available-for-sale securities (fair market value) | $3,350,872,000 | 84 |
| Total debt securities | $3,828,511,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $185,425,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,033,000 | 102 |
| 2020-03-31 | Rank | |
| Total securities | $3,893,446,000 | 83 |
| U.S. Government securities | $3,046,525,000 | 79 |
| U.S. Treasury securities | $188,187,000 | 68 |
| U.S. Government agency obligations | $2,858,338,000 | 71 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $655,236,000 | 38 |
| Privately issued residential mortgage-backed securities | $1,513,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $185,517,000 | 50 |
| Foreign debt securities | $186,496,000 | 20 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,353,302,000 | 58 |
| Mortgage-backed securities | $1,688,287,000 | 106 |
| Certificates of participation in pools of residential mortgages | $549,014,000 | 114 |
| Issued or guaranteed by U.S. | $549,014,000 | 114 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,905,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $1,392,000 | 2,185 |
| Privately issued | $1,513,000 | 220 |
| Commercial mortgage-backed securities | $1,136,368,000 | 47 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,136,368,000 | 38 |
| Held to maturity securities (book value) | $479,389,000 | 76 |
| Available-for-sale securities (fair market value) | $3,408,868,000 | 79 |
| Total debt securities | $3,888,258,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $162,545,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,994,000 | 102 |
| 2019-12-31 | Rank | |
| Total securities | $3,841,829,000 | 80 |
| U.S. Government securities | $2,992,839,000 | 80 |
| U.S. Treasury securities | $185,302,000 | 74 |
| U.S. Government agency obligations | $2,807,537,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $653,126,000 | 40 |
| Privately issued residential mortgage-backed securities | $1,520,000 | 347 |
| Commercial mortgage-backed securities - Total | $446,642,000 | 18 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $204,964,000 | 41 |
| Foreign debt securities | $190,784,000 | 20 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,402,072,000 | 46 |
| Mortgage-backed securities | $1,587,755,000 | 109 |
| Certificates of participation in pools of residential mortgages | $560,056,000 | 112 |
| Issued or guaranteed by U.S. | $560,056,000 | 112 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,472,000 | 1,823 |
| CMOs issued by government agencies or sponsored agencies | $1,952,000 | 2,055 |
| Privately issued | $1,520,000 | 215 |
| Commercial mortgage-backed securities | $1,024,227,000 | 47 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $1,024,227,000 | 37 |
| Held to maturity securities (book value) | $489,369,000 | 77 |
| Available-for-sale securities (fair market value) | $3,347,380,000 | 76 |
| Total debt securities | $3,836,751,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $175,213,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,023,000 | 104 |
| 2019-09-30 | Rank | |
| Total securities | $3,436,614,000 | 85 |
| U.S. Government securities | $2,767,051,000 | 80 |
| U.S. Treasury securities | $184,818,000 | 73 |
| U.S. Government agency obligations | $2,582,233,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $573,863,000 | 45 |
| Privately issued residential mortgage-backed securities | $1,574,000 | 352 |
| Commercial mortgage-backed securities - Total | $370,026,000 | 20 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $202,263,000 | 42 |
| Foreign debt securities | $91,620,000 | 25 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,385,975,000 | 80 |
| Mortgage-backed securities | $1,283,673,000 | 125 |
| Certificates of participation in pools of residential mortgages | $558,133,000 | 110 |
| Issued or guaranteed by U.S. | $558,133,000 | 110 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,167,000 | 1,712 |
| CMOs issued by government agencies or sponsored agencies | $2,593,000 | 1,956 |
| Privately issued | $1,574,000 | 206 |
| Commercial mortgage-backed securities | $721,373,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $721,373,000 | 42 |
| Held to maturity securities (book value) | $485,308,000 | 82 |
| Available-for-sale securities (fair market value) | $2,947,226,000 | 84 |
| Total debt securities | $3,432,532,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $222,097,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $531,000 | 115 |
| 2019-06-30 | Rank | |
| Total securities | $2,834,780,000 | 94 |
| U.S. Government securities | $2,160,517,000 | 96 |
| U.S. Treasury securities | $184,233,000 | 70 |
| U.S. Government agency obligations | $1,976,284,000 | 96 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $578,081,000 | 44 |
| Privately issued residential mortgage-backed securities | $1,600,000 | 323 |
| Commercial mortgage-backed securities - Total | $345,118,000 | 21 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $231,363,000 | 38 |
| Foreign debt securities | $92,157,000 | 25 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,442,200,000 | 78 |
| Mortgage-backed securities | $1,009,710,000 | 142 |
| Certificates of participation in pools of residential mortgages | $526,565,000 | 112 |
| Issued or guaranteed by U.S. | $526,565,000 | 111 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,944,000 | 1,593 |
| CMOs issued by government agencies or sponsored agencies | $3,344,000 | 1,779 |
| Privately issued | $1,600,000 | 208 |
| Commercial mortgage-backed securities | $478,201,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $478,201,000 | 51 |
| Held to maturity securities (book value) | $452,910,000 | 89 |
| Available-for-sale securities (fair market value) | $2,377,845,000 | 97 |
| Total debt securities | $2,830,755,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $225,059,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $112,000 | 130 |
| 2019-03-31 | Rank | |
| Total securities | $2,469,376,000 | 109 |
| U.S. Government securities | $1,927,062,000 | 105 |
| U.S. Treasury securities | $180,172,000 | 75 |
| U.S. Government agency obligations | $1,746,890,000 | 99 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $446,608,000 | 55 |
| Privately issued residential mortgage-backed securities | $1,635,000 | 324 |
| Commercial mortgage-backed securities - Total | $241,643,000 | 23 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $203,330,000 | 43 |
| Foreign debt securities | $91,761,000 | 25 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,064,446,000 | 91 |
| Mortgage-backed securities | $758,680,000 | 163 |
| Certificates of participation in pools of residential mortgages | $511,638,000 | 115 |
| Issued or guaranteed by U.S. | $511,638,000 | 114 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,399,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $3,764,000 | 1,718 |
| Privately issued | $1,635,000 | 209 |
| Commercial mortgage-backed securities | $241,643,000 | 108 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $241,643,000 | 76 |
| Held to maturity securities (book value) | $436,978,000 | 90 |
| Available-for-sale securities (fair market value) | $2,028,453,000 | 111 |
| Total debt securities | $2,465,431,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $230,578,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $145,000 | 129 |
| 2018-12-31 | Rank | |
| Total securities | $2,240,700,000 | 120 |
| U.S. Government securities | $1,760,467,000 | 111 |
| U.S. Treasury securities | $176,720,000 | 77 |
| U.S. Government agency obligations | $1,583,747,000 | 107 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $384,710,000 | 62 |
| Privately issued residential mortgage-backed securities | $1,674,000 | 298 |
| Commercial mortgage-backed securities - Total | $213,673,000 | 23 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $169,363,000 | 46 |
| Foreign debt securities | $91,650,000 | 24 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,094,460,000 | 93 |
| Mortgage-backed securities | $709,117,000 | 166 |
| Certificates of participation in pools of residential mortgages | $489,298,000 | 119 |
| Issued or guaranteed by U.S. | $489,298,000 | 118 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,146,000 | 1,449 |
| CMOs issued by government agencies or sponsored agencies | $4,472,000 | 1,604 |
| Privately issued | $1,674,000 | 208 |
| Commercial mortgage-backed securities | $213,673,000 | 109 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $213,673,000 | 79 |
| Held to maturity securities (book value) | $413,711,000 | 96 |
| Available-for-sale securities (fair market value) | $1,823,116,000 | 119 |
| Total debt securities | $2,236,827,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $255,023,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $211,000 | 129 |
| 2018-09-30 | Rank | |
| Total securities | $2,099,769,000 | 123 |
| U.S. Government securities | $1,611,361,000 | 110 |
| U.S. Treasury securities | $150,708,000 | 85 |
| U.S. Government agency obligations | $1,460,653,000 | 109 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $393,314,000 | 60 |
| Privately issued residential mortgage-backed securities | $1,727,000 | 246 |
| Commercial mortgage-backed securities - Total | $213,766,000 | 22 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $177,821,000 | 45 |
| Foreign debt securities | $91,282,000 | 24 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $855,158,000 | 106 |
| Mortgage-backed securities | $713,150,000 | 165 |
| Certificates of participation in pools of residential mortgages | $492,478,000 | 122 |
| Issued or guaranteed by U.S. | $492,478,000 | 121 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,906,000 | 1,363 |
| CMOs issued by government agencies or sponsored agencies | $5,179,000 | 1,489 |
| Privately issued | $1,727,000 | 209 |
| Commercial mortgage-backed securities | $213,766,000 | 104 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $213,766,000 | 77 |
| Held to maturity securities (book value) | $415,197,000 | 96 |
| Available-for-sale securities (fair market value) | $1,680,760,000 | 126 |
| Total debt securities | $2,095,957,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $260,559,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $259,000 | 128 |
| 2018-06-30 | Rank | |
| Total securities | $1,807,224,000 | 129 |
| U.S. Government securities | $1,384,295,000 | 124 |
| U.S. Treasury securities | $152,110,000 | 85 |
| U.S. Government agency obligations | $1,232,185,000 | 127 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $345,871,000 | 62 |
| Privately issued residential mortgage-backed securities | $1,808,000 | 413 |
| Commercial mortgage-backed securities - Total | $195,226,000 | 23 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $148,837,000 | 46 |
| Foreign debt securities | $73,239,000 | 26 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $655,285,000 | 126 |
| Mortgage-backed securities | $643,194,000 | 173 |
| Certificates of participation in pools of residential mortgages | $440,421,000 | 134 |
| Issued or guaranteed by U.S. | $440,421,000 | 133 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $7,547,000 | 1,321 |
| CMOs issued by government agencies or sponsored agencies | $5,739,000 | 1,434 |
| Privately issued | $1,808,000 | 208 |
| Commercial mortgage-backed securities | $195,226,000 | 109 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $195,226,000 | 76 |
| Held to maturity securities (book value) | $359,256,000 | 110 |
| Available-for-sale securities (fair market value) | $1,444,149,000 | 133 |
| Total debt securities | $1,803,405,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $274,179,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $376,000 | 123 |
| 2018-03-31 | Rank | |
| Total securities | $1,514,614,000 | 141 |
| U.S. Government securities | $1,167,110,000 | 144 |
| U.S. Treasury securities | $126,686,000 | 84 |
| U.S. Government agency obligations | $1,040,424,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $250,502,000 | 78 |
| Privately issued residential mortgage-backed securities | $1,861,000 | 222 |
| Commercial mortgage-backed securities - Total | $147,172,000 | 24 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $101,469,000 | 68 |
| Foreign debt securities | $93,174,000 | 22 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $476,805,000 | 171 |
| Mortgage-backed securities | $563,903,000 | 194 |
| Certificates of participation in pools of residential mortgages | $398,040,000 | 145 |
| Issued or guaranteed by U.S. | $398,040,000 | 143 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,482,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $6,621,000 | 1,350 |
| Privately issued | $1,861,000 | 210 |
| Commercial mortgage-backed securities | $157,381,000 | 117 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $157,381,000 | 85 |
| Held to maturity securities (book value) | $314,406,000 | 114 |
| Available-for-sale securities (fair market value) | $1,196,380,000 | 150 |
| Total debt securities | $1,510,786,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $285,242,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $3,198,000 | 89 |
| Revaluation losses on off-balance sheet contracts | $8,856,000 | 73 |
| 2017-12-31 | Rank | |
| Total securities | $1,201,547,000 | 165 |
| U.S. Government securities | $948,287,000 | 154 |
| U.S. Treasury securities | $127,957,000 | 84 |
| U.S. Government agency obligations | $820,330,000 | 162 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $174,818,000 | 94 |
| Privately issued residential mortgage-backed securities | $1,957,000 | 217 |
| Commercial mortgage-backed securities - Total | $109,932,000 | 27 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $62,929,000 | 104 |
| Foreign debt securities | $73,964,000 | 25 |
| Equity securities | $4,478,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,813,000 | 218 |
| Mortgage-backed securities | $501,258,000 | 204 |
| Certificates of participation in pools of residential mortgages | $371,397,000 | 149 |
| Issued or guaranteed by U.S. | $371,397,000 | 147 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $9,598,000 | 1,162 |
| CMOs issued by government agencies or sponsored agencies | $7,641,000 | 1,238 |
| Privately issued | $1,957,000 | 205 |
| Commercial mortgage-backed securities | $120,263,000 | 124 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $120,263,000 | 93 |
| Held to maturity securities (book value) | $282,328,000 | 123 |
| Available-for-sale securities (fair market value) | $919,219,000 | 170 |
| Total debt securities | $1,197,069,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $291,599,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $1,157,000 | 110 |
| Revaluation losses on off-balance sheet contracts | $9,300,000 | 64 |
| 2017-09-30 | Rank | |
| Total securities | $992,583,000 | 186 |
| U.S. Government securities | $729,333,000 | 185 |
| U.S. Treasury securities | $127,462,000 | 82 |
| U.S. Government agency obligations | $601,871,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $175,526,000 | 92 |
| Privately issued residential mortgage-backed securities | $2,046,000 | 220 |
| Commercial mortgage-backed securities - Total | $109,973,000 | 29 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $63,507,000 | 102 |
| Foreign debt securities | $83,315,000 | 23 |
| Equity securities | $4,409,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $304,110,000 | 240 |
| Mortgage-backed securities | $476,036,000 | 213 |
| Certificates of participation in pools of residential mortgages | $345,237,000 | 153 |
| Issued or guaranteed by U.S. | $345,237,000 | 151 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $10,383,000 | 1,121 |
| CMOs issued by government agencies or sponsored agencies | $8,337,000 | 1,188 |
| Privately issued | $2,046,000 | 208 |
| Commercial mortgage-backed securities | $120,416,000 | 127 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $120,416,000 | 90 |
| Held to maturity securities (book value) | $252,247,000 | 132 |
| Available-for-sale securities (fair market value) | $740,336,000 | 207 |
| Total debt securities | $988,174,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $368,249,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $119,000 | 134 |
| Revaluation losses on off-balance sheet contracts | $4,886,000 | 77 |
| 2017-06-30 | Rank | |
| Total securities | $794,309,000 | 222 |
| U.S. Government securities | $602,463,000 | 213 |
| U.S. Treasury securities | $126,755,000 | 81 |
| U.S. Government agency obligations | $475,708,000 | 247 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $104,213,000 | 128 |
| Privately issued residential mortgage-backed securities | $2,199,000 | 224 |
| Commercial mortgage-backed securities - Total | $63,465,000 | 33 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $38,549,000 | 165 |
| Foreign debt securities | $83,302,000 | 23 |
| Equity securities | $4,331,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,337,000 | 285 |
| Mortgage-backed securities | $411,982,000 | 230 |
| Certificates of participation in pools of residential mortgages | $325,922,000 | 156 |
| Issued or guaranteed by U.S. | $325,922,000 | 154 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,084,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $9,885,000 | 1,101 |
| Privately issued | $2,199,000 | 211 |
| Commercial mortgage-backed securities | $73,976,000 | 177 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $73,976,000 | 113 |
| Held to maturity securities (book value) | $230,279,000 | 145 |
| Available-for-sale securities (fair market value) | $564,030,000 | 257 |
| Total debt securities | $789,978,000 | 219 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $425,021,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $5,945,000 | 72 |
| 2017-03-31 | Rank | |
| Total securities | $720,646,000 | 245 |
| U.S. Government securities | $538,120,000 | 234 |
| U.S. Treasury securities | $127,275,000 | 81 |
| U.S. Government agency obligations | $410,845,000 | 269 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $97,502,000 | 133 |
| Privately issued residential mortgage-backed securities | $2,311,000 | 227 |
| Commercial mortgage-backed securities - Total | $56,565,000 | 36 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $38,626,000 | 170 |
| Foreign debt securities | $80,711,000 | 25 |
| Equity securities | $4,313,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,933,000 | 280 |
| Mortgage-backed securities | $382,064,000 | 239 |
| Certificates of participation in pools of residential mortgages | $301,721,000 | 167 |
| Issued or guaranteed by U.S. | $301,721,000 | 164 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,237,000 | 967 |
| CMOs issued by government agencies or sponsored agencies | $10,926,000 | 1,039 |
| Privately issued | $2,311,000 | 216 |
| Commercial mortgage-backed securities | $67,106,000 | 180 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $67,106,000 | 115 |
| Held to maturity securities (book value) | $201,639,000 | 161 |
| Available-for-sale securities (fair market value) | $519,007,000 | 272 |
| Total debt securities | $716,333,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $434,155,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $83,000 | 130 |
| Revaluation losses on off-balance sheet contracts | $5,884,000 | 72 |
| 2016-12-31 | Rank | |
| Total securities | $686,235,000 | 246 |
| U.S. Government securities | $549,813,000 | 224 |
| U.S. Treasury securities | $126,019,000 | 80 |
| U.S. Government agency obligations | $423,794,000 | 261 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $79,269,000 | 155 |
| Privately issued residential mortgage-backed securities | $2,441,000 | 237 |
| Commercial mortgage-backed securities - Total | $38,182,000 | 38 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $38,646,000 | 168 |
| Foreign debt securities | $52,854,000 | 34 |
| Equity securities | $4,299,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,866,000 | 258 |
| Mortgage-backed securities | $372,518,000 | 241 |
| Certificates of participation in pools of residential mortgages | $309,409,000 | 163 |
| Issued or guaranteed by U.S. | $309,409,000 | 161 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $14,305,000 | 920 |
| CMOs issued by government agencies or sponsored agencies | $11,864,000 | 975 |
| Privately issued | $2,441,000 | 224 |
| Commercial mortgage-backed securities | $48,804,000 | 211 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $48,804,000 | 132 |
| Held to maturity securities (book value) | $205,767,000 | 155 |
| Available-for-sale securities (fair market value) | $480,468,000 | 283 |
| Total debt securities | $681,936,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $438,979,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $7,185,000 | 68 |
| 2016-09-30 | Rank | |
| Total securities | $701,575,000 | 238 |
| U.S. Government securities | $561,669,000 | 213 |
| U.S. Treasury securities | $129,654,000 | 71 |
| U.S. Government agency obligations | $432,015,000 | 246 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $82,563,000 | 149 |
| Privately issued residential mortgage-backed securities | $2,721,000 | 228 |
| Commercial mortgage-backed securities - Total | $38,472,000 | 39 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $41,370,000 | 160 |
| Foreign debt securities | $52,988,000 | 35 |
| Equity securities | $4,355,000 | 253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,304,000 | 334 |
| Mortgage-backed securities | $375,964,000 | 236 |
| Certificates of participation in pools of residential mortgages | $310,803,000 | 154 |
| Issued or guaranteed by U.S. | $310,803,000 | 152 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,817,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $13,096,000 | 936 |
| Privately issued | $2,721,000 | 219 |
| Commercial mortgage-backed securities | $49,344,000 | 194 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $49,344,000 | 125 |
| Held to maturity securities (book value) | $200,589,000 | 153 |
| Available-for-sale securities (fair market value) | $500,986,000 | 271 |
| Total debt securities | $697,220,000 | 233 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $496,605,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $16,265,000 | 67 |
| 2016-06-30 | Rank | |
| Total securities | $644,122,000 | 253 |
| U.S. Government securities | $524,805,000 | 223 |
| U.S. Treasury securities | $128,908,000 | 74 |
| U.S. Government agency obligations | $395,897,000 | 273 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $61,720,000 | 183 |
| Privately issued residential mortgage-backed securities | $2,885,000 | 229 |
| Commercial mortgage-backed securities - Total | $12,777,000 | 58 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $46,058,000 | 151 |
| Foreign debt securities | $53,244,000 | 33 |
| Equity securities | $4,353,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,869,000 | 324 |
| Mortgage-backed securities | $309,957,000 | 269 |
| Certificates of participation in pools of residential mortgages | $278,769,000 | 171 |
| Issued or guaranteed by U.S. | $278,769,000 | 169 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $18,411,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $15,526,000 | 861 |
| Privately issued | $2,885,000 | 215 |
| Commercial mortgage-backed securities | $12,777,000 | 373 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $12,777,000 | 231 |
| Held to maturity securities (book value) | $162,130,000 | 186 |
| Available-for-sale securities (fair market value) | $481,992,000 | 272 |
| Total debt securities | $639,769,000 | 248 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $505,856,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $20,181,000 | 65 |
| 2016-03-31 | Rank | |
| Total securities | $653,202,000 | 247 |
| U.S. Government securities | $532,860,000 | 227 |
| U.S. Treasury securities | $127,258,000 | 74 |
| U.S. Government agency obligations | $405,602,000 | 270 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $42,756,000 | 241 |
| Privately issued residential mortgage-backed securities | $3,154,000 | 216 |
| Commercial mortgage-backed securities - Total | $12,691,000 | 57 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $26,911,000 | 218 |
| Foreign debt securities | $73,284,000 | 30 |
| Equity securities | $4,302,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,351,000 | 330 |
| Mortgage-backed securities | $285,974,000 | 281 |
| Certificates of participation in pools of residential mortgages | $253,132,000 | 185 |
| Issued or guaranteed by U.S. | $253,132,000 | 183 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $20,151,000 | 772 |
| CMOs issued by government agencies or sponsored agencies | $16,997,000 | 828 |
| Privately issued | $3,154,000 | 207 |
| Commercial mortgage-backed securities | $12,691,000 | 364 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $12,691,000 | 222 |
| Held to maturity securities (book value) | $134,450,000 | 223 |
| Available-for-sale securities (fair market value) | $518,752,000 | 262 |
| Total debt securities | $648,900,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $517,471,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $21,013,000 | 56 |
| 2015-12-31 | Rank | |
| Total securities | $675,931,000 | 245 |
| U.S. Government securities | $532,197,000 | 223 |
| U.S. Treasury securities | $121,643,000 | 77 |
| U.S. Government agency obligations | $410,554,000 | 267 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $55,374,000 | 201 |
| Privately issued residential mortgage-backed securities | $3,408,000 | 204 |
| Commercial mortgage-backed securities - Total | $19,860,000 | 50 |
| Asset backed securities | $337,000 | 318 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $31,769,000 | 197 |
| Foreign debt securities | $78,393,000 | 29 |
| Equity securities | $9,967,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $387,306,000 | 194 |
| Mortgage-backed securities | $296,779,000 | 280 |
| Certificates of participation in pools of residential mortgages | $255,287,000 | 181 |
| Issued or guaranteed by U.S. | $255,287,000 | 180 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $21,632,000 | 745 |
| CMOs issued by government agencies or sponsored agencies | $18,224,000 | 792 |
| Privately issued | $3,408,000 | 194 |
| Commercial mortgage-backed securities | $19,860,000 | 269 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $19,860,000 | 161 |
| Held to maturity securities (book value) | $133,849,000 | 225 |
| Available-for-sale securities (fair market value) | $542,082,000 | 251 |
| Total debt securities | $665,964,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $502,765,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $20,625,000 | 54 |
| 2015-09-30 | Rank | |
| Total securities | $664,077,000 | 247 |
| U.S. Government securities | $517,565,000 | 228 |
| U.S. Treasury securities | $123,236,000 | 70 |
| U.S. Government agency obligations | $394,329,000 | 269 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $57,061,000 | 196 |
| Privately issued residential mortgage-backed securities | $4,077,000 | 191 |
| Commercial mortgage-backed securities - Total | $19,909,000 | 51 |
| Asset backed securities | $918,000 | 282 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $32,157,000 | 191 |
| Foreign debt securities | $79,379,000 | 29 |
| Equity securities | $10,072,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,292,000 | 552 |
| Mortgage-backed securities | $277,477,000 | 294 |
| Certificates of participation in pools of residential mortgages | $233,618,000 | 201 |
| Issued or guaranteed by U.S. | $233,618,000 | 200 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $23,950,000 | 711 |
| CMOs issued by government agencies or sponsored agencies | $19,873,000 | 753 |
| Privately issued | $4,077,000 | 180 |
| Commercial mortgage-backed securities | $19,909,000 | 249 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $19,909,000 | 153 |
| Held to maturity securities (book value) | $106,299,000 | 275 |
| Available-for-sale securities (fair market value) | $557,778,000 | 253 |
| Total debt securities | $654,005,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $503,882,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $935,000 | 121 |
| Revaluation losses on off-balance sheet contracts | $22,709,000 | 54 |
| 2015-06-30 | Rank | |
| Total securities | $699,087,000 | 238 |
| U.S. Government securities | $490,773,000 | 235 |
| U.S. Treasury securities | $124,839,000 | 68 |
| U.S. Government agency obligations | $365,934,000 | 291 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $108,733,000 | 127 |
| Privately issued residential mortgage-backed securities | $47,328,000 | 57 |
| Commercial mortgage-backed securities - Total | $19,984,000 | 48 |
| Asset backed securities | $9,157,000 | 137 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $32,264,000 | 181 |
| Foreign debt securities | $89,363,000 | 29 |
| Equity securities | $10,218,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,208,000 | 427 |
| Mortgage-backed securities | $289,035,000 | 281 |
| Certificates of participation in pools of residential mortgages | $200,244,000 | 225 |
| Issued or guaranteed by U.S. | $200,244,000 | 223 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $68,807,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $21,479,000 | 745 |
| Privately issued | $47,328,000 | 55 |
| Commercial mortgage-backed securities | $19,984,000 | 233 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $19,984,000 | 143 |
| Held to maturity securities (book value) | $68,749,000 | 357 |
| Available-for-sale securities (fair market value) | $630,338,000 | 222 |
| Total debt securities | $688,869,000 | 234 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $507,388,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $722,000 | 116 |
| Revaluation losses on off-balance sheet contracts | $20,723,000 | 52 |
| 2015-03-31 | Rank | |
| Total securities | $743,984,000 | 228 |
| U.S. Government securities | $496,233,000 | 232 |
| U.S. Treasury securities | $126,643,000 | 65 |
| U.S. Government agency obligations | $369,590,000 | 291 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $96,979,000 | 139 |
| Privately issued residential mortgage-backed securities | $53,144,000 | 51 |
| Commercial mortgage-backed securities - Total | $19,765,000 | 46 |
| Asset backed securities | $9,916,000 | 139 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $14,154,000 | 339 |
| Foreign debt securities | $140,514,000 | 26 |
| Equity securities | $10,258,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,697,000 | 2,872 |
| Mortgage-backed securities | $294,289,000 | 277 |
| Certificates of participation in pools of residential mortgages | $198,496,000 | 233 |
| Issued or guaranteed by U.S. | $198,496,000 | 231 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $76,028,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $22,884,000 | 744 |
| Privately issued | $53,144,000 | 48 |
| Commercial mortgage-backed securities | $19,765,000 | 231 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $19,765,000 | 140 |
| Held to maturity securities (book value) | $51,090,000 | 430 |
| Available-for-sale securities (fair market value) | $692,894,000 | 205 |
| Total debt securities | $733,726,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $523,282,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $308,000 | 133 |
| Revaluation losses on off-balance sheet contracts | $24,287,000 | 54 |
| 2014-12-31 | Rank | |
| Total securities | $844,351,000 | 200 |
| U.S. Government securities | $502,311,000 | 233 |
| U.S. Treasury securities | $124,389,000 | 64 |
| U.S. Government agency obligations | $377,922,000 | 287 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $191,280,000 | 91 |
| Privately issued residential mortgage-backed securities | $53,940,000 | 52 |
| Commercial mortgage-backed securities - Total | $35,424,000 | 40 |
| Asset backed securities | $91,820,000 | 44 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $10,096,000 | 406 |
| Foreign debt securities | $140,478,000 | 24 |
| Equity securities | $10,282,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,607,000 | 2,894 |
| Mortgage-backed securities | $316,559,000 | 270 |
| Certificates of participation in pools of residential mortgages | $202,821,000 | 223 |
| Issued or guaranteed by U.S. | $202,821,000 | 222 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $78,314,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $24,374,000 | 737 |
| Privately issued | $53,940,000 | 48 |
| Commercial mortgage-backed securities | $35,424,000 | 152 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $35,424,000 | 100 |
| Held to maturity securities (book value) | $52,654,000 | 424 |
| Available-for-sale securities (fair market value) | $791,697,000 | 176 |
| Total debt securities | $834,069,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $534,900,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $52,000 | 136 |
| Revaluation losses on off-balance sheet contracts | $22,949,000 | 49 |
| 2014-09-30 | Rank | |
| Total securities | $923,192,000 | 182 |
| U.S. Government securities | $520,863,000 | 224 |
| U.S. Treasury securities | $124,654,000 | 62 |
| U.S. Government agency obligations | $396,209,000 | 275 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $244,505,000 | 83 |
| Privately issued residential mortgage-backed securities | $55,162,000 | 50 |
| Commercial mortgage-backed securities - Total | $35,141,000 | 41 |
| Asset backed securities | $116,849,000 | 42 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $37,353,000 | 170 |
| Foreign debt securities | $132,467,000 | 26 |
| Equity securities | $25,357,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $333,550,000 | 264 |
| Certificates of participation in pools of residential mortgages | $217,540,000 | 212 |
| Issued or guaranteed by U.S. | $217,540,000 | 211 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $80,869,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $25,707,000 | 723 |
| Privately issued | $55,162,000 | 48 |
| Commercial mortgage-backed securities | $35,141,000 | 147 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $35,141,000 | 96 |
| Held to maturity securities (book value) | $52,992,000 | 423 |
| Available-for-sale securities (fair market value) | $870,200,000 | 158 |
| Total debt securities | $897,835,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $549,278,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $571,000 | 113 |
| Revaluation losses on off-balance sheet contracts | $23,413,000 | 42 |
| 2014-06-30 | Rank | |
| Total securities | $1,019,876,000 | 169 |
| U.S. Government securities | $494,923,000 | 238 |
| U.S. Treasury securities | $128,092,000 | 54 |
| U.S. Government agency obligations | $366,831,000 | 299 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $325,947,000 | 68 |
| Privately issued residential mortgage-backed securities | $55,728,000 | 53 |
| Commercial mortgage-backed securities - Total | $35,254,000 | 43 |
| Asset backed securities | $187,496,000 | 38 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $47,469,000 | 146 |
| Foreign debt securities | $173,586,000 | 24 |
| Equity securities | $25,420,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $299,752,000 | 286 |
| Certificates of participation in pools of residential mortgages | $181,455,000 | 257 |
| Issued or guaranteed by U.S. | $181,455,000 | 256 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $83,043,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $27,315,000 | 700 |
| Privately issued | $55,728,000 | 51 |
| Commercial mortgage-backed securities | $35,254,000 | 144 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $35,254,000 | 95 |
| Held to maturity securities (book value) | $10,689,000 | 1,078 |
| Available-for-sale securities (fair market value) | $1,009,187,000 | 147 |
| Total debt securities | $994,456,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $561,843,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $27,375,000 | 40 |
| 2014-03-31 | Rank | |
| Total securities | $1,079,265,000 | 165 |
| U.S. Government securities | $490,747,000 | 234 |
| U.S. Treasury securities | $122,759,000 | 52 |
| U.S. Government agency obligations | $367,988,000 | 300 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $389,872,000 | 61 |
| Privately issued residential mortgage-backed securities | $56,473,000 | 52 |
| Commercial mortgage-backed securities - Total | $34,830,000 | 42 |
| Asset backed securities | $251,215,000 | 36 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $47,354,000 | 150 |
| Foreign debt securities | $173,359,000 | 24 |
| Equity securities | $25,287,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $298,903,000 | 288 |
| Certificates of participation in pools of residential mortgages | $179,311,000 | 267 |
| Issued or guaranteed by U.S. | $179,311,000 | 266 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $84,762,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $28,289,000 | 691 |
| Privately issued | $56,473,000 | 50 |
| Commercial mortgage-backed securities | $34,830,000 | 141 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $34,830,000 | 92 |
| Held to maturity securities (book value) | $6,318,000 | 1,338 |
| Available-for-sale securities (fair market value) | $1,072,947,000 | 139 |
| Total debt securities | $1,053,978,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $640,519,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $25,343,000 | 40 |
| 2013-12-31 | Rank | |
| Total securities | $1,247,424,000 | 145 |
| U.S. Government securities | $560,390,000 | 205 |
| U.S. Treasury securities | $182,771,000 | 37 |
| U.S. Government agency obligations | $377,619,000 | 286 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $466,377,000 | 54 |
| Privately issued residential mortgage-backed securities | $57,139,000 | 51 |
| Commercial mortgage-backed securities - Total | $14,132,000 | 50 |
| Asset backed securities | $348,389,000 | 33 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $46,717,000 | 153 |
| Foreign debt securities | $195,387,000 | 24 |
| Equity securities | $25,270,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $285,543,000 | 291 |
| Certificates of participation in pools of residential mortgages | $184,574,000 | 249 |
| Issued or guaranteed by U.S. | $184,574,000 | 247 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $86,837,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $29,698,000 | 667 |
| Privately issued | $57,139,000 | 49 |
| Commercial mortgage-backed securities | $14,132,000 | 228 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $14,132,000 | 130 |
| Held to maturity securities (book value) | $6,347,000 | 1,317 |
| Available-for-sale securities (fair market value) | $1,241,077,000 | 117 |
| Total debt securities | $1,222,154,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $647,408,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $2,393,000 | 79 |
| Revaluation losses on off-balance sheet contracts | $28,360,000 | 40 |
| 2013-09-30 | Rank | |
| Total securities | $1,347,527,000 | 137 |
| U.S. Government securities | $568,905,000 | 199 |
| U.S. Treasury securities | $187,389,000 | 40 |
| U.S. Government agency obligations | $381,516,000 | 273 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $585,726,000 | 47 |
| Privately issued residential mortgage-backed securities | $58,582,000 | 54 |
| Commercial mortgage-backed securities - Total | $14,463,000 | 51 |
| Asset backed securities | $447,781,000 | 30 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $64,900,000 | 122 |
| Foreign debt securities | $164,901,000 | 25 |
| Equity securities | $27,995,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $285,092,000 | 292 |
| Certificates of participation in pools of residential mortgages | $180,807,000 | 251 |
| Issued or guaranteed by U.S. | $180,807,000 | 249 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $89,822,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $31,240,000 | 643 |
| Privately issued | $58,582,000 | 51 |
| Commercial mortgage-backed securities | $14,463,000 | 220 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $14,463,000 | 126 |
| Held to maturity securities (book value) | $2,270,000 | 1,709 |
| Available-for-sale securities (fair market value) | $1,345,257,000 | 111 |
| Total debt securities | $1,319,532,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $659,646,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $29,666,000 | 41 |
| 2013-06-30 | Rank | |
| Total securities | $1,108,219,000 | 157 |
| U.S. Government securities | $533,857,000 | 216 |
| U.S. Treasury securities | $137,279,000 | 45 |
| U.S. Government agency obligations | $396,578,000 | 268 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $350,678,000 | 71 |
| Privately issued residential mortgage-backed securities | $60,481,000 | 54 |
| Commercial mortgage-backed securities - Total | $14,410,000 | 53 |
| Asset backed securities | $223,174,000 | 41 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $52,613,000 | 148 |
| Foreign debt securities | $195,802,000 | 25 |
| Equity securities | $27,882,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $296,211,000 | 277 |
| Certificates of participation in pools of residential mortgages | $188,424,000 | 241 |
| Issued or guaranteed by U.S. | $188,424,000 | 239 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $93,377,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $32,896,000 | 631 |
| Privately issued | $60,481,000 | 51 |
| Commercial mortgage-backed securities | $14,410,000 | 212 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $14,410,000 | 118 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,108,219,000 | 134 |
| Total debt securities | $1,080,337,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $918,013,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $3,578,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $30,428,000 | 39 |
| 2013-03-31 | Rank | |
| Total securities | $1,027,969,000 | 165 |
| U.S. Government securities | $587,804,000 | 197 |
| U.S. Treasury securities | $146,350,000 | 44 |
| U.S. Government agency obligations | $441,454,000 | 254 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $209,464,000 | 92 |
| Privately issued residential mortgage-backed securities | $65,781,000 | 52 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $89,371,000 | 51 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $54,312,000 | 142 |
| Foreign debt securities | $201,959,000 | 24 |
| Equity securities | $28,742,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,114,000 | 362 |
| Mortgage-backed securities | $324,247,000 | 268 |
| Certificates of participation in pools of residential mortgages | $223,860,000 | 214 |
| Issued or guaranteed by U.S. | $223,860,000 | 212 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $100,387,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $34,606,000 | 629 |
| Privately issued | $65,781,000 | 49 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,027,969,000 | 142 |
| Total debt securities | $999,227,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $944,823,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $186,000 | 113 |
| Revaluation losses on off-balance sheet contracts | $37,626,000 | 42 |
| 2012-12-31 | Rank | |
| Total securities | $1,085,308,000 | 158 |
| U.S. Government securities | $592,975,000 | 190 |
| U.S. Treasury securities | $147,368,000 | 47 |
| U.S. Government agency obligations | $445,607,000 | 246 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $231,885,000 | 89 |
| Privately issued residential mortgage-backed securities | $71,357,000 | 55 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $105,634,000 | 51 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $54,894,000 | 123 |
| Foreign debt securities | $236,038,000 | 23 |
| Equity securities | $24,410,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,438,000 | 350 |
| Mortgage-backed securities | $330,146,000 | 266 |
| Certificates of participation in pools of residential mortgages | $222,337,000 | 212 |
| Issued or guaranteed by U.S. | $222,337,000 | 210 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $107,809,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $36,452,000 | 610 |
| Privately issued | $71,357,000 | 50 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,085,308,000 | 135 |
| Total debt securities | $1,060,898,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $989,051,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $42,330,000 | 42 |
| 2012-09-30 | Rank | |
| Total securities | $1,080,394,000 | 162 |
| U.S. Government securities | $538,994,000 | 218 |
| U.S. Treasury securities | $147,223,000 | 45 |
| U.S. Government agency obligations | $391,771,000 | 285 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $252,166,000 | 89 |
| Privately issued residential mortgage-backed securities | $77,146,000 | 57 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $84,286,000 | 57 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $90,734,000 | 91 |
| Foreign debt securities | $261,978,000 | 21 |
| Equity securities | $27,256,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,788,000 | 1,226 |
| Mortgage-backed securities | $351,849,000 | 262 |
| Certificates of participation in pools of residential mortgages | $236,524,000 | 211 |
| Issued or guaranteed by U.S. | $236,524,000 | 210 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $115,325,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $38,179,000 | 624 |
| Privately issued | $77,146,000 | 54 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,080,394,000 | 140 |
| Total debt securities | $1,053,138,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $1,001,883,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $160,000 | 107 |
| Revaluation losses on off-balance sheet contracts | $43,283,000 | 43 |
| 2012-06-30 | Rank | |
| Total securities | $983,577,000 | 169 |
| U.S. Government securities | $530,776,000 | 220 |
| U.S. Treasury securities | $145,006,000 | 47 |
| U.S. Government agency obligations | $385,770,000 | 294 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $197,873,000 | 98 |
| Privately issued residential mortgage-backed securities | $83,718,000 | 56 |
| Commercial mortgage-backed securities - Total | $2,429,000 | 92 |
| Asset backed securities | $6,058,000 | 141 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $105,668,000 | 89 |
| Foreign debt securities | $227,090,000 | 21 |
| Equity securities | $27,838,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,559,000 | 1,206 |
| Mortgage-backed securities | $352,718,000 | 268 |
| Certificates of participation in pools of residential mortgages | $226,601,000 | 224 |
| Issued or guaranteed by U.S. | $226,601,000 | 223 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $123,688,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $39,970,000 | 602 |
| Privately issued | $83,718,000 | 54 |
| Commercial mortgage-backed securities | $2,429,000 | 343 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $2,429,000 | 188 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $983,577,000 | 146 |
| Total debt securities | $955,739,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $1,010,675,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $6,236,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $44,403,000 | 42 |
| 2012-03-31 | Rank | |
| Total securities | $1,242,816,000 | 145 |
| U.S. Government securities | $539,480,000 | 223 |
| U.S. Treasury securities | $142,013,000 | 45 |
| U.S. Government agency obligations | $397,467,000 | 293 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $418,993,000 | 56 |
| Privately issued residential mortgage-backed securities | $97,491,000 | 54 |
| Commercial mortgage-backed securities - Total | $5,297,000 | 77 |
| Asset backed securities | $6,083,000 | 122 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $310,122,000 | 38 |
| Foreign debt securities | $256,535,000 | 20 |
| Equity securities | $27,808,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,134,000 | 1,047 |
| Mortgage-backed securities | $377,753,000 | 260 |
| Certificates of participation in pools of residential mortgages | $232,663,000 | 220 |
| Issued or guaranteed by U.S. | $232,663,000 | 219 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $139,793,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $42,302,000 | 601 |
| Privately issued | $97,491,000 | 53 |
| Commercial mortgage-backed securities | $5,297,000 | 214 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $5,297,000 | 123 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,242,816,000 | 123 |
| Total debt securities | $1,215,008,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $1,037,950,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $37,112,000 | 41 |
| 2011-12-31 | Rank | |
| Total securities | $1,382,414,000 | 132 |
| U.S. Government securities | $555,336,000 | 209 |
| U.S. Treasury securities | $141,253,000 | 43 |
| U.S. Government agency obligations | $414,083,000 | 275 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $511,643,000 | 58 |
| Privately issued residential mortgage-backed securities | $108,758,000 | 67 |
| Commercial mortgage-backed securities - Total | $6,187,000 | 58 |
| Asset backed securities | $56,262,000 | 47 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $340,436,000 | 35 |
| Foreign debt securities | $288,733,000 | 16 |
| Equity securities | $26,702,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,196,000 | 945 |
| Mortgage-backed securities | $403,399,000 | 235 |
| Certificates of participation in pools of residential mortgages | $244,226,000 | 197 |
| Issued or guaranteed by U.S. | $244,226,000 | 197 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $152,986,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $44,228,000 | 549 |
| Privately issued | $108,758,000 | 67 |
| Commercial mortgage-backed securities | $6,187,000 | 154 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $6,187,000 | 90 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,382,414,000 | 113 |
| Total debt securities | $1,355,712,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $1,098,208,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $123,000 | 83 |
| Revaluation losses on off-balance sheet contracts | $42,874,000 | 41 |
| 2011-09-30 | Rank | |
| Total securities | $1,832,794,000 | 110 |
| U.S. Government securities | $877,073,000 | 144 |
| U.S. Treasury securities | $366,284,000 | 29 |
| U.S. Government agency obligations | $510,789,000 | 214 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $567,863,000 | 53 |
| Privately issued residential mortgage-backed securities | $18,697,000 | 220 |
| Commercial mortgage-backed securities - Total | $6,863,000 | 51 |
| Asset backed securities | $80,747,000 | 44 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $461,556,000 | 25 |
| Foreign debt securities | $361,313,000 | 16 |
| Equity securities | $26,545,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,000 | 5,933 |
| Mortgage-backed securities | $412,842,000 | 217 |
| Certificates of participation in pools of residential mortgages | $280,580,000 | 171 |
| Issued or guaranteed by U.S. | $280,580,000 | 170 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $125,399,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $106,702,000 | 288 |
| Privately issued | $18,697,000 | 213 |
| Commercial mortgage-backed securities | $6,863,000 | 123 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $6,863,000 | 75 |
| Held to maturity securities (book value) | $1,255,160,000 | 29 |
| Available-for-sale securities (fair market value) | $577,634,000 | 228 |
| Total debt securities | $1,806,249,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $646,406,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $44,153,000 | 41 |
| 2011-06-30 | Rank | |
| Total securities | $1,879,526,000 | 109 |
| U.S. Government securities | $789,768,000 | 153 |
| U.S. Treasury securities | $364,511,000 | 29 |
| U.S. Government agency obligations | $425,257,000 | 253 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $689,052,000 | 49 |
| Privately issued residential mortgage-backed securities | $24,035,000 | 204 |
| Commercial mortgage-backed securities - Total | $7,637,000 | 41 |
| Asset backed securities | $225,060,000 | 31 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $432,320,000 | 29 |
| Foreign debt securities | $354,671,000 | 16 |
| Equity securities | $46,035,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,000 | 5,997 |
| Mortgage-backed securities | $453,929,000 | 206 |
| Certificates of participation in pools of residential mortgages | $296,992,000 | 166 |
| Issued or guaranteed by U.S. | $296,992,000 | 165 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $149,300,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $125,265,000 | 244 |
| Privately issued | $24,035,000 | 196 |
| Commercial mortgage-backed securities | $7,637,000 | 112 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $7,637,000 | 60 |
| Held to maturity securities (book value) | $1,224,807,000 | 29 |
| Available-for-sale securities (fair market value) | $654,719,000 | 204 |
| Total debt securities | $1,833,491,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $609,907,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $495,000 | 79 |
| Revaluation losses on off-balance sheet contracts | $29,135,000 | 43 |
| 2011-03-31 | Rank | |
| Total securities | $1,959,184,000 | 103 |
| U.S. Government securities | $841,842,000 | 150 |
| U.S. Treasury securities | $356,888,000 | 29 |
| U.S. Government agency obligations | $484,954,000 | 226 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $659,936,000 | 49 |
| Privately issued residential mortgage-backed securities | $28,882,000 | 189 |
| Commercial mortgage-backed securities - Total | $8,713,000 | 37 |
| Asset backed securities | $228,301,000 | 29 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $394,040,000 | 33 |
| Foreign debt securities | $411,602,000 | 17 |
| Equity securities | $45,804,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,000 | 6,029 |
| Mortgage-backed securities | $496,401,000 | 185 |
| Certificates of participation in pools of residential mortgages | $304,476,000 | 156 |
| Issued or guaranteed by U.S. | $304,476,000 | 155 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $183,212,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $154,330,000 | 204 |
| Privately issued | $28,882,000 | 184 |
| Commercial mortgage-backed securities | $8,713,000 | 97 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $8,713,000 | 53 |
| Held to maturity securities (book value) | $1,304,876,000 | 26 |
| Available-for-sale securities (fair market value) | $654,308,000 | 202 |
| Total debt securities | $1,913,380,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $593,353,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $1,805,000 | 67 |
| Revaluation losses on off-balance sheet contracts | $13,822,000 | 48 |
| 2010-12-31 | Rank | |
| Total securities | $2,068,766,000 | 97 |
| U.S. Government securities | $888,504,000 | 139 |
| U.S. Treasury securities | $354,421,000 | 29 |
| U.S. Government agency obligations | $534,083,000 | 205 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $729,021,000 | 51 |
| Privately issued residential mortgage-backed securities | $39,705,000 | 160 |
| Commercial mortgage-backed securities - Total | $14,292,000 | 62 |
| Asset backed securities | $264,042,000 | 27 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $410,982,000 | 31 |
| Foreign debt securities | $407,109,000 | 16 |
| Equity securities | $44,132,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,000 | 6,106 |
| Mortgage-backed securities | $585,080,000 | 150 |
| Certificates of participation in pools of residential mortgages | $318,597,000 | 144 |
| Issued or guaranteed by U.S. | $318,597,000 | 143 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $252,191,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $212,486,000 | 156 |
| Privately issued | $39,705,000 | 156 |
| Commercial mortgage-backed securities | $14,292,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $14,292,000 | 36 |
| Held to maturity securities (book value) | $1,342,537,000 | 23 |
| Available-for-sale securities (fair market value) | $726,229,000 | 179 |
| Total debt securities | $2,024,634,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $587,278,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $2,121,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $12,101,000 | 49 |
| 2010-09-30 | Rank | |
| Total securities | $2,216,598,000 | 92 |
| U.S. Government securities | $955,635,000 | 127 |
| U.S. Treasury securities | $353,243,000 | 30 |
| U.S. Government agency obligations | $602,392,000 | 172 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $800,931,000 | 48 |
| Privately issued residential mortgage-backed securities | $50,764,000 | 141 |
| Commercial mortgage-backed securities - Total | $61,293,000 | 23 |
| Asset backed securities | $275,936,000 | 27 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $412,938,000 | 30 |
| Foreign debt securities | $418,979,000 | 15 |
| Equity securities | $41,053,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,000 | 6,185 |
| Mortgage-backed securities | $714,449,000 | 128 |
| Certificates of participation in pools of residential mortgages | $297,534,000 | 147 |
| Issued or guaranteed by U.S. | $297,534,000 | 146 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $355,622,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $304,858,000 | 104 |
| Privately issued | $50,764,000 | 137 |
| Commercial mortgage-backed securities | $61,293,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $61,293,000 | 19 |
| Held to maturity securities (book value) | $1,478,526,000 | 19 |
| Available-for-sale securities (fair market value) | $738,072,000 | 171 |
| Total debt securities | $2,175,545,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $538,399,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $39,282,000 | 41 |
| 2010-06-30 | Rank | |
| Total securities | $2,368,259,000 | 80 |
| U.S. Government securities | $1,044,957,000 | 114 |
| U.S. Treasury securities | $353,166,000 | 28 |
| U.S. Government agency obligations | $691,791,000 | 151 |
| Securities issued by states & political subdivisions | $11,125,000 | 2,119 |
| Other domestic debt securities | $900,175,000 | 45 |
| Privately issued residential mortgage-backed securities | $54,955,000 | 138 |
| Commercial mortgage-backed securities - Total | $92,209,000 | 22 |
| Asset backed securities | $366,697,000 | 25 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $386,314,000 | 30 |
| Foreign debt securities | $375,584,000 | 15 |
| Equity securities | $36,418,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,000 | 6,235 |
| Mortgage-backed securities | $838,955,000 | 113 |
| Certificates of participation in pools of residential mortgages | $291,387,000 | 153 |
| Issued or guaranteed by U.S. | $291,387,000 | 152 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $455,359,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $400,404,000 | 80 |
| Privately issued | $54,955,000 | 135 |
| Commercial mortgage-backed securities | $92,209,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $92,209,000 | 18 |
| Held to maturity securities (book value) | $1,568,789,000 | 18 |
| Available-for-sale securities (fair market value) | $799,470,000 | 158 |
| Total debt securities | $2,331,841,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $487,930,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $18,676,000 | 45 |
| 2010-03-31 | Rank | |
| Total securities | $2,398,897,000 | 76 |
| U.S. Government securities | $1,189,503,000 | 103 |
| U.S. Treasury securities | $350,955,000 | 29 |
| U.S. Government agency obligations | $838,548,000 | 131 |
| Securities issued by states & political subdivisions | $11,125,000 | 2,094 |
| Other domestic debt securities | $886,967,000 | 46 |
| Privately issued residential mortgage-backed securities | $58,911,000 | 142 |
| Commercial mortgage-backed securities - Total | $101,914,000 | 21 |
| Asset backed securities | $360,986,000 | 25 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $365,156,000 | 30 |
| Foreign debt securities | $269,072,000 | 17 |
| Equity securities | $42,230,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,000 | 6,316 |
| Mortgage-backed securities | $999,373,000 | 99 |
| Certificates of participation in pools of residential mortgages | $318,268,000 | 146 |
| Issued or guaranteed by U.S. | $318,268,000 | 145 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $579,191,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $520,280,000 | 68 |
| Privately issued | $58,911,000 | 138 |
| Commercial mortgage-backed securities | $101,914,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $101,914,000 | 17 |
| Held to maturity securities (book value) | $1,763,543,000 | 16 |
| Available-for-sale securities (fair market value) | $635,354,000 | 183 |
| Total debt securities | $2,356,667,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $416,862,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $1,488,000 | 72 |
| Revaluation losses on off-balance sheet contracts | $3,651,000 | 65 |
| 2009-12-31 | Rank | |
| Total securities | $2,339,901,000 | 83 |
| U.S. Government securities | $1,348,388,000 | 92 |
| U.S. Treasury securities | $350,099,000 | 26 |
| U.S. Government agency obligations | $998,289,000 | 109 |
| Securities issued by states & political subdivisions | $11,125,000 | 2,097 |
| Other domestic debt securities | $829,067,000 | 49 |
| Privately issued residential mortgage-backed securities | $61,075,000 | 141 |
| Commercial mortgage-backed securities - Total | $112,538,000 | 23 |
| Asset backed securities | $290,171,000 | 29 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $365,283,000 | 30 |
| Foreign debt securities | $105,996,000 | 18 |
| Equity securities | $45,325,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $679,756,000 | 113 |
| Mortgage-backed securities | $1,151,902,000 | 93 |
| Certificates of participation in pools of residential mortgages | $335,378,000 | 142 |
| Issued or guaranteed by U.S. | $335,378,000 | 141 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $703,986,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $642,911,000 | 54 |
| Privately issued | $61,075,000 | 137 |
| Commercial mortgage-backed securities | $112,538,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $112,538,000 | 18 |
| Held to maturity securities (book value) | $1,663,118,000 | 19 |
| Available-for-sale securities (fair market value) | $676,783,000 | 179 |
| Total debt securities | $2,294,576,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $374,673,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $3,598,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,485,201,000 | 85 |
| U.S. Government securities | $1,495,970,000 | 94 |
| U.S. Treasury securities | $348,732,000 | 28 |
| U.S. Government agency obligations | $1,147,238,000 | 104 |
| Securities issued by states & political subdivisions | $11,125,000 | 2,100 |
| Other domestic debt securities | $836,057,000 | 53 |
| Privately issued residential mortgage-backed securities | $64,002,000 | 152 |
| Commercial mortgage-backed securities - Total | $124,348,000 | 24 |
| Asset backed securities | $301,556,000 | 29 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $346,151,000 | 32 |
| Foreign debt securities | $93,920,000 | 18 |
| Equity securities | $48,129,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,000 | 6,384 |
| Mortgage-backed securities | $1,275,588,000 | 91 |
| Certificates of participation in pools of residential mortgages | $350,839,000 | 143 |
| Issued or guaranteed by U.S. | $350,839,000 | 141 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $800,401,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $736,399,000 | 54 |
| Privately issued | $64,002,000 | 149 |
| Commercial mortgage-backed securities | $124,348,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $124,348,000 | 19 |
| Held to maturity securities (book value) | $1,811,612,000 | 22 |
| Available-for-sale securities (fair market value) | $673,589,000 | 178 |
| Total debt securities | $2,437,072,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $345,539,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,701,529,000 | 81 |
| U.S. Government securities | $1,698,858,000 | 85 |
| U.S. Treasury securities | $355,194,000 | 23 |
| U.S. Government agency obligations | $1,343,664,000 | 98 |
| Securities issued by states & political subdivisions | $7,480,000 | 2,635 |
| Other domestic debt securities | $902,632,000 | 56 |
| Privately issued residential mortgage-backed securities | $68,178,000 | 160 |
| Commercial mortgage-backed securities - Total | $157,587,000 | 25 |
| Asset backed securities | $332,154,000 | 30 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $344,713,000 | 31 |
| Foreign debt securities | $53,122,000 | 22 |
| Equity securities | $39,437,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,000 | 6,429 |
| Mortgage-backed securities | $1,459,434,000 | 85 |
| Certificates of participation in pools of residential mortgages | $349,540,000 | 146 |
| Issued or guaranteed by U.S. | $349,540,000 | 144 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $952,307,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $884,129,000 | 48 |
| Privately issued | $68,178,000 | 152 |
| Commercial mortgage-backed securities | $157,587,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $157,587,000 | 21 |
| Held to maturity securities (book value) | $2,056,761,000 | 20 |
| Available-for-sale securities (fair market value) | $644,768,000 | 185 |
| Total debt securities | $2,662,092,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $286,615,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,482,250,000 | 65 |
| U.S. Government securities | $2,607,902,000 | 59 |
| U.S. Treasury securities | $351,705,000 | 15 |
| U.S. Government agency obligations | $2,256,197,000 | 67 |
| Securities issued by states & political subdivisions | $18,080,000 | 1,261 |
| Other domestic debt securities | $824,953,000 | 51 |
| Privately issued residential mortgage-backed securities | $242,006,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $233,868,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $349,079,000 | 29 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $31,315,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,000 | 6,472 |
| Mortgage-backed securities | $1,658,813,000 | 79 |
| Certificates of participation in pools of residential mortgages | $349,366,000 | 156 |
| Issued or guaranteed by U.S. | $349,366,000 | 153 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,309,447,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,067,441,000 | 42 |
| Privately issued | $242,006,000 | 69 |
| 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) | $2,913,871,000 | 12 |
| Available-for-sale securities (fair market value) | $568,379,000 | 212 |
| Total debt securities | $3,450,935,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $60,395,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,591,321,000 | 46 |
| U.S. Government securities | $4,298,527,000 | 39 |
| U.S. Treasury securities | $360,632,000 | 16 |
| U.S. Government agency obligations | $3,937,895,000 | 41 |
| Securities issued by states & political subdivisions | $10,650,000 | 1,979 |
| Other domestic debt securities | $247,972,000 | 108 |
| Privately issued residential mortgage-backed securities | $225,042,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,930,000 | 195 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $34,172,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,000 | 6,490 |
| Mortgage-backed securities | $1,697,636,000 | 74 |
| Certificates of participation in pools of residential mortgages | $358,754,000 | 154 |
| Issued or guaranteed by U.S. | $358,754,000 | 151 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,338,882,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,113,840,000 | 38 |
| Privately issued | $225,042,000 | 70 |
| 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) | $4,437,278,000 | 7 |
| Available-for-sale securities (fair market value) | $154,043,000 | 676 |
| Total debt securities | $4,557,149,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,963,506,000 | 46 |
| U.S. Government securities | $4,598,200,000 | 34 |
| U.S. Treasury securities | $375,889,000 | 14 |
| U.S. Government agency obligations | $4,222,311,000 | 34 |
| Securities issued by states & political subdivisions | $95,425,000 | 166 |
| Other domestic debt securities | $229,986,000 | 114 |
| Privately issued residential mortgage-backed securities | $227,187,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,799,000 | 917 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $39,895,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,000 | 6,513 |
| Mortgage-backed securities | $1,334,580,000 | 84 |
| Certificates of participation in pools of residential mortgages | $344,848,000 | 144 |
| Issued or guaranteed by U.S. | $344,848,000 | 138 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $989,732,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $762,545,000 | 43 |
| Privately issued | $227,187,000 | 72 |
| 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) | $4,819,013,000 | 5 |
| Available-for-sale securities (fair market value) | $144,493,000 | 691 |
| Total debt securities | $4,923,611,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,334,180,000 | 49 |
| U.S. Government securities | $4,824,266,000 | 36 |
| U.S. Treasury securities | $367,443,000 | 13 |
| U.S. Government agency obligations | $4,456,823,000 | 38 |
| Securities issued by states & political subdivisions | $228,010,000 | 67 |
| Other domestic debt securities | $189,440,000 | 141 |
| Privately issued residential mortgage-backed securities | $186,633,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,807,000 | 1,000 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $92,464,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,286,193,000 | 71 |
| Mortgage-backed securities | $1,317,685,000 | 85 |
| Certificates of participation in pools of residential mortgages | $334,117,000 | 151 |
| Issued or guaranteed by U.S. | $334,117,000 | 144 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $983,568,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $796,935,000 | 42 |
| Privately issued | $186,633,000 | 83 |
| 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) | $5,004,253,000 | 5 |
| Available-for-sale securities (fair market value) | $329,927,000 | 331 |
| Total debt securities | $5,241,716,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,760,191,000 | 43 |
| U.S. Government securities | $5,519,753,000 | 30 |
| U.S. Treasury securities | $361,295,000 | 13 |
| U.S. Government agency obligations | $5,158,458,000 | 31 |
| Securities issued by states & political subdivisions | $66,950,000 | 243 |
| Other domestic debt securities | $84,084,000 | 233 |
| Privately issued residential mortgage-backed securities | $81,268,000 | 157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,816,000 | 965 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $89,404,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,328,057,000 | 71 |
| Mortgage-backed securities | $1,263,645,000 | 94 |
| Certificates of participation in pools of residential mortgages | $376,556,000 | 135 |
| Issued or guaranteed by U.S. | $376,556,000 | 127 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $887,089,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $805,821,000 | 38 |
| Privately issued | $81,268,000 | 145 |
| 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) | $5,593,637,000 | 3 |
| Available-for-sale securities (fair market value) | $166,554,000 | 615 |
| Total debt securities | $5,670,787,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,801,996,000 | 45 |
| U.S. Government securities | $5,627,885,000 | 28 |
| U.S. Treasury securities | $370,692,000 | 15 |
| U.S. Government agency obligations | $5,257,193,000 | 30 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $86,264,000 | 223 |
| Privately issued residential mortgage-backed securities | $82,440,000 | 153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,824,000 | 785 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $87,847,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,000 | 6,575 |
| Mortgage-backed securities | $1,177,091,000 | 96 |
| Certificates of participation in pools of residential mortgages | $349,960,000 | 139 |
| Issued or guaranteed by U.S. | $349,960,000 | 130 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $827,131,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $744,691,000 | 42 |
| Privately issued | $82,440,000 | 142 |
| 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) | $5,703,687,000 | 5 |
| Available-for-sale securities (fair market value) | $98,309,000 | 1,069 |
| Total debt securities | $5,714,149,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,502,176,000 | 47 |
| U.S. Government securities | $5,264,151,000 | 30 |
| U.S. Treasury securities | $369,616,000 | 18 |
| U.S. Government agency obligations | $4,894,535,000 | 32 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $134,659,000 | 164 |
| Privately issued residential mortgage-backed securities | $83,662,000 | 151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,997,000 | 133 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $103,366,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,471,719,000 | 69 |
| Mortgage-backed securities | $1,205,996,000 | 95 |
| Certificates of participation in pools of residential mortgages | $361,485,000 | 130 |
| Issued or guaranteed by U.S. | $361,485,000 | 121 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $844,511,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $760,849,000 | 40 |
| Privately issued | $83,662,000 | 140 |
| 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) | $5,388,305,000 | 5 |
| Available-for-sale securities (fair market value) | $113,871,000 | 908 |
| Total debt securities | $5,398,810,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,207,200,000 | 48 |
| U.S. Government securities | $5,032,096,000 | 34 |
| U.S. Treasury securities | $376,743,000 | 17 |
| U.S. Government agency obligations | $4,655,353,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $88,728,000 | 219 |
| Privately issued residential mortgage-backed securities | $85,735,000 | 143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,993,000 | 828 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $86,376,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,432,195,000 | 72 |
| Mortgage-backed securities | $1,283,309,000 | 98 |
| Certificates of participation in pools of residential mortgages | $373,244,000 | 132 |
| Issued or guaranteed by U.S. | $373,244,000 | 125 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $910,065,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $824,330,000 | 44 |
| Privately issued | $85,735,000 | 131 |
| 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) | $5,110,012,000 | 4 |
| Available-for-sale securities (fair market value) | $97,188,000 | 1,085 |
| Total debt securities | $5,120,824,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,846,875,000 | 50 |
| U.S. Government securities | $4,671,301,000 | 36 |
| U.S. Treasury securities | $356,967,000 | 21 |
| U.S. Government agency obligations | $4,314,334,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $90,517,000 | 209 |
| Privately issued residential mortgage-backed securities | $87,528,000 | 142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,989,000 | 842 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $85,057,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,532,915,000 | 69 |
| Mortgage-backed securities | $1,351,280,000 | 95 |
| Certificates of participation in pools of residential mortgages | $368,810,000 | 134 |
| Issued or guaranteed by U.S. | $368,810,000 | 126 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $982,470,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $894,942,000 | 39 |
| Privately issued | $87,528,000 | 130 |
| 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) | $4,750,347,000 | 6 |
| Available-for-sale securities (fair market value) | $96,528,000 | 1,086 |
| Total debt securities | $4,761,818,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,601,189,000 | 55 |
| U.S. Government securities | $4,417,578,000 | 40 |
| U.S. Treasury securities | $365,979,000 | 21 |
| U.S. Government agency obligations | $4,051,599,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $92,380,000 | 206 |
| Privately issued residential mortgage-backed securities | $89,396,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,984,000 | 868 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $91,231,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $329,000 | 6,676 |
| Mortgage-backed securities | $1,392,977,000 | 96 |
| Certificates of participation in pools of residential mortgages | $347,020,000 | 139 |
| Issued or guaranteed by U.S. | $347,020,000 | 133 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,045,957,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $956,561,000 | 38 |
| Privately issued | $89,396,000 | 120 |
| 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) | $4,498,108,000 | 7 |
| Available-for-sale securities (fair market value) | $103,081,000 | 1,032 |
| Total debt securities | $4,509,958,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,282,913,000 | 65 |
| U.S. Government securities | $4,099,594,000 | 47 |
| U.S. Treasury securities | $378,153,000 | 20 |
| U.S. Government agency obligations | $3,721,441,000 | 50 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $93,902,000 | 209 |
| Privately issued residential mortgage-backed securities | $90,923,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,979,000 | 865 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $89,417,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,563,012,000 | 74 |
| Mortgage-backed securities | $1,471,534,000 | 97 |
| Certificates of participation in pools of residential mortgages | $360,913,000 | 145 |
| Issued or guaranteed by U.S. | $360,913,000 | 139 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,110,621,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $1,019,698,000 | 44 |
| Privately issued | $90,923,000 | 120 |
| 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) | $4,171,554,000 | 8 |
| Available-for-sale securities (fair market value) | $111,359,000 | 953 |
| Total debt securities | $4,193,496,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $4,442,692,000 | 58 |
| U.S. Government securities | $4,258,181,000 | 45 |
| U.S. Treasury securities | $374,140,000 | 20 |
| U.S. Government agency obligations | $3,884,041,000 | 47 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $95,620,000 | 209 |
| Privately issued residential mortgage-backed securities | $92,646,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,974,000 | 868 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $88,891,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,667,243,000 | 73 |
| Mortgage-backed securities | $1,465,723,000 | 95 |
| Certificates of participation in pools of residential mortgages | $350,000,000 | 158 |
| Issued or guaranteed by U.S. | $350,000,000 | 149 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,115,723,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $1,023,077,000 | 42 |
| Privately issued | $92,646,000 | 122 |
| 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) | $4,332,291,000 | 8 |
| Available-for-sale securities (fair market value) | $110,401,000 | 957 |
| Total debt securities | $4,353,801,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,481,716,000 | 60 |
| U.S. Government securities | $4,291,225,000 | 44 |
| U.S. Treasury securities | $374,904,000 | 25 |
| U.S. Government agency obligations | $3,916,321,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $101,956,000 | 204 |
| Privately issued residential mortgage-backed securities | $95,976,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,980,000 | 619 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $88,535,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,719,865,000 | 68 |
| Mortgage-backed securities | $1,424,870,000 | 93 |
| Certificates of participation in pools of residential mortgages | $340,088,000 | 163 |
| Issued or guaranteed by U.S. | $340,088,000 | 155 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,084,782,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $988,806,000 | 44 |
| Privately issued | $95,976,000 | 120 |
| 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) | $4,379,800,000 | 10 |
| Available-for-sale securities (fair market value) | $101,916,000 | 1,061 |
| Total debt securities | $4,393,181,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $4,376,056,000 | 63 |
| U.S. Government securities | $4,186,249,000 | 45 |
| U.S. Treasury securities | $376,342,000 | 25 |
| U.S. Government agency obligations | $3,809,907,000 | 50 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $104,280,000 | 201 |
| Privately issued residential mortgage-backed securities | $98,283,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,997,000 | 642 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $85,527,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $421,000 | 6,810 |
| Mortgage-backed securities | $1,424,910,000 | 98 |
| Certificates of participation in pools of residential mortgages | $336,523,000 | 165 |
| Issued or guaranteed by U.S. | $336,523,000 | 161 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,088,387,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $990,104,000 | 44 |
| Privately issued | $98,283,000 | 120 |
| 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) | $4,276,176,000 | 10 |
| Available-for-sale securities (fair market value) | $99,880,000 | 1,069 |
| Total debt securities | $4,290,529,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $4,131,800,000 | 62 |
| U.S. Government securities | $3,935,935,000 | 48 |
| U.S. Treasury securities | $392,463,000 | 21 |
| U.S. Government agency obligations | $3,543,472,000 | 51 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $110,475,000 | 194 |
| Privately issued residential mortgage-backed securities | $107,424,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,051,000 | 963 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $85,390,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,588,243,000 | 68 |
| Mortgage-backed securities | $1,444,424,000 | 99 |
| Certificates of participation in pools of residential mortgages | $340,301,000 | 169 |
| Issued or guaranteed by U.S. | $340,301,000 | 164 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,104,123,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $996,699,000 | 46 |
| Privately issued | $107,424,000 | 112 |
| 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) | $4,008,821,000 | 11 |
| Available-for-sale securities (fair market value) | $122,979,000 | 844 |
| Total debt securities | $4,046,411,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $4,082,947,000 | 60 |
| U.S. Government securities | $3,869,988,000 | 48 |
| U.S. Treasury securities | $392,341,000 | 23 |
| U.S. Government agency obligations | $3,477,647,000 | 52 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $128,151,000 | 179 |
| Privately issued residential mortgage-backed securities | $125,078,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,073,000 | 999 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $84,808,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,739,279,000 | 66 |
| Mortgage-backed securities | $1,433,945,000 | 100 |
| Certificates of participation in pools of residential mortgages | $346,376,000 | 169 |
| Issued or guaranteed by U.S. | $346,376,000 | 168 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,087,569,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $962,491,000 | 47 |
| Privately issued | $125,078,000 | 104 |
| 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) | $3,957,703,000 | 9 |
| Available-for-sale securities (fair market value) | $125,244,000 | 820 |
| Total debt securities | $3,998,139,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $22,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $22,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $2,786,000 | 39 |
| 2005-03-31 | Rank | |
| Total securities | $4,211,993,000 | 62 |
| U.S. Government securities | $3,977,749,000 | 50 |
| U.S. Treasury securities | $384,108,000 | 23 |
| U.S. Government agency obligations | $3,593,641,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $149,249,000 | 165 |
| Privately issued residential mortgage-backed securities | $146,155,000 | 114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,094,000 | 1,052 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $84,995,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,448,926,000 | 76 |
| Mortgage-backed securities | $1,440,719,000 | 101 |
| Certificates of participation in pools of residential mortgages | $353,691,000 | 173 |
| Issued or guaranteed by U.S. | $353,691,000 | 171 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,087,028,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $940,873,000 | 49 |
| Privately issued | $146,155,000 | 99 |
| 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) | $4,086,930,000 | 8 |
| Available-for-sale securities (fair market value) | $125,063,000 | 849 |
| Total debt securities | $4,126,998,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $715,000 | 44 |
| 2004-12-31 | Rank | |
| Total securities | $4,389,694,000 | 63 |
| U.S. Government securities | $4,136,216,000 | 52 |
| U.S. Treasury securities | $384,103,000 | 24 |
| U.S. Government agency obligations | $3,752,113,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $169,824,000 | 157 |
| Privately issued residential mortgage-backed securities | $166,710,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,114,000 | 1,094 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $83,654,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $790,000 | 6,647 |
| Mortgage-backed securities | $1,441,892,000 | 103 |
| Certificates of participation in pools of residential mortgages | $380,958,000 | 169 |
| Issued or guaranteed by U.S. | $380,958,000 | 165 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,060,934,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $894,224,000 | 50 |
| Privately issued | $166,710,000 | 95 |
| 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) | $4,263,932,000 | 8 |
| Available-for-sale securities (fair market value) | $125,762,000 | 865 |
| Total debt securities | $4,306,040,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $2,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $2,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $4,306,726,000 | 60 |
| U.S. Government securities | $4,032,190,000 | 50 |
| U.S. Treasury securities | $381,450,000 | 24 |
| U.S. Government agency obligations | $3,650,740,000 | 54 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $191,359,000 | 148 |
| Privately issued residential mortgage-backed securities | $188,224,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,135,000 | 1,133 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $83,177,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,146,925,000 | 99 |
| Mortgage-backed securities | $1,460,544,000 | 102 |
| Certificates of participation in pools of residential mortgages | $407,860,000 | 160 |
| Issued or guaranteed by U.S. | $407,860,000 | 155 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,052,684,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $864,460,000 | 49 |
| Privately issued | $188,224,000 | 86 |
| 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) | $4,179,536,000 | 9 |
| Available-for-sale securities (fair market value) | $127,190,000 | 859 |
| Total debt securities | $4,223,549,000 | 60 |
| 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 | $1,288,000 | 47 |
| 2004-06-30 | Rank | |
| Total securities | $4,235,830,000 | 64 |
| U.S. Government securities | $3,963,311,000 | 55 |
| U.S. Treasury securities | $328,815,000 | 28 |
| U.S. Government agency obligations | $3,634,496,000 | 55 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $198,139,000 | 138 |
| Privately issued residential mortgage-backed securities | $194,984,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,155,000 | 1,188 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $74,380,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $825,280,000 | 111 |
| Mortgage-backed securities | $1,479,279,000 | 104 |
| Certificates of participation in pools of residential mortgages | $413,706,000 | 163 |
| Issued or guaranteed by U.S. | $413,706,000 | 159 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,065,573,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $870,589,000 | 52 |
| Privately issued | $194,984,000 | 82 |
| 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) | $4,116,798,000 | 9 |
| Available-for-sale securities (fair market value) | $119,032,000 | 929 |
| Total debt securities | $4,161,450,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $2,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $660,000 | 47 |
| 2004-03-31 | Rank | |
| Total securities | $4,230,803,000 | 64 |
| U.S. Government securities | $3,868,961,000 | 54 |
| U.S. Treasury securities | $300,570,000 | 29 |
| U.S. Government agency obligations | $3,568,391,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $285,954,000 | 117 |
| Privately issued residential mortgage-backed securities | $284,954,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,167 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $75,888,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,219,442,000 | 89 |
| Mortgage-backed securities | $1,544,364,000 | 101 |
| Certificates of participation in pools of residential mortgages | $414,187,000 | 161 |
| Issued or guaranteed by U.S. | $414,187,000 | 154 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,130,177,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $845,223,000 | 56 |
| Privately issued | $284,954,000 | 71 |
| 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) | $4,104,916,000 | 9 |
| Available-for-sale securities (fair market value) | $125,887,000 | 874 |
| Total debt securities | $4,154,915,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $1,509,000 | 45 |
| 2003-12-31 | Rank | |
| Total securities | $4,357,401,000 | 61 |
| U.S. Government securities | $3,956,320,000 | 50 |
| U.S. Treasury securities | $522,953,000 | 17 |
| U.S. Government agency obligations | $3,433,367,000 | 55 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $324,679,000 | 82 |
| Privately issued residential mortgage-backed securities | $323,392,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $277,000 | 335 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,010,000 | 2,269 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $76,402,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,221,000 | 6,363 |
| Mortgage-backed securities | $1,536,941,000 | 95 |
| Certificates of participation in pools of residential mortgages | $457,072,000 | 152 |
| Issued or guaranteed by U.S. | $457,072,000 | 147 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,079,869,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $756,477,000 | 63 |
| Privately issued | $323,392,000 | 43 |
| 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) | $4,220,188,000 | 9 |
| Available-for-sale securities (fair market value) | $137,213,000 | 840 |
| Total debt securities | $4,280,999,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $14,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $14,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $797,000 | 46 |
| 2003-09-30 | Rank | |
| Total securities | $4,200,727,000 | 60 |
| U.S. Government securities | $3,815,219,000 | 50 |
| U.S. Treasury securities | $521,150,000 | 15 |
| U.S. Government agency obligations | $3,294,069,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $313,432,000 | 84 |
| Privately issued residential mortgage-backed securities | $310,894,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,519,000 | 213 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,019,000 | 2,376 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $72,076,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,299,000 | 366 |
| Mortgage-backed securities | $1,426,724,000 | 99 |
| Certificates of participation in pools of residential mortgages | $522,827,000 | 131 |
| Issued or guaranteed by U.S. | $522,827,000 | 128 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $903,897,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $593,003,000 | 74 |
| Privately issued | $310,894,000 | 41 |
| 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) | $3,964,426,000 | 9 |
| Available-for-sale securities (fair market value) | $236,301,000 | 522 |
| Total debt securities | $4,128,651,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $51,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $51,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $4,428,000 | 41 |
| 2003-06-30 | Rank | |
| Total securities | $4,042,195,000 | 63 |
| U.S. Government securities | $3,383,539,000 | 56 |
| U.S. Treasury securities | $504,339,000 | 18 |
| U.S. Government agency obligations | $2,879,200,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $586,048,000 | 50 |
| Privately issued residential mortgage-backed securities | $582,885,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,135,000 | 183 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,028,000 | 2,417 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $72,608,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,825,000 | 904 |
| Mortgage-backed securities | $1,550,272,000 | 99 |
| Certificates of participation in pools of residential mortgages | $468,443,000 | 137 |
| Issued or guaranteed by U.S. | $468,443,000 | 134 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,081,829,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $498,944,000 | 88 |
| Privately issued | $582,885,000 | 29 |
| 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) | $3,936,426,000 | 9 |
| Available-for-sale securities (fair market value) | $105,769,000 | 1,060 |
| Total debt securities | $3,969,587,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $100,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $100,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $685,000 | 52 |
| 2003-03-31 | Rank | |
| Total securities | $3,988,491,000 | 65 |
| U.S. Government securities | $3,147,386,000 | 56 |
| U.S. Treasury securities | $574,813,000 | 12 |
| U.S. Government agency obligations | $2,572,573,000 | 65 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $763,995,000 | 45 |
| Privately issued residential mortgage-backed securities | $759,727,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,231,000 | 160 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,037,000 | 2,412 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $77,110,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,322,000 | 984 |
| Mortgage-backed securities | $1,590,393,000 | 102 |
| Certificates of participation in pools of residential mortgages | $491,477,000 | 123 |
| Issued or guaranteed by U.S. | $491,477,000 | 121 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,098,916,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $339,189,000 | 111 |
| Privately issued | $759,727,000 | 28 |
| 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) | $3,865,656,000 | 9 |
| Available-for-sale securities (fair market value) | $122,835,000 | 903 |
| Total debt securities | $3,911,381,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $220,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $220,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $1,087,000 | 52 |
| 2002-12-31 | Rank | |
| Total securities | $4,121,993,000 | 60 |
| U.S. Government securities | $3,442,170,000 | 47 |
| U.S. Treasury securities | $862,790,000 | 11 |
| U.S. Government agency obligations | $2,579,380,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $599,160,000 | 58 |
| Privately issued residential mortgage-backed securities | $593,544,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,569,000 | 142 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,047,000 | 2,422 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $80,663,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,252,000 | 953 |
| Mortgage-backed securities | $1,437,120,000 | 101 |
| Certificates of participation in pools of residential mortgages | $528,100,000 | 117 |
| Issued or guaranteed by U.S. | $528,100,000 | 116 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $909,020,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $315,476,000 | 114 |
| Privately issued | $593,544,000 | 31 |
| 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) | $4,019,966,000 | 7 |
| Available-for-sale securities (fair market value) | $102,027,000 | 1,018 |
| Total debt securities | $4,041,330,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $13,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $13,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $1,209,000 | 52 |
| 2001-12-31 | Rank | |
| Total securities | $4,020,835,000 | 53 |
| U.S. Government securities | $3,106,893,000 | 48 |
| U.S. Treasury securities | $588,404,000 | 11 |
| U.S. Government agency obligations | $2,518,489,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $848,174,000 | 44 |
| Privately issued residential mortgage-backed securities | $837,090,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,069,000 | 102 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,015,000 | 2,491 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $65,768,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $318,132,000 | 175 |
| Mortgage-backed securities | $1,643,652,000 | 86 |
| Certificates of participation in pools of residential mortgages | $507,448,000 | 108 |
| Issued or guaranteed by U.S. | $507,448,000 | 107 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,136,204,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $299,114,000 | 104 |
| Privately issued | $837,090,000 | 23 |
| 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) | $3,840,228,000 | 6 |
| Available-for-sale securities (fair market value) | $180,607,000 | 557 |
| Total debt securities | $3,955,067,000 | 53 |
| 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 | $3,527,068,000 | 55 |
| U.S. Government securities | $2,910,017,000 | 46 |
| U.S. Treasury securities | $233,989,000 | 39 |
| U.S. Government agency obligations | $2,676,028,000 | 47 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $609,795,000 | 53 |
| Privately issued residential mortgage-backed securities | $587,976,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,819,000 | 389 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $7,256,000 | 646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $462,682,000 | 132 |
| Mortgage-backed securities | $1,600,737,000 | 74 |
| Certificates of participation in pools of residential mortgages | $556,569,000 | 98 |
| Issued or guaranteed by U.S. | $556,569,000 | 96 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,044,168,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $456,192,000 | 67 |
| Privately issued | $587,976,000 | 24 |
| 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) | $3,519,812,000 | 7 |
| Available-for-sale securities (fair market value) | $7,256,000 | 6,508 |
| Total debt securities | $3,519,812,000 | 54 |
| 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 | $3,882,626,000 | 53 |
| U.S. Government securities | $2,722,366,000 | 54 |
| U.S. Treasury securities | $233,844,000 | 51 |
| U.S. Government agency obligations | $2,488,522,000 | 50 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,154,718,000 | 31 |
| Privately issued residential mortgage-backed securities | $867,989,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $286,729,000 | 50 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $5,542,000 | 779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,654,000 | 187 |
| Mortgage-backed securities | $1,978,884,000 | 63 |
| Certificates of participation in pools of residential mortgages | $344,308,000 | 144 |
| Issued or guaranteed by U.S. | $344,308,000 | 142 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,634,576,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $766,587,000 | 45 |
| Privately issued | $867,989,000 | 15 |
| 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) | $3,877,084,000 | 8 |
| Available-for-sale securities (fair market value) | $5,542,000 | 7,247 |
| Total debt securities | $3,877,084,000 | 54 |
| 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 | $3,371,089,000 | 55 |
| U.S. Government securities | $2,460,857,000 | 57 |
| U.S. Treasury securities | $244,390,000 | 62 |
| U.S. Government agency obligations | $2,216,467,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $903,962,000 | 32 |
| Privately issued residential mortgage-backed securities | $903,512,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $450,000 | 2,363 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $6,270,000 | 706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,042,000 | 2,800 |
| Mortgage-backed securities | $2,029,031,000 | 57 |
| Certificates of participation in pools of residential mortgages | $179,468,000 | 252 |
| Issued or guaranteed by U.S. | $179,468,000 | 245 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,849,563,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $946,051,000 | 34 |
| Privately issued | $903,512,000 | 12 |
| 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) | $3,364,819,000 | 5 |
| Available-for-sale securities (fair market value) | $6,270,000 | 6,916 |
| Total debt securities | $3,364,819,000 | 56 |
| 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 | $2,518,700,000 | 68 |
| U.S. Government securities | $2,443,346,000 | 52 |
| U.S. Treasury securities | $497,209,000 | 39 |
| U.S. Government agency obligations | $1,946,137,000 | 54 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $75,354,000 | 158 |
| Privately issued residential mortgage-backed securities | $74,903,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $451,000 | 1,972 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,050,000 | 3,142 |
| Mortgage-backed securities | $891,593,000 | 111 |
| Certificates of participation in pools of residential mortgages | $239,458,000 | 204 |
| Issued or guaranteed by U.S. | $239,458,000 | 200 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $652,135,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $577,232,000 | 50 |
| Privately issued | $74,903,000 | 62 |
| 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) | $2,518,700,000 | 13 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $2,518,700,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $1,991,490,000 | 91 |
| U.S. Government securities | $1,914,489,000 | 68 |
| U.S. Treasury securities | $1,036,143,000 | 20 |
| U.S. Government agency obligations | $878,346,000 | 125 |
| Securities issued by states & political subdivisions | $1,640,000 | 5,180 |
| Other domestic debt securities | $75,361,000 | 164 |
| Privately issued residential mortgage-backed securities | $74,480,000 | 101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $881,000 | 1,670 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,251,000 | 3,393 |
| Mortgage-backed securities | $745,897,000 | 138 |
| Certificates of participation in pools of residential mortgages | $122,211,000 | 373 |
| Issued or guaranteed by U.S. | $122,211,000 | 357 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $623,686,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $549,206,000 | 45 |
| Privately issued | $74,480,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,991,490,000 | 21 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $1,991,490,000 | 90 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 160 |
| Fair value | $9,988,000 | 154 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,296,599,000 | 150 |
| U.S. Government securities | $1,158,882,000 | 134 |
| U.S. Treasury securities | $443,520,000 | 71 |
| U.S. Government agency obligations | $715,362,000 | 159 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,902 |
| Other domestic debt securities | $135,717,000 | 122 |
| Privately issued residential mortgage-backed securities | $134,609,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,108,000 | 1,834 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,991,000 | 4,225 |
| Mortgage-backed securities | $824,971,000 | 135 |
| Certificates of participation in pools of residential mortgages | $99,991,000 | 418 |
| Issued or guaranteed by U.S. | $99,991,000 | 406 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $724,980,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $590,371,000 | 50 |
| Privately issued | $134,609,000 | 49 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,296,599,000 | 35 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $1,296,599,000 | 146 |
| Structured notes | ||
| Amortized cost | $24,999,000 | 82 |
| Fair value | $24,813,000 | 82 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,354,659,000 | 148 |
| U.S. Government securities | $1,274,589,000 | 132 |
| U.S. Treasury securities | $493,642,000 | 78 |
| U.S. Government agency obligations | $780,947,000 | 134 |
| Securities issued by states & political subdivisions | $2,000,000 | 5,198 |
| Other domestic debt securities | $78,070,000 | 186 |
| Privately issued residential mortgage-backed securities | $76,237,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,833,000 | 1,682 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,240,000 | 3,759 |
| Mortgage-backed securities | $847,197,000 | 134 |
| Certificates of participation in pools of residential mortgages | $106,958,000 | 406 |
| Issued or guaranteed by U.S. | $106,958,000 | 391 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $740,239,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $664,002,000 | 54 |
| Privately issued | $76,237,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,354,659,000 | 94 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $1,354,659,000 | 149 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,262,751,000 | 159 |
| U.S. Government securities | $1,248,045,000 | 126 |
| U.S. Treasury securities | $594,006,000 | 88 |
| U.S. Government agency obligations | $654,039,000 | 155 |
| Securities issued by states & political subdivisions | $2,000,000 | 5,307 |
| Other domestic debt securities | $12,316,000 | 749 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,316,000 | 531 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $390,000 | 3,449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,482,000 | 721 |
| Mortgage-backed securities | $643,840,000 | 160 |
| Certificates of participation in pools of residential mortgages | $4,096,000 | 4,216 |
| Issued or guaranteed by U.S. | $4,096,000 | 4,175 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $639,744,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $639,744,000 | 57 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,262,361,000 | 156 |
| 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 | $1,209,050,000 | 146 |
| U.S. Government securities | $1,181,922,000 | 119 |
| U.S. Treasury securities | $378,587,000 | 118 |
| U.S. Government agency obligations | $803,335,000 | 114 |
| Securities issued by states & political subdivisions | $4,596,000 | 2,960 |
| Other domestic debt securities | $21,955,000 | 591 |
| Privately issued residential mortgage-backed securities | $8,455,000 | 482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,500,000 | 565 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $577,000 | 2,447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,930,000 | 870 |
| Mortgage-backed securities | $801,525,000 | 117 |
| Certificates of participation in pools of residential mortgages | $4,642,000 | 4,140 |
| Issued or guaranteed by U.S. | $4,642,000 | 4,086 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $796,883,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $788,428,000 | 30 |
| Privately issued | $8,455,000 | 300 |
| 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 | $1,208,473,000 | 143 |
| 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 |