Home > BNY Mellon > Securities
BNY Mellon, Securities
| 2023-12-31 | Rank | |
| Total securities | $113,000,000 | 1,563 |
| U.S. Government securities | $113,000,000 | 1,052 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $113,000,000 | 893 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,000,000 | 807 |
| Mortgage-backed securities | $113,000,000 | 707 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $113,000,000 | 456 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $113,000,000 | 1,376 |
| Total debt securities | $113,000,000 | 1,551 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $109,000,000 | 1,599 |
| U.S. Government securities | $109,000,000 | 1,070 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $109,000,000 | 913 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,000,000 | 806 |
| Mortgage-backed securities | $109,000,000 | 700 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $109,000,000 | 458 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $109,000,000 | 1,386 |
| Total debt securities | $109,000,000 | 1,583 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $123,000,000 | 1,506 |
| U.S. Government securities | $123,000,000 | 1,013 |
| U.S. Treasury securities | $5,000,000 | 1,897 |
| U.S. Government agency obligations | $118,000,000 | 882 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,000,000 | 764 |
| Mortgage-backed securities | $118,000,000 | 682 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $118,000,000 | 446 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $123,000,000 | 1,312 |
| Total debt securities | $123,000,000 | 1,491 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $128,000,000 | 1,526 |
| U.S. Government securities | $128,000,000 | 1,019 |
| U.S. Treasury securities | $5,000,000 | 1,966 |
| U.S. Government agency obligations | $123,000,000 | 854 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,000,000 | 694 |
| Mortgage-backed securities | $123,000,000 | 694 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $123,000,000 | 451 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $128,000,000 | 1,328 |
| Total debt securities | $128,000,000 | 1,508 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $130,000,000 | 1,528 |
| U.S. Government securities | $130,000,000 | 1,028 |
| U.S. Treasury securities | $5,000,000 | 2,005 |
| U.S. Government agency obligations | $125,000,000 | 845 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,000,000 | 612 |
| Mortgage-backed securities | $125,000,000 | 693 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $125,000,000 | 451 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $130,000,000 | 1,330 |
| Total debt securities | $130,000,000 | 1,514 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $131,000,000 | 1,529 |
| U.S. Government securities | $131,000,000 | 1,031 |
| U.S. Treasury securities | $5,000,000 | 2,040 |
| U.S. Government agency obligations | $126,000,000 | 838 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,000,000 | 581 |
| Mortgage-backed securities | $126,000,000 | 700 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $126,000,000 | 453 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $131,000,000 | 1,336 |
| Total debt securities | $131,000,000 | 1,514 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $145,000,000 | 1,424 |
| U.S. Government securities | $145,000,000 | 948 |
| U.S. Treasury securities | $5,000,000 | 2,014 |
| U.S. Government agency obligations | $140,000,000 | 789 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,000,000 | 524 |
| Mortgage-backed securities | $140,000,000 | 661 |
| Certificates of participation in pools of residential mortgages | $140,000,000 | 425 |
| Issued or guaranteed by U.S. | $140,000,000 | 421 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $145,000,000 | 1,264 |
| Total debt securities | $145,000,000 | 1,408 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $157,000,000 | 1,318 |
| U.S. Government securities | $157,000,000 | 875 |
| U.S. Treasury securities | $5,000,000 | 1,802 |
| U.S. Government agency obligations | $152,000,000 | 755 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,000,000 | 475 |
| Mortgage-backed securities | $152,000,000 | 635 |
| Certificates of participation in pools of residential mortgages | $152,000,000 | 406 |
| Issued or guaranteed by U.S. | $152,000,000 | 404 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $157,000,000 | 1,186 |
| Total debt securities | $157,000,000 | 1,302 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $176,000,000 | 1,157 |
| U.S. Government securities | $176,000,000 | 754 |
| U.S. Treasury securities | $5,000,000 | 1,391 |
| U.S. Government agency obligations | $171,000,000 | 678 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,000,000 | 435 |
| Mortgage-backed securities | $171,000,000 | 567 |
| Certificates of participation in pools of residential mortgages | $171,000,000 | 369 |
| Issued or guaranteed by U.S. | $171,000,000 | 367 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $176,000,000 | 1,060 |
| Total debt securities | $176,000,000 | 1,144 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $193,000,000 | 1,009 |
| U.S. Government securities | $193,000,000 | 657 |
| U.S. Treasury securities | $5,000,000 | 1,172 |
| U.S. Government agency obligations | $188,000,000 | 614 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,000,000 | 390 |
| Mortgage-backed securities | $188,000,000 | 532 |
| Certificates of participation in pools of residential mortgages | $188,000,000 | 345 |
| Issued or guaranteed by U.S. | $188,000,000 | 344 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $193,000,000 | 934 |
| Total debt securities | $193,000,000 | 997 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $208,000,000 | 908 |
| U.S. Government securities | $208,000,000 | 580 |
| U.S. Treasury securities | $5,000,000 | 1,075 |
| U.S. Government agency obligations | $203,000,000 | 543 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,000,000 | 355 |
| Mortgage-backed securities | $203,000,000 | 470 |
| Certificates of participation in pools of residential mortgages | $203,000,000 | 308 |
| Issued or guaranteed by U.S. | $203,000,000 | 306 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $208,000,000 | 828 |
| Total debt securities | $208,000,000 | 897 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $229,000,000 | 766 |
| U.S. Government securities | $229,000,000 | 492 |
| U.S. Treasury securities | $5,000,000 | 812 |
| U.S. Government agency obligations | $224,000,000 | 472 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $223,000,000 | 321 |
| Mortgage-backed securities | $224,000,000 | 419 |
| Certificates of participation in pools of residential mortgages | $224,000,000 | 268 |
| Issued or guaranteed by U.S. | $224,000,000 | 267 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $229,000,000 | 695 |
| Total debt securities | $229,000,000 | 756 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $2,485,000,000 | 130 |
| U.S. Government securities | $2,475,000,000 | 105 |
| U.S. Treasury securities | $5,000,000 | 587 |
| U.S. Government agency obligations | $2,470,000,000 | 96 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $10,000,000 | 788 |
| Privately issued residential mortgage-backed securities | $10,000,000 | 182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,468,000,000 | 56 |
| Mortgage-backed securities | $2,480,000,000 | 90 |
| Certificates of participation in pools of residential mortgages | $717,000,000 | 108 |
| Issued or guaranteed by U.S. | $717,000,000 | 107 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $202,000,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $192,000,000 | 168 |
| Privately issued | $10,000,000 | 121 |
| Commercial mortgage-backed securities | $1,561,000,000 | 44 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,561,000,000 | 35 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $2,485,000,000 | 114 |
| Total debt securities | $2,485,000,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $3,216,000,000 | 103 |
| U.S. Government securities | $3,205,000,000 | 80 |
| U.S. Treasury securities | $650,000,000 | 46 |
| U.S. Government agency obligations | $2,555,000,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $11,000,000 | 710 |
| Privately issued residential mortgage-backed securities | $11,000,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,454,000,000 | 54 |
| Mortgage-backed securities | $2,566,000,000 | 84 |
| Certificates of participation in pools of residential mortgages | $769,000,000 | 94 |
| Issued or guaranteed by U.S. | $769,000,000 | 94 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $232,000,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $221,000,000 | 148 |
| Privately issued | $11,000,000 | 116 |
| Commercial mortgage-backed securities | $1,565,000,000 | 41 |
| Commercial mortgage pass-through securities | $103,000,000 | 96 |
| Other commercial mortgage-backed securities | $1,462,000,000 | 33 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $3,216,000,000 | 93 |
| Total debt securities | $3,216,000,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,085,000,000 | 134 |
| U.S. Government securities | $2,074,000,000 | 106 |
| U.S. Treasury securities | $1,000,000,000 | 40 |
| U.S. Government agency obligations | $1,074,000,000 | 147 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $11,000,000 | 682 |
| Privately issued residential mortgage-backed securities | $11,000,000 | 164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,073,000,000 | 66 |
| Mortgage-backed securities | $1,085,000,000 | 137 |
| Certificates of participation in pools of residential mortgages | $826,000,000 | 85 |
| Issued or guaranteed by U.S. | $826,000,000 | 85 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $259,000,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $248,000,000 | 143 |
| Privately issued | $11,000,000 | 112 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $2,085,000,000 | 119 |
| Total debt securities | $2,085,000,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,144,000,000 | 180 |
| U.S. Government securities | $1,127,000,000 | 152 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,127,000,000 | 144 |
| Securities issued by states & political subdivisions | $1,000,000 | 3,854 |
| Other domestic debt securities | $16,000,000 | 535 |
| Privately issued residential mortgage-backed securities | $16,000,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,124,000,000 | 97 |
| Mortgage-backed securities | $1,143,000,000 | 134 |
| Certificates of participation in pools of residential mortgages | $860,000,000 | 86 |
| Issued or guaranteed by U.S. | $860,000,000 | 86 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $283,000,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $267,000,000 | 142 |
| Privately issued | $16,000,000 | 91 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,144,000,000 | 164 |
| Total debt securities | $1,144,000,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,274,000,000 | 168 |
| U.S. Government securities | $1,253,000,000 | 144 |
| U.S. Treasury securities | $100,000,000 | 97 |
| U.S. Government agency obligations | $1,153,000,000 | 146 |
| Securities issued by states & political subdivisions | $1,000,000 | 3,871 |
| Other domestic debt securities | $20,000,000 | 443 |
| Privately issued residential mortgage-backed securities | $20,000,000 | 117 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,253,000,000 | 83 |
| Mortgage-backed securities | $1,173,000,000 | 128 |
| Certificates of participation in pools of residential mortgages | $875,000,000 | 84 |
| Issued or guaranteed by U.S. | $875,000,000 | 84 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $298,000,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $278,000,000 | 139 |
| Privately issued | $20,000,000 | 82 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,274,000,000 | 152 |
| Total debt securities | $1,274,000,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,323,000,000 | 161 |
| U.S. Government securities | $1,301,000,000 | 139 |
| U.S. Treasury securities | $100,000,000 | 104 |
| U.S. Government agency obligations | $1,201,000,000 | 137 |
| Securities issued by states & political subdivisions | $1,000,000 | 3,914 |
| Other domestic debt securities | $21,000,000 | 420 |
| Privately issued residential mortgage-backed securities | $21,000,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,290,000,000 | 81 |
| Mortgage-backed securities | $1,222,000,000 | 129 |
| Certificates of participation in pools of residential mortgages | $908,000,000 | 83 |
| Issued or guaranteed by U.S. | $908,000,000 | 83 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $314,000,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $293,000,000 | 135 |
| Privately issued | $21,000,000 | 75 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,323,000,000 | 149 |
| Total debt securities | $1,323,000,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,356,000,000 | 159 |
| U.S. Government securities | $1,333,000,000 | 137 |
| U.S. Treasury securities | $100,000,000 | 95 |
| U.S. Government agency obligations | $1,233,000,000 | 136 |
| Securities issued by states & political subdivisions | $1,000,000 | 3,976 |
| Other domestic debt securities | $22,000,000 | 394 |
| Privately issued residential mortgage-backed securities | $22,000,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,330,000,000 | 82 |
| Mortgage-backed securities | $1,255,000,000 | 125 |
| Certificates of participation in pools of residential mortgages | $924,000,000 | 81 |
| Issued or guaranteed by U.S. | $924,000,000 | 81 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $331,000,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $309,000,000 | 136 |
| Privately issued | $22,000,000 | 77 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,356,000,000 | 146 |
| Total debt securities | $1,356,000,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,547,000,000 | 145 |
| U.S. Government securities | $1,523,000,000 | 126 |
| U.S. Treasury securities | $264,000,000 | 65 |
| U.S. Government agency obligations | $1,259,000,000 | 130 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,034 |
| Other domestic debt securities | $23,000,000 | 381 |
| Privately issued residential mortgage-backed securities | $23,000,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,523,000,000 | 72 |
| Mortgage-backed securities | $1,282,000,000 | 120 |
| Certificates of participation in pools of residential mortgages | $939,000,000 | 83 |
| Issued or guaranteed by U.S. | $939,000,000 | 83 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $343,000,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $320,000,000 | 132 |
| Privately issued | $23,000,000 | 74 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,547,000,000 | 132 |
| Total debt securities | $1,547,000,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $3,146,051,000 | 90 |
| U.S. Government securities | $3,121,393,000 | 72 |
| U.S. Treasury securities | $1,837,481,000 | 34 |
| U.S. Government agency obligations | $1,283,912,000 | 123 |
| Securities issued by states & political subdivisions | $1,387,000 | 3,962 |
| Other domestic debt securities | $23,271,000 | 364 |
| Privately issued residential mortgage-backed securities | $23,271,000 | 83 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,121,393,000 | 38 |
| Mortgage-backed securities | $1,307,183,000 | 114 |
| Certificates of participation in pools of residential mortgages | $951,878,000 | 81 |
| Issued or guaranteed by U.S. | $951,878,000 | 81 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $355,305,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $332,034,000 | 126 |
| Privately issued | $23,271,000 | 74 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,146,051,000 | 73 |
| Total debt securities | $3,146,051,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $2,032,120,000 | 125 |
| U.S. Government securities | $2,006,470,000 | 98 |
| U.S. Treasury securities | $701,889,000 | 44 |
| U.S. Government agency obligations | $1,304,581,000 | 120 |
| Securities issued by states & political subdivisions | $1,382,000 | 4,000 |
| Other domestic debt securities | $24,268,000 | 345 |
| Privately issued residential mortgage-backed securities | $24,268,000 | 79 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,945,308,000 | 58 |
| Mortgage-backed securities | $1,328,849,000 | 111 |
| Certificates of participation in pools of residential mortgages | $959,064,000 | 81 |
| Issued or guaranteed by U.S. | $959,064,000 | 81 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $369,785,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $345,517,000 | 121 |
| Privately issued | $24,268,000 | 72 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,032,120,000 | 107 |
| Total debt securities | $2,032,120,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,096,237,000 | 123 |
| U.S. Government securities | $2,070,625,000 | 95 |
| U.S. Treasury securities | $715,963,000 | 43 |
| U.S. Government agency obligations | $1,354,662,000 | 115 |
| Securities issued by states & political subdivisions | $1,387,000 | 4,051 |
| Other domestic debt securities | $24,225,000 | 378 |
| Privately issued residential mortgage-backed securities | $24,225,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,069,728,000 | 56 |
| Mortgage-backed securities | $1,378,887,000 | 109 |
| Certificates of participation in pools of residential mortgages | $991,443,000 | 82 |
| Issued or guaranteed by U.S. | $991,443,000 | 82 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $387,444,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $363,219,000 | 118 |
| Privately issued | $24,225,000 | 73 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,096,237,000 | 106 |
| Total debt securities | $2,096,237,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,252,347,000 | 112 |
| U.S. Government securities | $2,225,176,000 | 90 |
| U.S. Treasury securities | $815,472,000 | 39 |
| U.S. Government agency obligations | $1,409,704,000 | 112 |
| Securities issued by states & political subdivisions | $1,384,000 | 4,091 |
| Other domestic debt securities | $25,787,000 | 325 |
| Privately issued residential mortgage-backed securities | $25,787,000 | 77 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,225,177,000 | 50 |
| Mortgage-backed securities | $1,435,491,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,026,699,000 | 83 |
| Issued or guaranteed by U.S. | $1,026,699,000 | 82 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $408,792,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $383,005,000 | 111 |
| Privately issued | $25,787,000 | 73 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,252,347,000 | 96 |
| Total debt securities | $2,252,347,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,181,422,000 | 112 |
| U.S. Government securities | $2,153,337,000 | 91 |
| U.S. Treasury securities | $698,312,000 | 40 |
| U.S. Government agency obligations | $1,455,025,000 | 103 |
| Securities issued by states & political subdivisions | $1,379,000 | 4,171 |
| Other domestic debt securities | $26,706,000 | 305 |
| Privately issued residential mortgage-backed securities | $26,706,000 | 74 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,142,547,000 | 50 |
| Mortgage-backed securities | $1,481,731,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,048,595,000 | 79 |
| Issued or guaranteed by U.S. | $1,048,595,000 | 78 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $433,136,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $406,430,000 | 101 |
| Privately issued | $26,706,000 | 72 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $499,623,000 | 87 |
| Available-for-sale securities (fair market value) | $1,681,799,000 | 117 |
| Total debt securities | $2,181,422,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,335,361,000 | 104 |
| U.S. Government securities | $2,305,665,000 | 82 |
| U.S. Treasury securities | $846,033,000 | 37 |
| U.S. Government agency obligations | $1,459,632,000 | 100 |
| Securities issued by states & political subdivisions | $1,403,000 | 4,212 |
| Other domestic debt securities | $28,293,000 | 305 |
| Privately issued residential mortgage-backed securities | $28,293,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,303,035,000 | 52 |
| Mortgage-backed securities | $1,487,925,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,027,420,000 | 78 |
| Issued or guaranteed by U.S. | $1,027,420,000 | 77 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $460,505,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $432,212,000 | 93 |
| Privately issued | $28,293,000 | 69 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $549,028,000 | 85 |
| Available-for-sale securities (fair market value) | $1,786,333,000 | 108 |
| Total debt securities | $2,335,361,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,347,136,000 | 104 |
| U.S. Government securities | $2,315,718,000 | 81 |
| U.S. Treasury securities | $855,502,000 | 36 |
| U.S. Government agency obligations | $1,460,216,000 | 103 |
| Securities issued by states & political subdivisions | $1,401,000 | 4,235 |
| Other domestic debt securities | $30,017,000 | 303 |
| Privately issued residential mortgage-backed securities | $30,017,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,312,891,000 | 47 |
| Mortgage-backed securities | $1,490,233,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,003,209,000 | 80 |
| Issued or guaranteed by U.S. | $1,003,209,000 | 79 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $487,024,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $457,007,000 | 90 |
| Privately issued | $30,017,000 | 69 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $548,430,000 | 85 |
| Available-for-sale securities (fair market value) | $1,798,706,000 | 107 |
| Total debt securities | $2,347,136,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,526,546,000 | 101 |
| U.S. Government securities | $2,495,690,000 | 79 |
| U.S. Treasury securities | $980,245,000 | 36 |
| U.S. Government agency obligations | $1,515,445,000 | 97 |
| Securities issued by states & political subdivisions | $1,391,000 | 4,286 |
| Other domestic debt securities | $29,465,000 | 314 |
| Privately issued residential mortgage-backed securities | $29,465,000 | 75 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,495,690,000 | 45 |
| Mortgage-backed securities | $1,544,910,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,033,154,000 | 76 |
| Issued or guaranteed by U.S. | $1,033,154,000 | 75 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $511,756,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $482,291,000 | 90 |
| Privately issued | $29,465,000 | 71 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $622,810,000 | 80 |
| Available-for-sale securities (fair market value) | $1,903,736,000 | 98 |
| Total debt securities | $2,526,546,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,728,928,000 | 96 |
| U.S. Government securities | $2,697,171,000 | 74 |
| U.S. Treasury securities | $1,122,088,000 | 34 |
| U.S. Government agency obligations | $1,575,083,000 | 93 |
| Securities issued by states & political subdivisions | $1,355,000 | 4,345 |
| Other domestic debt securities | $30,402,000 | 306 |
| Privately issued residential mortgage-backed securities | $30,402,000 | 74 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,697,170,000 | 40 |
| Mortgage-backed securities | $1,605,485,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,062,401,000 | 71 |
| Issued or guaranteed by U.S. | $1,062,401,000 | 70 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $543,084,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $512,682,000 | 86 |
| Privately issued | $30,402,000 | 71 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $704,242,000 | 75 |
| Available-for-sale securities (fair market value) | $2,024,686,000 | 92 |
| Total debt securities | $2,728,928,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,624,905,000 | 96 |
| U.S. Government securities | $2,588,932,000 | 72 |
| U.S. Treasury securities | $906,079,000 | 33 |
| U.S. Government agency obligations | $1,682,853,000 | 90 |
| Securities issued by states & political subdivisions | $1,397,000 | 4,347 |
| Other domestic debt securities | $34,576,000 | 282 |
| Privately issued residential mortgage-backed securities | $34,576,000 | 75 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,603,796,000 | 45 |
| Mortgage-backed securities | $1,717,429,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,129,895,000 | 69 |
| Issued or guaranteed by U.S. | $1,129,895,000 | 68 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $587,534,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $552,958,000 | 81 |
| Privately issued | $34,576,000 | 73 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $546,671,000 | 89 |
| Available-for-sale securities (fair market value) | $2,078,234,000 | 89 |
| Total debt securities | $2,624,905,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,628,723,000 | 94 |
| U.S. Government securities | $2,591,727,000 | 71 |
| U.S. Treasury securities | $956,744,000 | 31 |
| U.S. Government agency obligations | $1,634,983,000 | 91 |
| Securities issued by states & political subdivisions | $1,398,000 | 4,387 |
| Other domestic debt securities | $35,598,000 | 283 |
| Privately issued residential mortgage-backed securities | $35,598,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,590,438,000 | 42 |
| Mortgage-backed securities | $1,670,581,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,043,769,000 | 74 |
| Issued or guaranteed by U.S. | $1,043,769,000 | 73 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $626,812,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $591,214,000 | 80 |
| Privately issued | $35,598,000 | 67 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $546,083,000 | 94 |
| Available-for-sale securities (fair market value) | $2,082,640,000 | 92 |
| Total debt securities | $2,628,723,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,451,670,000 | 100 |
| U.S. Government securities | $2,413,836,000 | 77 |
| U.S. Treasury securities | $1,400,887,000 | 29 |
| U.S. Government agency obligations | $1,012,949,000 | 136 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $37,834,000 | 271 |
| Privately issued residential mortgage-backed securities | $37,834,000 | 67 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,357,555,000 | 46 |
| Mortgage-backed securities | $1,050,783,000 | 120 |
| Certificates of participation in pools of residential mortgages | $473,383,000 | 119 |
| Issued or guaranteed by U.S. | $473,383,000 | 118 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $577,400,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $539,566,000 | 82 |
| Privately issued | $37,834,000 | 65 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $796,061,000 | 71 |
| Available-for-sale securities (fair market value) | $1,655,609,000 | 102 |
| Total debt securities | $2,451,670,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,351,195,000 | 100 |
| U.S. Government securities | $2,309,274,000 | 77 |
| U.S. Treasury securities | $1,742,901,000 | 27 |
| U.S. Government agency obligations | $566,373,000 | 205 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $41,921,000 | 249 |
| Privately issued residential mortgage-backed securities | $41,921,000 | 63 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,309,274,000 | 48 |
| Mortgage-backed securities | $608,294,000 | 170 |
| Certificates of participation in pools of residential mortgages | $427,026,000 | 123 |
| Issued or guaranteed by U.S. | $427,026,000 | 122 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $181,268,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $139,347,000 | 214 |
| Privately issued | $41,921,000 | 60 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $796,051,000 | 69 |
| Available-for-sale securities (fair market value) | $1,555,144,000 | 106 |
| Total debt securities | $2,351,195,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,986,120,000 | 111 |
| U.S. Government securities | $1,939,410,000 | 86 |
| U.S. Treasury securities | $1,336,639,000 | 29 |
| U.S. Government agency obligations | $602,771,000 | 197 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $46,710,000 | 222 |
| Privately issued residential mortgage-backed securities | $46,710,000 | 59 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,939,410,000 | 59 |
| Mortgage-backed securities | $649,481,000 | 157 |
| Certificates of participation in pools of residential mortgages | $450,449,000 | 120 |
| Issued or guaranteed by U.S. | $450,449,000 | 119 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $199,032,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $152,322,000 | 202 |
| Privately issued | $46,710,000 | 57 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $796,044,000 | 68 |
| Available-for-sale securities (fair market value) | $1,190,076,000 | 125 |
| Total debt securities | $1,986,120,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,934,958,000 | 112 |
| U.S. Government securities | $1,885,571,000 | 88 |
| U.S. Treasury securities | $1,251,221,000 | 27 |
| U.S. Government agency obligations | $634,350,000 | 193 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $49,387,000 | 217 |
| Privately issued residential mortgage-backed securities | $49,387,000 | 55 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,885,571,000 | 58 |
| Mortgage-backed securities | $683,737,000 | 154 |
| Certificates of participation in pools of residential mortgages | $467,264,000 | 115 |
| Issued or guaranteed by U.S. | $467,264,000 | 114 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $216,473,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $167,086,000 | 196 |
| Privately issued | $49,387,000 | 53 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $746,001,000 | 71 |
| Available-for-sale securities (fair market value) | $1,188,957,000 | 128 |
| Total debt securities | $1,934,958,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,106,087,000 | 108 |
| U.S. Government securities | $2,054,054,000 | 84 |
| U.S. Treasury securities | $1,377,337,000 | 26 |
| U.S. Government agency obligations | $676,717,000 | 185 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $52,033,000 | 211 |
| Privately issued residential mortgage-backed securities | $52,033,000 | 52 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,053,230,000 | 57 |
| Mortgage-backed securities | $728,750,000 | 146 |
| Certificates of participation in pools of residential mortgages | $493,479,000 | 111 |
| Issued or guaranteed by U.S. | $493,479,000 | 110 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $235,271,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $183,238,000 | 184 |
| Privately issued | $52,033,000 | 49 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $745,988,000 | 73 |
| Available-for-sale securities (fair market value) | $1,360,099,000 | 114 |
| Total debt securities | $2,106,087,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,123,903,000 | 103 |
| U.S. Government securities | $2,070,374,000 | 78 |
| U.S. Treasury securities | $1,376,150,000 | 25 |
| U.S. Government agency obligations | $694,224,000 | 172 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $53,529,000 | 198 |
| Privately issued residential mortgage-backed securities | $53,529,000 | 55 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,067,309,000 | 56 |
| Mortgage-backed securities | $747,753,000 | 142 |
| Certificates of participation in pools of residential mortgages | $494,369,000 | 115 |
| Issued or guaranteed by U.S. | $494,369,000 | 114 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $253,384,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $199,855,000 | 174 |
| Privately issued | $53,529,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $745,983,000 | 72 |
| Available-for-sale securities (fair market value) | $1,377,920,000 | 115 |
| Total debt securities | $2,123,903,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,184,429,000 | 98 |
| U.S. Government securities | $2,069,840,000 | 77 |
| U.S. Treasury securities | $1,379,375,000 | 23 |
| U.S. Government agency obligations | $690,465,000 | 169 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $114,589,000 | 122 |
| Privately issued residential mortgage-backed securities | $114,589,000 | 38 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,064,694,000 | 57 |
| Mortgage-backed securities | $805,054,000 | 131 |
| Certificates of participation in pools of residential mortgages | $472,964,000 | 116 |
| Issued or guaranteed by U.S. | $472,964,000 | 115 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $332,090,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $217,501,000 | 169 |
| Privately issued | $114,589,000 | 36 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $745,980,000 | 68 |
| Available-for-sale securities (fair market value) | $1,438,449,000 | 111 |
| Total debt securities | $2,184,429,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,228,964,000 | 97 |
| U.S. Government securities | $2,108,579,000 | 77 |
| U.S. Treasury securities | $1,430,586,000 | 20 |
| U.S. Government agency obligations | $677,993,000 | 172 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $120,385,000 | 122 |
| Privately issued residential mortgage-backed securities | $120,385,000 | 37 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,099,911,000 | 58 |
| Mortgage-backed securities | $798,378,000 | 134 |
| Certificates of participation in pools of residential mortgages | $441,914,000 | 120 |
| Issued or guaranteed by U.S. | $441,914,000 | 119 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $356,464,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $236,079,000 | 158 |
| Privately issued | $120,385,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $745,972,000 | 68 |
| Available-for-sale securities (fair market value) | $1,482,992,000 | 106 |
| Total debt securities | $2,228,964,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,093,905,000 | 102 |
| U.S. Government securities | $1,968,083,000 | 76 |
| U.S. Treasury securities | $1,306,525,000 | 18 |
| U.S. Government agency obligations | $661,558,000 | 178 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $125,822,000 | 122 |
| Privately issued residential mortgage-backed securities | $125,822,000 | 36 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,972,785,000 | 58 |
| Mortgage-backed securities | $787,380,000 | 141 |
| Certificates of participation in pools of residential mortgages | $406,105,000 | 127 |
| Issued or guaranteed by U.S. | $406,105,000 | 125 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $381,275,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $255,453,000 | 148 |
| Privately issued | $125,822,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $745,965,000 | 66 |
| Available-for-sale securities (fair market value) | $1,347,940,000 | 113 |
| Total debt securities | $2,093,905,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,433,558,000 | 85 |
| U.S. Government securities | $2,306,580,000 | 70 |
| U.S. Treasury securities | $1,611,882,000 | 14 |
| U.S. Government agency obligations | $694,698,000 | 165 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $126,978,000 | 121 |
| Privately issued residential mortgage-backed securities | $126,978,000 | 37 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,306,581,000 | 54 |
| Mortgage-backed securities | $821,676,000 | 132 |
| Certificates of participation in pools of residential mortgages | $417,610,000 | 121 |
| Issued or guaranteed by U.S. | $417,610,000 | 119 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $404,066,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $277,088,000 | 140 |
| Privately issued | $126,978,000 | 36 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $745,969,000 | 63 |
| Available-for-sale securities (fair market value) | $1,687,589,000 | 96 |
| Total debt securities | $2,433,560,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,757,167,000 | 78 |
| U.S. Government securities | $2,627,664,000 | 69 |
| U.S. Treasury securities | $1,888,773,000 | 10 |
| U.S. Government agency obligations | $738,891,000 | 155 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $129,503,000 | 123 |
| Privately issued residential mortgage-backed securities | $129,503,000 | 37 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,525,178,000 | 50 |
| Mortgage-backed securities | $868,394,000 | 125 |
| Certificates of participation in pools of residential mortgages | $437,198,000 | 115 |
| Issued or guaranteed by U.S. | $437,198,000 | 113 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $431,196,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $301,693,000 | 131 |
| Privately issued | $129,503,000 | 35 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $745,970,000 | 57 |
| Available-for-sale securities (fair market value) | $2,011,197,000 | 81 |
| Total debt securities | $2,757,167,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,174,362,000 | 96 |
| U.S. Government securities | $2,041,306,000 | 75 |
| U.S. Treasury securities | $1,242,623,000 | 13 |
| U.S. Government agency obligations | $798,683,000 | 148 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $133,056,000 | 125 |
| Privately issued residential mortgage-backed securities | $133,056,000 | 38 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,041,306,000 | 56 |
| Mortgage-backed securities | $931,739,000 | 123 |
| Certificates of participation in pools of residential mortgages | $458,043,000 | 114 |
| Issued or guaranteed by U.S. | $458,043,000 | 112 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $473,696,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $340,640,000 | 122 |
| Privately issued | $133,056,000 | 36 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $53,000 | 2,445 |
| Available-for-sale securities (fair market value) | $2,174,309,000 | 77 |
| Total debt securities | $2,174,362,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,272,433,000 | 96 |
| U.S. Government securities | $2,127,138,000 | 77 |
| U.S. Treasury securities | $1,248,672,000 | 14 |
| U.S. Government agency obligations | $878,466,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $145,295,000 | 114 |
| Privately issued residential mortgage-backed securities | $145,295,000 | 36 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,127,128,000 | 55 |
| Mortgage-backed securities | $1,023,761,000 | 116 |
| Certificates of participation in pools of residential mortgages | $490,628,000 | 110 |
| Issued or guaranteed by U.S. | $490,628,000 | 108 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $533,133,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $387,838,000 | 112 |
| Privately issued | $145,295,000 | 34 |
| 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) | $61,000 | 2,433 |
| Available-for-sale securities (fair market value) | $2,272,372,000 | 77 |
| Total debt securities | $2,272,433,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,350,300,000 | 90 |
| U.S. Government securities | $2,202,383,000 | 75 |
| U.S. Treasury securities | $1,250,151,000 | 16 |
| U.S. Government agency obligations | $952,232,000 | 133 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $147,917,000 | 113 |
| Privately issued residential mortgage-backed securities | $147,917,000 | 39 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,202,382,000 | 51 |
| Mortgage-backed securities | $1,100,149,000 | 110 |
| Certificates of participation in pools of residential mortgages | $514,406,000 | 109 |
| Issued or guaranteed by U.S. | $514,406,000 | 108 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $585,743,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $437,826,000 | 99 |
| Privately issued | $147,917,000 | 37 |
| 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) | $71,000 | 2,457 |
| Available-for-sale securities (fair market value) | $2,350,229,000 | 75 |
| Total debt securities | $2,350,300,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,644,791,000 | 83 |
| U.S. Government securities | $2,492,975,000 | 70 |
| U.S. Treasury securities | $1,452,781,000 | 16 |
| U.S. Government agency obligations | $1,040,194,000 | 126 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $151,151,000 | 116 |
| Privately issued residential mortgage-backed securities | $151,151,000 | 41 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $665,000 | 689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,492,976,000 | 45 |
| Mortgage-backed securities | $1,191,345,000 | 108 |
| Certificates of participation in pools of residential mortgages | $549,625,000 | 109 |
| Issued or guaranteed by U.S. | $549,625,000 | 108 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $641,720,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $490,569,000 | 95 |
| Privately issued | $151,151,000 | 39 |
| 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) | $77,000 | 2,512 |
| Available-for-sale securities (fair market value) | $2,644,714,000 | 71 |
| Total debt securities | $2,644,128,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,771,155,000 | 113 |
| U.S. Government securities | $1,624,903,000 | 96 |
| U.S. Treasury securities | $835,017,000 | 19 |
| U.S. Government agency obligations | $789,886,000 | 146 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $145,587,000 | 118 |
| Privately issued residential mortgage-backed securities | $145,587,000 | 42 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $665,000 | 689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,624,903,000 | 63 |
| Mortgage-backed securities | $935,473,000 | 121 |
| Certificates of participation in pools of residential mortgages | $247,783,000 | 203 |
| Issued or guaranteed by U.S. | $247,783,000 | 202 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $687,690,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $542,103,000 | 88 |
| Privately issued | $145,587,000 | 40 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $84,000 | 2,534 |
| Available-for-sale securities (fair market value) | $1,771,071,000 | 93 |
| Total debt securities | $1,770,490,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,825,538,000 | 112 |
| U.S. Government securities | $1,669,366,000 | 98 |
| U.S. Treasury securities | $833,767,000 | 20 |
| U.S. Government agency obligations | $835,599,000 | 146 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $156,172,000 | 111 |
| Privately issued residential mortgage-backed securities | $156,172,000 | 42 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,660,576,000 | 65 |
| Mortgage-backed securities | $991,771,000 | 117 |
| Certificates of participation in pools of residential mortgages | $232,972,000 | 219 |
| Issued or guaranteed by U.S. | $232,972,000 | 218 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $758,799,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $602,627,000 | 85 |
| Privately issued | $156,172,000 | 40 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $89,000 | 2,585 |
| Available-for-sale securities (fair market value) | $1,825,449,000 | 96 |
| Total debt securities | $1,825,539,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,918,948,000 | 105 |
| U.S. Government securities | $1,760,257,000 | 89 |
| U.S. Treasury securities | $861,352,000 | 17 |
| U.S. Government agency obligations | $898,905,000 | 138 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $158,691,000 | 122 |
| Privately issued residential mortgage-backed securities | $158,691,000 | 55 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,759,129,000 | 58 |
| Mortgage-backed securities | $1,057,596,000 | 112 |
| Certificates of participation in pools of residential mortgages | $234,643,000 | 209 |
| Issued or guaranteed by U.S. | $234,643,000 | 209 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $822,953,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $664,262,000 | 71 |
| Privately issued | $158,691,000 | 54 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $99,000 | 2,678 |
| Available-for-sale securities (fair market value) | $1,918,849,000 | 89 |
| Total debt securities | $1,918,949,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,062,879,000 | 98 |
| U.S. Government securities | $1,888,363,000 | 85 |
| U.S. Treasury securities | $910,127,000 | 16 |
| U.S. Government agency obligations | $978,236,000 | 134 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $174,516,000 | 119 |
| Privately issued residential mortgage-backed securities | $174,516,000 | 57 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,863,282,000 | 55 |
| Mortgage-backed securities | $1,152,752,000 | 102 |
| Certificates of participation in pools of residential mortgages | $247,261,000 | 193 |
| Issued or guaranteed by U.S. | $247,261,000 | 192 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $905,491,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $730,975,000 | 66 |
| Privately issued | $174,516,000 | 55 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $107,000 | 2,686 |
| Available-for-sale securities (fair market value) | $2,062,772,000 | 85 |
| Total debt securities | $2,062,880,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,129,179,000 | 97 |
| U.S. Government securities | $1,932,225,000 | 83 |
| U.S. Treasury securities | $898,231,000 | 17 |
| U.S. Government agency obligations | $1,033,994,000 | 125 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $196,954,000 | 108 |
| Privately issued residential mortgage-backed securities | $196,954,000 | 52 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,921,069,000 | 55 |
| Mortgage-backed securities | $1,230,948,000 | 99 |
| Certificates of participation in pools of residential mortgages | $246,161,000 | 190 |
| Issued or guaranteed by U.S. | $246,161,000 | 188 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $984,787,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $787,833,000 | 61 |
| Privately issued | $196,954,000 | 50 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $115,000 | 2,718 |
| Available-for-sale securities (fair market value) | $2,129,064,000 | 85 |
| Total debt securities | $2,129,179,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,202,655,000 | 96 |
| U.S. Government securities | $1,989,210,000 | 83 |
| U.S. Treasury securities | $884,254,000 | 17 |
| U.S. Government agency obligations | $1,104,956,000 | 118 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $213,445,000 | 104 |
| Privately issued residential mortgage-backed securities | $213,445,000 | 52 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,969,249,000 | 58 |
| Mortgage-backed securities | $1,318,401,000 | 92 |
| Certificates of participation in pools of residential mortgages | $252,970,000 | 187 |
| Issued or guaranteed by U.S. | $252,970,000 | 185 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,065,431,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $851,986,000 | 58 |
| Privately issued | $213,445,000 | 50 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $121,000 | 2,718 |
| Available-for-sale securities (fair market value) | $2,202,534,000 | 82 |
| Total debt securities | $2,202,655,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,295,683,000 | 92 |
| U.S. Government securities | $2,098,654,000 | 79 |
| U.S. Treasury securities | $886,422,000 | 15 |
| U.S. Government agency obligations | $1,212,232,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $197,029,000 | 104 |
| Privately issued residential mortgage-backed securities | $197,029,000 | 55 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,078,918,000 | 50 |
| Mortgage-backed securities | $1,409,261,000 | 86 |
| Certificates of participation in pools of residential mortgages | $264,745,000 | 173 |
| Issued or guaranteed by U.S. | $264,745,000 | 172 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,144,516,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $947,487,000 | 54 |
| Privately issued | $197,029,000 | 53 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $133,000 | 2,739 |
| Available-for-sale securities (fair market value) | $2,295,550,000 | 78 |
| Total debt securities | $2,295,683,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,055,019,000 | 146 |
| U.S. Government securities | $855,909,000 | 139 |
| U.S. Treasury securities | $75,613,000 | 84 |
| U.S. Government agency obligations | $780,296,000 | 138 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $199,110,000 | 103 |
| Privately issued residential mortgage-backed securities | $199,110,000 | 55 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $765,597,000 | 102 |
| Mortgage-backed securities | $979,406,000 | 105 |
| Certificates of participation in pools of residential mortgages | $121,106,000 | 333 |
| Issued or guaranteed by U.S. | $121,106,000 | 328 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $858,300,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $659,190,000 | 58 |
| Privately issued | $199,110,000 | 51 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $141,000 | 2,801 |
| Available-for-sale securities (fair market value) | $1,054,878,000 | 125 |
| Total debt securities | $1,055,019,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,064,206,000 | 145 |
| U.S. Government securities | $862,949,000 | 136 |
| U.S. Treasury securities | $75,499,000 | 77 |
| U.S. Government agency obligations | $787,450,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $201,257,000 | 99 |
| Privately issued residential mortgage-backed securities | $201,257,000 | 56 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $843,633,000 | 98 |
| Mortgage-backed securities | $988,707,000 | 104 |
| Certificates of participation in pools of residential mortgages | $55,027,000 | 668 |
| Issued or guaranteed by U.S. | $55,027,000 | 663 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $933,680,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $732,423,000 | 54 |
| Privately issued | $201,257,000 | 52 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $148,000 | 2,862 |
| Available-for-sale securities (fair market value) | $1,064,058,000 | 127 |
| Total debt securities | $1,064,206,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,150,306,000 | 136 |
| U.S. Government securities | $942,932,000 | 124 |
| U.S. Treasury securities | $75,048,000 | 82 |
| U.S. Government agency obligations | $867,884,000 | 126 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $207,374,000 | 102 |
| Privately issued residential mortgage-backed securities | $207,374,000 | 58 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $924,602,000 | 90 |
| Mortgage-backed securities | $1,075,258,000 | 95 |
| Certificates of participation in pools of residential mortgages | $58,100,000 | 664 |
| Issued or guaranteed by U.S. | $58,100,000 | 658 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,017,158,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $809,784,000 | 49 |
| Privately issued | $207,374,000 | 55 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $155,000 | 2,910 |
| Available-for-sale securities (fair market value) | $1,150,151,000 | 117 |
| Total debt securities | $1,150,306,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,068,127,000 | 149 |
| U.S. Government securities | $886,613,000 | 128 |
| U.S. Treasury securities | $115,000 | 1,030 |
| U.S. Government agency obligations | $886,498,000 | 122 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $181,514,000 | 118 |
| Privately issued residential mortgage-backed securities | $181,514,000 | 63 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $893,390,000 | 95 |
| Mortgage-backed securities | $1,068,012,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,539,000 | 4,707 |
| Issued or guaranteed by U.S. | $1,539,000 | 4,698 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,066,473,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $884,959,000 | 47 |
| Privately issued | $181,514,000 | 62 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $163,000 | 2,956 |
| Available-for-sale securities (fair market value) | $1,067,964,000 | 129 |
| Total debt securities | $1,068,127,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,244,249,000 | 134 |
| U.S. Government securities | $943,050,000 | 128 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $943,050,000 | 124 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $301,199,000 | 96 |
| Privately issued residential mortgage-backed securities | $301,199,000 | 54 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $731,251,000 | 107 |
| Mortgage-backed securities | $1,244,134,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,616,000 | 4,770 |
| Issued or guaranteed by U.S. | $1,616,000 | 4,760 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,242,518,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $941,319,000 | 48 |
| Privately issued | $301,199,000 | 49 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $20,323,000 | 744 |
| Available-for-sale securities (fair market value) | $1,223,926,000 | 114 |
| Total debt securities | $1,244,249,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,320,409,000 | 130 |
| U.S. Government securities | $1,042,746,000 | 111 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,042,746,000 | 108 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $277,663,000 | 105 |
| Privately issued residential mortgage-backed securities | $277,663,000 | 58 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $807,645,000 | 102 |
| Mortgage-backed securities | $1,320,297,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,709,000 | 4,791 |
| Issued or guaranteed by U.S. | $1,709,000 | 4,776 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,318,588,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,040,925,000 | 43 |
| Privately issued | $277,663,000 | 54 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $23,236,000 | 677 |
| Available-for-sale securities (fair market value) | $1,297,173,000 | 114 |
| Total debt securities | $1,320,409,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,496,919,000 | 122 |
| U.S. Government securities | $1,193,750,000 | 106 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,193,750,000 | 102 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $303,169,000 | 100 |
| Privately issued residential mortgage-backed securities | $303,169,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $931,332,000 | 92 |
| Mortgage-backed securities | $1,496,807,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,780,000 | 4,851 |
| Issued or guaranteed by U.S. | $1,780,000 | 4,835 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,495,027,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,191,858,000 | 38 |
| Privately issued | $303,169,000 | 55 |
| 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) | $23,523,000 | 668 |
| Available-for-sale securities (fair market value) | $1,473,396,000 | 104 |
| Total debt securities | $1,496,919,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,544,674,000 | 109 |
| U.S. Government securities | $1,230,106,000 | 98 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,230,106,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $314,568,000 | 90 |
| Privately issued residential mortgage-backed securities | $314,568,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,077,108,000 | 86 |
| Mortgage-backed securities | $1,544,674,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,844,000 | 4,811 |
| Issued or guaranteed by U.S. | $1,844,000 | 4,796 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,542,830,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,228,262,000 | 33 |
| Privately issued | $314,568,000 | 53 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,396,000 | 589 |
| Available-for-sale securities (fair market value) | $1,517,278,000 | 93 |
| Total debt securities | $1,544,674,000 | 109 |
| 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 | $1,684,936,000 | 100 |
| U.S. Government securities | $1,238,077,000 | 93 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,238,077,000 | 90 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $446,859,000 | 73 |
| Privately issued residential mortgage-backed securities | $446,859,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,139,942,000 | 77 |
| Mortgage-backed securities | $1,684,936,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,985,000 | 4,704 |
| Issued or guaranteed by U.S. | $1,985,000 | 4,689 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,682,951,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,236,092,000 | 29 |
| Privately issued | $446,859,000 | 46 |
| 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) | $26,051,000 | 615 |
| Available-for-sale securities (fair market value) | $1,658,885,000 | 84 |
| Total debt securities | $1,684,936,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $175,000 | 223 |
| Revaluation gains on off-balance sheet contracts | $175,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $12,911,917,000 | 24 |
| U.S. Government securities | $4,222,447,000 | 39 |
| U.S. Treasury securities | $13,320,000 | 136 |
| U.S. Government agency obligations | $4,209,127,000 | 39 |
| Securities issued by states & political subdivisions | $583,516,000 | 28 |
| Other domestic debt securities | $8,030,542,000 | 16 |
| Privately issued residential mortgage-backed securities | $6,572,223,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,275,486,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $182,833,000 | 47 |
| Foreign debt securities | $33,794,000 | 19 |
| Equity securities | $41,618,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,232,993,000 | 15 |
| Mortgage-backed securities | $10,780,720,000 | 22 |
| Certificates of participation in pools of residential mortgages | $467,693,000 | 110 |
| Issued or guaranteed by U.S. | $467,693,000 | 107 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,313,027,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $3,740,804,000 | 13 |
| Privately issued | $6,572,223,000 | 14 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $293,289,000 | 72 |
| Available-for-sale securities (fair market value) | $12,618,628,000 | 23 |
| Total debt securities | $12,791,081,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $1,331,985,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $1,331,985,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $858,574,000 | 13 |
| 2008-03-31 | Rank | |
| Total securities | $13,152,197,000 | 25 |
| U.S. Government securities | $4,531,694,000 | 35 |
| U.S. Treasury securities | $59,906,000 | 47 |
| U.S. Government agency obligations | $4,471,788,000 | 34 |
| Securities issued by states & political subdivisions | $616,019,000 | 27 |
| Other domestic debt securities | $7,930,874,000 | 17 |
| Privately issued residential mortgage-backed securities | $6,996,439,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $748,039,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $186,396,000 | 45 |
| Foreign debt securities | $28,388,000 | 21 |
| Equity securities | $45,222,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,725,416,000 | 13 |
| Mortgage-backed securities | $11,467,585,000 | 21 |
| Certificates of participation in pools of residential mortgages | $528,871,000 | 108 |
| Issued or guaranteed by U.S. | $528,871,000 | 104 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,938,714,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $3,942,275,000 | 10 |
| Privately issued | $6,996,439,000 | 14 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $311,607,000 | 63 |
| Available-for-sale securities (fair market value) | $12,840,590,000 | 23 |
| Total debt securities | $13,106,975,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $2,128,302,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $2,105,170,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,560,065,000 | 13 |
| 2007-12-31 | Rank | |
| Total securities | $14,684,009,000 | 21 |
| U.S. Government securities | $4,606,039,000 | 35 |
| U.S. Treasury securities | $61,378,000 | 52 |
| U.S. Government agency obligations | $4,544,661,000 | 35 |
| Securities issued by states & political subdivisions | $634,649,000 | 25 |
| Other domestic debt securities | $9,236,927,000 | 15 |
| Privately issued residential mortgage-backed securities | $7,527,471,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,523,050,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $186,406,000 | 42 |
| Foreign debt securities | $27,187,000 | 22 |
| Equity securities | $179,207,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,262,610,000 | 15 |
| Mortgage-backed securities | $12,071,491,000 | 20 |
| Certificates of participation in pools of residential mortgages | $554,727,000 | 97 |
| Issued or guaranteed by U.S. | $554,727,000 | 95 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,516,764,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $3,989,293,000 | 10 |
| Privately issued | $7,527,471,000 | 13 |
| 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) | $333,269,000 | 65 |
| Available-for-sale securities (fair market value) | $14,350,740,000 | 19 |
| Total debt securities | $14,504,802,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $1,349,858,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $1,349,858,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $980,886,000 | 12 |
| 2007-09-30 | Rank | |
| Total securities | $11,855,809,000 | 27 |
| U.S. Government securities | $4,904,284,000 | 33 |
| U.S. Treasury securities | $51,238,000 | 63 |
| U.S. Government agency obligations | $4,853,046,000 | 34 |
| Securities issued by states & political subdivisions | $641,144,000 | 26 |
| Other domestic debt securities | $6,203,304,000 | 16 |
| Privately issued residential mortgage-backed securities | $6,017,261,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $186,043,000 | 46 |
| Foreign debt securities | $23,377,000 | 20 |
| Equity securities | $83,700,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,805,287,000 | 14 |
| Mortgage-backed securities | $10,619,742,000 | 22 |
| Certificates of participation in pools of residential mortgages | $605,139,000 | 87 |
| Issued or guaranteed by U.S. | $605,139,000 | 83 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,014,603,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $3,997,342,000 | 12 |
| Privately issued | $6,017,261,000 | 13 |
| 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) | $344,615,000 | 66 |
| Available-for-sale securities (fair market value) | $11,511,194,000 | 25 |
| Total debt securities | $11,772,109,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $1,512,012,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $1,487,782,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,266,411,000 | 11 |
| 2007-06-30 | Rank | |
| Total securities | $12,758,708,000 | 23 |
| U.S. Government securities | $5,559,967,000 | 30 |
| U.S. Treasury securities | $42,848,000 | 77 |
| U.S. Government agency obligations | $5,517,119,000 | 30 |
| Securities issued by states & political subdivisions | $647,895,000 | 25 |
| Other domestic debt securities | $6,518,391,000 | 15 |
| Privately issued residential mortgage-backed securities | $6,333,427,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $184,964,000 | 43 |
| Foreign debt securities | $18,598,000 | 25 |
| Equity securities | $13,857,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,701,619,000 | 13 |
| Mortgage-backed securities | $11,302,072,000 | 19 |
| Certificates of participation in pools of residential mortgages | $591,573,000 | 96 |
| Issued or guaranteed by U.S. | $591,573,000 | 91 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,710,499,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $4,377,072,000 | 8 |
| Privately issued | $6,333,427,000 | 10 |
| 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) | $36,550,000 | 497 |
| Available-for-sale securities (fair market value) | $12,722,158,000 | 21 |
| Total debt securities | $12,744,851,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $734,120,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $723,386,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $556,214,000 | 12 |
| 2007-03-31 | Rank | |
| Total securities | $13,552,022,000 | 22 |
| U.S. Government securities | $6,589,386,000 | 27 |
| U.S. Treasury securities | $614,891,000 | 11 |
| U.S. Government agency obligations | $5,974,495,000 | 28 |
| Securities issued by states & political subdivisions | $677,412,000 | 21 |
| Other domestic debt securities | $6,270,285,000 | 14 |
| Privately issued residential mortgage-backed securities | $6,080,289,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $189,996,000 | 41 |
| Foreign debt securities | $14,028,000 | 28 |
| Equity securities | $911,000 | 1,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,159,977,000 | 12 |
| Mortgage-backed securities | $11,008,064,000 | 19 |
| Certificates of participation in pools of residential mortgages | $691,625,000 | 87 |
| Issued or guaranteed by U.S. | $691,625,000 | 84 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,316,439,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $4,236,150,000 | 9 |
| Privately issued | $6,080,289,000 | 10 |
| 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) | $84,589,000 | 244 |
| Available-for-sale securities (fair market value) | $13,467,433,000 | 20 |
| Total debt securities | $13,551,111,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $617,813,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $609,805,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $457,669,000 | 12 |
| 2006-12-31 | Rank | |
| Total securities | $13,085,151,000 | 23 |
| U.S. Government securities | $6,681,978,000 | 27 |
| U.S. Treasury securities | $55,419,000 | 73 |
| U.S. Government agency obligations | $6,626,559,000 | 27 |
| Securities issued by states & political subdivisions | $707,202,000 | 19 |
| Other domestic debt securities | $5,673,569,000 | 14 |
| Privately issued residential mortgage-backed securities | $5,482,530,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $191,039,000 | 43 |
| Foreign debt securities | $11,814,000 | 29 |
| Equity securities | $10,588,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,563,213,000 | 12 |
| Mortgage-backed securities | $11,065,853,000 | 19 |
| Certificates of participation in pools of residential mortgages | $696,945,000 | 87 |
| Issued or guaranteed by U.S. | $696,945,000 | 84 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $10,368,908,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $4,886,378,000 | 8 |
| Privately issued | $5,482,530,000 | 8 |
| 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) | $89,920,000 | 233 |
| Available-for-sale securities (fair market value) | $12,995,231,000 | 21 |
| Total debt securities | $13,074,563,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $657,576,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $646,646,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $460,065,000 | 13 |
| 2006-09-30 | Rank | |
| Total securities | $13,091,656,000 | 22 |
| U.S. Government securities | $6,944,946,000 | 28 |
| U.S. Treasury securities | $54,362,000 | 74 |
| U.S. Government agency obligations | $6,890,584,000 | 28 |
| Securities issued by states & political subdivisions | $723,236,000 | 17 |
| Other domestic debt securities | $5,406,502,000 | 13 |
| Privately issued residential mortgage-backed securities | $5,216,383,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $190,119,000 | 45 |
| Foreign debt securities | $10,271,000 | 33 |
| Equity securities | $6,701,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,610,607,000 | 10 |
| Mortgage-backed securities | $11,066,201,000 | 19 |
| Certificates of participation in pools of residential mortgages | $715,262,000 | 92 |
| Issued or guaranteed by U.S. | $715,262,000 | 89 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $10,350,939,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $5,134,556,000 | 8 |
| Privately issued | $5,216,383,000 | 8 |
| 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) | $95,206,000 | 221 |
| Available-for-sale securities (fair market value) | $12,996,450,000 | 20 |
| Total debt securities | $13,084,955,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $483,949,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $475,798,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $313,109,000 | 15 |
| 2006-06-30 | Rank | |
| Total securities | $13,085,137,000 | 19 |
| U.S. Government securities | $6,567,643,000 | 29 |
| U.S. Treasury securities | $53,315,000 | 85 |
| U.S. Government agency obligations | $6,514,328,000 | 29 |
| Securities issued by states & political subdivisions | $744,276,000 | 15 |
| Other domestic debt securities | $5,763,976,000 | 13 |
| Privately issued residential mortgage-backed securities | $5,580,244,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $183,732,000 | 44 |
| Foreign debt securities | $7,944,000 | 34 |
| Equity securities | $1,298,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,467,842,000 | 11 |
| Mortgage-backed securities | $11,063,080,000 | 16 |
| Certificates of participation in pools of residential mortgages | $734,265,000 | 91 |
| Issued or guaranteed by U.S. | $734,265,000 | 88 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,328,815,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $4,748,571,000 | 8 |
| Privately issued | $5,580,244,000 | 9 |
| 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) | $101,378,000 | 213 |
| Available-for-sale securities (fair market value) | $12,983,759,000 | 17 |
| Total debt securities | $13,083,839,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $683,435,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $679,475,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $520,342,000 | 12 |
| 2006-03-31 | Rank | |
| Total securities | $13,236,416,000 | 18 |
| U.S. Government securities | $6,487,105,000 | 29 |
| U.S. Treasury securities | $53,494,000 | 94 |
| U.S. Government agency obligations | $6,433,611,000 | 29 |
| Securities issued by states & political subdivisions | $774,488,000 | 16 |
| Other domestic debt securities | $5,957,521,000 | 13 |
| Privately issued residential mortgage-backed securities | $5,768,683,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $188,838,000 | 44 |
| Foreign debt securities | $8,608,000 | 32 |
| Equity securities | $8,694,000 | 322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,714,894,000 | 11 |
| Mortgage-backed securities | $11,168,210,000 | 16 |
| Certificates of participation in pools of residential mortgages | $753,454,000 | 91 |
| Issued or guaranteed by U.S. | $753,454,000 | 87 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,414,756,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $4,646,073,000 | 8 |
| Privately issued | $5,768,683,000 | 7 |
| 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) | $108,347,000 | 201 |
| Available-for-sale securities (fair market value) | $13,128,069,000 | 16 |
| Total debt securities | $13,227,722,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $551,093,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $528,770,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $348,628,000 | 15 |
| 2005-12-31 | Rank | |
| Total securities | $12,214,675,000 | 20 |
| U.S. Government securities | $5,904,744,000 | 33 |
| U.S. Treasury securities | $52,300,000 | 97 |
| U.S. Government agency obligations | $5,852,444,000 | 31 |
| Securities issued by states & political subdivisions | $824,876,000 | 14 |
| Other domestic debt securities | $5,462,707,000 | 14 |
| Privately issued residential mortgage-backed securities | $5,267,692,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $195,015,000 | 41 |
| Foreign debt securities | $7,758,000 | 30 |
| Equity securities | $14,590,000 | 215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,405,679,000 | 11 |
| Mortgage-backed securities | $10,131,052,000 | 18 |
| Certificates of participation in pools of residential mortgages | $762,123,000 | 92 |
| Issued or guaranteed by U.S. | $762,123,000 | 88 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $9,368,929,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $4,101,237,000 | 9 |
| Privately issued | $5,267,692,000 | 10 |
| 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) | $115,278,000 | 185 |
| Available-for-sale securities (fair market value) | $12,099,397,000 | 18 |
| Total debt securities | $12,200,085,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $465,168,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $461,798,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $297,556,000 | 16 |
| 2005-09-30 | Rank | |
| Total securities | $12,210,494,000 | 19 |
| U.S. Government securities | $6,286,150,000 | 32 |
| U.S. Treasury securities | $51,539,000 | 98 |
| U.S. Government agency obligations | $6,234,611,000 | 31 |
| Securities issued by states & political subdivisions | $826,132,000 | 14 |
| Other domestic debt securities | $5,085,576,000 | 15 |
| Privately issued residential mortgage-backed securities | $4,991,324,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $94,252,000 | 89 |
| Foreign debt securities | $7,329,000 | 33 |
| Equity securities | $5,307,000 | 461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,836,703,000 | 13 |
| Mortgage-backed securities | $9,796,225,000 | 19 |
| Certificates of participation in pools of residential mortgages | $800,617,000 | 91 |
| Issued or guaranteed by U.S. | $800,617,000 | 88 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,995,608,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $4,004,284,000 | 9 |
| Privately issued | $4,991,324,000 | 11 |
| 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) | $124,598,000 | 176 |
| Available-for-sale securities (fair market value) | $12,085,896,000 | 18 |
| Total debt securities | $12,205,187,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $667,735,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $648,124,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $497,939,000 | 14 |
| 2005-06-30 | Rank | |
| Total securities | $11,789,889,000 | 22 |
| U.S. Government securities | $6,913,526,000 | 28 |
| U.S. Treasury securities | $53,937,000 | 97 |
| U.S. Government agency obligations | $6,859,589,000 | 29 |
| Securities issued by states & political subdivisions | $806,873,000 | 15 |
| Other domestic debt securities | $4,061,141,000 | 17 |
| Privately issued residential mortgage-backed securities | $4,049,921,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,220,000 | 443 |
| Foreign debt securities | $6,367,000 | 34 |
| Equity securities | $1,982,000 | 870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,517,278,000 | 13 |
| Mortgage-backed securities | $9,504,615,000 | 20 |
| Certificates of participation in pools of residential mortgages | $834,242,000 | 89 |
| Issued or guaranteed by U.S. | $834,242,000 | 86 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $8,670,373,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $4,620,452,000 | 7 |
| Privately issued | $4,049,921,000 | 11 |
| 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) | $136,715,000 | 165 |
| Available-for-sale securities (fair market value) | $11,653,174,000 | 20 |
| Total debt securities | $11,787,907,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $638,201,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $628,016,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $578,933,000 | 13 |
| 2005-03-31 | Rank | |
| Total securities | $10,997,163,000 | 26 |
| U.S. Government securities | $7,045,053,000 | 28 |
| U.S. Treasury securities | $53,553,000 | 103 |
| U.S. Government agency obligations | $6,991,500,000 | 28 |
| Securities issued by states & political subdivisions | $766,182,000 | 16 |
| Other domestic debt securities | $3,175,880,000 | 21 |
| Privately issued residential mortgage-backed securities | $3,164,323,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,557,000 | 451 |
| Foreign debt securities | $5,075,000 | 45 |
| Equity securities | $4,973,000 | 527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,472,752,000 | 12 |
| Mortgage-backed securities | $8,758,821,000 | 21 |
| Certificates of participation in pools of residential mortgages | $861,846,000 | 92 |
| Issued or guaranteed by U.S. | $861,846,000 | 90 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,896,975,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $4,732,652,000 | 8 |
| Privately issued | $3,164,323,000 | 14 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $148,502,000 | 153 |
| Available-for-sale securities (fair market value) | $10,848,661,000 | 23 |
| Total debt securities | $10,992,190,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $645,495,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $576,630,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $428,472,000 | 15 |
| 2004-12-31 | Rank | |
| Total securities | $10,319,443,000 | 27 |
| U.S. Government securities | $7,341,770,000 | 27 |
| U.S. Treasury securities | $53,300,000 | 104 |
| U.S. Government agency obligations | $7,288,470,000 | 27 |
| Securities issued by states & political subdivisions | $731,041,000 | 16 |
| Other domestic debt securities | $2,237,178,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,225,473,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,705,000 | 480 |
| Foreign debt securities | $4,957,000 | 47 |
| Equity securities | $4,497,000 | 586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,845,140,000 | 12 |
| Mortgage-backed securities | $8,198,177,000 | 22 |
| Certificates of participation in pools of residential mortgages | $893,055,000 | 90 |
| Issued or guaranteed by U.S. | $893,055,000 | 88 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,305,122,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $5,079,649,000 | 6 |
| Privately issued | $2,225,473,000 | 17 |
| 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) | $159,892,000 | 145 |
| Available-for-sale securities (fair market value) | $10,159,551,000 | 22 |
| Total debt securities | $10,314,946,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $886,409,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $879,941,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $578,188,000 | 14 |
| 2004-09-30 | Rank | |
| Total securities | $9,342,246,000 | 30 |
| U.S. Government securities | $7,062,242,000 | 29 |
| U.S. Treasury securities | $57,880,000 | 101 |
| U.S. Government agency obligations | $7,004,362,000 | 29 |
| Securities issued by states & political subdivisions | $655,550,000 | 18 |
| Other domestic debt securities | $1,618,045,000 | 36 |
| Privately issued residential mortgage-backed securities | $1,605,891,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,154,000 | 475 |
| Foreign debt securities | $4,216,000 | 50 |
| Equity securities | $2,193,000 | 891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,728,809,000 | 13 |
| Mortgage-backed securities | $7,121,414,000 | 28 |
| Certificates of participation in pools of residential mortgages | $966,720,000 | 87 |
| Issued or guaranteed by U.S. | $966,720,000 | 80 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,154,694,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $4,548,803,000 | 6 |
| Privately issued | $1,605,891,000 | 21 |
| 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) | $175,942,000 | 142 |
| Available-for-sale securities (fair market value) | $9,166,304,000 | 27 |
| Total debt securities | $9,340,053,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $580,030,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $580,030,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $372,071,000 | 16 |
| 2004-06-30 | Rank | |
| Total securities | $8,512,690,000 | 33 |
| U.S. Government securities | $6,930,164,000 | 30 |
| U.S. Treasury securities | $63,174,000 | 97 |
| U.S. Government agency obligations | $6,866,990,000 | 31 |
| Securities issued by states & political subdivisions | $597,488,000 | 20 |
| Other domestic debt securities | $975,164,000 | 52 |
| Privately issued residential mortgage-backed securities | $963,284,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,880,000 | 503 |
| Foreign debt securities | $3,388,000 | 53 |
| Equity securities | $6,486,000 | 503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,968,456,000 | 15 |
| Mortgage-backed securities | $6,170,326,000 | 37 |
| Certificates of participation in pools of residential mortgages | $994,899,000 | 90 |
| Issued or guaranteed by U.S. | $994,899,000 | 86 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,175,427,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $4,212,143,000 | 8 |
| Privately issued | $963,284,000 | 32 |
| 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) | $194,342,000 | 127 |
| Available-for-sale securities (fair market value) | $8,318,348,000 | 33 |
| Total debt securities | $8,506,204,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $591,855,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $587,993,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $421,338,000 | 15 |
| 2004-03-31 | Rank | |
| Total securities | $8,291,410,000 | 35 |
| U.S. Government securities | $6,463,593,000 | 36 |
| U.S. Treasury securities | $62,082,000 | 98 |
| U.S. Government agency obligations | $6,401,511,000 | 35 |
| Securities issued by states & political subdivisions | $549,552,000 | 21 |
| Other domestic debt securities | $1,266,013,000 | 45 |
| Privately issued residential mortgage-backed securities | $1,139,058,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $126,955,000 | 68 |
| Foreign debt securities | $3,376,000 | 59 |
| Equity securities | $8,876,000 | 453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,163,303,000 | 18 |
| Mortgage-backed securities | $7,141,349,000 | 30 |
| Certificates of participation in pools of residential mortgages | $1,044,030,000 | 82 |
| Issued or guaranteed by U.S. | $1,044,030,000 | 78 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,097,319,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $4,958,261,000 | 7 |
| Privately issued | $1,139,058,000 | 30 |
| 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) | $217,317,000 | 110 |
| Available-for-sale securities (fair market value) | $8,074,093,000 | 33 |
| Total debt securities | $8,282,534,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $788,265,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $788,265,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $532,488,000 | 16 |
| 2003-12-31 | Rank | |
| Total securities | $5,998,028,000 | 50 |
| U.S. Government securities | $4,665,436,000 | 45 |
| U.S. Treasury securities | $48,769,000 | 125 |
| U.S. Government agency obligations | $4,616,667,000 | 42 |
| Securities issued by states & political subdivisions | $548,636,000 | 21 |
| Other domestic debt securities | $746,870,000 | 52 |
| Privately issued residential mortgage-backed securities | $622,152,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $124,718,000 | 79 |
| Foreign debt securities | $2,929,000 | 66 |
| Equity securities | $34,157,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,298,844,000 | 25 |
| Mortgage-backed securities | $5,237,627,000 | 38 |
| Certificates of participation in pools of residential mortgages | $856,219,000 | 91 |
| Issued or guaranteed by U.S. | $856,219,000 | 88 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,381,408,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,759,256,000 | 13 |
| Privately issued | $622,152,000 | 32 |
| 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) | $241,631,000 | 93 |
| Available-for-sale securities (fair market value) | $5,756,397,000 | 43 |
| Total debt securities | $5,963,871,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $972,589,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $957,707,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $873,325,000 | 14 |
| 2003-09-30 | Rank | |
| Total securities | $6,085,946,000 | 46 |
| U.S. Government securities | $5,016,188,000 | 41 |
| U.S. Treasury securities | $48,637,000 | 119 |
| U.S. Government agency obligations | $4,967,551,000 | 39 |
| Securities issued by states & political subdivisions | $551,081,000 | 20 |
| Other domestic debt securities | $483,474,000 | 66 |
| Privately issued residential mortgage-backed securities | $371,104,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $112,370,000 | 90 |
| Foreign debt securities | $2,104,000 | 75 |
| Equity securities | $33,099,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,632,575,000 | 22 |
| Mortgage-backed securities | $5,331,905,000 | 33 |
| Certificates of participation in pools of residential mortgages | $744,672,000 | 99 |
| Issued or guaranteed by U.S. | $744,672,000 | 97 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,587,233,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $4,216,129,000 | 11 |
| Privately issued | $371,104,000 | 36 |
| 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) | $280,662,000 | 85 |
| Available-for-sale securities (fair market value) | $5,805,284,000 | 39 |
| Total debt securities | $6,052,847,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $828,450,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $813,615,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $687,045,000 | 15 |
| 2003-06-30 | Rank | |
| Total securities | $11,145,396,000 | 22 |
| U.S. Government securities | $10,057,420,000 | 19 |
| U.S. Treasury securities | $74,186,000 | 85 |
| U.S. Government agency obligations | $9,983,234,000 | 19 |
| Securities issued by states & political subdivisions | $546,400,000 | 20 |
| Other domestic debt securities | $515,282,000 | 57 |
| Privately issued residential mortgage-backed securities | $399,767,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,515,000 | 88 |
| Foreign debt securities | $1,794,000 | 77 |
| Equity securities | $24,500,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,272,923,000 | 12 |
| Mortgage-backed securities | $10,379,638,000 | 16 |
| Certificates of participation in pools of residential mortgages | $1,170,575,000 | 69 |
| Issued or guaranteed by U.S. | $1,170,575,000 | 65 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,209,063,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $8,809,296,000 | 3 |
| Privately issued | $399,767,000 | 37 |
| 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) | $331,890,000 | 69 |
| Available-for-sale securities (fair market value) | $10,813,506,000 | 23 |
| Total debt securities | $11,120,896,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $1,054,711,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $1,039,782,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $724,428,000 | 15 |
| 2003-03-31 | Rank | |
| Total securities | $11,212,513,000 | 22 |
| U.S. Government securities | $10,079,080,000 | 18 |
| U.S. Treasury securities | $63,888,000 | 96 |
| U.S. Government agency obligations | $10,015,192,000 | 18 |
| Securities issued by states & political subdivisions | $486,234,000 | 22 |
| Other domestic debt securities | $634,895,000 | 53 |
| Privately issued residential mortgage-backed securities | $521,777,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $113,118,000 | 88 |
| Foreign debt securities | $1,407,000 | 84 |
| Equity securities | $10,897,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,454,611,000 | 14 |
| Mortgage-backed securities | $10,534,481,000 | 15 |
| Certificates of participation in pools of residential mortgages | $1,793,570,000 | 49 |
| Issued or guaranteed by U.S. | $1,793,570,000 | 45 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,740,911,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $8,219,134,000 | 4 |
| Privately issued | $521,777,000 | 34 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $391,287,000 | 65 |
| Available-for-sale securities (fair market value) | $10,821,226,000 | 21 |
| Total debt securities | $11,201,616,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $1,103,894,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $1,089,236,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $650,263,000 | 15 |
| 2002-12-31 | Rank | |
| Total securities | $9,847,684,000 | 24 |
| U.S. Government securities | $8,359,945,000 | 20 |
| U.S. Treasury securities | $52,384,000 | 122 |
| U.S. Government agency obligations | $8,307,561,000 | 20 |
| Securities issued by states & political subdivisions | $488,625,000 | 22 |
| Other domestic debt securities | $983,062,000 | 38 |
| Privately issued residential mortgage-backed securities | $872,460,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,602,000 | 87 |
| Foreign debt securities | $1,474,000 | 84 |
| Equity securities | $14,578,000 | 303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,638,308,000 | 14 |
| Mortgage-backed securities | $9,006,674,000 | 17 |
| Certificates of participation in pools of residential mortgages | $2,080,356,000 | 45 |
| Issued or guaranteed by U.S. | $2,080,356,000 | 42 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,926,318,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $6,053,858,000 | 6 |
| Privately issued | $872,460,000 | 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) | $449,192,000 | 59 |
| Available-for-sale securities (fair market value) | $9,398,492,000 | 23 |
| Total debt securities | $9,833,106,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $1,131,526,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,120,225,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $802,183,000 | 15 |
| 2001-12-31 | Rank | |
| Total securities | $8,670,693,000 | 24 |
| U.S. Government securities | $6,063,339,000 | 26 |
| U.S. Treasury securities | $154,703,000 | 47 |
| U.S. Government agency obligations | $5,908,636,000 | 26 |
| Securities issued by states & political subdivisions | $300,346,000 | 34 |
| Other domestic debt securities | $2,301,526,000 | 21 |
| Privately issued residential mortgage-backed securities | $2,187,114,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,412,000 | 81 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $5,482,000 | 623 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,495,958,000 | 25 |
| Mortgage-backed securities | $7,867,916,000 | 21 |
| Certificates of participation in pools of residential mortgages | $5,677,258,000 | 18 |
| Issued or guaranteed by U.S. | $5,673,116,000 | 17 |
| Privately issued | $4,142,000 | 82 |
| Collaterized mortgage obligations | $2,190,658,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $7,686,000 | 1,390 |
| Privately issued | $2,182,972,000 | 9 |
| 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) | $690,610,000 | 35 |
| Available-for-sale securities (fair market value) | $7,980,083,000 | 24 |
| Total debt securities | $8,665,211,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $614,576,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $600,332,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $610,251,000 | 14 |
| 2000-12-31 | Rank | |
| Total securities | $8,850,436,000 | 26 |
| U.S. Government securities | $8,234,373,000 | 15 |
| U.S. Treasury securities | $136,847,000 | 64 |
| U.S. Government agency obligations | $8,097,526,000 | 16 |
| Securities issued by states & political subdivisions | $157,156,000 | 74 |
| Other domestic debt securities | $14,842,000 | 646 |
| Privately issued residential mortgage-backed securities | $915,000 | 767 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,927,000 | 537 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $444,065,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,059,021,000 | 10 |
| Mortgage-backed securities | $5,637,072,000 | 19 |
| Certificates of participation in pools of residential mortgages | $5,636,157,000 | 12 |
| Issued or guaranteed by U.S. | $5,636,157,000 | 12 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $915,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $915,000 | 675 |
| 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) | $937,736,000 | 42 |
| Available-for-sale securities (fair market value) | $7,912,700,000 | 22 |
| Total debt securities | $8,406,371,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $697,460,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $686,674,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $660,681,000 | 13 |
| 1999-12-31 | Rank | |
| Total securities | $6,202,632,000 | 32 |
| U.S. Government securities | $5,890,080,000 | 23 |
| U.S. Treasury securities | $146,688,000 | 71 |
| U.S. Government agency obligations | $5,743,392,000 | 18 |
| Securities issued by states & political subdivisions | $92,807,000 | 116 |
| Other domestic debt securities | $1,184,000 | 2,229 |
| Privately issued residential mortgage-backed securities | $1,184,000 | 714 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $55,000 | 268 |
| Equity securities | $218,506,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,886,547,000 | 12 |
| Mortgage-backed securities | $5,744,338,000 | 17 |
| Certificates of participation in pools of residential mortgages | $5,743,154,000 | 9 |
| Issued or guaranteed by U.S. | $5,743,154,000 | 8 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,184,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $1,184,000 | 631 |
| 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) | $1,101,134,000 | 37 |
| Available-for-sale securities (fair market value) | $5,101,498,000 | 35 |
| Total debt securities | $5,984,126,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $464,016,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $453,477,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $437,085,000 | 13 |
| 1998-12-31 | Rank | |
| Total securities | $6,593,356,000 | 25 |
| U.S. Government securities | $6,361,839,000 | 15 |
| U.S. Treasury securities | $134,902,000 | 111 |
| U.S. Government agency obligations | $6,226,937,000 | 14 |
| Securities issued by states & political subdivisions | $99,780,000 | 114 |
| Other domestic debt securities | $1,631,000 | 1,869 |
| Privately issued residential mortgage-backed securities | $1,631,000 | 617 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $30,000 | 308 |
| Equity securities | $130,076,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,518,134,000 | 6 |
| Mortgage-backed securities | $5,968,630,000 | 14 |
| Certificates of participation in pools of residential mortgages | $5,966,999,000 | 8 |
| Issued or guaranteed by U.S. | $5,966,999,000 | 8 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,631,000 | 2,831 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $1,631,000 | 524 |
| 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) | $1,431,503,000 | 25 |
| Available-for-sale securities (fair market value) | $5,161,853,000 | 29 |
| Total debt securities | $6,463,280,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $626,620,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $536,340,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $527,731,000 | 13 |
| 1997-12-31 | Rank | |
| Total securities | $4,685,298,000 | 34 |
| U.S. Government securities | $4,544,619,000 | 27 |
| U.S. Treasury securities | $123,430,000 | 166 |
| U.S. Government agency obligations | $4,421,189,000 | 19 |
| Securities issued by states & political subdivisions | $26,543,000 | 459 |
| Other domestic debt securities | $2,694,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $2,599,000 | 403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,000 | 2,688 |
| Foreign debt securities | $35,000 | 327 |
| Equity securities | $111,407,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,387,750,000 | 7 |
| Mortgage-backed securities | $3,913,383,000 | 22 |
| Certificates of participation in pools of residential mortgages | $3,910,784,000 | 12 |
| Issued or guaranteed by U.S. | $3,910,784,000 | 11 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,599,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $2,599,000 | 308 |
| 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) | $1,903,386,000 | 21 |
| Available-for-sale securities (fair market value) | $2,781,912,000 | 46 |
| Total debt securities | $4,573,891,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $593,478,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $531,054,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $526,129,000 | 13 |
| 1996-12-31 | Rank | |
| Total securities | $6,080,401,000 | 12 |
| U.S. Government securities | $5,926,451,000 | 8 |
| U.S. Treasury securities | $143,327,000 | 168 |
| U.S. Government agency obligations | $5,783,124,000 | 7 |
| Securities issued by states & political subdivisions | $46,148,000 | 218 |
| Other domestic debt securities | $4,049,000 | 1,018 |
| Privately issued residential mortgage-backed securities | $3,951,000 | 402 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $98,000 | 3,007 |
| Foreign debt securities | $5,010,000 | 66 |
| Equity securities | $98,743,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,981,711,000 | 4 |
| Mortgage-backed securities | $4,107,201,000 | 13 |
| Certificates of participation in pools of residential mortgages | $4,103,250,000 | 7 |
| Issued or guaranteed by U.S. | $4,103,250,000 | 5 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,951,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $3,951,000 | 285 |
| 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) | $2,210,496,000 | 14 |
| Available-for-sale securities (fair market value) | $3,869,905,000 | 23 |
| Total debt securities | $5,981,658,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $345,978,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $286,778,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $277,734,000 | 13 |
| 1995-12-31 | Rank | |
| Total securities | $5,191,177,000 | 24 |
| U.S. Government securities | $5,025,031,000 | 15 |
| U.S. Treasury securities | $163,249,000 | 180 |
| U.S. Government agency obligations | $4,861,782,000 | 11 |
| Securities issued by states & political subdivisions | $59,791,000 | 160 |
| Other domestic debt securities | $7,461,000 | 840 |
| Privately issued residential mortgage-backed securities | $7,454,000 | 333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000 | 3,877 |
| Foreign debt securities | $36,099,000 | 36 |
| Equity securities | $62,795,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,350,257,000 | 10 |
| Mortgage-backed securities | $3,915,426,000 | 16 |
| Certificates of participation in pools of residential mortgages | $3,907,972,000 | 10 |
| Issued or guaranteed by U.S. | $3,907,972,000 | 8 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $7,454,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $7,454,000 | 221 |
| 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) | $2,325,406,000 | 16 |
| Available-for-sale securities (fair market value) | $2,865,771,000 | 40 |
| Total debt securities | $5,128,382,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $296,084,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $252,574,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $225,341,000 | 15 |
| 1994-12-31 | Rank | |
| Total securities | $4,468,357,000 | 26 |
| U.S. Government securities | $4,313,320,000 | 19 |
| U.S. Treasury securities | $308,293,000 | 130 |
| U.S. Government agency obligations | $4,005,027,000 | 13 |
| Securities issued by states & political subdivisions | $65,974,000 | 157 |
| Other domestic debt securities | $10,983,000 | 702 |
| Privately issued residential mortgage-backed securities | $10,147,000 | 302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $836,000 | 2,391 |
| Foreign debt securities | $29,776,000 | 39 |
| Equity securities | $48,304,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,277,124,000 | 8 |
| Mortgage-backed securities | $3,436,624,000 | 18 |
| Certificates of participation in pools of residential mortgages | $3,426,477,000 | 9 |
| Issued or guaranteed by U.S. | $3,426,477,000 | 8 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $10,147,000 | 1,463 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $10,147,000 | 200 |
| 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) | $3,025,877,000 | 26 |
| Available-for-sale securities (fair market value) | $1,442,480,000 | 53 |
| Total debt securities | $4,420,053,000 | 26 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $223,929,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $158,513,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $147,218,000 | 17 |
| 1993-12-31 | Rank | |
| Total securities | $4,196,820,000 | 30 |
| U.S. Government securities | $4,070,135,000 | 18 |
| U.S. Treasury securities | $211,403,000 | 202 |
| U.S. Government agency obligations | $3,858,732,000 | 12 |
| Securities issued by states & political subdivisions | $1,416,000 | 6,148 |
| Other domestic debt securities | $32,926,000 | 400 |
| Privately issued residential mortgage-backed securities | $31,897,000 | 197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,029,000 | 2,494 |
| Foreign debt securities | $41,288,000 | 30 |
| Equity securities | $51,055,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,601,343,000 | 8 |
| Mortgage-backed securities | $2,362,963,000 | 30 |
| Certificates of participation in pools of residential mortgages | $2,260,895,000 | 21 |
| Issued or guaranteed by U.S. | $2,260,895,000 | 17 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $102,068,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $70,171,000 | 366 |
| Privately issued | $31,897,000 | 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,145,765,000 | 30 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $116,144,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $5,880,235,000 | 13 |
| U.S. Government securities | $5,280,179,000 | 10 |
| U.S. Treasury securities | $1,334,219,000 | 28 |
| U.S. Government agency obligations | $3,945,960,000 | 9 |
| Securities issued by states & political subdivisions | $718,000 | 7,172 |
| Other domestic debt securities | $428,830,000 | 44 |
| Privately issued residential mortgage-backed securities | $353,404,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,426,000 | 119 |
| Foreign debt securities | $120,263,000 | 20 |
| Equity securities | $50,245,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,196,200,000 | 7 |
| Mortgage-backed securities | $4,269,194,000 | 11 |
| Certificates of participation in pools of residential mortgages | $3,853,189,000 | 8 |
| Issued or guaranteed by U.S. | $3,668,563,000 | 6 |
| Privately issued | $184,626,000 | 39 |
| Collaterized mortgage obligations | $416,005,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $247,227,000 | 137 |
| Privately issued | $168,778,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,823,660,000 | 13 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $106,307,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |