Home > City National Bank > Securities
City National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $19,117,027,000 | 32 |
| U.S. Government securities | $16,756,754,000 | 29 |
| U.S. Treasury securities | $10,812,373,000 | 18 |
| U.S. Government agency obligations | $5,944,381,000 | 49 |
| Securities issued by states & political subdivisions | $348,386,000 | 106 |
| 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 | $1,805,271,000 | 11 |
| 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 | $13,034,996,000 | 25 |
| Mortgage-backed securities | $3,798,078,000 | 64 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $243,410,000 | 251 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,584,565,000 | 47 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $307,563,000 | 58 |
| Other commercial mortgage-backed securities | $1,662,540,000 | 26 |
| Held to maturity securities (book value) | $8,850,163,000 | 23 |
| Available-for-sale securities (fair market value) | $10,060,248,000 | 36 |
| Total debt securities | $18,910,410,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $404,768,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $17,092,116,000 | 33 |
| U.S. Government securities | $14,791,819,000 | 32 |
| U.S. Treasury securities | $8,764,724,000 | 20 |
| U.S. Government agency obligations | $6,027,095,000 | 49 |
| Securities issued by states & political subdivisions | $362,107,000 | 102 |
| 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 | $1,808,869,000 | 10 |
| 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 | $10,128,931,000 | 28 |
| Mortgage-backed securities | $3,897,370,000 | 66 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $245,560,000 | 250 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,625,772,000 | 47 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $341,614,000 | 55 |
| Other commercial mortgage-backed securities | $1,684,424,000 | 26 |
| Held to maturity securities (book value) | $8,961,196,000 | 23 |
| Available-for-sale securities (fair market value) | $8,001,599,000 | 45 |
| Total debt securities | $16,962,794,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $372,318,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $20,883,136,000 | 32 |
| U.S. Government securities | $18,538,228,000 | 30 |
| U.S. Treasury securities | $660,656,000 | 62 |
| U.S. Government agency obligations | $17,877,572,000 | 29 |
| Securities issued by states & political subdivisions | $376,656,000 | 103 |
| 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 | $1,807,294,000 | 9 |
| 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 | $11,830,668,000 | 25 |
| Mortgage-backed securities | $15,744,535,000 | 27 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $259,269,000 | 242 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,365,312,000 | 8 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $342,476,000 | 54 |
| Other commercial mortgage-backed securities | $1,777,478,000 | 24 |
| Held to maturity securities (book value) | $4,714,376,000 | 30 |
| Available-for-sale securities (fair market value) | $16,007,802,000 | 32 |
| Total debt securities | $20,722,179,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $414,830,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $21,859,773,000 | 32 |
| U.S. Government securities | $19,473,350,000 | 30 |
| U.S. Treasury securities | $666,339,000 | 64 |
| U.S. Government agency obligations | $18,807,011,000 | 27 |
| Securities issued by states & political subdivisions | $390,991,000 | 107 |
| 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 | $1,805,082,000 | 9 |
| 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 | $12,690,486,000 | 24 |
| Mortgage-backed securities | $16,654,525,000 | 27 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $271,708,000 | 247 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,173,243,000 | 8 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $343,322,000 | 60 |
| Other commercial mortgage-backed securities | $1,866,252,000 | 26 |
| Held to maturity securities (book value) | $4,881,397,000 | 33 |
| Available-for-sale securities (fair market value) | $16,788,026,000 | 31 |
| Total debt securities | $21,669,423,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $406,703,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $22,028,090,000 | 33 |
| U.S. Government securities | $19,660,842,000 | 33 |
| U.S. Treasury securities | $658,657,000 | 74 |
| U.S. Government agency obligations | $19,002,185,000 | 29 |
| Securities issued by states & political subdivisions | $416,526,000 | 103 |
| 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 | $1,801,692,000 | 10 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,041,669,000 | 28 |
| Mortgage-backed securities | $16,848,262,000 | 29 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $278,934,000 | 251 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,315,851,000 | 8 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $344,464,000 | 61 |
| Other commercial mortgage-backed securities | $1,909,013,000 | 27 |
| Held to maturity securities (book value) | $5,014,911,000 | 35 |
| Available-for-sale securities (fair market value) | $16,864,149,000 | 34 |
| Total debt securities | $21,879,057,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $395,213,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $22,786,942,000 | 34 |
| U.S. Government securities | $20,457,245,000 | 32 |
| U.S. Treasury securities | $655,763,000 | 76 |
| U.S. Government agency obligations | $19,801,482,000 | 29 |
| Securities issued by states & political subdivisions | $428,464,000 | 101 |
| 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 | $1,800,472,000 | 9 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,373,288,000 | 35 |
| Mortgage-backed securities | $17,629,601,000 | 29 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $290,323,000 | 247 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,056,854,000 | 7 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $353,212,000 | 60 |
| Other commercial mortgage-backed securities | $1,929,212,000 | 28 |
| Held to maturity securities (book value) | $5,137,210,000 | 33 |
| Available-for-sale securities (fair market value) | $17,548,971,000 | 34 |
| Total debt securities | $22,686,180,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $436,159,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $807,332,000 | 22 |
| 2022-06-30 | Rank | |
| Total securities | $24,586,779,000 | 33 |
| U.S. Government securities | $22,247,217,000 | 31 |
| U.S. Treasury securities | $672,461,000 | 72 |
| U.S. Government agency obligations | $21,574,756,000 | 29 |
| Securities issued by states & political subdivisions | $447,954,000 | 102 |
| 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 | $1,808,766,000 | 10 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,311,350,000 | 44 |
| Mortgage-backed securities | $19,330,496,000 | 29 |
| Certificates of participation in pools of residential mortgages | $314,998,000 | 242 |
| Issued or guaranteed by U.S. | $314,998,000 | 241 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $16,648,058,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $16,648,058,000 | 6 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,367,440,000 | 36 |
| Commercial mortgage pass-through securities | $394,176,000 | 57 |
| Other commercial mortgage-backed securities | $1,973,264,000 | 30 |
| Held to maturity securities (book value) | $5,354,682,000 | 30 |
| Available-for-sale securities (fair market value) | $19,149,255,000 | 33 |
| Total debt securities | $24,503,936,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $359,864,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $498,369,000 | 22 |
| 2022-03-31 | Rank | |
| Total securities | $26,695,843,000 | 29 |
| U.S. Government securities | $24,316,596,000 | 29 |
| U.S. Treasury securities | $679,553,000 | 69 |
| U.S. Government agency obligations | $23,637,043,000 | 26 |
| Securities issued by states & political subdivisions | $473,883,000 | 97 |
| 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 | $1,815,327,000 | 10 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,273,718,000 | 51 |
| Mortgage-backed securities | $21,338,744,000 | 28 |
| Certificates of participation in pools of residential mortgages | $336,794,000 | 239 |
| Issued or guaranteed by U.S. | $336,794,000 | 239 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $18,545,379,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $18,545,379,000 | 4 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,456,571,000 | 38 |
| Commercial mortgage pass-through securities | $430,964,000 | 54 |
| Other commercial mortgage-backed securities | $2,025,607,000 | 33 |
| Held to maturity securities (book value) | $5,608,324,000 | 26 |
| Available-for-sale securities (fair market value) | $20,997,482,000 | 31 |
| Total debt securities | $26,605,804,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $420,032,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $264,803,000 | 26 |
| 2021-12-31 | Rank | |
| Total securities | $27,246,852,000 | 29 |
| U.S. Government securities | $25,279,412,000 | 28 |
| U.S. Treasury securities | $709,012,000 | 57 |
| U.S. Government agency obligations | $24,570,400,000 | 25 |
| Securities issued by states & political subdivisions | $528,443,000 | 89 |
| 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 | $1,323,501,000 | 10 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,282,860,000 | 49 |
| Mortgage-backed securities | $22,161,078,000 | 27 |
| Certificates of participation in pools of residential mortgages | $85,868,000 | 657 |
| Issued or guaranteed by U.S. | $85,868,000 | 645 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $19,757,963,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $19,757,963,000 | 4 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,317,247,000 | 39 |
| Commercial mortgage pass-through securities | $466,217,000 | 48 |
| Other commercial mortgage-backed securities | $1,851,030,000 | 34 |
| Held to maturity securities (book value) | $5,713,819,000 | 19 |
| Available-for-sale securities (fair market value) | $21,417,537,000 | 31 |
| Total debt securities | $27,131,354,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $584,072,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $79,448,000 | 28 |
| 2021-09-30 | Rank | |
| Total securities | $22,507,768,000 | 33 |
| U.S. Government securities | $21,061,124,000 | 32 |
| U.S. Treasury securities | $402,534,000 | 62 |
| U.S. Government agency obligations | $20,658,590,000 | 27 |
| Securities issued by states & political subdivisions | $555,684,000 | 78 |
| 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 | $823,168,000 | 12 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,201,200,000 | 55 |
| Mortgage-backed securities | $18,194,531,000 | 28 |
| Certificates of participation in pools of residential mortgages | $96,478,000 | 571 |
| Issued or guaranteed by U.S. | $96,478,000 | 563 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $16,366,048,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $16,366,048,000 | 8 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,732,005,000 | 44 |
| Commercial mortgage pass-through securities | $480,297,000 | 42 |
| Other commercial mortgage-backed securities | $1,251,708,000 | 43 |
| Held to maturity securities (book value) | $5,411,439,000 | 21 |
| Available-for-sale securities (fair market value) | $17,028,537,000 | 33 |
| Total debt securities | $22,439,976,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $807,743,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $67,811,000 | 36 |
| 2021-06-30 | Rank | |
| Total securities | $18,354,781,000 | 34 |
| U.S. Government securities | $17,307,809,000 | 33 |
| U.S. Treasury securities | $100,000 | 1,902 |
| U.S. Government agency obligations | $17,307,709,000 | 28 |
| Securities issued by states & political subdivisions | $570,499,000 | 71 |
| 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 | $422,398,000 | 16 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,228,045,000 | 50 |
| Mortgage-backed securities | $15,302,924,000 | 30 |
| Certificates of participation in pools of residential mortgages | $108,436,000 | 502 |
| Issued or guaranteed by U.S. | $108,436,000 | 495 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $13,626,327,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $13,626,327,000 | 9 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,568,161,000 | 48 |
| Commercial mortgage pass-through securities | $429,590,000 | 40 |
| Other commercial mortgage-backed securities | $1,138,571,000 | 44 |
| Held to maturity securities (book value) | $5,458,279,000 | 20 |
| Available-for-sale securities (fair market value) | $12,842,427,000 | 38 |
| Total debt securities | $18,300,705,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $876,617,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $70,285,000 | 37 |
| 2021-03-31 | Rank | |
| Total securities | $17,987,898,000 | 33 |
| U.S. Government securities | $17,267,989,000 | 32 |
| U.S. Treasury securities | $100,000 | 1,619 |
| U.S. Government agency obligations | $17,267,889,000 | 28 |
| Securities issued by states & political subdivisions | $598,462,000 | 64 |
| 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 | $98,039,000 | 25 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,276,854,000 | 47 |
| Mortgage-backed securities | $15,931,967,000 | 28 |
| Certificates of participation in pools of residential mortgages | $125,754,000 | 414 |
| Issued or guaranteed by U.S. | $125,754,000 | 407 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $14,190,998,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $14,190,998,000 | 9 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,615,215,000 | 44 |
| Commercial mortgage pass-through securities | $431,736,000 | 41 |
| Other commercial mortgage-backed securities | $1,183,479,000 | 40 |
| Held to maturity securities (book value) | $5,714,610,000 | 19 |
| Available-for-sale securities (fair market value) | $12,249,880,000 | 38 |
| Total debt securities | $17,964,490,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $815,916,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $101,645,000 | 33 |
| 2020-12-31 | Rank | |
| Total securities | $16,464,757,000 | 34 |
| U.S. Government securities | $15,726,407,000 | 34 |
| U.S. Treasury securities | $100,000 | 1,183 |
| U.S. Government agency obligations | $15,726,307,000 | 30 |
| Securities issued by states & political subdivisions | $625,274,000 | 58 |
| Other domestic debt securities | $65,615,000 | 252 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $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 | $3,105,603,000 | 49 |
| Mortgage-backed securities | $14,410,651,000 | 30 |
| Certificates of participation in pools of residential mortgages | $143,622,000 | 341 |
| Issued or guaranteed by U.S. | $143,622,000 | 339 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $13,022,276,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $13,022,276,000 | 9 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,244,753,000 | 52 |
| Commercial mortgage pass-through securities | $351,401,000 | 43 |
| Other commercial mortgage-backed securities | $893,352,000 | 46 |
| Held to maturity securities (book value) | $5,411,791,000 | 19 |
| Available-for-sale securities (fair market value) | $11,005,505,000 | 41 |
| Total debt securities | $16,417,294,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $1,024,711,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $49,289,000 | 56 |
| 2020-09-30 | Rank | |
| Total securities | $15,070,741,000 | 39 |
| U.S. Government securities | $14,396,245,000 | 37 |
| U.S. Treasury securities | $100,000 | 1,200 |
| U.S. Government agency obligations | $14,396,145,000 | 30 |
| Securities issued by states & political subdivisions | $634,591,000 | 52 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $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 | $2,780,491,000 | 52 |
| Mortgage-backed securities | $13,444,245,000 | 30 |
| Certificates of participation in pools of residential mortgages | $164,530,000 | 291 |
| Issued or guaranteed by U.S. | $164,530,000 | 289 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,266,442,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $12,266,442,000 | 10 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,013,273,000 | 57 |
| Commercial mortgage pass-through securities | $363,395,000 | 41 |
| Other commercial mortgage-backed securities | $649,878,000 | 56 |
| Held to maturity securities (book value) | $4,243,039,000 | 21 |
| Available-for-sale securities (fair market value) | $10,787,797,000 | 41 |
| Total debt securities | $15,030,836,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $950,156,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $42,531,000 | 59 |
| 2020-06-30 | Rank | |
| Total securities | $14,048,062,000 | 39 |
| U.S. Government securities | $13,328,710,000 | 37 |
| U.S. Treasury securities | $100,428,000 | 100 |
| U.S. Government agency obligations | $13,228,282,000 | 30 |
| Securities issued by states & political subdivisions | $670,543,000 | 48 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $2,494,206,000 | 55 |
| Mortgage-backed securities | $12,374,574,000 | 32 |
| Certificates of participation in pools of residential mortgages | $183,584,000 | 265 |
| Issued or guaranteed by U.S. | $183,584,000 | 263 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,204,202,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $11,204,202,000 | 10 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $986,788,000 | 51 |
| Commercial mortgage pass-through securities | $365,072,000 | 41 |
| Other commercial mortgage-backed securities | $621,716,000 | 54 |
| Held to maturity securities (book value) | $3,457,225,000 | 23 |
| Available-for-sale securities (fair market value) | $10,542,028,000 | 39 |
| Total debt securities | $13,999,252,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $968,242,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $49,155,000 | 56 |
| 2020-03-31 | Rank | |
| Total securities | $15,395,849,000 | 31 |
| U.S. Government securities | $13,043,808,000 | 34 |
| U.S. Treasury securities | $100,931,000 | 92 |
| U.S. Government agency obligations | $12,942,877,000 | 31 |
| Securities issued by states & political subdivisions | $2,312,597,000 | 15 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $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 | $2,114,017,000 | 63 |
| Mortgage-backed securities | $12,099,121,000 | 32 |
| Certificates of participation in pools of residential mortgages | $200,280,000 | 247 |
| Issued or guaranteed by U.S. | $200,280,000 | 243 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $10,840,572,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $10,840,572,000 | 10 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,058,269,000 | 49 |
| Commercial mortgage pass-through securities | $397,743,000 | 39 |
| Other commercial mortgage-backed securities | $660,526,000 | 51 |
| Held to maturity securities (book value) | $3,618,241,000 | 23 |
| Available-for-sale securities (fair market value) | $11,738,164,000 | 34 |
| Total debt securities | $15,356,403,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $1,065,528,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $56,381,000 | 56 |
| 2019-12-31 | Rank | |
| Total securities | $13,640,864,000 | 35 |
| U.S. Government securities | $12,836,334,000 | 33 |
| U.S. Treasury securities | $100,404,000 | 96 |
| U.S. Government agency obligations | $12,735,930,000 | 30 |
| Securities issued by states & political subdivisions | $740,945,000 | 39 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $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 | $1,567,925,000 | 68 |
| Mortgage-backed securities | $11,904,047,000 | 30 |
| Certificates of participation in pools of residential mortgages | $214,327,000 | 232 |
| Issued or guaranteed by U.S. | $214,327,000 | 228 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $10,596,228,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $10,596,228,000 | 8 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,093,492,000 | 46 |
| Commercial mortgage pass-through securities | $411,377,000 | 37 |
| Other commercial mortgage-backed securities | $682,115,000 | 47 |
| Held to maturity securities (book value) | $3,746,686,000 | 27 |
| Available-for-sale securities (fair market value) | $9,830,593,000 | 36 |
| Total debt securities | $13,577,279,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $708,382,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,922,000 | 55 |
| 2019-09-30 | Rank | |
| Total securities | $12,272,963,000 | 39 |
| U.S. Government securities | $11,470,322,000 | 36 |
| U.S. Treasury securities | $100,346,000 | 103 |
| U.S. Government agency obligations | $11,369,976,000 | 32 |
| Securities issued by states & political subdivisions | $764,648,000 | 37 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $1,426,176,000 | 77 |
| Mortgage-backed securities | $10,581,367,000 | 33 |
| Certificates of participation in pools of residential mortgages | $231,430,000 | 202 |
| Issued or guaranteed by U.S. | $231,430,000 | 201 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,208,537,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $9,208,537,000 | 10 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,141,400,000 | 43 |
| Commercial mortgage pass-through securities | $429,758,000 | 35 |
| Other commercial mortgage-backed securities | $711,642,000 | 44 |
| Held to maturity securities (book value) | $3,849,925,000 | 28 |
| Available-for-sale securities (fair market value) | $8,385,045,000 | 39 |
| Total debt securities | $12,234,969,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $739,428,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $28,338,000 | 56 |
| 2019-06-30 | Rank | |
| Total securities | $12,247,468,000 | 38 |
| U.S. Government securities | $11,420,595,000 | 36 |
| U.S. Treasury securities | $100,333,000 | 94 |
| U.S. Government agency obligations | $11,320,262,000 | 31 |
| Securities issued by states & political subdivisions | $784,470,000 | 36 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $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 | $1,430,869,000 | 79 |
| Mortgage-backed securities | $10,521,136,000 | 33 |
| Certificates of participation in pools of residential mortgages | $251,546,000 | 193 |
| Issued or guaranteed by U.S. | $251,546,000 | 193 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $9,143,211,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $9,143,211,000 | 11 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,126,379,000 | 40 |
| Commercial mortgage pass-through securities | $397,603,000 | 32 |
| Other commercial mortgage-backed securities | $728,776,000 | 40 |
| Held to maturity securities (book value) | $3,931,526,000 | 28 |
| Available-for-sale securities (fair market value) | $8,273,539,000 | 38 |
| Total debt securities | $12,205,064,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $278,479,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,192,000 | 60 |
| 2019-03-31 | Rank | |
| Total securities | $12,040,874,000 | 40 |
| U.S. Government securities | $11,126,345,000 | 38 |
| U.S. Treasury securities | $99,771,000 | 100 |
| U.S. Government agency obligations | $11,026,574,000 | 32 |
| Securities issued by states & political subdivisions | $816,508,000 | 37 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $1,446,283,000 | 74 |
| Mortgage-backed securities | $10,221,785,000 | 32 |
| Certificates of participation in pools of residential mortgages | $304,349,000 | 168 |
| Issued or guaranteed by U.S. | $304,349,000 | 168 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,853,299,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,853,299,000 | 12 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,064,137,000 | 41 |
| Commercial mortgage pass-through securities | $325,617,000 | 38 |
| Other commercial mortgage-backed securities | $738,520,000 | 41 |
| Held to maturity securities (book value) | $3,990,437,000 | 29 |
| Available-for-sale securities (fair market value) | $7,952,416,000 | 41 |
| Total debt securities | $11,942,852,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $123,233,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $26,001,000 | 49 |
| 2018-12-31 | Rank | |
| Total securities | $9,934,276,000 | 41 |
| U.S. Government securities | $9,080,069,000 | 40 |
| U.S. Treasury securities | $99,336,000 | 101 |
| U.S. Government agency obligations | $8,980,733,000 | 37 |
| Securities issued by states & political subdivisions | $825,720,000 | 38 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $1,403,968,000 | 77 |
| Mortgage-backed securities | $8,148,114,000 | 38 |
| Certificates of participation in pools of residential mortgages | $183,511,000 | 242 |
| Issued or guaranteed by U.S. | $183,511,000 | 241 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,790,379,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,790,379,000 | 18 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,174,224,000 | 38 |
| Commercial mortgage pass-through securities | $405,741,000 | 30 |
| Other commercial mortgage-backed securities | $768,483,000 | 36 |
| Held to maturity securities (book value) | $4,158,635,000 | 27 |
| Available-for-sale securities (fair market value) | $5,747,154,000 | 48 |
| Total debt securities | $9,905,789,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $85,092,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $53,522,000 | 33 |
| 2018-09-30 | Rank | |
| Total securities | $10,576,648,000 | 41 |
| U.S. Government securities | $9,687,592,000 | 39 |
| U.S. Treasury securities | $298,480,000 | 63 |
| U.S. Government agency obligations | $9,389,112,000 | 34 |
| Securities issued by states & political subdivisions | $879,435,000 | 36 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $9,621,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,465,715,000 | 73 |
| Mortgage-backed securities | $8,534,432,000 | 37 |
| Certificates of participation in pools of residential mortgages | $189,402,000 | 236 |
| Issued or guaranteed by U.S. | $189,402,000 | 234 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,080,475,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,080,475,000 | 16 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,264,555,000 | 36 |
| Commercial mortgage pass-through securities | $465,992,000 | 26 |
| Other commercial mortgage-backed securities | $798,563,000 | 35 |
| Held to maturity securities (book value) | $4,329,603,000 | 27 |
| Available-for-sale securities (fair market value) | $6,247,045,000 | 45 |
| Total debt securities | $10,567,030,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $94,727,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $100,480,000 | 28 |
| 2018-06-30 | Rank | |
| Total securities | $11,139,529,000 | 37 |
| U.S. Government securities | $10,142,717,000 | 35 |
| U.S. Treasury securities | $374,309,000 | 56 |
| U.S. Government agency obligations | $9,768,408,000 | 34 |
| Securities issued by states & political subdivisions | $987,102,000 | 35 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $9,710,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,473,007,000 | 75 |
| Mortgage-backed securities | $8,839,744,000 | 36 |
| Certificates of participation in pools of residential mortgages | $195,181,000 | 235 |
| Issued or guaranteed by U.S. | $195,181,000 | 233 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $7,316,130,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,316,130,000 | 16 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,328,433,000 | 35 |
| Commercial mortgage pass-through securities | $477,658,000 | 25 |
| Other commercial mortgage-backed securities | $850,775,000 | 35 |
| Held to maturity securities (book value) | $4,472,002,000 | 26 |
| Available-for-sale securities (fair market value) | $6,667,527,000 | 43 |
| Total debt securities | $11,129,819,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $231,562,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $88,078,000 | 29 |
| 2018-03-31 | Rank | |
| Total securities | $11,999,330,000 | 36 |
| U.S. Government securities | $10,866,442,000 | 35 |
| U.S. Treasury securities | $523,750,000 | 47 |
| U.S. Government agency obligations | $10,342,692,000 | 32 |
| Securities issued by states & political subdivisions | $1,117,680,000 | 30 |
| Other domestic debt securities | $5,420,000 | 788 |
| Privately issued residential mortgage-backed securities | $5,420,000 | 149 |
| 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 | $9,788,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,494,094,000 | 71 |
| Mortgage-backed securities | $9,397,845,000 | 34 |
| Certificates of participation in pools of residential mortgages | $204,015,000 | 240 |
| Issued or guaranteed by U.S. | $204,015,000 | 237 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,816,373,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,810,953,000 | 13 |
| Privately issued | $5,420,000 | 142 |
| Commercial mortgage-backed securities | $1,377,457,000 | 33 |
| Commercial mortgage pass-through securities | $489,434,000 | 24 |
| Other commercial mortgage-backed securities | $888,023,000 | 32 |
| Held to maturity securities (book value) | $4,586,773,000 | 24 |
| Available-for-sale securities (fair market value) | $7,412,557,000 | 40 |
| Total debt securities | $11,989,542,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $135,344,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $31,118,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $73,000,000 | 30 |
| 2017-12-31 | Rank | |
| Total securities | $12,805,240,000 | 34 |
| U.S. Government securities | $11,647,196,000 | 35 |
| U.S. Treasury securities | $723,814,000 | 39 |
| U.S. Government agency obligations | $10,923,382,000 | 32 |
| Securities issued by states & political subdivisions | $1,140,278,000 | 29 |
| Other domestic debt securities | $7,777,000 | 662 |
| Privately issued residential mortgage-backed securities | $5,757,000 | 152 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $2,020,000 | 943 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $9,989,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,495,645,000 | 72 |
| Mortgage-backed securities | $9,954,877,000 | 32 |
| Certificates of participation in pools of residential mortgages | $212,452,000 | 225 |
| Issued or guaranteed by U.S. | $212,452,000 | 223 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $8,331,081,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,325,324,000 | 12 |
| Privately issued | $5,757,000 | 145 |
| Commercial mortgage-backed securities | $1,411,344,000 | 33 |
| Commercial mortgage pass-through securities | $501,533,000 | 24 |
| Other commercial mortgage-backed securities | $909,811,000 | 32 |
| Held to maturity securities (book value) | $4,704,605,000 | 25 |
| Available-for-sale securities (fair market value) | $8,100,635,000 | 39 |
| Total debt securities | $12,795,253,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $112,594,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $44,451,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $38,139,000 | 35 |
| 2017-09-30 | Rank | |
| Total securities | $13,276,361,000 | 33 |
| U.S. Government securities | $12,083,833,000 | 33 |
| U.S. Treasury securities | $724,987,000 | 39 |
| U.S. Government agency obligations | $11,358,846,000 | 32 |
| Securities issued by states & political subdivisions | $1,174,409,000 | 28 |
| Other domestic debt securities | $8,052,000 | 654 |
| Privately issued residential mortgage-backed securities | $6,009,000 | 147 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,043,000 | 961 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $10,067,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,444,820,000 | 72 |
| Mortgage-backed securities | $10,367,979,000 | 31 |
| Certificates of participation in pools of residential mortgages | $220,657,000 | 217 |
| Issued or guaranteed by U.S. | $220,657,000 | 216 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $8,703,769,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,697,760,000 | 11 |
| Privately issued | $6,009,000 | 141 |
| Commercial mortgage-backed securities | $1,443,553,000 | 31 |
| Commercial mortgage pass-through securities | $503,891,000 | 21 |
| Other commercial mortgage-backed securities | $939,662,000 | 31 |
| Held to maturity securities (book value) | $4,826,968,000 | 25 |
| Available-for-sale securities (fair market value) | $8,449,393,000 | 37 |
| Total debt securities | $13,266,294,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $119,127,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $57,260,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $57,777,000 | 27 |
| 2017-06-30 | Rank | |
| Total securities | $12,800,535,000 | 33 |
| U.S. Government securities | $11,507,194,000 | 35 |
| U.S. Treasury securities | $725,085,000 | 38 |
| U.S. Government agency obligations | $10,782,109,000 | 32 |
| Securities issued by states & political subdivisions | $1,240,371,000 | 25 |
| Other domestic debt securities | $18,418,000 | 420 |
| Privately issued residential mortgage-backed securities | $6,289,000 | 150 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $12,129,000 | 387 |
| Foreign debt securities | $24,496,000 | 43 |
| Equity securities | $10,056,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,458,152,000 | 72 |
| Mortgage-backed securities | $9,748,178,000 | 31 |
| Certificates of participation in pools of residential mortgages | $228,507,000 | 216 |
| Issued or guaranteed by U.S. | $228,507,000 | 214 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,023,618,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,017,329,000 | 13 |
| Privately issued | $6,289,000 | 143 |
| Commercial mortgage-backed securities | $1,496,053,000 | 30 |
| Commercial mortgage pass-through securities | $541,097,000 | 19 |
| Other commercial mortgage-backed securities | $954,956,000 | 31 |
| Held to maturity securities (book value) | $4,988,712,000 | 25 |
| Available-for-sale securities (fair market value) | $7,811,823,000 | 39 |
| Total debt securities | $12,790,479,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $92,087,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $57,444,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $56,412,000 | 30 |
| 2017-03-31 | Rank | |
| Total securities | $13,406,095,000 | 33 |
| U.S. Government securities | $12,074,161,000 | 32 |
| U.S. Treasury securities | $826,343,000 | 38 |
| U.S. Government agency obligations | $11,247,818,000 | 30 |
| Securities issued by states & political subdivisions | $1,262,806,000 | 25 |
| Other domestic debt securities | $34,592,000 | 281 |
| Privately issued residential mortgage-backed securities | $14,674,000 | 101 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $19,918,000 | 283 |
| Foreign debt securities | $24,491,000 | 44 |
| Equity securities | $10,045,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,483,031,000 | 71 |
| Mortgage-backed securities | $10,203,830,000 | 30 |
| Certificates of participation in pools of residential mortgages | $237,172,000 | 212 |
| Issued or guaranteed by U.S. | $237,172,000 | 210 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,446,608,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,431,934,000 | 13 |
| Privately issued | $14,674,000 | 97 |
| Commercial mortgage-backed securities | $1,520,050,000 | 30 |
| Commercial mortgage pass-through securities | $543,512,000 | 19 |
| Other commercial mortgage-backed securities | $976,538,000 | 31 |
| Held to maturity securities (book value) | $5,009,013,000 | 25 |
| Available-for-sale securities (fair market value) | $8,397,082,000 | 39 |
| Total debt securities | $13,396,050,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $134,550,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $43,809,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $41,377,000 | 34 |
| 2016-12-31 | Rank | |
| Total securities | $14,274,093,000 | 31 |
| U.S. Government securities | $12,888,131,000 | 30 |
| U.S. Treasury securities | $1,027,258,000 | 36 |
| U.S. Government agency obligations | $11,860,873,000 | 30 |
| Securities issued by states & political subdivisions | $1,286,111,000 | 23 |
| Other domestic debt securities | $40,335,000 | 250 |
| Privately issued residential mortgage-backed securities | $15,239,000 | 104 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $25,096,000 | 229 |
| Foreign debt securities | $59,516,000 | 31 |
| 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 | $1,518,518,000 | 66 |
| Mortgage-backed securities | $10,794,652,000 | 29 |
| Certificates of participation in pools of residential mortgages | $244,759,000 | 204 |
| Issued or guaranteed by U.S. | $244,759,000 | 203 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,005,172,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,989,933,000 | 12 |
| Privately issued | $15,239,000 | 99 |
| Commercial mortgage-backed securities | $1,544,721,000 | 29 |
| Commercial mortgage pass-through securities | $545,984,000 | 18 |
| Other commercial mortgage-backed securities | $998,737,000 | 31 |
| Held to maturity securities (book value) | $5,140,995,000 | 25 |
| Available-for-sale securities (fair market value) | $9,133,098,000 | 38 |
| Total debt securities | $14,274,093,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $111,930,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $52,542,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $52,064,000 | 33 |
| 2016-09-30 | Rank | |
| Total securities | $14,033,232,000 | 30 |
| U.S. Government securities | $11,669,680,000 | 32 |
| U.S. Treasury securities | $979,029,000 | 32 |
| U.S. Government agency obligations | $10,690,651,000 | 30 |
| Securities issued by states & political subdivisions | $1,215,613,000 | 23 |
| Other domestic debt securities | $41,737,000 | 249 |
| Privately issued residential mortgage-backed securities | $16,497,000 | 101 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $25,240,000 | 224 |
| Foreign debt securities | $1,106,202,000 | 10 |
| 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 | $1,512,857,000 | 68 |
| Mortgage-backed securities | $9,639,253,000 | 31 |
| Certificates of participation in pools of residential mortgages | $57,868,000 | 694 |
| Issued or guaranteed by U.S. | $57,868,000 | 694 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,008,486,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,991,989,000 | 14 |
| Privately issued | $16,497,000 | 98 |
| Commercial mortgage-backed securities | $1,572,899,000 | 27 |
| Commercial mortgage pass-through securities | $548,380,000 | 17 |
| Other commercial mortgage-backed securities | $1,024,519,000 | 29 |
| Held to maturity securities (book value) | $4,767,544,000 | 25 |
| Available-for-sale securities (fair market value) | $9,265,688,000 | 38 |
| Total debt securities | $14,033,232,000 | 30 |
| Structured notes | ||
| Amortized cost | $39,550,000 | 34 |
| Fair value | $39,552,000 | 34 |
| Trading account assets | $176,569,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $130,795,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $135,980,000 | 26 |
| 2016-06-30 | Rank | |
| Total securities | $11,856,622,000 | 35 |
| U.S. Government securities | $9,577,286,000 | 33 |
| U.S. Treasury securities | $897,725,000 | 33 |
| U.S. Government agency obligations | $8,679,561,000 | 34 |
| Securities issued by states & political subdivisions | $1,090,751,000 | 29 |
| Other domestic debt securities | $55,797,000 | 202 |
| Privately issued residential mortgage-backed securities | $17,306,000 | 105 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $38,491,000 | 170 |
| Foreign debt securities | $1,132,788,000 | 10 |
| 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 | $1,338,511,000 | 74 |
| Mortgage-backed securities | $7,793,541,000 | 38 |
| Certificates of participation in pools of residential mortgages | $62,236,000 | 648 |
| Issued or guaranteed by U.S. | $62,236,000 | 646 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,102,324,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $6,085,018,000 | 20 |
| Privately issued | $17,306,000 | 97 |
| Commercial mortgage-backed securities | $1,628,981,000 | 27 |
| Commercial mortgage pass-through securities | $559,531,000 | 16 |
| Other commercial mortgage-backed securities | $1,069,450,000 | 27 |
| Held to maturity securities (book value) | $4,254,795,000 | 26 |
| Available-for-sale securities (fair market value) | $7,601,827,000 | 39 |
| Total debt securities | $11,856,622,000 | 35 |
| Structured notes | ||
| Amortized cost | $39,550,000 | 38 |
| Fair value | $39,686,000 | 38 |
| Trading account assets | $273,360,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $147,476,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $156,589,000 | 24 |
| 2016-03-31 | Rank | |
| Total securities | $10,111,101,000 | 38 |
| U.S. Government securities | $8,010,039,000 | 36 |
| U.S. Treasury securities | $829,190,000 | 34 |
| U.S. Government agency obligations | $7,180,849,000 | 39 |
| Securities issued by states & political subdivisions | $1,052,999,000 | 28 |
| Other domestic debt securities | $67,082,000 | 172 |
| Privately issued residential mortgage-backed securities | $18,370,000 | 104 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $48,712,000 | 140 |
| Foreign debt securities | $980,981,000 | 10 |
| 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 | $1,253,461,000 | 82 |
| Mortgage-backed securities | $6,373,113,000 | 39 |
| Certificates of participation in pools of residential mortgages | $65,504,000 | 628 |
| Issued or guaranteed by U.S. | $65,504,000 | 628 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,650,802,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,632,432,000 | 23 |
| Privately issued | $18,370,000 | 98 |
| Commercial mortgage-backed securities | $1,656,807,000 | 27 |
| Commercial mortgage pass-through securities | $564,045,000 | 17 |
| Other commercial mortgage-backed securities | $1,092,762,000 | 27 |
| Held to maturity securities (book value) | $3,722,873,000 | 28 |
| Available-for-sale securities (fair market value) | $6,388,228,000 | 42 |
| Total debt securities | $10,111,101,000 | 38 |
| Structured notes | ||
| Amortized cost | $39,550,000 | 43 |
| Fair value | $39,742,000 | 42 |
| Trading account assets | $98,506,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $9,490,783,000 | 41 |
| U.S. Government securities | $7,399,224,000 | 37 |
| U.S. Treasury securities | $498,342,000 | 43 |
| U.S. Government agency obligations | $6,900,882,000 | 39 |
| Securities issued by states & political subdivisions | $1,117,781,000 | 23 |
| Other domestic debt securities | $68,449,000 | 172 |
| Privately issued residential mortgage-backed securities | $19,486,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $48,963,000 | 140 |
| Foreign debt securities | $905,329,000 | 12 |
| 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 | $1,526,584,000 | 73 |
| Mortgage-backed securities | $6,201,366,000 | 39 |
| Certificates of participation in pools of residential mortgages | $68,351,000 | 610 |
| Issued or guaranteed by U.S. | $68,351,000 | 610 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,369,697,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,350,211,000 | 25 |
| Privately issued | $19,486,000 | 86 |
| Commercial mortgage-backed securities | $1,763,318,000 | 25 |
| Commercial mortgage pass-through securities | $593,370,000 | 16 |
| Other commercial mortgage-backed securities | $1,169,948,000 | 25 |
| Held to maturity securities (book value) | $3,584,168,000 | 29 |
| Available-for-sale securities (fair market value) | $5,906,615,000 | 41 |
| Total debt securities | $9,490,783,000 | 40 |
| Structured notes | ||
| Amortized cost | $39,550,000 | 46 |
| Fair value | $39,635,000 | 46 |
| Trading account assets | $97,427,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $8,789,862,000 | 41 |
| U.S. Government securities | $6,931,096,000 | 39 |
| U.S. Treasury securities | $390,329,000 | 43 |
| U.S. Government agency obligations | $6,540,767,000 | 38 |
| Securities issued by states & political subdivisions | $1,130,391,000 | 22 |
| Other domestic debt securities | $69,698,000 | 174 |
| Privately issued residential mortgage-backed securities | $20,431,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $49,267,000 | 140 |
| Foreign debt securities | $658,677,000 | 13 |
| 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 | $1,777,297,000 | 63 |
| Mortgage-backed securities | $5,829,117,000 | 40 |
| Certificates of participation in pools of residential mortgages | $71,887,000 | 576 |
| Issued or guaranteed by U.S. | $71,887,000 | 576 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,955,747,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,935,316,000 | 25 |
| Privately issued | $20,431,000 | 87 |
| Commercial mortgage-backed securities | $1,801,483,000 | 24 |
| Commercial mortgage pass-through securities | $596,064,000 | 14 |
| Other commercial mortgage-backed securities | $1,205,419,000 | 23 |
| Held to maturity securities (book value) | $3,506,455,000 | 29 |
| Available-for-sale securities (fair market value) | $5,283,407,000 | 45 |
| Total debt securities | $8,789,862,000 | 41 |
| Structured notes | ||
| Amortized cost | $39,550,000 | 57 |
| Fair value | $39,782,000 | 57 |
| Trading account assets | $151,123,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $8,334,294,000 | 41 |
| U.S. Government securities | $6,990,029,000 | 40 |
| U.S. Treasury securities | $148,308,000 | 61 |
| U.S. Government agency obligations | $6,841,721,000 | 38 |
| Securities issued by states & political subdivisions | $1,149,308,000 | 21 |
| Other domestic debt securities | $71,262,000 | 168 |
| Privately issued residential mortgage-backed securities | $21,731,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $49,531,000 | 141 |
| Foreign debt securities | $123,695,000 | 25 |
| 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 | $1,789,483,000 | 60 |
| Mortgage-backed securities | $5,639,714,000 | 40 |
| Certificates of participation in pools of residential mortgages | $76,887,000 | 556 |
| Issued or guaranteed by U.S. | $76,887,000 | 556 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,721,678,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,699,947,000 | 28 |
| Privately issued | $21,731,000 | 86 |
| Commercial mortgage-backed securities | $1,841,149,000 | 22 |
| Commercial mortgage pass-through securities | $598,593,000 | 14 |
| Other commercial mortgage-backed securities | $1,242,556,000 | 22 |
| Held to maturity securities (book value) | $3,422,179,000 | 28 |
| Available-for-sale securities (fair market value) | $4,912,115,000 | 46 |
| Total debt securities | $8,334,295,000 | 41 |
| Structured notes | ||
| Amortized cost | $89,550,000 | 31 |
| Fair value | $89,724,000 | 31 |
| Trading account assets | $106,329,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $8,592,269,000 | 41 |
| U.S. Government securities | $7,221,588,000 | 38 |
| U.S. Treasury securities | $115,907,000 | 69 |
| U.S. Government agency obligations | $7,105,681,000 | 37 |
| Securities issued by states & political subdivisions | $1,145,395,000 | 23 |
| Other domestic debt securities | $88,644,000 | 147 |
| Privately issued residential mortgage-backed securities | $22,810,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $65,834,000 | 106 |
| Foreign debt securities | $136,638,000 | 27 |
| Equity securities | $4,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,817,343,000 | 62 |
| Mortgage-backed securities | $5,621,689,000 | 40 |
| Certificates of participation in pools of residential mortgages | $82,161,000 | 526 |
| Issued or guaranteed by U.S. | $82,161,000 | 526 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,652,323,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,629,513,000 | 27 |
| Privately issued | $22,810,000 | 81 |
| Commercial mortgage-backed securities | $1,887,205,000 | 23 |
| Commercial mortgage pass-through securities | $576,286,000 | 13 |
| Other commercial mortgage-backed securities | $1,310,919,000 | 21 |
| Held to maturity securities (book value) | $3,413,806,000 | 27 |
| Available-for-sale securities (fair market value) | $5,178,463,000 | 47 |
| Total debt securities | $8,592,265,000 | 41 |
| Structured notes | ||
| Amortized cost | $94,550,000 | 29 |
| Fair value | $94,824,000 | 30 |
| Trading account assets | $97,313,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $9,275,645,000 | 39 |
| U.S. Government securities | $7,825,503,000 | 37 |
| U.S. Treasury securities | $116,926,000 | 69 |
| U.S. Government agency obligations | $7,708,577,000 | 34 |
| Securities issued by states & political subdivisions | $1,161,738,000 | 21 |
| Other domestic debt securities | $149,588,000 | 105 |
| Privately issued residential mortgage-backed securities | $24,014,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $125,574,000 | 67 |
| Foreign debt securities | $136,826,000 | 25 |
| Equity securities | $1,990,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,748,090,000 | 63 |
| Mortgage-backed securities | $6,041,078,000 | 39 |
| Certificates of participation in pools of residential mortgages | $86,416,000 | 513 |
| Issued or guaranteed by U.S. | $86,416,000 | 510 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,009,062,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,985,048,000 | 26 |
| Privately issued | $24,014,000 | 77 |
| Commercial mortgage-backed securities | $1,945,600,000 | 22 |
| Commercial mortgage pass-through securities | $571,698,000 | 13 |
| Other commercial mortgage-backed securities | $1,373,902,000 | 20 |
| Held to maturity securities (book value) | $3,427,031,000 | 28 |
| Available-for-sale securities (fair market value) | $5,848,614,000 | 43 |
| Total debt securities | $9,273,654,000 | 39 |
| Structured notes | ||
| Amortized cost | $94,550,000 | 29 |
| Fair value | $94,414,000 | 30 |
| Trading account assets | $168,075,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $9,043,124,000 | 39 |
| U.S. Government securities | $7,730,343,000 | 37 |
| U.S. Treasury securities | $46,766,000 | 122 |
| U.S. Government agency obligations | $7,683,577,000 | 34 |
| Securities issued by states & political subdivisions | $1,007,853,000 | 24 |
| Other domestic debt securities | $162,808,000 | 103 |
| Privately issued residential mortgage-backed securities | $25,283,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $137,525,000 | 63 |
| Foreign debt securities | $137,289,000 | 25 |
| Equity securities | $4,831,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,580,613,000 | 68 |
| Mortgage-backed securities | $6,085,234,000 | 41 |
| Certificates of participation in pools of residential mortgages | $89,537,000 | 507 |
| Issued or guaranteed by U.S. | $89,537,000 | 506 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,985,757,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $3,960,474,000 | 26 |
| Privately issued | $25,283,000 | 78 |
| Commercial mortgage-backed securities | $2,009,940,000 | 22 |
| Commercial mortgage pass-through securities | $599,803,000 | 13 |
| Other commercial mortgage-backed securities | $1,410,137,000 | 19 |
| Held to maturity securities (book value) | $3,450,551,000 | 29 |
| Available-for-sale securities (fair market value) | $5,592,573,000 | 43 |
| Total debt securities | $9,038,293,000 | 39 |
| Structured notes | ||
| Amortized cost | $105,630,000 | 31 |
| Fair value | $104,910,000 | 31 |
| Trading account assets | $120,729,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $8,706,852,000 | 41 |
| U.S. Government securities | $7,426,604,000 | 36 |
| U.S. Treasury securities | $36,259,000 | 140 |
| U.S. Government agency obligations | $7,390,345,000 | 35 |
| Securities issued by states & political subdivisions | $972,066,000 | 25 |
| Other domestic debt securities | $165,173,000 | 102 |
| Privately issued residential mortgage-backed securities | $26,903,000 | 86 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $138,270,000 | 63 |
| Foreign debt securities | $137,798,000 | 26 |
| Equity securities | $5,211,000 | 243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,679,093,000 | 65 |
| Mortgage-backed securities | $6,087,813,000 | 40 |
| Certificates of participation in pools of residential mortgages | $159,735,000 | 288 |
| Issued or guaranteed by U.S. | $159,735,000 | 286 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,989,859,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $3,962,956,000 | 25 |
| Privately issued | $26,903,000 | 81 |
| Commercial mortgage-backed securities | $1,938,219,000 | 22 |
| Commercial mortgage pass-through securities | $517,914,000 | 13 |
| Other commercial mortgage-backed securities | $1,420,305,000 | 19 |
| Held to maturity securities (book value) | $3,418,353,000 | 28 |
| Available-for-sale securities (fair market value) | $5,288,499,000 | 46 |
| Total debt securities | $8,701,640,000 | 41 |
| Structured notes | ||
| Amortized cost | $157,630,000 | 18 |
| Fair value | $156,927,000 | 18 |
| Trading account assets | $80,944,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $8,547,005,000 | 41 |
| U.S. Government securities | $7,294,769,000 | 37 |
| U.S. Treasury securities | $185,313,000 | 41 |
| U.S. Government agency obligations | $7,109,456,000 | 35 |
| Securities issued by states & political subdivisions | $929,001,000 | 26 |
| Other domestic debt securities | $175,085,000 | 99 |
| Privately issued residential mortgage-backed securities | $36,349,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $138,736,000 | 65 |
| Foreign debt securities | $138,060,000 | 25 |
| Equity securities | $10,090,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,303,338,000 | 83 |
| Mortgage-backed securities | $6,127,045,000 | 40 |
| Certificates of participation in pools of residential mortgages | $97,539,000 | 468 |
| Issued or guaranteed by U.S. | $97,539,000 | 467 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,179,029,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,142,680,000 | 25 |
| Privately issued | $36,349,000 | 66 |
| Commercial mortgage-backed securities | $1,850,477,000 | 20 |
| Commercial mortgage pass-through securities | $478,408,000 | 12 |
| Other commercial mortgage-backed securities | $1,372,069,000 | 20 |
| Held to maturity securities (book value) | $3,202,997,000 | 26 |
| Available-for-sale securities (fair market value) | $5,344,008,000 | 45 |
| Total debt securities | $8,536,915,000 | 41 |
| Structured notes | ||
| Amortized cost | $157,629,000 | 20 |
| Fair value | $155,864,000 | 18 |
| Trading account assets | $56,648,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $9,154,606,000 | 37 |
| U.S. Government securities | $7,961,033,000 | 32 |
| U.S. Treasury securities | $35,335,000 | 127 |
| U.S. Government agency obligations | $7,925,698,000 | 30 |
| Securities issued by states & political subdivisions | $870,150,000 | 26 |
| Other domestic debt securities | $176,695,000 | 101 |
| Privately issued residential mortgage-backed securities | $37,462,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $139,233,000 | 67 |
| Foreign debt securities | $138,285,000 | 26 |
| Equity securities | $8,443,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,138,787,000 | 89 |
| Mortgage-backed securities | $6,374,210,000 | 38 |
| Certificates of participation in pools of residential mortgages | $141,705,000 | 311 |
| Issued or guaranteed by U.S. | $141,705,000 | 310 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,512,815,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,475,353,000 | 24 |
| Privately issued | $37,462,000 | 68 |
| Commercial mortgage-backed securities | $1,719,690,000 | 21 |
| Commercial mortgage pass-through securities | $460,879,000 | 12 |
| Other commercial mortgage-backed securities | $1,258,811,000 | 19 |
| Held to maturity securities (book value) | $2,957,843,000 | 26 |
| Available-for-sale securities (fair market value) | $6,196,763,000 | 40 |
| Total debt securities | $9,146,162,000 | 37 |
| Structured notes | ||
| Amortized cost | $157,625,000 | 21 |
| Fair value | $154,961,000 | 19 |
| Trading account assets | $77,498,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $8,497,316,000 | 38 |
| U.S. Government securities | $7,279,868,000 | 34 |
| U.S. Treasury securities | $35,426,000 | 122 |
| U.S. Government agency obligations | $7,244,442,000 | 33 |
| Securities issued by states & political subdivisions | $775,734,000 | 27 |
| Other domestic debt securities | $297,511,000 | 79 |
| Privately issued residential mortgage-backed securities | $43,312,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $102,189,000 | 25 |
| Other domestic debt securities - All other | $152,010,000 | 64 |
| Foreign debt securities | $138,156,000 | 26 |
| Equity securities | $6,047,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,158,867,000 | 81 |
| Mortgage-backed securities | $6,145,287,000 | 38 |
| Certificates of participation in pools of residential mortgages | $180,625,000 | 253 |
| Issued or guaranteed by U.S. | $180,625,000 | 251 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,664,824,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $4,621,512,000 | 20 |
| Privately issued | $43,312,000 | 61 |
| Commercial mortgage-backed securities | $1,299,838,000 | 23 |
| Commercial mortgage pass-through securities | $376,500,000 | 15 |
| Other commercial mortgage-backed securities | $923,338,000 | 19 |
| Held to maturity securities (book value) | $1,649,520,000 | 40 |
| Available-for-sale securities (fair market value) | $6,847,796,000 | 37 |
| Total debt securities | $8,491,269,000 | 37 |
| Structured notes | ||
| Amortized cost | $195,274,000 | 17 |
| Fair value | $187,990,000 | 17 |
| Trading account assets | $47,639,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $8,506,050,000 | 38 |
| U.S. Government securities | $7,357,415,000 | 34 |
| U.S. Treasury securities | $30,285,000 | 131 |
| U.S. Government agency obligations | $7,327,130,000 | 33 |
| Securities issued by states & political subdivisions | $747,927,000 | 28 |
| Other domestic debt securities | $257,989,000 | 85 |
| Privately issued residential mortgage-backed securities | $45,328,000 | 66 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $44,898,000 | 72 |
| Structured financial products - Total | $15,674,000 | 53 |
| Other domestic debt securities - All other | $152,089,000 | 63 |
| Foreign debt securities | $137,584,000 | 27 |
| Equity securities | $5,135,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,225,495,000 | 80 |
| Mortgage-backed securities | $6,282,872,000 | 35 |
| Certificates of participation in pools of residential mortgages | $265,645,000 | 171 |
| Issued or guaranteed by U.S. | $265,645,000 | 170 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,676,626,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,631,298,000 | 23 |
| Privately issued | $45,328,000 | 63 |
| Commercial mortgage-backed securities | $1,340,601,000 | 22 |
| Commercial mortgage pass-through securities | $488,065,000 | 13 |
| Other commercial mortgage-backed securities | $852,536,000 | 19 |
| Held to maturity securities (book value) | $1,503,973,000 | 36 |
| Available-for-sale securities (fair market value) | $7,002,077,000 | 37 |
| Total debt securities | $8,500,915,000 | 38 |
| Structured notes | ||
| Amortized cost | $195,241,000 | 15 |
| Fair value | $187,172,000 | 15 |
| Trading account assets | $44,870,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $9,092,506,000 | 36 |
| U.S. Government securities | $8,026,072,000 | 31 |
| U.S. Treasury securities | $30,370,000 | 127 |
| U.S. Government agency obligations | $7,995,702,000 | 30 |
| Securities issued by states & political subdivisions | $703,237,000 | 29 |
| Other domestic debt securities | $220,313,000 | 90 |
| Privately issued residential mortgage-backed securities | $50,776,000 | 61 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $15,275,000 | 50 |
| Other domestic debt securities - All other | $154,262,000 | 64 |
| Foreign debt securities | $139,855,000 | 25 |
| Equity securities | $3,029,000 | 381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,082,991,000 | 86 |
| Mortgage-backed securities | $6,835,940,000 | 34 |
| Certificates of participation in pools of residential mortgages | $466,908,000 | 117 |
| Issued or guaranteed by U.S. | $466,908,000 | 115 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,129,728,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,078,952,000 | 22 |
| Privately issued | $50,776,000 | 58 |
| Commercial mortgage-backed securities | $1,239,304,000 | 21 |
| Commercial mortgage pass-through securities | $484,452,000 | 12 |
| Other commercial mortgage-backed securities | $754,852,000 | 19 |
| Held to maturity securities (book value) | $1,400,890,000 | 32 |
| Available-for-sale securities (fair market value) | $7,691,616,000 | 35 |
| Total debt securities | $9,089,477,000 | 36 |
| Structured notes | ||
| Amortized cost | $195,294,000 | 10 |
| Fair value | $190,320,000 | 11 |
| Trading account assets | $42,424,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $10,554,082,000 | 29 |
| U.S. Government securities | $9,477,379,000 | 27 |
| U.S. Treasury securities | $20,397,000 | 176 |
| U.S. Government agency obligations | $9,456,982,000 | 27 |
| Securities issued by states & political subdivisions | $706,072,000 | 29 |
| Other domestic debt securities | $234,257,000 | 88 |
| Privately issued residential mortgage-backed securities | $61,513,000 | 60 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $18,142,000 | 39 |
| Other domestic debt securities - All other | $154,602,000 | 63 |
| Foreign debt securities | $134,673,000 | 27 |
| Equity securities | $1,701,000 | 501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,215,000 | 91 |
| Mortgage-backed securities | $7,072,110,000 | 32 |
| Certificates of participation in pools of residential mortgages | $511,902,000 | 112 |
| Issued or guaranteed by U.S. | $511,902,000 | 111 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,309,627,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $5,248,114,000 | 19 |
| Privately issued | $61,513,000 | 56 |
| Commercial mortgage-backed securities | $1,250,581,000 | 18 |
| Commercial mortgage pass-through securities | $484,771,000 | 13 |
| Other commercial mortgage-backed securities | $765,810,000 | 19 |
| Held to maturity securities (book value) | $1,398,403,000 | 30 |
| Available-for-sale securities (fair market value) | $9,155,679,000 | 33 |
| Total debt securities | $10,552,381,000 | 29 |
| Structured notes | ||
| Amortized cost | $312,647,000 | 7 |
| Fair value | $307,217,000 | 7 |
| Trading account assets | $104,118,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $8,992,263,000 | 37 |
| U.S. Government securities | $7,993,770,000 | 32 |
| U.S. Treasury securities | $20,355,000 | 158 |
| U.S. Government agency obligations | $7,973,415,000 | 32 |
| Securities issued by states & political subdivisions | $624,660,000 | 31 |
| Other domestic debt securities | $256,915,000 | 86 |
| Privately issued residential mortgage-backed securities | $64,489,000 | 63 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $18,341,000 | 33 |
| Other domestic debt securities - All other | $174,085,000 | 59 |
| Foreign debt securities | $116,097,000 | 27 |
| Equity securities | $821,000 | 653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,859,000 | 91 |
| Mortgage-backed securities | $6,394,214,000 | 33 |
| Certificates of participation in pools of residential mortgages | $493,988,000 | 119 |
| Issued or guaranteed by U.S. | $493,988,000 | 117 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,851,584,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,787,095,000 | 22 |
| Privately issued | $64,489,000 | 60 |
| Commercial mortgage-backed securities | $1,048,642,000 | 21 |
| Commercial mortgage pass-through securities | $382,032,000 | 14 |
| Other commercial mortgage-backed securities | $666,610,000 | 18 |
| Held to maturity securities (book value) | $1,174,161,000 | 33 |
| Available-for-sale securities (fair market value) | $7,818,102,000 | 39 |
| Total debt securities | $8,991,441,000 | 35 |
| Structured notes | ||
| Amortized cost | $160,126,000 | 16 |
| Fair value | $153,829,000 | 17 |
| Trading account assets | $52,419,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $7,907,925,000 | 41 |
| U.S. Government securities | $7,073,471,000 | 33 |
| U.S. Treasury securities | $17,209,000 | 186 |
| U.S. Government agency obligations | $7,056,262,000 | 33 |
| Securities issued by states & political subdivisions | $537,575,000 | 36 |
| Other domestic debt securities | $194,192,000 | 101 |
| Privately issued residential mortgage-backed securities | $65,465,000 | 67 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $19,184,000 | 31 |
| Other domestic debt securities - All other | $109,543,000 | 84 |
| Foreign debt securities | $101,181,000 | 30 |
| Equity securities | $1,506,000 | 508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,693,000 | 92 |
| Mortgage-backed securities | $6,019,081,000 | 36 |
| Certificates of participation in pools of residential mortgages | $513,281,000 | 118 |
| Issued or guaranteed by U.S. | $513,281,000 | 117 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,477,237,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,411,772,000 | 22 |
| Privately issued | $65,465,000 | 65 |
| Commercial mortgage-backed securities | $1,028,563,000 | 18 |
| Commercial mortgage pass-through securities | $379,153,000 | 13 |
| Other commercial mortgage-backed securities | $649,410,000 | 16 |
| Held to maturity securities (book value) | $1,100,229,000 | 34 |
| Available-for-sale securities (fair market value) | $6,807,696,000 | 43 |
| Total debt securities | $7,906,419,000 | 41 |
| Structured notes | ||
| Amortized cost | $88,081,000 | 31 |
| Fair value | $81,084,000 | 35 |
| Trading account assets | $52,546,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $7,772,678,000 | 42 |
| U.S. Government securities | $6,997,393,000 | 34 |
| U.S. Treasury securities | $19,202,000 | 170 |
| U.S. Government agency obligations | $6,978,191,000 | 34 |
| Securities issued by states & political subdivisions | $523,757,000 | 35 |
| Other domestic debt securities | $150,627,000 | 116 |
| Privately issued residential mortgage-backed securities | $68,586,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $19,009,000 | 31 |
| Other domestic debt securities - All other | $63,032,000 | 111 |
| Foreign debt securities | $99,751,000 | 29 |
| Equity securities | $1,150,000 | 537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $941,494,000 | 95 |
| Mortgage-backed securities | $5,891,160,000 | 37 |
| Certificates of participation in pools of residential mortgages | $541,918,000 | 111 |
| Issued or guaranteed by U.S. | $541,918,000 | 110 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,348,866,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $4,280,280,000 | 23 |
| Privately issued | $68,586,000 | 66 |
| Commercial mortgage-backed securities | $1,000,376,000 | 16 |
| Commercial mortgage pass-through securities | $352,053,000 | 12 |
| Other commercial mortgage-backed securities | $648,323,000 | 14 |
| Held to maturity securities (book value) | $996,613,000 | 38 |
| Available-for-sale securities (fair market value) | $6,776,065,000 | 43 |
| Total debt securities | $7,771,528,000 | 41 |
| Structured notes | ||
| Amortized cost | $88,157,000 | 43 |
| Fair value | $80,903,000 | 50 |
| Trading account assets | $71,160,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $7,972,964,000 | 41 |
| U.S. Government securities | $7,342,579,000 | 33 |
| U.S. Treasury securities | $19,182,000 | 169 |
| U.S. Government agency obligations | $7,323,397,000 | 33 |
| Securities issued by states & political subdivisions | $461,083,000 | 37 |
| Other domestic debt securities | $142,863,000 | 131 |
| Privately issued residential mortgage-backed securities | $69,001,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $19,584,000 | 31 |
| Other domestic debt securities - All other | $54,278,000 | 120 |
| Foreign debt securities | $25,212,000 | 38 |
| Equity securities | $1,227,000 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $946,851,000 | 87 |
| Mortgage-backed securities | $5,378,114,000 | 37 |
| Certificates of participation in pools of residential mortgages | $501,896,000 | 115 |
| Issued or guaranteed by U.S. | $501,896,000 | 115 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,174,369,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $4,105,368,000 | 24 |
| Privately issued | $69,001,000 | 88 |
| Commercial mortgage-backed securities | $701,849,000 | 15 |
| Commercial mortgage pass-through securities | $254,379,000 | 10 |
| Other commercial mortgage-backed securities | $447,470,000 | 18 |
| Held to maturity securities (book value) | $467,680,000 | 65 |
| Available-for-sale securities (fair market value) | $7,505,284,000 | 41 |
| Total debt securities | $7,971,740,000 | 41 |
| Structured notes | ||
| Amortized cost | $127,323,000 | 23 |
| Fair value | $119,072,000 | 28 |
| Trading account assets | $51,868,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $7,124,177,000 | 42 |
| U.S. Government securities | $6,437,848,000 | 35 |
| U.S. Treasury securities | $19,213,000 | 181 |
| U.S. Government agency obligations | $6,418,635,000 | 34 |
| Securities issued by states & political subdivisions | $373,632,000 | 45 |
| Other domestic debt securities | $310,882,000 | 84 |
| Privately issued residential mortgage-backed securities | $259,353,000 | 45 |
| Commercial mortgage-backed securities - Total | $9,896,000 | 47 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $19,350,000 | 32 |
| Other domestic debt securities - All other | $22,283,000 | 232 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,815,000 | 448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $963,582,000 | 86 |
| Mortgage-backed securities | $4,799,217,000 | 42 |
| Certificates of participation in pools of residential mortgages | $367,403,000 | 140 |
| Issued or guaranteed by U.S. | $367,403,000 | 139 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,129,386,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,870,033,000 | 22 |
| Privately issued | $259,353,000 | 43 |
| Commercial mortgage-backed securities | $302,428,000 | 23 |
| Commercial mortgage pass-through securities | $173,822,000 | 11 |
| Other commercial mortgage-backed securities | $128,606,000 | 24 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,124,177,000 | 41 |
| Total debt securities | $7,122,362,000 | 41 |
| Structured notes | ||
| Amortized cost | $141,803,000 | 16 |
| Fair value | $133,226,000 | 21 |
| Trading account assets | $83,777,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $6,279,278,000 | 45 |
| U.S. Government securities | $5,596,037,000 | 37 |
| U.S. Treasury securities | $13,076,000 | 257 |
| U.S. Government agency obligations | $5,582,961,000 | 36 |
| Securities issued by states & political subdivisions | $357,804,000 | 50 |
| Other domestic debt securities | $323,176,000 | 83 |
| Privately issued residential mortgage-backed securities | $279,055,000 | 44 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $20,806,000 | 33 |
| Other domestic debt securities - All other | $23,315,000 | 208 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,261,000 | 400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,194,000 | 88 |
| Mortgage-backed securities | $4,029,801,000 | 46 |
| Certificates of participation in pools of residential mortgages | $376,058,000 | 138 |
| Issued or guaranteed by U.S. | $376,058,000 | 137 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,378,372,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,099,317,000 | 26 |
| Privately issued | $279,055,000 | 42 |
| Commercial mortgage-backed securities | $275,371,000 | 21 |
| Commercial mortgage pass-through securities | $158,668,000 | 10 |
| Other commercial mortgage-backed securities | $116,703,000 | 23 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $6,279,278,000 | 43 |
| Total debt securities | $6,277,017,000 | 44 |
| Structured notes | ||
| Amortized cost | $129,448,000 | 25 |
| Fair value | $122,004,000 | 26 |
| Trading account assets | $113,110,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $5,799,593,000 | 50 |
| U.S. Government securities | $5,134,976,000 | 39 |
| U.S. Treasury securities | $14,090,000 | 272 |
| U.S. Government agency obligations | $5,120,886,000 | 38 |
| Securities issued by states & political subdivisions | $341,405,000 | 50 |
| Other domestic debt securities | $321,701,000 | 84 |
| Privately issued residential mortgage-backed securities | $277,816,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $20,912,000 | 34 |
| Other domestic debt securities - All other | $22,973,000 | 212 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,511,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $928,314,000 | 91 |
| Mortgage-backed securities | $3,875,525,000 | 47 |
| Certificates of participation in pools of residential mortgages | $389,534,000 | 129 |
| Issued or guaranteed by U.S. | $389,534,000 | 128 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,236,302,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,958,486,000 | 27 |
| Privately issued | $277,816,000 | 42 |
| Commercial mortgage-backed securities | $249,689,000 | 19 |
| Commercial mortgage pass-through securities | $131,038,000 | 9 |
| Other commercial mortgage-backed securities | $118,651,000 | 20 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $5,799,593,000 | 44 |
| Total debt securities | $5,798,082,000 | 50 |
| Structured notes | ||
| Amortized cost | $86,767,000 | 51 |
| Fair value | $78,703,000 | 56 |
| Trading account assets | $68,910,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $5,645,580,000 | 48 |
| U.S. Government securities | $4,961,663,000 | 37 |
| U.S. Treasury securities | $14,113,000 | 270 |
| U.S. Government agency obligations | $4,947,550,000 | 37 |
| Securities issued by states & political subdivisions | $343,380,000 | 49 |
| Other domestic debt securities | $340,010,000 | 82 |
| Privately issued residential mortgage-backed securities | $296,380,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $20,982,000 | 35 |
| Other domestic debt securities - All other | $22,648,000 | 212 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $527,000 | 747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $967,554,000 | 92 |
| Mortgage-backed securities | $4,136,552,000 | 44 |
| Certificates of participation in pools of residential mortgages | $551,346,000 | 102 |
| Issued or guaranteed by U.S. | $551,346,000 | 100 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,585,206,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,288,826,000 | 26 |
| Privately issued | $296,380,000 | 43 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $5,645,580,000 | 46 |
| Total debt securities | $5,645,052,000 | 46 |
| Structured notes | ||
| Amortized cost | $88,526,000 | 41 |
| Fair value | $78,716,000 | 46 |
| Trading account assets | $253,257,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $5,059,691,000 | 50 |
| U.S. Government securities | $4,333,209,000 | 40 |
| U.S. Treasury securities | $19,117,000 | 200 |
| U.S. Government agency obligations | $4,314,092,000 | 40 |
| Securities issued by states & political subdivisions | $360,471,000 | 45 |
| Other domestic debt securities | $365,619,000 | 75 |
| Privately issued residential mortgage-backed securities | $306,728,000 | 44 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $20,296,000 | 34 |
| Other domestic debt securities - All other | $38,595,000 | 141 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $392,000 | 870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,122,000 | 84 |
| Mortgage-backed securities | $3,603,889,000 | 44 |
| Certificates of participation in pools of residential mortgages | $508,508,000 | 105 |
| Issued or guaranteed by U.S. | $508,508,000 | 103 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,095,381,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,788,653,000 | 25 |
| Privately issued | $306,728,000 | 40 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,059,691,000 | 48 |
| Total debt securities | $5,059,299,000 | 50 |
| Structured notes | ||
| Amortized cost | $29,987,000 | 167 |
| Fair value | $20,296,000 | 280 |
| Trading account assets | $168,817,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,722,561,000 | 53 |
| U.S. Government securities | $4,077,561,000 | 46 |
| U.S. Treasury securities | $19,145,000 | 193 |
| U.S. Government agency obligations | $4,058,416,000 | 43 |
| Securities issued by states & political subdivisions | $360,423,000 | 42 |
| Other domestic debt securities | $284,225,000 | 86 |
| Privately issued residential mortgage-backed securities | $217,078,000 | 53 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $25,144,000 | 30 |
| Other domestic debt securities - All other | $42,003,000 | 129 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $352,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,196,927,000 | 78 |
| Mortgage-backed securities | $3,204,620,000 | 48 |
| Certificates of participation in pools of residential mortgages | $467,636,000 | 107 |
| Issued or guaranteed by U.S. | $467,636,000 | 106 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,736,984,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,519,906,000 | 25 |
| Privately issued | $217,078,000 | 49 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,722,561,000 | 49 |
| Total debt securities | $4,722,209,000 | 53 |
| Structured notes | ||
| Amortized cost | $31,241,000 | 178 |
| Fair value | $25,144,000 | 241 |
| Trading account assets | $127,575,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $3,907,223,000 | 60 |
| U.S. Government securities | $3,230,738,000 | 54 |
| U.S. Treasury securities | $15,100,000 | 225 |
| U.S. Government agency obligations | $3,215,638,000 | 50 |
| Securities issued by states & political subdivisions | $365,826,000 | 40 |
| Other domestic debt securities | $309,520,000 | 82 |
| Privately issued residential mortgage-backed securities | $238,919,000 | 53 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $24,993,000 | 33 |
| Other domestic debt securities - All other | $45,608,000 | 118 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,139,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,199,147,000 | 75 |
| Mortgage-backed securities | $2,843,241,000 | 50 |
| Certificates of participation in pools of residential mortgages | $448,293,000 | 109 |
| Issued or guaranteed by U.S. | $448,293,000 | 107 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,394,948,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,156,029,000 | 30 |
| Privately issued | $238,919,000 | 49 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $3,907,223,000 | 53 |
| Total debt securities | $3,906,084,000 | 59 |
| Structured notes | ||
| Amortized cost | $31,369,000 | 133 |
| Fair value | $24,993,000 | 195 |
| Trading account assets | $66,477,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $4,280,005,000 | 58 |
| U.S. Government securities | $3,572,843,000 | 54 |
| U.S. Treasury securities | $73,597,000 | 70 |
| U.S. Government agency obligations | $3,499,246,000 | 53 |
| Securities issued by states & political subdivisions | $378,639,000 | 39 |
| Other domestic debt securities | $327,575,000 | 86 |
| Privately issued residential mortgage-backed securities | $251,070,000 | 56 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $26,779,000 | 34 |
| Other domestic debt securities - All other | $49,726,000 | 109 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $948,000 | 695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,198,345,000 | 73 |
| Mortgage-backed securities | $3,093,595,000 | 47 |
| Certificates of participation in pools of residential mortgages | $555,157,000 | 100 |
| Issued or guaranteed by U.S. | $555,157,000 | 99 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,538,438,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,287,368,000 | 27 |
| Privately issued | $251,070,000 | 52 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $4,280,005,000 | 52 |
| Total debt securities | $4,279,057,000 | 57 |
| Structured notes | ||
| Amortized cost | $31,518,000 | 83 |
| Fair value | $26,779,000 | 115 |
| Trading account assets | $152,488,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $3,483,117,000 | 66 |
| U.S. Government securities | $2,727,649,000 | 62 |
| U.S. Treasury securities | $13,554,000 | 196 |
| U.S. Government agency obligations | $2,714,095,000 | 59 |
| Securities issued by states & political subdivisions | $403,264,000 | 35 |
| Other domestic debt securities | $350,605,000 | 88 |
| Privately issued residential mortgage-backed securities | $261,227,000 | 58 |
| Commercial mortgage-backed securities - Total | $19,629,000 | 50 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $26,973,000 | 37 |
| Other domestic debt securities - All other | $42,776,000 | 125 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,599,000 | 603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,226,039,000 | 75 |
| Mortgage-backed securities | $2,634,667,000 | 56 |
| Certificates of participation in pools of residential mortgages | $581,974,000 | 101 |
| Issued or guaranteed by U.S. | $581,974,000 | 99 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,033,064,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,771,837,000 | 29 |
| Privately issued | $261,227,000 | 55 |
| Commercial mortgage-backed securities | $19,629,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $19,629,000 | 35 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $3,483,117,000 | 58 |
| Total debt securities | $3,481,518,000 | 68 |
| Structured notes | ||
| Amortized cost | $31,677,000 | 59 |
| Fair value | $26,973,000 | 69 |
| Trading account assets | $185,627,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $3,271,854,000 | 71 |
| U.S. Government securities | $2,509,291,000 | 62 |
| U.S. Treasury securities | $15,831,000 | 172 |
| U.S. Government agency obligations | $2,493,460,000 | 57 |
| Securities issued by states & political subdivisions | $403,783,000 | 38 |
| Other domestic debt securities | $357,637,000 | 94 |
| Privately issued residential mortgage-backed securities | $318,094,000 | 56 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $39,543,000 | 144 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,143,000 | 726 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,235,678,000 | 77 |
| Mortgage-backed securities | $2,443,142,000 | 60 |
| Certificates of participation in pools of residential mortgages | $584,932,000 | 106 |
| Issued or guaranteed by U.S. | $584,932,000 | 104 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,858,210,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,540,116,000 | 30 |
| Privately issued | $318,094,000 | 51 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $3,271,854,000 | 62 |
| Total debt securities | $3,270,711,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $131,808,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,885,548,000 | 76 |
| U.S. Government securities | $2,124,023,000 | 72 |
| U.S. Treasury securities | $36,307,000 | 91 |
| U.S. Government agency obligations | $2,087,716,000 | 71 |
| Securities issued by states & political subdivisions | $400,922,000 | 37 |
| Other domestic debt securities | $359,968,000 | 92 |
| Privately issued residential mortgage-backed securities | $298,054,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,914,000 | 103 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $635,000 | 882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,241,561,000 | 77 |
| Mortgage-backed securities | $2,007,594,000 | 71 |
| Certificates of participation in pools of residential mortgages | $600,282,000 | 107 |
| Issued or guaranteed by U.S. | $600,282,000 | 105 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,407,312,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,109,258,000 | 40 |
| Privately issued | $298,054,000 | 58 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $2,885,548,000 | 65 |
| Total debt securities | $2,884,913,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $63,629,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $2,075,018,000 | 91 |
| U.S. Government securities | $1,287,819,000 | 95 |
| U.S. Treasury securities | $46,197,000 | 64 |
| U.S. Government agency obligations | $1,241,622,000 | 94 |
| Securities issued by states & political subdivisions | $413,030,000 | 37 |
| Other domestic debt securities | $373,550,000 | 80 |
| Privately issued residential mortgage-backed securities | $305,716,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $67,834,000 | 90 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $619,000 | 865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,280,669,000 | 75 |
| Mortgage-backed securities | $1,517,158,000 | 84 |
| Certificates of participation in pools of residential mortgages | $653,913,000 | 99 |
| Issued or guaranteed by U.S. | $653,913,000 | 95 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $863,245,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $557,529,000 | 52 |
| Privately issued | $305,716,000 | 56 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $2,075,018,000 | 76 |
| Total debt securities | $2,074,399,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $295,598,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,055,882,000 | 87 |
| U.S. Government securities | $1,249,613,000 | 91 |
| U.S. Treasury securities | $45,940,000 | 60 |
| U.S. Government agency obligations | $1,203,673,000 | 91 |
| Securities issued by states & political subdivisions | $364,333,000 | 39 |
| Other domestic debt securities | $440,176,000 | 74 |
| Privately issued residential mortgage-backed securities | $368,511,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,665,000 | 90 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,760,000 | 611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,173,742,000 | 74 |
| Mortgage-backed securities | $1,542,049,000 | 77 |
| Certificates of participation in pools of residential mortgages | $642,078,000 | 89 |
| Issued or guaranteed by U.S. | $642,078,000 | 87 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $899,971,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $531,460,000 | 52 |
| Privately issued | $368,511,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $2,055,882,000 | 73 |
| Total debt securities | $2,054,122,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $310,251,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,188,671,000 | 88 |
| U.S. Government securities | $1,311,450,000 | 92 |
| U.S. Treasury securities | $55,793,000 | 47 |
| U.S. Government agency obligations | $1,255,657,000 | 91 |
| Securities issued by states & political subdivisions | $378,569,000 | 38 |
| Other domestic debt securities | $475,977,000 | 74 |
| Privately issued residential mortgage-backed securities | $400,661,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,316,000 | 95 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $22,675,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,127,721,000 | 79 |
| Mortgage-backed securities | $1,626,062,000 | 75 |
| Certificates of participation in pools of residential mortgages | $666,682,000 | 88 |
| Issued or guaranteed by U.S. | $666,682,000 | 87 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $959,380,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $558,719,000 | 51 |
| Privately issued | $400,661,000 | 52 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $2,188,671,000 | 73 |
| Total debt securities | $2,165,996,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $204,825,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,272,168,000 | 91 |
| U.S. Government securities | $1,410,418,000 | 92 |
| U.S. Treasury securities | $40,078,000 | 61 |
| U.S. Government agency obligations | $1,370,340,000 | 92 |
| Securities issued by states & political subdivisions | $393,522,000 | 39 |
| Other domestic debt securities | $453,685,000 | 75 |
| Privately issued residential mortgage-backed securities | $406,522,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,163,000 | 131 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $14,543,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,013,880,000 | 81 |
| Mortgage-backed securities | $1,725,295,000 | 78 |
| Certificates of participation in pools of residential mortgages | $715,737,000 | 86 |
| Issued or guaranteed by U.S. | $715,737,000 | 83 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,009,558,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $603,036,000 | 48 |
| Privately issued | $406,522,000 | 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $2,272,168,000 | 78 |
| Total debt securities | $2,257,625,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $121,152,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,335,511,000 | 85 |
| U.S. Government securities | $1,508,489,000 | 88 |
| U.S. Treasury securities | $45,228,000 | 64 |
| U.S. Government agency obligations | $1,463,261,000 | 91 |
| Securities issued by states & political subdivisions | $395,455,000 | 38 |
| Other domestic debt securities | $420,399,000 | 80 |
| Privately issued residential mortgage-backed securities | $389,398,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,001,000 | 182 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $11,168,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,075,433,000 | 81 |
| Mortgage-backed securities | $1,801,617,000 | 69 |
| Certificates of participation in pools of residential mortgages | $796,000,000 | 78 |
| Issued or guaranteed by U.S. | $796,000,000 | 73 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,005,617,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $616,219,000 | 50 |
| Privately issued | $389,398,000 | 56 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $2,335,511,000 | 72 |
| Total debt securities | $2,324,343,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $293,355,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,437,029,000 | 83 |
| U.S. Government securities | $1,614,687,000 | 84 |
| U.S. Treasury securities | $59,988,000 | 55 |
| U.S. Government agency obligations | $1,554,699,000 | 87 |
| Securities issued by states & political subdivisions | $390,841,000 | 40 |
| Other domestic debt securities | $431,493,000 | 85 |
| Privately issued residential mortgage-backed securities | $398,779,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,714,000 | 175 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $8,000 | 1,752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $989,277,000 | 88 |
| Mortgage-backed securities | $1,852,862,000 | 70 |
| Certificates of participation in pools of residential mortgages | $816,586,000 | 74 |
| Issued or guaranteed by U.S. | $816,586,000 | 71 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,036,276,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $637,497,000 | 49 |
| Privately issued | $398,779,000 | 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $2,437,029,000 | 72 |
| Total debt securities | $2,437,021,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $192,162,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,675,456,000 | 83 |
| U.S. Government securities | $1,874,253,000 | 79 |
| U.S. Treasury securities | $69,338,000 | 52 |
| U.S. Government agency obligations | $1,804,915,000 | 80 |
| Securities issued by states & political subdivisions | $382,992,000 | 42 |
| Other domestic debt securities | $418,203,000 | 83 |
| Privately issued residential mortgage-backed securities | $408,218,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,985,000 | 392 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $8,000 | 1,787 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $930,477,000 | 97 |
| Mortgage-backed securities | $1,955,019,000 | 72 |
| Certificates of participation in pools of residential mortgages | $863,488,000 | 75 |
| Issued or guaranteed by U.S. | $863,488,000 | 71 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,091,531,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $683,313,000 | 51 |
| Privately issued | $408,218,000 | 58 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $2,675,456,000 | 70 |
| Total debt securities | $2,675,448,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $117,456,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $2,768,746,000 | 82 |
| U.S. Government securities | $1,961,413,000 | 76 |
| U.S. Treasury securities | $49,635,000 | 75 |
| U.S. Government agency obligations | $1,911,778,000 | 76 |
| Securities issued by states & political subdivisions | $368,220,000 | 44 |
| Other domestic debt securities | $439,105,000 | 79 |
| Privately issued residential mortgage-backed securities | $429,064,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,041,000 | 403 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $8,000 | 1,810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $843,102,000 | 105 |
| Mortgage-backed securities | $2,082,918,000 | 69 |
| Certificates of participation in pools of residential mortgages | $923,779,000 | 72 |
| Issued or guaranteed by U.S. | $923,779,000 | 68 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,159,139,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $730,075,000 | 47 |
| Privately issued | $429,064,000 | 54 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $2,768,746,000 | 68 |
| Total debt securities | $2,768,738,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $35,981,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,851,215,000 | 80 |
| U.S. Government securities | $2,008,125,000 | 78 |
| U.S. Treasury securities | $49,938,000 | 83 |
| U.S. Government agency obligations | $1,958,187,000 | 76 |
| Securities issued by states & political subdivisions | $362,318,000 | 46 |
| Other domestic debt securities | $468,895,000 | 72 |
| Privately issued residential mortgage-backed securities | $458,831,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,064,000 | 407 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $11,877,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $874,087,000 | 106 |
| Mortgage-backed securities | $2,158,240,000 | 70 |
| Certificates of participation in pools of residential mortgages | $983,917,000 | 70 |
| Issued or guaranteed by U.S. | $983,917,000 | 66 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,174,323,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $715,492,000 | 49 |
| Privately issued | $458,831,000 | 54 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $2,851,215,000 | 68 |
| Total debt securities | $2,839,338,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $147,907,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $3,071,985,000 | 77 |
| U.S. Government securities | $2,225,842,000 | 74 |
| U.S. Treasury securities | $35,591,000 | 106 |
| U.S. Government agency obligations | $2,190,251,000 | 73 |
| Securities issued by states & political subdivisions | $347,390,000 | 46 |
| Other domestic debt securities | $486,888,000 | 71 |
| Privately issued residential mortgage-backed securities | $476,667,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,221,000 | 406 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $11,865,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $857,491,000 | 109 |
| Mortgage-backed securities | $2,310,535,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,025,647,000 | 73 |
| Issued or guaranteed by U.S. | $1,025,647,000 | 70 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,284,888,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $808,221,000 | 52 |
| Privately issued | $476,667,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $3,071,985,000 | 69 |
| Total debt securities | $3,060,121,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $116,870,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $3,123,397,000 | 72 |
| U.S. Government securities | $2,291,707,000 | 68 |
| U.S. Treasury securities | $35,478,000 | 110 |
| U.S. Government agency obligations | $2,256,229,000 | 67 |
| Securities issued by states & political subdivisions | $337,132,000 | 46 |
| Other domestic debt securities | $483,101,000 | 74 |
| Privately issued residential mortgage-backed securities | $483,101,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $11,457,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $853,639,000 | 112 |
| Mortgage-backed securities | $2,360,117,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,044,543,000 | 74 |
| Issued or guaranteed by U.S. | $1,044,543,000 | 67 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,315,574,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $832,473,000 | 51 |
| Privately issued | $483,101,000 | 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,123,397,000 | 65 |
| Total debt securities | $3,111,931,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $123,418,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,746,702,000 | 64 |
| U.S. Government securities | $2,873,460,000 | 57 |
| U.S. Treasury securities | $91,199,000 | 63 |
| U.S. Government agency obligations | $2,782,261,000 | 59 |
| Securities issued by states & political subdivisions | $339,048,000 | 45 |
| Other domestic debt securities | $522,321,000 | 73 |
| Privately issued residential mortgage-backed securities | $522,321,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $11,873,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $914,479,000 | 99 |
| Mortgage-backed securities | $2,606,682,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,156,565,000 | 66 |
| Issued or guaranteed by U.S. | $1,156,565,000 | 59 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,450,117,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $927,796,000 | 48 |
| Privately issued | $522,321,000 | 52 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $3,746,702,000 | 57 |
| Total debt securities | $3,734,831,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $57,353,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,848,008,000 | 66 |
| U.S. Government securities | $2,971,659,000 | 61 |
| U.S. Treasury securities | $91,147,000 | 70 |
| U.S. Government agency obligations | $2,880,512,000 | 61 |
| Securities issued by states & political subdivisions | $327,883,000 | 44 |
| Other domestic debt securities | $536,592,000 | 72 |
| Privately issued residential mortgage-backed securities | $536,592,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $11,874,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $779,076,000 | 114 |
| Mortgage-backed securities | $2,716,847,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,224,400,000 | 64 |
| Issued or guaranteed by U.S. | $1,224,400,000 | 60 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,492,447,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $955,855,000 | 47 |
| Privately issued | $536,592,000 | 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $3,848,008,000 | 59 |
| Total debt securities | $3,836,134,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $59,344,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,876,340,000 | 64 |
| U.S. Government securities | $3,077,425,000 | 58 |
| U.S. Treasury securities | $91,215,000 | 64 |
| U.S. Government agency obligations | $2,986,210,000 | 58 |
| Securities issued by states & political subdivisions | $326,095,000 | 42 |
| Other domestic debt securities | $453,111,000 | 85 |
| Privately issued residential mortgage-backed securities | $453,111,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $1,000,000 | 84 |
| Equity securities | $18,709,000 | 168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $823,324,000 | 108 |
| Mortgage-backed securities | $2,733,208,000 | 57 |
| Certificates of participation in pools of residential mortgages | $1,279,752,000 | 62 |
| Issued or guaranteed by U.S. | $1,279,752,000 | 57 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,453,456,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,000,345,000 | 45 |
| Privately issued | $453,111,000 | 52 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $3,876,340,000 | 57 |
| Total debt securities | $3,857,631,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $42,635,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,899,801,000 | 65 |
| U.S. Government securities | $3,197,622,000 | 56 |
| U.S. Treasury securities | $91,556,000 | 68 |
| U.S. Government agency obligations | $3,106,066,000 | 56 |
| Securities issued by states & political subdivisions | $330,763,000 | 41 |
| Other domestic debt securities | $336,582,000 | 94 |
| Privately issued residential mortgage-backed securities | $336,582,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $1,000,000 | 86 |
| Equity securities | $33,834,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $918,898,000 | 104 |
| Mortgage-backed securities | $2,746,419,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,357,214,000 | 61 |
| Issued or guaranteed by U.S. | $1,357,214,000 | 56 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,389,205,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,052,623,000 | 43 |
| Privately issued | $336,582,000 | 64 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,899,801,000 | 58 |
| Total debt securities | $3,865,967,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $22,337,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,859,139,000 | 68 |
| U.S. Government securities | $3,094,722,000 | 60 |
| U.S. Treasury securities | $91,425,000 | 71 |
| U.S. Government agency obligations | $3,003,297,000 | 63 |
| Securities issued by states & political subdivisions | $308,355,000 | 40 |
| Other domestic debt securities | $354,033,000 | 93 |
| Privately issued residential mortgage-backed securities | $354,033,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $1,000,000 | 90 |
| Equity securities | $101,029,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $385,497,000 | 186 |
| Mortgage-backed securities | $2,675,022,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,400,314,000 | 63 |
| Issued or guaranteed by U.S. | $1,400,314,000 | 58 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,274,708,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $920,675,000 | 52 |
| Privately issued | $354,033,000 | 58 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,859,139,000 | 59 |
| Total debt securities | $3,758,110,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $37,490,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,949,588,000 | 66 |
| U.S. Government securities | $3,168,532,000 | 61 |
| U.S. Treasury securities | $92,374,000 | 73 |
| U.S. Government agency obligations | $3,076,158,000 | 61 |
| Securities issued by states & political subdivisions | $302,073,000 | 42 |
| Other domestic debt securities | $374,688,000 | 100 |
| Privately issued residential mortgage-backed securities | $374,688,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $1,000,000 | 95 |
| Equity securities | $103,295,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $380,610,000 | 180 |
| Mortgage-backed securities | $2,760,022,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,471,492,000 | 62 |
| Issued or guaranteed by U.S. | $1,471,492,000 | 57 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,288,530,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $913,842,000 | 48 |
| Privately issued | $374,688,000 | 61 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $3,949,588,000 | 58 |
| Total debt securities | $3,846,293,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $75,877,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,621,142,000 | 71 |
| U.S. Government securities | $2,947,237,000 | 64 |
| U.S. Treasury securities | $93,189,000 | 72 |
| U.S. Government agency obligations | $2,854,048,000 | 63 |
| Securities issued by states & political subdivisions | $283,082,000 | 42 |
| Other domestic debt securities | $284,354,000 | 110 |
| Privately issued residential mortgage-backed securities | $284,354,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $1,000,000 | 95 |
| Equity securities | $105,469,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $367,013,000 | 191 |
| Mortgage-backed securities | $2,672,148,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,519,581,000 | 60 |
| Issued or guaranteed by U.S. | $1,519,581,000 | 55 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,152,567,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $868,213,000 | 48 |
| Privately issued | $284,354,000 | 68 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,621,142,000 | 62 |
| Total debt securities | $3,515,673,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $49,751,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,357,020,000 | 77 |
| U.S. Government securities | $2,790,314,000 | 73 |
| U.S. Treasury securities | $56,855,000 | 104 |
| U.S. Government agency obligations | $2,733,459,000 | 69 |
| Securities issued by states & political subdivisions | $276,179,000 | 42 |
| Other domestic debt securities | $186,010,000 | 145 |
| Privately issued residential mortgage-backed securities | $186,010,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $1,000,000 | 90 |
| Equity securities | $103,517,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $390,610,000 | 182 |
| Mortgage-backed securities | $2,626,155,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,839,649,000 | 52 |
| Issued or guaranteed by U.S. | $1,839,649,000 | 47 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $786,506,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $600,496,000 | 64 |
| Privately issued | $186,010,000 | 86 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,357,020,000 | 66 |
| Total debt securities | $3,253,503,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $28,893,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,447,309,000 | 74 |
| U.S. Government securities | $2,913,681,000 | 70 |
| U.S. Treasury securities | $58,458,000 | 106 |
| U.S. Government agency obligations | $2,855,223,000 | 68 |
| Securities issued by states & political subdivisions | $279,075,000 | 44 |
| Other domestic debt securities | $141,726,000 | 171 |
| Privately issued residential mortgage-backed securities | $141,726,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $1,000,000 | 99 |
| Equity securities | $111,827,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,467,000 | 171 |
| Mortgage-backed securities | $2,701,310,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,947,542,000 | 48 |
| Issued or guaranteed by U.S. | $1,947,542,000 | 44 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $753,768,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $612,042,000 | 66 |
| Privately issued | $141,726,000 | 98 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $3,447,309,000 | 64 |
| Total debt securities | $3,335,482,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $39,549,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,199,421,000 | 79 |
| U.S. Government securities | $2,729,093,000 | 72 |
| U.S. Treasury securities | $58,223,000 | 105 |
| U.S. Government agency obligations | $2,670,870,000 | 71 |
| Securities issued by states & political subdivisions | $268,041,000 | 46 |
| Other domestic debt securities | $92,929,000 | 192 |
| Privately issued residential mortgage-backed securities | $92,929,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $1,000,000 | 101 |
| Equity securities | $108,358,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $441,490,000 | 162 |
| Mortgage-backed securities | $2,473,555,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,920,021,000 | 50 |
| Issued or guaranteed by U.S. | $1,920,021,000 | 47 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $553,534,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $460,605,000 | 89 |
| Privately issued | $92,929,000 | 84 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,199,421,000 | 69 |
| Total debt securities | $3,091,063,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $91,535,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,248,308,000 | 75 |
| U.S. Government securities | $2,758,601,000 | 69 |
| U.S. Treasury securities | $58,704,000 | 100 |
| U.S. Government agency obligations | $2,699,897,000 | 70 |
| Securities issued by states & political subdivisions | $269,650,000 | 48 |
| Other domestic debt securities | $109,297,000 | 170 |
| Privately issued residential mortgage-backed securities | $109,297,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $1,000,000 | 105 |
| Equity securities | $109,760,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $378,004,000 | 172 |
| Mortgage-backed securities | $2,513,364,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,963,968,000 | 46 |
| Issued or guaranteed by U.S. | $1,963,968,000 | 41 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $549,396,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $440,099,000 | 87 |
| Privately issued | $109,297,000 | 74 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,248,308,000 | 67 |
| Total debt securities | $3,138,548,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $58,378,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,818,614,000 | 84 |
| U.S. Government securities | $2,348,615,000 | 77 |
| U.S. Treasury securities | $53,103,000 | 110 |
| U.S. Government agency obligations | $2,295,512,000 | 77 |
| Securities issued by states & political subdivisions | $263,121,000 | 47 |
| Other domestic debt securities | $99,371,000 | 182 |
| Privately issued residential mortgage-backed securities | $99,371,000 | 93 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $1,000,000 | 106 |
| Equity securities | $106,507,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $377,808,000 | 169 |
| Mortgage-backed securities | $2,185,736,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,666,613,000 | 53 |
| Issued or guaranteed by U.S. | $1,666,613,000 | 49 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $519,123,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $419,752,000 | 101 |
| Privately issued | $99,371,000 | 85 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $2,818,614,000 | 73 |
| Total debt securities | $2,712,107,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $57,633,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,326,223,000 | 105 |
| U.S. Government securities | $1,868,418,000 | 98 |
| U.S. Treasury securities | $53,113,000 | 113 |
| U.S. Government agency obligations | $1,815,305,000 | 96 |
| Securities issued by states & political subdivisions | $241,479,000 | 51 |
| Other domestic debt securities | $129,171,000 | 152 |
| Privately issued residential mortgage-backed securities | $124,551,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,620,000 | 1,201 |
| Foreign debt securities | $1,000,000 | 100 |
| Equity securities | $86,155,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,645,000 | 154 |
| Mortgage-backed securities | $1,681,021,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,145,888,000 | 74 |
| Issued or guaranteed by U.S. | $1,145,888,000 | 71 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $535,133,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $410,582,000 | 102 |
| Privately issued | $124,551,000 | 76 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,326,223,000 | 95 |
| Total debt securities | $2,240,068,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $53,288,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,144,367,000 | 115 |
| U.S. Government securities | $1,650,308,000 | 111 |
| U.S. Treasury securities | $34,428,000 | 170 |
| U.S. Government agency obligations | $1,615,880,000 | 106 |
| Securities issued by states & political subdivisions | $236,592,000 | 51 |
| Other domestic debt securities | $170,003,000 | 121 |
| Privately issued residential mortgage-backed securities | $165,403,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,600,000 | 1,213 |
| Foreign debt securities | $2,000,000 | 73 |
| Equity securities | $85,464,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $431,685,000 | 143 |
| Mortgage-backed securities | $1,491,488,000 | 98 |
| Certificates of participation in pools of residential mortgages | $975,057,000 | 79 |
| Issued or guaranteed by U.S. | $975,057,000 | 77 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $516,431,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $351,028,000 | 104 |
| Privately issued | $165,403,000 | 61 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $2,144,367,000 | 101 |
| Total debt securities | $2,058,901,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $126,797,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,677,629,000 | 124 |
| U.S. Government securities | $1,285,948,000 | 120 |
| U.S. Treasury securities | $58,517,000 | 126 |
| U.S. Government agency obligations | $1,227,431,000 | 118 |
| Securities issued by states & political subdivisions | $190,201,000 | 61 |
| Other domestic debt securities | $126,057,000 | 152 |
| Privately issued residential mortgage-backed securities | $95,791,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,266,000 | 308 |
| Foreign debt securities | $2,000,000 | 77 |
| Equity securities | $73,423,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,075,000 | 138 |
| Mortgage-backed securities | $1,075,533,000 | 116 |
| Certificates of participation in pools of residential mortgages | $690,460,000 | 92 |
| Issued or guaranteed by U.S. | $690,460,000 | 90 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $385,073,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $289,282,000 | 108 |
| Privately issued | $95,791,000 | 86 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,677,629,000 | 110 |
| Total debt securities | $1,604,207,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $57,047,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,487,098,000 | 128 |
| U.S. Government securities | $1,070,126,000 | 128 |
| U.S. Treasury securities | $81,140,000 | 101 |
| U.S. Government agency obligations | $988,986,000 | 125 |
| Securities issued by states & political subdivisions | $160,139,000 | 70 |
| Other domestic debt securities | $166,384,000 | 116 |
| Privately issued residential mortgage-backed securities | $15,470,000 | 221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,914,000 | 71 |
| Foreign debt securities | $3,000,000 | 66 |
| Equity securities | $87,449,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $520,771,000 | 124 |
| Mortgage-backed securities | $437,221,000 | 174 |
| Certificates of participation in pools of residential mortgages | $217,831,000 | 186 |
| Issued or guaranteed by U.S. | $217,831,000 | 184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $219,390,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $203,920,000 | 130 |
| Privately issued | $15,470,000 | 191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,487,098,000 | 106 |
| Total debt securities | $1,399,649,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $38,679,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,051,181,000 | 172 |
| U.S. Government securities | $637,797,000 | 184 |
| U.S. Treasury securities | $114,027,000 | 101 |
| U.S. Government agency obligations | $523,770,000 | 193 |
| Securities issued by states & political subdivisions | $152,244,000 | 70 |
| Other domestic debt securities | $151,000,000 | 139 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $151,000,000 | 78 |
| Foreign debt securities | $3,000,000 | 73 |
| Equity securities | $107,140,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $541,737,000 | 131 |
| Mortgage-backed securities | $351,251,000 | 231 |
| Certificates of participation in pools of residential mortgages | $224,400,000 | 194 |
| Issued or guaranteed by U.S. | $224,400,000 | 192 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $126,851,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $126,851,000 | 200 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $1,051,181,000 | 140 |
| Total debt securities | $944,041,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $27,572,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $977,645,000 | 164 |
| U.S. Government securities | $626,614,000 | 187 |
| U.S. Treasury securities | $169,849,000 | 91 |
| U.S. Government agency obligations | $456,765,000 | 216 |
| Securities issued by states & political subdivisions | $121,648,000 | 82 |
| Other domestic debt securities | $149,705,000 | 127 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,705,000 | 63 |
| Foreign debt securities | $3,000,000 | 75 |
| Equity securities | $76,678,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $538,832,000 | 113 |
| Mortgage-backed securities | $351,470,000 | 227 |
| Certificates of participation in pools of residential mortgages | $241,298,000 | 201 |
| Issued or guaranteed by U.S. | $241,298,000 | 197 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $110,172,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $110,172,000 | 217 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $977,645,000 | 123 |
| Total debt securities | $900,967,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $34,491,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $729,014,000 | 203 |
| U.S. Government securities | $536,504,000 | 220 |
| U.S. Treasury securities | $179,903,000 | 118 |
| U.S. Government agency obligations | $356,601,000 | 275 |
| Securities issued by states & political subdivisions | $113,564,000 | 85 |
| Other domestic debt securities | $220,000 | 2,867 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $220,000 | 2,285 |
| Foreign debt securities | $3,010,000 | 73 |
| Equity securities | $75,716,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $517,756,000 | 113 |
| Mortgage-backed securities | $279,479,000 | 281 |
| Certificates of participation in pools of residential mortgages | $172,093,000 | 264 |
| Issued or guaranteed by U.S. | $172,093,000 | 256 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $107,386,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $107,386,000 | 207 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $218,184,000 | 168 |
| Available-for-sale securities (fair market value) | $510,830,000 | 221 |
| Total debt securities | $653,298,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $30,279,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $743,559,000 | 217 |
| U.S. Government securities | $597,891,000 | 217 |
| U.S. Treasury securities | $244,060,000 | 104 |
| U.S. Government agency obligations | $353,831,000 | 283 |
| Securities issued by states & political subdivisions | $102,512,000 | 87 |
| Other domestic debt securities | $420,000 | 2,842 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $420,000 | 2,189 |
| Foreign debt securities | $3,010,000 | 85 |
| Equity securities | $39,726,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $568,894,000 | 117 |
| Mortgage-backed securities | $209,498,000 | 371 |
| Certificates of participation in pools of residential mortgages | $111,859,000 | 393 |
| Issued or guaranteed by U.S. | $111,859,000 | 383 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $97,639,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $97,639,000 | 232 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $189,514,000 | 217 |
| Available-for-sale securities (fair market value) | $554,045,000 | 205 |
| Total debt securities | $703,833,000 | 226 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $32,129,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $940,893,000 | 199 |
| U.S. Government securities | $859,156,000 | 173 |
| U.S. Treasury securities | $296,509,000 | 104 |
| U.S. Government agency obligations | $562,647,000 | 193 |
| Securities issued by states & political subdivisions | $37,220,000 | 299 |
| Other domestic debt securities | $18,884,000 | 453 |
| Privately issued residential mortgage-backed securities | $18,384,000 | 218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,504 |
| Foreign debt securities | $3,010,000 | 101 |
| Equity securities | $22,623,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $602,527,000 | 115 |
| Mortgage-backed securities | $249,076,000 | 327 |
| Certificates of participation in pools of residential mortgages | $116,021,000 | 379 |
| Issued or guaranteed by U.S. | $116,021,000 | 368 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $133,055,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $114,671,000 | 224 |
| Privately issued | $18,384,000 | 141 |
| 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) | $104,279,000 | 391 |
| Available-for-sale securities (fair market value) | $836,614,000 | 153 |
| Total debt securities | $918,270,000 | 198 |
| Structured notes | ||
| Amortized cost | $40,802,000 | 46 |
| Fair value | $40,961,000 | 45 |
| Trading account assets | $29,729,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $732,479,000 | 254 |
| U.S. Government securities | $648,054,000 | 229 |
| U.S. Treasury securities | $231,276,000 | 167 |
| U.S. Government agency obligations | $416,778,000 | 245 |
| Securities issued by states & political subdivisions | $25,634,000 | 446 |
| Other domestic debt securities | $49,975,000 | 259 |
| Privately issued residential mortgage-backed securities | $49,475,000 | 139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,847 |
| Foreign debt securities | $3,000,000 | 105 |
| Equity securities | $5,816,000 | 562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,094,000 | 307 |
| Mortgage-backed securities | $324,727,000 | 275 |
| Certificates of participation in pools of residential mortgages | $184,974,000 | 266 |
| Issued or guaranteed by U.S. | $184,974,000 | 257 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $139,753,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $90,278,000 | 283 |
| Privately issued | $49,475,000 | 84 |
| 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) | $644,970,000 | 184 |
| Available-for-sale securities (fair market value) | $87,509,000 | 643 |
| Total debt securities | $726,663,000 | 252 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $25,531,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $892,038,000 | 216 |
| U.S. Government securities | $876,098,000 | 184 |
| U.S. Treasury securities | $398,406,000 | 114 |
| U.S. Government agency obligations | $477,692,000 | 213 |
| Securities issued by states & political subdivisions | $6,476,000 | 2,401 |
| Other domestic debt securities | $500,000 | 4,262 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 3,270 |
| Foreign debt securities | $3,133,000 | 105 |
| Equity securities | $5,831,000 | 635 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,416,000 | 215 |
| Mortgage-backed securities | $154,445,000 | 496 |
| Certificates of participation in pools of residential mortgages | $144,456,000 | 322 |
| Issued or guaranteed by U.S. | $144,456,000 | 290 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $9,989,000 | 1,701 |
| CMOs issued by government agencies or sponsored agencies | $9,989,000 | 1,604 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $886,207,000 | 212 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $39,765,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $441,922,000 | 365 |
| U.S. Government securities | $403,972,000 | 326 |
| U.S. Treasury securities | $376,704,000 | 119 |
| U.S. Government agency obligations | $27,268,000 | 2,485 |
| Securities issued by states & political subdivisions | $30,278,000 | 328 |
| Other domestic debt securities | $500,000 | 5,073 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 3,807 |
| Foreign debt securities | $3,267,000 | 96 |
| Equity securities | $3,905,000 | 778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,868,000 | 210 |
| Mortgage-backed securities | $2,191,000 | 7,448 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,191,000 | 3,919 |
| CMOs issued by government agencies or sponsored agencies | $2,191,000 | 3,600 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $438,017,000 | 365 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $10,258,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |