Home > First Hawaiian Bank > Securities
First Hawaiian Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $6,297,302,000 | 70 |
| U.S. Government securities | $5,874,269,000 | 60 |
| U.S. Treasury securities | $19,788,000 | 914 |
| U.S. Government agency obligations | $5,854,481,000 | 51 |
| Securities issued by states & political subdivisions | $54,197,000 | 827 |
| Other domestic debt securities | $368,319,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,683,000 | 143 |
| Structured financial products - Total | $346,636,000 | 58 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,997,606,000 | 50 |
| Mortgage-backed securities | $5,770,123,000 | 48 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $936,743,000 | 84 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,466,524,000 | 24 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $487,300,000 | 42 |
| Other commercial mortgage-backed securities | $879,556,000 | 41 |
| Held to maturity securities (book value) | $4,041,449,000 | 34 |
| Available-for-sale securities (fair market value) | $2,255,336,000 | 105 |
| Total debt securities | $6,296,785,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $1,204,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,821,000 | 122 |
| 2023-09-30 | Rank | |
| Total securities | $6,828,105,000 | 69 |
| U.S. Government securities | $6,406,636,000 | 56 |
| U.S. Treasury securities | $38,742,000 | 596 |
| U.S. Government agency obligations | $6,367,894,000 | 45 |
| Securities issued by states & political subdivisions | $54,104,000 | 802 |
| Other domestic debt securities | $366,078,000 | 114 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,602,000 | 145 |
| Structured financial products - Total | $344,476,000 | 62 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,237,857,000 | 44 |
| Mortgage-backed securities | $6,220,112,000 | 43 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,203,428,000 | 77 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,654,670,000 | 24 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $487,313,000 | 40 |
| Other commercial mortgage-backed securities | $874,701,000 | 41 |
| Held to maturity securities (book value) | $4,104,114,000 | 33 |
| Available-for-sale securities (fair market value) | $2,722,704,000 | 96 |
| Total debt securities | $6,826,818,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $3,073,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,398,000 | 133 |
| 2023-06-30 | Rank | |
| Total securities | $7,092,037,000 | 66 |
| U.S. Government securities | $6,675,471,000 | 54 |
| U.S. Treasury securities | $38,543,000 | 613 |
| U.S. Government agency obligations | $6,636,928,000 | 49 |
| Securities issued by states & political subdivisions | $54,007,000 | 853 |
| Other domestic debt securities | $360,302,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,379,000 | 148 |
| Structured financial products - Total | $338,923,000 | 59 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,923,817,000 | 47 |
| Mortgage-backed securities | $6,461,157,000 | 43 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,288,231,000 | 75 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,790,044,000 | 24 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $487,462,000 | 41 |
| Other commercial mortgage-backed securities | $895,420,000 | 42 |
| Held to maturity securities (book value) | $4,180,408,000 | 33 |
| Available-for-sale securities (fair market value) | $2,909,372,000 | 93 |
| Total debt securities | $7,089,780,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $21,030,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,988,000 | 67 |
| 2023-03-31 | Rank | |
| Total securities | $7,316,782,000 | 68 |
| U.S. Government securities | $6,904,933,000 | 56 |
| U.S. Treasury securities | $38,649,000 | 648 |
| U.S. Government agency obligations | $6,866,284,000 | 48 |
| Securities issued by states & political subdivisions | $53,917,000 | 898 |
| Other domestic debt securities | $356,791,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,133,000 | 152 |
| Structured financial products - Total | $335,658,000 | 62 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,643,838,000 | 103 |
| Mortgage-backed securities | $6,685,994,000 | 47 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,342,279,000 | 78 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,912,509,000 | 25 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $487,953,000 | 43 |
| Other commercial mortgage-backed securities | $943,253,000 | 41 |
| Held to maturity securities (book value) | $4,261,361,000 | 37 |
| Available-for-sale securities (fair market value) | $3,054,280,000 | 96 |
| Total debt securities | $7,315,641,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $31,243,000 | 59 |
| 2022-12-31 | Rank | |
| Total securities | $7,477,148,000 | 71 |
| U.S. Government securities | $7,057,062,000 | 60 |
| U.S. Treasury securities | $68,159,000 | 427 |
| U.S. Government agency obligations | $6,988,903,000 | 49 |
| Securities issued by states & political subdivisions | $53,822,000 | 922 |
| Other domestic debt securities | $360,888,000 | 122 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,471,000 | 149 |
| Structured financial products - Total | $339,417,000 | 58 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,140,757,000 | 58 |
| Mortgage-backed securities | $6,807,461,000 | 49 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,373,014,000 | 82 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,994,124,000 | 27 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $488,519,000 | 43 |
| Other commercial mortgage-backed securities | $951,804,000 | 42 |
| Held to maturity securities (book value) | $4,320,639,000 | 38 |
| Available-for-sale securities (fair market value) | $3,151,133,000 | 97 |
| Total debt securities | $7,471,772,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $3,178,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $43,216,000 | 59 |
| 2022-09-30 | Rank | |
| Total securities | $7,702,013,000 | 72 |
| U.S. Government securities | $7,276,428,000 | 58 |
| U.S. Treasury securities | $67,925,000 | 441 |
| U.S. Government agency obligations | $7,208,503,000 | 49 |
| Securities issued by states & political subdivisions | $53,733,000 | 931 |
| Other domestic debt securities | $365,142,000 | 115 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,670,000 | 153 |
| Structured financial products - Total | $343,472,000 | 50 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,438,881,000 | 64 |
| Mortgage-backed securities | $7,024,511,000 | 50 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,414,315,000 | 82 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,136,150,000 | 26 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $489,352,000 | 46 |
| Other commercial mortgage-backed securities | $984,694,000 | 45 |
| Held to maturity securities (book value) | $4,406,143,000 | 35 |
| Available-for-sale securities (fair market value) | $3,289,160,000 | 97 |
| Total debt securities | $7,695,303,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $5,865,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $49,028,000 | 60 |
| 2022-06-30 | Rank | |
| Total securities | $8,067,664,000 | 69 |
| U.S. Government securities | $7,640,931,000 | 59 |
| U.S. Treasury securities | $68,739,000 | 426 |
| U.S. Government agency obligations | $7,572,192,000 | 51 |
| Securities issued by states & political subdivisions | $53,640,000 | 970 |
| Other domestic debt securities | $366,390,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,550,000 | 156 |
| Structured financial products - Total | $344,840,000 | 34 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,593,840,000 | 62 |
| Mortgage-backed securities | $7,406,655,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,541,740,000 | 82 |
| Issued or guaranteed by U.S. | $1,541,740,000 | 82 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,349,664,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,349,664,000 | 25 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,515,251,000 | 51 |
| Commercial mortgage pass-through securities | $489,475,000 | 47 |
| Other commercial mortgage-backed securities | $1,025,776,000 | 50 |
| Held to maturity securities (book value) | $4,093,215,000 | 35 |
| Available-for-sale securities (fair market value) | $3,967,746,000 | 84 |
| Total debt securities | $8,060,961,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $5,454,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $27,769,000 | 61 |
| 2022-03-31 | Rank | |
| Total securities | $8,069,001,000 | 70 |
| U.S. Government securities | $7,787,265,000 | 57 |
| U.S. Treasury securities | $49,143,000 | 494 |
| U.S. Government agency obligations | $7,738,122,000 | 50 |
| Securities issued by states & political subdivisions | $54,235,000 | 968 |
| Other domestic debt securities | $220,884,000 | 143 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $220,884,000 | 37 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,926,626,000 | 72 |
| Mortgage-backed securities | $7,587,721,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,485,310,000 | 88 |
| Issued or guaranteed by U.S. | $1,485,310,000 | 88 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,519,488,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,519,488,000 | 24 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,582,923,000 | 50 |
| Commercial mortgage pass-through securities | $448,355,000 | 51 |
| Other commercial mortgage-backed securities | $1,134,568,000 | 49 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $8,062,384,000 | 57 |
| Total debt securities | $8,062,384,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $16,107,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,491,000 | 66 |
| 2021-12-31 | Rank | |
| Total securities | $8,435,413,000 | 66 |
| U.S. Government securities | $8,278,600,000 | 51 |
| U.S. Treasury securities | $30,315,000 | 513 |
| U.S. Government agency obligations | $8,248,285,000 | 46 |
| Securities issued by states & political subdivisions | $44,185,000 | 1,203 |
| Other domestic debt securities | $105,247,000 | 234 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $105,247,000 | 46 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,058,722,000 | 73 |
| Mortgage-backed securities | $8,086,037,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,628,364,000 | 83 |
| Issued or guaranteed by U.S. | $1,628,364,000 | 83 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,700,567,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,700,567,000 | 24 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,757,106,000 | 46 |
| Commercial mortgage pass-through securities | $490,546,000 | 46 |
| Other commercial mortgage-backed securities | $1,266,560,000 | 43 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $8,428,032,000 | 58 |
| Total debt securities | $8,428,032,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $50,925,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,556,000 | 89 |
| 2021-09-30 | Rank | |
| Total securities | $7,961,054,000 | 65 |
| U.S. Government securities | $7,953,727,000 | 50 |
| U.S. Treasury securities | $30,497,000 | 406 |
| U.S. Government agency obligations | $7,923,230,000 | 46 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,522,286,000 | 50 |
| Mortgage-backed securities | $7,765,866,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,557,012,000 | 83 |
| Issued or guaranteed by U.S. | $1,557,012,000 | 83 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,459,011,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,459,011,000 | 24 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,749,843,000 | 43 |
| Commercial mortgage pass-through securities | $436,427,000 | 46 |
| Other commercial mortgage-backed securities | $1,313,416,000 | 40 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $7,953,727,000 | 55 |
| Total debt securities | $7,953,727,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $68,049,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $856,000 | 121 |
| 2021-06-30 | Rank | |
| Total securities | $6,966,832,000 | 69 |
| U.S. Government securities | $6,953,930,000 | 55 |
| U.S. Treasury securities | $30,576,000 | 349 |
| U.S. Government agency obligations | $6,923,354,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,957,117,000 | 68 |
| Mortgage-backed securities | $6,773,158,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,376,737,000 | 84 |
| Issued or guaranteed by U.S. | $1,376,737,000 | 84 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,681,169,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $3,681,169,000 | 31 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,715,252,000 | 44 |
| Commercial mortgage pass-through securities | $356,139,000 | 48 |
| Other commercial mortgage-backed securities | $1,359,113,000 | 39 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $6,953,930,000 | 61 |
| Total debt securities | $6,953,930,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $82,712,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,141,000 | 113 |
| 2021-03-31 | Rank | |
| Total securities | $6,705,209,000 | 69 |
| U.S. Government securities | $6,692,479,000 | 58 |
| U.S. Treasury securities | $30,690,000 | 257 |
| U.S. Government agency obligations | $6,661,789,000 | 51 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,560,982,000 | 56 |
| Mortgage-backed securities | $6,516,755,000 | 52 |
| Certificates of participation in pools of residential mortgages | $934,814,000 | 97 |
| Issued or guaranteed by U.S. | $934,814,000 | 97 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,920,250,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,920,250,000 | 29 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,661,691,000 | 42 |
| Commercial mortgage pass-through securities | $287,556,000 | 55 |
| Other commercial mortgage-backed securities | $1,374,135,000 | 38 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $6,692,479,000 | 61 |
| Total debt securities | $6,692,479,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $80,182,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,438,000 | 109 |
| 2020-12-31 | Rank | |
| Total securities | $6,083,106,000 | 70 |
| U.S. Government securities | $6,071,415,000 | 59 |
| U.S. Treasury securities | $30,790,000 | 198 |
| U.S. Government agency obligations | $6,040,625,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| 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 | $2,393,645,000 | 58 |
| Mortgage-backed securities | $5,899,994,000 | 53 |
| Certificates of participation in pools of residential mortgages | $607,662,000 | 123 |
| Issued or guaranteed by U.S. | $607,662,000 | 123 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,760,525,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,760,525,000 | 29 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,531,807,000 | 46 |
| Commercial mortgage pass-through securities | $688,875,000 | 28 |
| Other commercial mortgage-backed securities | $842,932,000 | 47 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $6,071,415,000 | 60 |
| Total debt securities | $6,071,415,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $129,895,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,560,000 | 108 |
| 2020-09-30 | Rank | |
| Total securities | $5,692,883,000 | 67 |
| U.S. Government securities | $5,692,883,000 | 60 |
| U.S. Treasury securities | $30,878,000 | 195 |
| U.S. Government agency obligations | $5,662,005,000 | 54 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| 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 | $2,342,543,000 | 60 |
| Mortgage-backed securities | $5,547,927,000 | 55 |
| Certificates of participation in pools of residential mortgages | $625,790,000 | 111 |
| Issued or guaranteed by U.S. | $625,790,000 | 111 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,671,942,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $3,671,942,000 | 30 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,250,195,000 | 48 |
| Commercial mortgage pass-through securities | $498,273,000 | 37 |
| Other commercial mortgage-backed securities | $751,922,000 | 51 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $5,692,883,000 | 58 |
| Total debt securities | $5,692,883,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $159,884,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $919,000 | 121 |
| 2020-06-30 | Rank | |
| Total securities | $5,135,775,000 | 70 |
| U.S. Government securities | $5,135,775,000 | 61 |
| U.S. Treasury securities | $30,941,000 | 213 |
| U.S. Government agency obligations | $5,104,834,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| 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 | $3,177,248,000 | 46 |
| Mortgage-backed securities | $5,040,857,000 | 52 |
| Certificates of participation in pools of residential mortgages | $623,529,000 | 105 |
| Issued or guaranteed by U.S. | $623,529,000 | 104 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,464,653,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $3,464,653,000 | 31 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $952,675,000 | 53 |
| Commercial mortgage pass-through securities | $322,996,000 | 44 |
| Other commercial mortgage-backed securities | $629,679,000 | 53 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,135,775,000 | 62 |
| Total debt securities | $5,135,775,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $170,576,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,095,000 | 115 |
| 2020-03-31 | Rank | |
| Total securities | $4,058,457,000 | 80 |
| U.S. Government securities | $4,058,457,000 | 64 |
| U.S. Treasury securities | $30,927,000 | 204 |
| U.S. Government agency obligations | $4,027,530,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $2,181,367,000 | 61 |
| Mortgage-backed securities | $4,000,809,000 | 58 |
| Certificates of participation in pools of residential mortgages | $696,630,000 | 98 |
| Issued or guaranteed by U.S. | $696,630,000 | 98 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,666,996,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,666,996,000 | 32 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $637,183,000 | 67 |
| Commercial mortgage pass-through securities | $186,784,000 | 61 |
| Other commercial mortgage-backed securities | $450,399,000 | 64 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $4,058,457,000 | 66 |
| Total debt securities | $4,058,457,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $158,711,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,198,000 | 106 |
| 2019-12-31 | Rank | |
| Total securities | $4,075,644,000 | 75 |
| U.S. Government securities | $4,075,644,000 | 67 |
| U.S. Treasury securities | $29,888,000 | 223 |
| U.S. Government agency obligations | $4,045,756,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $1,728,741,000 | 65 |
| Mortgage-backed securities | $3,944,317,000 | 58 |
| Certificates of participation in pools of residential mortgages | $690,701,000 | 99 |
| Issued or guaranteed by U.S. | $690,701,000 | 99 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,701,480,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,701,480,000 | 31 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $552,136,000 | 70 |
| Commercial mortgage pass-through securities | $101,719,000 | 88 |
| Other commercial mortgage-backed securities | $450,417,000 | 61 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $4,075,644,000 | 61 |
| Total debt securities | $4,075,644,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $63,527,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,233,000 | 90 |
| 2019-09-30 | Rank | |
| Total securities | $4,157,082,000 | 74 |
| U.S. Government securities | $4,157,082,000 | 66 |
| U.S. Treasury securities | $29,738,000 | 215 |
| U.S. Government agency obligations | $4,127,344,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $1,956,623,000 | 59 |
| Mortgage-backed securities | $3,976,223,000 | 58 |
| Certificates of participation in pools of residential mortgages | $715,854,000 | 96 |
| Issued or guaranteed by U.S. | $715,854,000 | 96 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,923,315,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,923,315,000 | 31 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $337,054,000 | 97 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $337,054,000 | 69 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $4,157,082,000 | 60 |
| Total debt securities | $4,157,082,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $85,883,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $584,000 | 114 |
| 2019-06-30 | Rank | |
| Total securities | $4,395,476,000 | 71 |
| U.S. Government securities | $4,395,476,000 | 58 |
| U.S. Treasury securities | $29,556,000 | 217 |
| U.S. Government agency obligations | $4,365,920,000 | 52 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| 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 | $2,064,421,000 | 60 |
| Mortgage-backed securities | $4,176,891,000 | 54 |
| Certificates of participation in pools of residential mortgages | $513,904,000 | 115 |
| Issued or guaranteed by U.S. | $513,904,000 | 114 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,324,642,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $3,324,642,000 | 31 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $338,345,000 | 89 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $338,345,000 | 63 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $4,395,476,000 | 57 |
| Total debt securities | $4,395,476,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $58,395,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $4,485,660,000 | 71 |
| U.S. Government securities | $4,485,660,000 | 59 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,485,660,000 | 51 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| 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 | $1,912,271,000 | 62 |
| Mortgage-backed securities | $4,299,300,000 | 55 |
| Certificates of participation in pools of residential mortgages | $498,931,000 | 116 |
| Issued or guaranteed by U.S. | $498,931,000 | 115 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,463,909,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $3,463,909,000 | 29 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $336,460,000 | 86 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $336,460,000 | 62 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $4,485,660,000 | 57 |
| Total debt securities | $4,485,660,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $29,035,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,736,000 | 91 |
| 2018-12-31 | Rank | |
| Total securities | $4,498,342,000 | 70 |
| U.S. Government securities | $4,478,488,000 | 56 |
| U.S. Treasury securities | $389,470,000 | 55 |
| U.S. Government agency obligations | $4,089,018,000 | 53 |
| Securities issued by states & political subdivisions | $19,854,000 | 1,651 |
| 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 | $1,926,844,000 | 60 |
| Mortgage-backed securities | $3,847,424,000 | 55 |
| Certificates of participation in pools of residential mortgages | $562,383,000 | 114 |
| Issued or guaranteed by U.S. | $562,383,000 | 113 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,087,417,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,087,417,000 | 29 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $197,624,000 | 116 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $197,624,000 | 83 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $4,498,342,000 | 55 |
| Total debt securities | $4,498,342,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $12,305,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,829,000 | 67 |
| 2018-09-30 | Rank | |
| Total securities | $4,595,301,000 | 67 |
| U.S. Government securities | $4,575,738,000 | 55 |
| U.S. Treasury securities | $383,890,000 | 57 |
| U.S. Government agency obligations | $4,191,848,000 | 52 |
| Securities issued by states & political subdivisions | $19,563,000 | 1,683 |
| 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 | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,338,608,000 | 48 |
| Mortgage-backed securities | $3,954,631,000 | 55 |
| Certificates of participation in pools of residential mortgages | $573,426,000 | 111 |
| Issued or guaranteed by U.S. | $573,426,000 | 110 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,182,252,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,182,252,000 | 28 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $198,953,000 | 111 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $198,953,000 | 78 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $4,595,301,000 | 54 |
| Total debt securities | $4,595,301,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $1,540,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $31,159,000 | 50 |
| 2018-06-30 | Rank | |
| Total securities | $4,842,551,000 | 65 |
| U.S. Government securities | $4,822,735,000 | 53 |
| U.S. Treasury securities | $386,057,000 | 55 |
| U.S. Government agency obligations | $4,436,678,000 | 51 |
| Securities issued by states & political subdivisions | $19,816,000 | 1,723 |
| 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 | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,466,872,000 | 44 |
| Mortgage-backed securities | $4,198,151,000 | 53 |
| Certificates of participation in pools of residential mortgages | $600,091,000 | 109 |
| Issued or guaranteed by U.S. | $600,091,000 | 107 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,393,908,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,393,908,000 | 28 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $204,152,000 | 106 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $204,152,000 | 74 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $4,842,551,000 | 50 |
| Total debt securities | $4,842,551,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $5,117,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $26,319,000 | 51 |
| 2018-03-31 | Rank | |
| Total securities | $5,076,766,000 | 63 |
| U.S. Government securities | $5,056,850,000 | 51 |
| U.S. Treasury securities | $387,647,000 | 57 |
| U.S. Government agency obligations | $4,669,203,000 | 50 |
| Securities issued by states & political subdivisions | $19,916,000 | 1,762 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,661,242,000 | 42 |
| Mortgage-backed securities | $4,429,548,000 | 48 |
| Certificates of participation in pools of residential mortgages | $624,357,000 | 108 |
| Issued or guaranteed by U.S. | $624,357,000 | 107 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,598,590,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,598,590,000 | 28 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $206,601,000 | 100 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $206,601,000 | 72 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $5,076,766,000 | 49 |
| Total debt securities | $5,076,766,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $3,936,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $3,936,000 | 81 |
| Revaluation losses on off-balance sheet contracts | $20,628,000 | 55 |
| 2017-12-31 | Rank | |
| Total securities | $5,234,658,000 | 62 |
| U.S. Government securities | $5,214,179,000 | 48 |
| U.S. Treasury securities | $392,255,000 | 52 |
| U.S. Government agency obligations | $4,821,924,000 | 49 |
| Securities issued by states & political subdivisions | $20,479,000 | 1,789 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,974,796,000 | 40 |
| Mortgage-backed securities | $4,579,323,000 | 47 |
| Certificates of participation in pools of residential mortgages | $526,131,000 | 115 |
| Issued or guaranteed by U.S. | $526,131,000 | 114 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,838,706,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,838,706,000 | 28 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $214,486,000 | 96 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $214,486,000 | 68 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $5,234,658,000 | 49 |
| Total debt securities | $5,234,658,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $14,658,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $14,658,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $17,098,000 | 49 |
| 2017-09-30 | Rank | |
| Total securities | $5,314,973,000 | 60 |
| U.S. Government securities | $5,314,872,000 | 47 |
| U.S. Treasury securities | $396,766,000 | 53 |
| U.S. Government agency obligations | $4,918,106,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $101,000 | 1,975 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $101,000 | 342 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,615,696,000 | 33 |
| Mortgage-backed securities | $4,672,968,000 | 44 |
| Certificates of participation in pools of residential mortgages | $343,926,000 | 154 |
| Issued or guaranteed by U.S. | $343,926,000 | 152 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,108,357,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $4,108,357,000 | 27 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $220,685,000 | 88 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $220,685,000 | 67 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $5,314,973,000 | 48 |
| Total debt securities | $5,314,973,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $19,743,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $19,743,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $19,749,000 | 46 |
| 2017-06-30 | Rank | |
| Total securities | $5,126,869,000 | 61 |
| U.S. Government securities | $5,123,068,000 | 47 |
| U.S. Treasury securities | $396,842,000 | 52 |
| U.S. Government agency obligations | $4,726,226,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $3,801,000 | 974 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $3,801,000 | 171 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,903,365,000 | 37 |
| Mortgage-backed securities | $4,480,908,000 | 47 |
| Certificates of participation in pools of residential mortgages | $360,415,000 | 151 |
| Issued or guaranteed by U.S. | $360,415,000 | 149 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,938,117,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,938,117,000 | 27 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $182,376,000 | 96 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $182,376,000 | 70 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $5,126,869,000 | 49 |
| Total debt securities | $5,126,869,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $19,581,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $19,581,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $19,464,000 | 47 |
| 2017-03-31 | Rank | |
| Total securities | $5,260,262,000 | 60 |
| U.S. Government securities | $5,252,228,000 | 48 |
| U.S. Treasury securities | $393,811,000 | 52 |
| U.S. Government agency obligations | $4,858,417,000 | 47 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $8,034,000 | 680 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $8,034,000 | 133 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,683,152,000 | 42 |
| Mortgage-backed securities | $4,615,150,000 | 45 |
| Certificates of participation in pools of residential mortgages | $371,851,000 | 148 |
| Issued or guaranteed by U.S. | $371,851,000 | 146 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,058,412,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $4,058,412,000 | 27 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $184,887,000 | 92 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $184,887,000 | 67 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $5,260,262,000 | 49 |
| Total debt securities | $5,260,262,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $17,629,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $17,629,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $24,617,000 | 43 |
| 2016-12-31 | Rank | |
| Total securities | $5,077,514,000 | 58 |
| U.S. Government securities | $5,064,931,000 | 49 |
| U.S. Treasury securities | $392,473,000 | 53 |
| U.S. Government agency obligations | $4,672,458,000 | 47 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $12,583,000 | 515 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $12,583,000 | 111 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,696,318,000 | 41 |
| Mortgage-backed securities | $4,429,791,000 | 45 |
| Certificates of participation in pools of residential mortgages | $390,048,000 | 145 |
| Issued or guaranteed by U.S. | $390,048,000 | 144 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,850,163,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,850,163,000 | 26 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $189,580,000 | 92 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $189,580,000 | 66 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $5,077,514,000 | 48 |
| Total debt securities | $5,077,514,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $15,982,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $15,982,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $23,442,000 | 46 |
| 2016-09-30 | Rank | |
| Total securities | $5,363,696,000 | 58 |
| U.S. Government securities | $5,344,202,000 | 47 |
| U.S. Treasury securities | $308,489,000 | 51 |
| U.S. Government agency obligations | $5,035,713,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $19,494,000 | 404 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $19,494,000 | 91 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,740,766,000 | 40 |
| Mortgage-backed securities | $4,845,820,000 | 44 |
| Certificates of participation in pools of residential mortgages | $213,958,000 | 221 |
| Issued or guaranteed by U.S. | $213,958,000 | 220 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,430,152,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,430,152,000 | 26 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $201,710,000 | 83 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $201,710,000 | 62 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $5,363,696,000 | 47 |
| Total debt securities | $5,363,696,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $32,350,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $32,350,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $40,275,000 | 47 |
| 2016-06-30 | Rank | |
| Total securities | $4,601,267,000 | 60 |
| U.S. Government securities | $4,565,179,000 | 53 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,565,179,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $36,088,000 | 280 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $36,088,000 | 73 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,500,000 | 46 |
| Mortgage-backed securities | $4,405,771,000 | 47 |
| Certificates of participation in pools of residential mortgages | $201,693,000 | 232 |
| Issued or guaranteed by U.S. | $201,693,000 | 231 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,046,551,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $4,046,551,000 | 28 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $157,527,000 | 96 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $157,527,000 | 71 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $4,601,267,000 | 50 |
| Total debt securities | $4,601,267,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $31,382,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $31,382,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $39,758,000 | 52 |
| 2016-03-31 | Rank | |
| Total securities | $3,864,940,000 | 65 |
| U.S. Government securities | $3,801,992,000 | 59 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,801,992,000 | 54 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $62,948,000 | 179 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $62,948,000 | 57 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,129,607,000 | 35 |
| Mortgage-backed securities | $3,681,069,000 | 52 |
| Certificates of participation in pools of residential mortgages | $63,765,000 | 640 |
| Issued or guaranteed by U.S. | $63,765,000 | 640 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,617,304,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,617,304,000 | 27 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $3,864,940,000 | 55 |
| Total debt securities | $3,864,940,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $21,104,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $21,104,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $29,932,000 | 53 |
| 2015-12-31 | Rank | |
| Total securities | $4,027,265,000 | 62 |
| U.S. Government securities | $3,931,798,000 | 58 |
| U.S. Treasury securities | $499,976,000 | 42 |
| U.S. Government agency obligations | $3,431,822,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $95,467,000 | 143 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $95,467,000 | 49 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,148,727,000 | 35 |
| Mortgage-backed securities | $3,335,998,000 | 56 |
| Certificates of participation in pools of residential mortgages | $66,727,000 | 621 |
| Issued or guaranteed by U.S. | $66,727,000 | 621 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,269,271,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $3,269,271,000 | 29 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $4,027,265,000 | 52 |
| Total debt securities | $4,027,265,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $10,909,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $10,909,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $10,909,000 | 59 |
| 2015-09-30 | Rank | |
| Total securities | $4,686,980,000 | 58 |
| U.S. Government securities | $4,548,447,000 | 50 |
| U.S. Treasury securities | $655,003,000 | 39 |
| U.S. Government agency obligations | $3,893,444,000 | 51 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $136,689,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $136,689,000 | 39 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,844,000 | 448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,117,603,000 | 38 |
| Mortgage-backed securities | $3,772,227,000 | 50 |
| Certificates of participation in pools of residential mortgages | $11,378,000 | 2,213 |
| Issued or guaranteed by U.S. | $11,378,000 | 2,212 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,760,849,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,760,849,000 | 27 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $4,686,980,000 | 48 |
| Total debt securities | $4,685,136,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $12,084,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $12,084,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $12,084,000 | 65 |
| 2015-06-30 | Rank | |
| Total securities | $4,904,659,000 | 57 |
| U.S. Government securities | $4,698,694,000 | 51 |
| U.S. Treasury securities | $851,937,000 | 34 |
| U.S. Government agency obligations | $3,846,757,000 | 51 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $202,285,000 | 87 |
| Privately issued residential mortgage-backed securities | $1,000 | 773 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $202,284,000 | 35 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,680,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,279,706,000 | 37 |
| Mortgage-backed securities | $3,725,592,000 | 51 |
| Certificates of participation in pools of residential mortgages | $11,970,000 | 2,215 |
| Issued or guaranteed by U.S. | $11,970,000 | 2,214 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,713,622,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,713,621,000 | 27 |
| Privately issued | $1,000 | 733 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $4,904,659,000 | 47 |
| Total debt securities | $4,900,979,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $6,346,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $6,346,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $6,346,000 | 70 |
| 2015-03-31 | Rank | |
| Total securities | $5,128,809,000 | 57 |
| U.S. Government securities | $4,841,718,000 | 49 |
| U.S. Treasury securities | $952,195,000 | 32 |
| U.S. Government agency obligations | $3,889,523,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $283,604,000 | 72 |
| Privately issued residential mortgage-backed securities | $1,000 | 814 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $283,603,000 | 32 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,487,000 | 304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,290,113,000 | 38 |
| Mortgage-backed securities | $3,768,383,000 | 51 |
| Certificates of participation in pools of residential mortgages | $12,500,000 | 2,190 |
| Issued or guaranteed by U.S. | $12,500,000 | 2,190 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,755,883,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,755,882,000 | 26 |
| Privately issued | $1,000 | 770 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $5,128,809,000 | 48 |
| Total debt securities | $5,125,322,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $10,137,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $10,137,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $10,137,000 | 66 |
| 2014-12-31 | Rank | |
| Total securities | $4,971,611,000 | 56 |
| U.S. Government securities | $4,609,999,000 | 52 |
| U.S. Treasury securities | $748,515,000 | 33 |
| U.S. Government agency obligations | $3,861,484,000 | 52 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $357,396,000 | 61 |
| Privately issued residential mortgage-backed securities | $1,000 | 819 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $357,395,000 | 31 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,216,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,172,967,000 | 38 |
| Mortgage-backed securities | $3,765,913,000 | 49 |
| Certificates of participation in pools of residential mortgages | $13,203,000 | 2,182 |
| Issued or guaranteed by U.S. | $13,203,000 | 2,180 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,752,710,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,752,709,000 | 27 |
| Privately issued | $1,000 | 774 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $802,245,000 | 68 |
| Available-for-sale securities (fair market value) | $4,169,366,000 | 49 |
| Total debt securities | $4,967,395,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $4,111,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $4,111,000 | 76 |
| Revaluation losses on off-balance sheet contracts | $4,111,000 | 78 |
| 2014-09-30 | Rank | |
| Total securities | $4,206,665,000 | 58 |
| U.S. Government securities | $3,773,835,000 | 58 |
| U.S. Treasury securities | $250,891,000 | 44 |
| U.S. Government agency obligations | $3,522,944,000 | 55 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $423,778,000 | 54 |
| Privately issued residential mortgage-backed securities | $1,000 | 854 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $423,777,000 | 29 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $9,052,000 | 170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,132,025,000 | 40 |
| Mortgage-backed securities | $3,452,148,000 | 50 |
| Certificates of participation in pools of residential mortgages | $13,615,000 | 2,213 |
| Issued or guaranteed by U.S. | $13,615,000 | 2,212 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,438,533,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,438,532,000 | 29 |
| Privately issued | $1,000 | 813 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $4,206,665,000 | 48 |
| Total debt securities | $4,197,613,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $1,652,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $1,652,000 | 89 |
| Revaluation losses on off-balance sheet contracts | $1,652,000 | 87 |
| 2014-06-30 | Rank | |
| Total securities | $4,261,846,000 | 59 |
| U.S. Government securities | $3,757,605,000 | 57 |
| U.S. Treasury securities | $250,191,000 | 37 |
| U.S. Government agency obligations | $3,507,414,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $491,141,000 | 49 |
| Privately issued residential mortgage-backed securities | $1,222,000 | 398 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $489,919,000 | 27 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $13,100,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,186,797,000 | 41 |
| Mortgage-backed securities | $3,437,801,000 | 52 |
| Certificates of participation in pools of residential mortgages | $14,288,000 | 2,196 |
| Issued or guaranteed by U.S. | $14,288,000 | 2,194 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,423,513,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,422,291,000 | 30 |
| Privately issued | $1,222,000 | 382 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $4,261,846,000 | 49 |
| Total debt securities | $4,248,746,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $1,702,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $1,702,000 | 87 |
| Revaluation losses on off-balance sheet contracts | $1,702,000 | 87 |
| 2014-03-31 | Rank | |
| Total securities | $4,275,457,000 | 60 |
| U.S. Government securities | $3,758,825,000 | 58 |
| U.S. Treasury securities | $250,299,000 | 36 |
| U.S. Government agency obligations | $3,508,526,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $498,595,000 | 48 |
| Privately issued residential mortgage-backed securities | $1,253,000 | 411 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $497,342,000 | 27 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $18,037,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,096,510,000 | 44 |
| Mortgage-backed securities | $3,439,329,000 | 53 |
| Certificates of participation in pools of residential mortgages | $15,167,000 | 2,125 |
| Issued or guaranteed by U.S. | $15,167,000 | 2,123 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,424,162,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,422,909,000 | 31 |
| Privately issued | $1,253,000 | 394 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $4,275,457,000 | 50 |
| Total debt securities | $4,257,420,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $246,000 | 204 |
| Revaluation gains on off-balance sheet contracts | $246,000 | 118 |
| Revaluation losses on off-balance sheet contracts | $246,000 | 119 |
| 2013-12-31 | Rank | |
| Total securities | $3,911,343,000 | 61 |
| U.S. Government securities | $3,356,735,000 | 59 |
| U.S. Treasury securities | $250,347,000 | 31 |
| U.S. Government agency obligations | $3,106,388,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $528,684,000 | 49 |
| Privately issued residential mortgage-backed securities | $1,283,000 | 436 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $527,401,000 | 27 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $25,924,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,200,179,000 | 38 |
| Mortgage-backed securities | $3,037,244,000 | 55 |
| Certificates of participation in pools of residential mortgages | $15,756,000 | 2,091 |
| Issued or guaranteed by U.S. | $15,756,000 | 2,089 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,021,488,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,020,205,000 | 30 |
| Privately issued | $1,283,000 | 416 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,911,343,000 | 52 |
| Total debt securities | $3,885,419,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $48,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $48,000 | 136 |
| Revaluation losses on off-balance sheet contracts | $48,000 | 134 |
| 2013-09-30 | Rank | |
| Total securities | $3,998,437,000 | 62 |
| U.S. Government securities | $3,436,483,000 | 59 |
| U.S. Treasury securities | $250,494,000 | 31 |
| U.S. Government agency obligations | $3,185,989,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $538,764,000 | 50 |
| Privately issued residential mortgage-backed securities | $1,520,000 | 438 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $537,244,000 | 28 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $23,190,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,361,495,000 | 38 |
| Mortgage-backed securities | $3,047,048,000 | 54 |
| Certificates of participation in pools of residential mortgages | $16,404,000 | 2,044 |
| Issued or guaranteed by U.S. | $16,404,000 | 2,040 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,030,644,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,029,124,000 | 30 |
| Privately issued | $1,520,000 | 420 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,998,437,000 | 51 |
| Total debt securities | $3,975,247,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $4,020,946,000 | 60 |
| U.S. Government securities | $3,480,448,000 | 57 |
| U.S. Treasury securities | $250,287,000 | 34 |
| U.S. Government agency obligations | $3,230,161,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $518,172,000 | 50 |
| Privately issued residential mortgage-backed securities | $3,304,000 | 307 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $514,868,000 | 30 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $22,326,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,251,301,000 | 36 |
| Mortgage-backed securities | $3,093,209,000 | 52 |
| Certificates of participation in pools of residential mortgages | $17,294,000 | 1,976 |
| Issued or guaranteed by U.S. | $17,294,000 | 1,975 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,075,915,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,072,611,000 | 30 |
| Privately issued | $3,304,000 | 291 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $4,020,946,000 | 50 |
| Total debt securities | $3,998,620,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $3,977,665,000 | 61 |
| U.S. Government securities | $3,469,385,000 | 57 |
| U.S. Treasury securities | $200,627,000 | 35 |
| U.S. Government agency obligations | $3,268,758,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $481,759,000 | 54 |
| Privately issued residential mortgage-backed securities | $3,632,000 | 322 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $478,127,000 | 29 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $26,521,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,104,053,000 | 37 |
| Mortgage-backed securities | $3,131,495,000 | 54 |
| Certificates of participation in pools of residential mortgages | $18,208,000 | 1,928 |
| Issued or guaranteed by U.S. | $18,208,000 | 1,928 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,113,287,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,109,655,000 | 31 |
| Privately issued | $3,632,000 | 311 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $3,977,665,000 | 53 |
| Total debt securities | $3,951,144,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $3,939,097,000 | 58 |
| U.S. Government securities | $3,478,769,000 | 56 |
| U.S. Treasury securities | $200,620,000 | 37 |
| U.S. Government agency obligations | $3,278,149,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $436,173,000 | 55 |
| Privately issued residential mortgage-backed securities | $5,007,000 | 276 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $431,166,000 | 32 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $24,155,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,205,194,000 | 36 |
| Mortgage-backed securities | $3,074,049,000 | 53 |
| Certificates of participation in pools of residential mortgages | $19,039,000 | 1,822 |
| Issued or guaranteed by U.S. | $19,039,000 | 1,821 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,055,010,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,050,003,000 | 30 |
| Privately issued | $5,007,000 | 270 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,939,097,000 | 51 |
| Total debt securities | $3,914,942,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $3,406,028,000 | 64 |
| U.S. Government securities | $3,012,675,000 | 61 |
| U.S. Treasury securities | $200,622,000 | 36 |
| U.S. Government agency obligations | $2,812,053,000 | 64 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $371,200,000 | 66 |
| Privately issued residential mortgage-backed securities | $8,023,000 | 246 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $363,177,000 | 34 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $22,153,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,028,125,000 | 39 |
| Mortgage-backed securities | $2,614,736,000 | 63 |
| Certificates of participation in pools of residential mortgages | $19,705,000 | 1,869 |
| Issued or guaranteed by U.S. | $19,705,000 | 1,868 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,595,031,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,587,008,000 | 33 |
| Privately issued | $8,023,000 | 241 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $3,406,028,000 | 57 |
| Total debt securities | $3,383,875,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $3,575,102,000 | 64 |
| U.S. Government securities | $3,298,090,000 | 60 |
| U.S. Treasury securities | $200,375,000 | 37 |
| U.S. Government agency obligations | $3,097,715,000 | 61 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $255,657,000 | 86 |
| Privately issued residential mortgage-backed securities | $9,911,000 | 237 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $245,746,000 | 40 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $21,355,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,274,964,000 | 36 |
| Mortgage-backed securities | $2,882,891,000 | 60 |
| Certificates of participation in pools of residential mortgages | $25,038,000 | 1,616 |
| Issued or guaranteed by U.S. | $25,038,000 | 1,615 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,857,853,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,847,942,000 | 32 |
| Privately issued | $9,911,000 | 231 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $3,575,102,000 | 56 |
| Total debt securities | $3,553,747,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $4,042,317,000 | 57 |
| U.S. Government securities | $3,748,441,000 | 52 |
| U.S. Treasury securities | $50,242,000 | 89 |
| U.S. Government agency obligations | $3,698,199,000 | 49 |
| Securities issued by states & political subdivisions | $340,000 | 5,425 |
| Other domestic debt securities | $272,229,000 | 81 |
| Privately issued residential mortgage-backed securities | $12,572,000 | 220 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $217,435,000 | 40 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $42,222,000 | 160 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $21,307,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,521,736,000 | 36 |
| Mortgage-backed securities | $3,455,061,000 | 51 |
| Certificates of participation in pools of residential mortgages | $26,192,000 | 1,544 |
| Issued or guaranteed by U.S. | $26,192,000 | 1,541 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,425,965,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,413,393,000 | 29 |
| Privately issued | $12,572,000 | 211 |
| Commercial mortgage-backed securities | $2,904,000 | 295 |
| Commercial mortgage pass-through securities | $2,904,000 | 168 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $4,042,317,000 | 50 |
| Total debt securities | $4,021,010,000 | 57 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 183 |
| Fair value | $30,153,000 | 181 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $3,981,458,000 | 59 |
| U.S. Government securities | $3,750,835,000 | 51 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,750,835,000 | 49 |
| Securities issued by states & political subdivisions | $340,000 | 5,425 |
| Other domestic debt securities | $211,811,000 | 102 |
| Privately issued residential mortgage-backed securities | $17,264,000 | 223 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $151,870,000 | 35 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $42,677,000 | 145 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $18,472,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,447,075,000 | 35 |
| Mortgage-backed securities | $3,608,979,000 | 51 |
| Certificates of participation in pools of residential mortgages | $27,522,000 | 1,418 |
| Issued or guaranteed by U.S. | $27,522,000 | 1,416 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,576,409,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,559,145,000 | 27 |
| Privately issued | $17,264,000 | 216 |
| Commercial mortgage-backed securities | $5,048,000 | 173 |
| Commercial mortgage pass-through securities | $5,048,000 | 84 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $3,981,458,000 | 52 |
| Total debt securities | $3,962,986,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $3,554,119,000 | 64 |
| U.S. Government securities | $3,309,517,000 | 57 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,309,517,000 | 53 |
| Securities issued by states & political subdivisions | $339,000 | 5,430 |
| Other domestic debt securities | $227,599,000 | 100 |
| Privately issued residential mortgage-backed securities | $22,235,000 | 202 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $162,280,000 | 35 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $43,084,000 | 145 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $16,664,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,181,252,000 | 36 |
| Mortgage-backed securities | $2,673,648,000 | 58 |
| Certificates of participation in pools of residential mortgages | $29,004,000 | 1,312 |
| Issued or guaranteed by U.S. | $29,004,000 | 1,308 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,624,199,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,601,964,000 | 33 |
| Privately issued | $22,235,000 | 195 |
| Commercial mortgage-backed securities | $20,445,000 | 74 |
| Commercial mortgage pass-through securities | $20,445,000 | 31 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $3,554,119,000 | 57 |
| Total debt securities | $3,537,455,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $4,204,996,000 | 59 |
| U.S. Government securities | $3,940,313,000 | 50 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,940,313,000 | 48 |
| Securities issued by states & political subdivisions | $339,000 | 5,416 |
| Other domestic debt securities | $250,670,000 | 94 |
| Privately issued residential mortgage-backed securities | $46,897,000 | 129 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $160,359,000 | 36 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $43,414,000 | 133 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $13,674,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,034,277,000 | 38 |
| Mortgage-backed securities | $2,376,731,000 | 65 |
| Certificates of participation in pools of residential mortgages | $30,704,000 | 1,211 |
| Issued or guaranteed by U.S. | $30,704,000 | 1,206 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,314,582,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,267,685,000 | 36 |
| Privately issued | $46,897,000 | 124 |
| Commercial mortgage-backed securities | $31,445,000 | 44 |
| Commercial mortgage pass-through securities | $31,445,000 | 19 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $4,204,996,000 | 51 |
| Total debt securities | $4,191,322,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $3,606,772,000 | 64 |
| U.S. Government securities | $3,277,307,000 | 58 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,277,307,000 | 55 |
| Securities issued by states & political subdivisions | $567,000 | 5,208 |
| Other domestic debt securities | $316,503,000 | 86 |
| Privately issued residential mortgage-backed securities | $65,105,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $207,716,000 | 31 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $43,682,000 | 132 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $12,395,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,794,893,000 | 36 |
| Mortgage-backed securities | $1,615,763,000 | 81 |
| Certificates of participation in pools of residential mortgages | $33,070,000 | 1,111 |
| Issued or guaranteed by U.S. | $33,070,000 | 1,103 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,536,339,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,471,234,000 | 45 |
| Privately issued | $65,105,000 | 104 |
| Commercial mortgage-backed securities | $46,354,000 | 36 |
| Commercial mortgage pass-through securities | $46,354,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $3,606,772,000 | 56 |
| Total debt securities | $3,594,377,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,804,493,000 | 64 |
| U.S. Government securities | $3,508,630,000 | 54 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,508,630,000 | 52 |
| Securities issued by states & political subdivisions | $565,000 | 5,225 |
| Other domestic debt securities | $283,381,000 | 87 |
| Privately issued residential mortgage-backed securities | $92,609,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $147,104,000 | 33 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $43,668,000 | 132 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $11,917,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,002,317,000 | 36 |
| Mortgage-backed securities | $1,611,608,000 | 77 |
| Certificates of participation in pools of residential mortgages | $35,454,000 | 1,010 |
| Issued or guaranteed by U.S. | $35,454,000 | 1,002 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,576,154,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,483,545,000 | 43 |
| Privately issued | $92,609,000 | 86 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $3,804,493,000 | 57 |
| Total debt securities | $3,792,576,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $3,344,309,000 | 66 |
| U.S. Government securities | $2,945,667,000 | 62 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,945,667,000 | 53 |
| Securities issued by states & political subdivisions | $563,000 | 5,170 |
| Other domestic debt securities | $386,322,000 | 72 |
| Privately issued residential mortgage-backed securities | $114,998,000 | 76 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $227,142,000 | 30 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $44,182,000 | 129 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $11,757,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,785,413,000 | 37 |
| Mortgage-backed securities | $1,040,633,000 | 99 |
| Certificates of participation in pools of residential mortgages | $37,953,000 | 918 |
| Issued or guaranteed by U.S. | $37,953,000 | 909 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,002,680,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $887,682,000 | 51 |
| Privately issued | $114,998,000 | 74 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,344,309,000 | 60 |
| Total debt securities | $3,332,552,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $3,242,089,000 | 68 |
| U.S. Government securities | $2,751,505,000 | 62 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,751,505,000 | 58 |
| Securities issued by states & political subdivisions | $561,000 | 5,148 |
| Other domestic debt securities | $478,496,000 | 66 |
| Privately issued residential mortgage-backed securities | $131,777,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $302,171,000 | 26 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $44,548,000 | 122 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $11,527,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,862,628,000 | 36 |
| Mortgage-backed securities | $695,106,000 | 134 |
| Certificates of participation in pools of residential mortgages | $39,701,000 | 886 |
| Issued or guaranteed by U.S. | $39,701,000 | 878 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $655,405,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $523,628,000 | 69 |
| Privately issued | $131,777,000 | 70 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $3,242,089,000 | 62 |
| Total debt securities | $3,230,562,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $3,081,185,000 | 66 |
| U.S. Government securities | $2,444,400,000 | 65 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,444,400,000 | 61 |
| Securities issued by states & political subdivisions | $780,000 | 5,005 |
| Other domestic debt securities | $635,414,000 | 54 |
| Privately issued residential mortgage-backed securities | $154,171,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $436,598,000 | 24 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $44,645,000 | 123 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $591,000 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,691,985,000 | 35 |
| Mortgage-backed securities | $790,407,000 | 117 |
| Certificates of participation in pools of residential mortgages | $41,582,000 | 909 |
| Issued or guaranteed by U.S. | $41,582,000 | 901 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $748,825,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $594,654,000 | 59 |
| Privately issued | $154,171,000 | 65 |
| 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) | $3,081,185,000 | 60 |
| Total debt securities | $3,080,594,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,114,615,000 | 68 |
| U.S. Government securities | $2,392,606,000 | 67 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,392,606,000 | 66 |
| Securities issued by states & political subdivisions | $790,000 | 5,026 |
| Other domestic debt securities | $720,628,000 | 55 |
| Privately issued residential mortgage-backed securities | $164,464,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $511,464,000 | 25 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $44,700,000 | 120 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $591,000 | 808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,451,406,000 | 41 |
| Mortgage-backed securities | $903,843,000 | 108 |
| Certificates of participation in pools of residential mortgages | $43,537,000 | 901 |
| Issued or guaranteed by U.S. | $43,537,000 | 895 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $860,306,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $695,842,000 | 51 |
| Privately issued | $164,464,000 | 65 |
| 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) | $3,114,615,000 | 60 |
| Total debt securities | $3,114,024,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,973,383,000 | 74 |
| U.S. Government securities | $2,153,090,000 | 75 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,153,090,000 | 74 |
| Securities issued by states & political subdivisions | $785,000 | 5,080 |
| Other domestic debt securities | $819,199,000 | 54 |
| Privately issued residential mortgage-backed securities | $177,798,000 | 76 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $598,376,000 | 24 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $43,025,000 | 123 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $309,000 | 1,040 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,562,947,000 | 45 |
| Mortgage-backed securities | $995,656,000 | 108 |
| Certificates of participation in pools of residential mortgages | $45,818,000 | 880 |
| Issued or guaranteed by U.S. | $45,818,000 | 871 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $949,838,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $772,040,000 | 52 |
| Privately issued | $177,798,000 | 73 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $2,973,383,000 | 64 |
| Total debt securities | $2,973,074,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,813,472,000 | 79 |
| U.S. Government securities | $1,842,645,000 | 82 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,842,645,000 | 80 |
| Securities issued by states & political subdivisions | $816,000 | 5,065 |
| Other domestic debt securities | $969,703,000 | 54 |
| Privately issued residential mortgage-backed securities | $260,313,000 | 60 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $668,224,000 | 23 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $41,166,000 | 136 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $308,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,554,049,000 | 41 |
| Mortgage-backed securities | $1,129,355,000 | 103 |
| Certificates of participation in pools of residential mortgages | $48,312,000 | 858 |
| Issued or guaranteed by U.S. | $48,312,000 | 848 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,081,043,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $820,730,000 | 49 |
| Privately issued | $260,313,000 | 56 |
| 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) | $2,813,472,000 | 66 |
| Total debt securities | $2,813,164,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,688,949,000 | 81 |
| U.S. Government securities | $1,815,509,000 | 80 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,815,509,000 | 78 |
| Securities issued by states & political subdivisions | $1,043,000 | 4,811 |
| Other domestic debt securities | $872,288,000 | 49 |
| Privately issued residential mortgage-backed securities | $201,247,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $671,041,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $109,000 | 1,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,456,748,000 | 44 |
| Mortgage-backed securities | $1,248,991,000 | 98 |
| Certificates of participation in pools of residential mortgages | $54,010,000 | 797 |
| Issued or guaranteed by U.S. | $54,010,000 | 789 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,194,981,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $993,734,000 | 44 |
| Privately issued | $201,247,000 | 82 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $2,688,949,000 | 70 |
| Total debt securities | $2,688,840,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $2,601,061,000 | 78 |
| U.S. Government securities | $1,598,338,000 | 86 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,598,338,000 | 83 |
| Securities issued by states & political subdivisions | $1,068,000 | 4,757 |
| Other domestic debt securities | $993,619,000 | 42 |
| Privately issued residential mortgage-backed securities | $224,712,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $768,907,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $8,036,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,120,332,000 | 53 |
| Mortgage-backed securities | $1,346,040,000 | 91 |
| Certificates of participation in pools of residential mortgages | $56,487,000 | 736 |
| Issued or guaranteed by U.S. | $56,487,000 | 728 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,289,553,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,064,841,000 | 39 |
| Privately issued | $224,712,000 | 71 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $2,601,061,000 | 68 |
| Total debt securities | $2,593,026,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,795,956,000 | 69 |
| U.S. Government securities | $1,681,522,000 | 75 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,681,522,000 | 74 |
| Securities issued by states & political subdivisions | $1,051,000 | 4,768 |
| Other domestic debt securities | $1,112,672,000 | 40 |
| Privately issued residential mortgage-backed securities | $272,074,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $840,598,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $711,000 | 842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,216,013,000 | 48 |
| Mortgage-backed securities | $1,391,918,000 | 82 |
| Certificates of participation in pools of residential mortgages | $57,335,000 | 696 |
| Issued or guaranteed by U.S. | $57,335,000 | 687 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,334,583,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,062,509,000 | 33 |
| Privately issued | $272,074,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $2,795,956,000 | 59 |
| Total debt securities | $2,795,245,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,083,510,000 | 68 |
| U.S. Government securities | $1,849,147,000 | 72 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,849,147,000 | 68 |
| Securities issued by states & political subdivisions | $1,078,000 | 4,780 |
| Other domestic debt securities | $1,232,578,000 | 43 |
| Privately issued residential mortgage-backed securities | $297,470,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $910,077,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,031,000 | 210 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $707,000 | 1,147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,455,553,000 | 43 |
| Mortgage-backed securities | $1,438,296,000 | 82 |
| Certificates of participation in pools of residential mortgages | $59,057,000 | 674 |
| Issued or guaranteed by U.S. | $59,057,000 | 666 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,379,239,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,081,769,000 | 34 |
| Privately issued | $297,470,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,083,510,000 | 59 |
| Total debt securities | $3,082,803,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,938,034,000 | 73 |
| U.S. Government securities | $1,743,165,000 | 76 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,743,165,000 | 74 |
| Securities issued by states & political subdivisions | $1,253,000 | 4,676 |
| Other domestic debt securities | $1,193,083,000 | 44 |
| Privately issued residential mortgage-backed securities | $310,142,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $832,922,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,019,000 | 125 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $533,000 | 1,256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,840,858,000 | 59 |
| Mortgage-backed securities | $1,336,376,000 | 92 |
| Certificates of participation in pools of residential mortgages | $43,579,000 | 879 |
| Issued or guaranteed by U.S. | $43,579,000 | 868 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,292,797,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $982,655,000 | 33 |
| Privately issued | $310,142,000 | 67 |
| 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) | $2,938,034,000 | 62 |
| Total debt securities | $2,937,501,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,919,073,000 | 70 |
| U.S. Government securities | $1,735,055,000 | 75 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,735,055,000 | 75 |
| Securities issued by states & political subdivisions | $1,264,000 | 4,685 |
| Other domestic debt securities | $1,182,227,000 | 46 |
| Privately issued residential mortgage-backed securities | $334,018,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $773,233,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $74,976,000 | 101 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $527,000 | 1,210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,790,639,000 | 57 |
| Mortgage-backed securities | $1,222,674,000 | 94 |
| Certificates of participation in pools of residential mortgages | $44,744,000 | 752 |
| Issued or guaranteed by U.S. | $44,744,000 | 743 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,177,930,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $843,912,000 | 38 |
| Privately issued | $334,018,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $2,919,073,000 | 60 |
| Total debt securities | $2,918,546,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,955,457,000 | 73 |
| U.S. Government securities | $1,914,607,000 | 74 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,914,607,000 | 72 |
| Securities issued by states & political subdivisions | $1,242,000 | 4,701 |
| Other domestic debt securities | $1,039,255,000 | 53 |
| Privately issued residential mortgage-backed securities | $322,041,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $597,250,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $119,964,000 | 67 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $353,000 | 1,332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,539,298,000 | 67 |
| Mortgage-backed securities | $1,063,913,000 | 100 |
| Certificates of participation in pools of residential mortgages | $46,830,000 | 686 |
| Issued or guaranteed by U.S. | $46,830,000 | 677 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,017,083,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $695,042,000 | 43 |
| Privately issued | $322,041,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $2,955,457,000 | 62 |
| Total debt securities | $2,955,104,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,936,024,000 | 77 |
| U.S. Government securities | $1,972,016,000 | 74 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,972,016,000 | 72 |
| Securities issued by states & political subdivisions | $1,257,000 | 4,710 |
| Other domestic debt securities | $962,402,000 | 52 |
| Privately issued residential mortgage-backed securities | $335,425,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $462,967,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $164,010,000 | 46 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $349,000 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,549,221,000 | 68 |
| Mortgage-backed securities | $929,026,000 | 117 |
| Certificates of participation in pools of residential mortgages | $49,162,000 | 670 |
| Issued or guaranteed by U.S. | $49,162,000 | 661 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $879,864,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $544,439,000 | 65 |
| Privately issued | $335,425,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $2,936,024,000 | 66 |
| Total debt securities | $2,935,675,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $2,642,554,000 | 86 |
| U.S. Government securities | $1,722,702,000 | 87 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,722,702,000 | 86 |
| Securities issued by states & political subdivisions | $1,422,000 | 4,627 |
| Other domestic debt securities | $918,253,000 | 55 |
| Privately issued residential mortgage-backed securities | $331,288,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $368,723,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $218,242,000 | 35 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $177,000 | 1,519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,309,720,000 | 78 |
| Mortgage-backed securities | $786,657,000 | 126 |
| Certificates of participation in pools of residential mortgages | $52,649,000 | 627 |
| Issued or guaranteed by U.S. | $52,649,000 | 617 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $734,008,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $402,720,000 | 75 |
| Privately issued | $331,288,000 | 65 |
| 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) | $2,642,554,000 | 70 |
| Total debt securities | $2,642,377,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,806,600,000 | 83 |
| U.S. Government securities | $1,792,240,000 | 91 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,792,240,000 | 88 |
| Securities issued by states & political subdivisions | $1,445,000 | 4,631 |
| Other domestic debt securities | $1,012,740,000 | 47 |
| Privately issued residential mortgage-backed securities | $340,351,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $400,269,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $272,120,000 | 28 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $175,000 | 1,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,368,452,000 | 75 |
| Mortgage-backed securities | $758,876,000 | 131 |
| Certificates of participation in pools of residential mortgages | $56,407,000 | 594 |
| Issued or guaranteed by U.S. | $56,407,000 | 586 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $702,469,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $362,118,000 | 84 |
| Privately issued | $340,351,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $2,806,600,000 | 71 |
| Total debt securities | $2,806,425,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $2,650,755,000 | 90 |
| U.S. Government securities | $1,769,064,000 | 90 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,769,064,000 | 90 |
| Securities issued by states & political subdivisions | $1,438,000 | 4,668 |
| Other domestic debt securities | $879,956,000 | 58 |
| Privately issued residential mortgage-backed securities | $261,453,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $292,780,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $325,723,000 | 25 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $297,000 | 1,473 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,312,423,000 | 80 |
| Mortgage-backed securities | $634,349,000 | 147 |
| Certificates of participation in pools of residential mortgages | $59,897,000 | 576 |
| Issued or guaranteed by U.S. | $59,897,000 | 567 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $574,452,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $312,999,000 | 100 |
| Privately issued | $261,453,000 | 77 |
| 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) | $2,650,755,000 | 78 |
| Total debt securities | $2,650,458,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,433,720,000 | 97 |
| U.S. Government securities | $1,646,570,000 | 98 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,646,570,000 | 94 |
| Securities issued by states & political subdivisions | $1,219,000 | 4,855 |
| Other domestic debt securities | $785,657,000 | 60 |
| Privately issued residential mortgage-backed securities | $253,011,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $209,977,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $322,669,000 | 23 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $274,000 | 1,496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,225,316,000 | 84 |
| Mortgage-backed securities | $609,646,000 | 155 |
| Certificates of participation in pools of residential mortgages | $64,082,000 | 546 |
| Issued or guaranteed by U.S. | $64,082,000 | 539 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $545,564,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $292,553,000 | 103 |
| Privately issued | $253,011,000 | 78 |
| 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) | $2,433,720,000 | 82 |
| Total debt securities | $2,433,446,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $2,455,334,000 | 96 |
| U.S. Government securities | $1,639,422,000 | 99 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,639,422,000 | 96 |
| Securities issued by states & political subdivisions | $1,426,000 | 4,723 |
| Other domestic debt securities | $814,294,000 | 62 |
| Privately issued residential mortgage-backed securities | $242,477,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $248,843,000 | 28 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $322,974,000 | 25 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $192,000 | 1,629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,136,974,000 | 85 |
| Mortgage-backed securities | $637,329,000 | 155 |
| Certificates of participation in pools of residential mortgages | $68,908,000 | 525 |
| Issued or guaranteed by U.S. | $68,908,000 | 518 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $568,421,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $325,944,000 | 93 |
| Privately issued | $242,477,000 | 80 |
| 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) | $2,455,334,000 | 83 |
| Total debt securities | $2,455,142,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $2,460,983,000 | 99 |
| U.S. Government securities | $1,671,041,000 | 100 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,671,041,000 | 96 |
| Securities issued by states & political subdivisions | $1,464,000 | 4,714 |
| Other domestic debt securities | $788,303,000 | 63 |
| Privately issued residential mortgage-backed securities | $68,000 | 1,155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $464,181,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $324,054,000 | 19 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $175,000 | 1,669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,132,988,000 | 87 |
| Mortgage-backed securities | $439,109,000 | 199 |
| Certificates of participation in pools of residential mortgages | $121,462,000 | 359 |
| Issued or guaranteed by U.S. | $121,462,000 | 353 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $317,647,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $317,579,000 | 98 |
| Privately issued | $68,000 | 1,066 |
| 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) | $2,460,983,000 | 86 |
| Total debt securities | $2,460,808,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $2,367,118,000 | 103 |
| U.S. Government securities | $1,715,538,000 | 95 |
| U.S. Treasury securities | $24,958,000 | 162 |
| U.S. Government agency obligations | $1,690,580,000 | 93 |
| Securities issued by states & political subdivisions | $1,345,000 | 4,806 |
| Other domestic debt securities | $650,140,000 | 67 |
| Privately issued residential mortgage-backed securities | $73,000 | 1,139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $325,291,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $324,776,000 | 19 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $95,000 | 1,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,831,000 | 93 |
| Mortgage-backed securities | $470,292,000 | 194 |
| Certificates of participation in pools of residential mortgages | $119,301,000 | 377 |
| Issued or guaranteed by U.S. | $119,301,000 | 373 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $350,991,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $350,918,000 | 92 |
| Privately issued | $73,000 | 1,049 |
| 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) | $2,367,118,000 | 85 |
| Total debt securities | $2,367,023,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,448,425,000 | 101 |
| U.S. Government securities | $1,691,145,000 | 98 |
| U.S. Treasury securities | $24,862,000 | 171 |
| U.S. Government agency obligations | $1,666,283,000 | 97 |
| Securities issued by states & political subdivisions | $1,388,000 | 4,761 |
| Other domestic debt securities | $755,813,000 | 64 |
| Privately issued residential mortgage-backed securities | $39,697,000 | 202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $390,071,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $326,045,000 | 19 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $79,000 | 1,833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $888,762,000 | 108 |
| Mortgage-backed securities | $551,843,000 | 185 |
| Certificates of participation in pools of residential mortgages | $126,530,000 | 368 |
| Issued or guaranteed by U.S. | $126,530,000 | 360 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $425,313,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $385,616,000 | 88 |
| Privately issued | $39,697,000 | 192 |
| 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) | $2,448,425,000 | 83 |
| Total debt securities | $2,448,346,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,248,138,000 | 108 |
| U.S. Government securities | $1,652,350,000 | 104 |
| U.S. Treasury securities | $24,770,000 | 185 |
| U.S. Government agency obligations | $1,627,580,000 | 101 |
| Securities issued by states & political subdivisions | $1,413,000 | 4,753 |
| Other domestic debt securities | $594,375,000 | 71 |
| Privately issued residential mortgage-backed securities | $14,818,000 | 319 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $256,138,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $323,419,000 | 21 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $815,688,000 | 112 |
| Mortgage-backed securities | $518,009,000 | 187 |
| Certificates of participation in pools of residential mortgages | $132,316,000 | 358 |
| Issued or guaranteed by U.S. | $132,316,000 | 352 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $385,693,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $370,875,000 | 90 |
| Privately issued | $14,818,000 | 297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,248,138,000 | 92 |
| Total debt securities | $2,248,138,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,031,844,000 | 121 |
| U.S. Government securities | $1,485,271,000 | 118 |
| U.S. Treasury securities | $24,775,000 | 189 |
| U.S. Government agency obligations | $1,460,496,000 | 114 |
| Securities issued by states & political subdivisions | $1,702,000 | 4,564 |
| Other domestic debt securities | $544,871,000 | 74 |
| Privately issued residential mortgage-backed securities | $15,018,000 | 320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $202,195,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $327,658,000 | 23 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $872,366,000 | 111 |
| Mortgage-backed securities | $518,448,000 | 193 |
| Certificates of participation in pools of residential mortgages | $139,722,000 | 347 |
| Issued or guaranteed by U.S. | $139,722,000 | 342 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $378,726,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $363,708,000 | 91 |
| Privately issued | $15,018,000 | 295 |
| 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) | $2,031,844,000 | 109 |
| Total debt securities | $2,031,844,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,031,363,000 | 119 |
| U.S. Government securities | $1,449,802,000 | 120 |
| U.S. Treasury securities | $24,844,000 | 191 |
| U.S. Government agency obligations | $1,424,958,000 | 114 |
| Securities issued by states & political subdivisions | $1,404,000 | 4,778 |
| Other domestic debt securities | $580,157,000 | 71 |
| Privately issued residential mortgage-backed securities | $15,081,000 | 300 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $235,154,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $329,922,000 | 22 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $810,476,000 | 114 |
| Mortgage-backed securities | $508,145,000 | 194 |
| Certificates of participation in pools of residential mortgages | $147,992,000 | 332 |
| Issued or guaranteed by U.S. | $147,992,000 | 327 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $360,153,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $345,072,000 | 85 |
| Privately issued | $15,081,000 | 271 |
| 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) | $2,031,363,000 | 105 |
| Total debt securities | $2,031,363,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,030,148,000 | 124 |
| U.S. Government securities | $1,434,757,000 | 125 |
| U.S. Treasury securities | $24,766,000 | 203 |
| U.S. Government agency obligations | $1,409,991,000 | 118 |
| Securities issued by states & political subdivisions | $1,425,000 | 4,782 |
| Other domestic debt securities | $593,966,000 | 72 |
| Privately issued residential mortgage-backed securities | $16,022,000 | 280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $249,428,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $328,516,000 | 22 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $803,639,000 | 113 |
| Mortgage-backed securities | $505,717,000 | 201 |
| Certificates of participation in pools of residential mortgages | $154,070,000 | 320 |
| Issued or guaranteed by U.S. | $154,070,000 | 315 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $351,647,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $335,625,000 | 87 |
| Privately issued | $16,022,000 | 259 |
| 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) | $2,030,148,000 | 108 |
| Total debt securities | $2,030,148,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,053,817,000 | 121 |
| U.S. Government securities | $1,432,695,000 | 118 |
| U.S. Treasury securities | $25,086,000 | 191 |
| U.S. Government agency obligations | $1,407,609,000 | 114 |
| Securities issued by states & political subdivisions | $1,525,000 | 4,701 |
| Other domestic debt securities | $619,597,000 | 75 |
| Privately issued residential mortgage-backed securities | $27,819,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $257,735,000 | 25 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $334,043,000 | 23 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $681,553,000 | 124 |
| Mortgage-backed securities | $517,287,000 | 202 |
| Certificates of participation in pools of residential mortgages | $137,723,000 | 356 |
| Issued or guaranteed by U.S. | $137,723,000 | 353 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $379,564,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $351,745,000 | 89 |
| Privately issued | $27,819,000 | 201 |
| 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) | $2,053,817,000 | 104 |
| Total debt securities | $2,053,817,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,091,809,000 | 118 |
| U.S. Government securities | $1,457,637,000 | 120 |
| U.S. Treasury securities | $24,953,000 | 209 |
| U.S. Government agency obligations | $1,432,684,000 | 113 |
| Securities issued by states & political subdivisions | $1,421,000 | 4,825 |
| Other domestic debt securities | $632,300,000 | 58 |
| Privately issued residential mortgage-backed securities | $30,251,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $266,467,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $335,582,000 | 23 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $451,000 | 1,622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,208,000 | 159 |
| Mortgage-backed securities | $522,738,000 | 197 |
| Certificates of participation in pools of residential mortgages | $144,554,000 | 352 |
| Issued or guaranteed by U.S. | $144,554,000 | 347 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $378,184,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $347,933,000 | 101 |
| Privately issued | $30,251,000 | 144 |
| 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) | $2,091,809,000 | 101 |
| Total debt securities | $2,091,359,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,020,467,000 | 118 |
| U.S. Government securities | $1,385,917,000 | 122 |
| U.S. Treasury securities | $35,111,000 | 152 |
| U.S. Government agency obligations | $1,350,806,000 | 121 |
| Securities issued by states & political subdivisions | $1,363,000 | 4,893 |
| Other domestic debt securities | $632,365,000 | 53 |
| Privately issued residential mortgage-backed securities | $30,257,000 | 154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $265,133,000 | 25 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $336,975,000 | 27 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $822,000 | 1,480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $438,764,000 | 155 |
| Mortgage-backed securities | $504,933,000 | 201 |
| Certificates of participation in pools of residential mortgages | $153,618,000 | 327 |
| Issued or guaranteed by U.S. | $153,618,000 | 320 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $351,315,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $321,058,000 | 108 |
| Privately issued | $30,257,000 | 135 |
| 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) | $2,020,467,000 | 103 |
| Total debt securities | $2,019,645,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,911,930,000 | 123 |
| U.S. Government securities | $1,274,356,000 | 133 |
| U.S. Treasury securities | $35,344,000 | 156 |
| U.S. Government agency obligations | $1,239,012,000 | 129 |
| Securities issued by states & political subdivisions | $1,359,000 | 4,868 |
| Other domestic debt securities | $635,465,000 | 49 |
| Privately issued residential mortgage-backed securities | $15,514,000 | 231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $280,080,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $339,871,000 | 29 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $750,000 | 1,526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $427,972,000 | 150 |
| Mortgage-backed securities | $432,332,000 | 227 |
| Certificates of participation in pools of residential mortgages | $146,219,000 | 342 |
| Issued or guaranteed by U.S. | $146,219,000 | 338 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $286,113,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $270,599,000 | 132 |
| Privately issued | $15,514,000 | 206 |
| 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) | $1,911,930,000 | 109 |
| Total debt securities | $1,911,180,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,829,015,000 | 127 |
| U.S. Government securities | $1,198,086,000 | 134 |
| U.S. Treasury securities | $45,606,000 | 132 |
| U.S. Government agency obligations | $1,152,480,000 | 127 |
| Securities issued by states & political subdivisions | $1,320,000 | 4,838 |
| Other domestic debt securities | $628,904,000 | 54 |
| Privately issued residential mortgage-backed securities | $15,153,000 | 243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $273,142,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $340,609,000 | 27 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $705,000 | 1,531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $434,773,000 | 150 |
| Mortgage-backed securities | $410,729,000 | 230 |
| Certificates of participation in pools of residential mortgages | $129,917,000 | 372 |
| Issued or guaranteed by U.S. | $129,917,000 | 369 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $280,812,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $265,659,000 | 136 |
| Privately issued | $15,153,000 | 219 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,829,015,000 | 112 |
| Total debt securities | $1,828,310,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,768,215,000 | 129 |
| U.S. Government securities | $1,154,409,000 | 136 |
| U.S. Treasury securities | $45,891,000 | 134 |
| U.S. Government agency obligations | $1,108,518,000 | 131 |
| Securities issued by states & political subdivisions | $1,353,000 | 4,815 |
| Other domestic debt securities | $611,835,000 | 56 |
| Privately issued residential mortgage-backed securities | $207,000 | 1,047 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $269,068,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $342,560,000 | 29 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $618,000 | 1,568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $439,600,000 | 141 |
| Mortgage-backed securities | $431,002,000 | 210 |
| Certificates of participation in pools of residential mortgages | $134,313,000 | 333 |
| Issued or guaranteed by U.S. | $134,313,000 | 329 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $296,689,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $296,482,000 | 122 |
| Privately issued | $207,000 | 940 |
| 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) | $1,768,215,000 | 116 |
| Total debt securities | $1,767,597,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,070,797,000 | 162 |
| U.S. Government securities | $688,213,000 | 170 |
| U.S. Treasury securities | $76,133,000 | 99 |
| U.S. Government agency obligations | $612,080,000 | 174 |
| Securities issued by states & political subdivisions | $1,340,000 | 4,889 |
| Other domestic debt securities | $380,473,000 | 76 |
| Privately issued residential mortgage-backed securities | $275,000 | 1,092 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $137,381,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $242,817,000 | 39 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $771,000 | 1,443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $444,494,000 | 135 |
| Mortgage-backed securities | $400,889,000 | 208 |
| Certificates of participation in pools of residential mortgages | $163,268,000 | 250 |
| Issued or guaranteed by U.S. | $163,268,000 | 244 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $237,621,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $237,346,000 | 135 |
| Privately issued | $275,000 | 982 |
| 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) | $1,070,797,000 | 141 |
| Total debt securities | $1,070,026,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $611,173,000 | 227 |
| U.S. Government securities | $408,550,000 | 248 |
| U.S. Treasury securities | $19,987,000 | 347 |
| U.S. Government agency obligations | $388,563,000 | 237 |
| Securities issued by states & political subdivisions | $1,301,000 | 5,002 |
| Other domestic debt securities | $116,375,000 | 155 |
| Privately issued residential mortgage-backed securities | $350,000 | 993 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $116,025,000 | 97 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $84,947,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,646,000 | 162 |
| Mortgage-backed securities | $187,485,000 | 325 |
| Certificates of participation in pools of residential mortgages | $187,135,000 | 208 |
| Issued or guaranteed by U.S. | $187,135,000 | 206 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $350,000 | 3,548 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $350,000 | 864 |
| 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) | $611,173,000 | 190 |
| Total debt securities | $526,226,000 | 239 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $875,613,000 | 191 |
| U.S. Government securities | $670,981,000 | 177 |
| U.S. Treasury securities | $79,694,000 | 135 |
| U.S. Government agency obligations | $591,287,000 | 179 |
| Securities issued by states & political subdivisions | $1,481,000 | 5,100 |
| Other domestic debt securities | $123,508,000 | 164 |
| Privately issued residential mortgage-backed securities | $472,000 | 949 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $123,036,000 | 92 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $79,643,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $404,411,000 | 169 |
| Mortgage-backed securities | $212,733,000 | 331 |
| Certificates of participation in pools of residential mortgages | $212,261,000 | 210 |
| Issued or guaranteed by U.S. | $212,261,000 | 204 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $472,000 | 3,591 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $472,000 | 832 |
| 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) | $875,613,000 | 155 |
| Total debt securities | $795,970,000 | 196 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $709,764,000 | 213 |
| U.S. Government securities | $568,259,000 | 201 |
| U.S. Treasury securities | $68,756,000 | 203 |
| U.S. Government agency obligations | $499,503,000 | 201 |
| Securities issued by states & political subdivisions | $16,633,000 | 972 |
| Other domestic debt securities | $50,839,000 | 257 |
| Privately issued residential mortgage-backed securities | $685,000 | 830 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,154,000 | 168 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $74,033,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $562,868,000 | 109 |
| Mortgage-backed securities | $252,659,000 | 298 |
| Certificates of participation in pools of residential mortgages | $251,974,000 | 189 |
| Issued or guaranteed by U.S. | $251,974,000 | 185 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $685,000 | 3,580 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $685,000 | 707 |
| 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) | $709,764,000 | 171 |
| Total debt securities | $635,731,000 | 226 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $668,289,000 | 224 |
| U.S. Government securities | $592,340,000 | 199 |
| U.S. Treasury securities | $109,323,000 | 183 |
| U.S. Government agency obligations | $483,017,000 | 202 |
| Securities issued by states & political subdivisions | $2,791,000 | 3,978 |
| Other domestic debt securities | $15,759,000 | 429 |
| Privately issued residential mortgage-backed securities | $910,000 | 636 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,849,000 | 310 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $57,399,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $586,112,000 | 102 |
| Mortgage-backed securities | $305,132,000 | 257 |
| Certificates of participation in pools of residential mortgages | $304,222,000 | 171 |
| Issued or guaranteed by U.S. | $304,222,000 | 168 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $910,000 | 3,539 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $910,000 | 489 |
| 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 | 7,375 |
| Available-for-sale securities (fair market value) | $668,289,000 | 171 |
| Total debt securities | $610,890,000 | 232 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $767,768,000 | 211 |
| U.S. Government securities | $714,302,000 | 193 |
| U.S. Treasury securities | $425,378,000 | 62 |
| U.S. Government agency obligations | $288,924,000 | 336 |
| Securities issued by states & political subdivisions | $30,220,000 | 378 |
| Other domestic debt securities | $1,136,000 | 1,931 |
| Privately issued residential mortgage-backed securities | $1,136,000 | 698 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $22,110,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $697,377,000 | 100 |
| Mortgage-backed securities | $290,060,000 | 274 |
| Certificates of participation in pools of residential mortgages | $276,487,000 | 194 |
| Issued or guaranteed by U.S. | $276,487,000 | 192 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $13,573,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $12,437,000 | 1,003 |
| Privately issued | $1,136,000 | 522 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $767,768,000 | 147 |
| Total debt securities | $745,658,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $968,465,000 | 191 |
| U.S. Government securities | $831,417,000 | 180 |
| U.S. Treasury securities | $397,301,000 | 80 |
| U.S. Government agency obligations | $434,116,000 | 232 |
| Securities issued by states & political subdivisions | $55,081,000 | 179 |
| Other domestic debt securities | $61,506,000 | 205 |
| Privately issued residential mortgage-backed securities | $2,680,000 | 533 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,826,000 | 111 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $20,461,000 | 208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $856,986,000 | 85 |
| Mortgage-backed securities | $436,796,000 | 220 |
| Certificates of participation in pools of residential mortgages | $339,821,000 | 176 |
| Issued or guaranteed by U.S. | $339,821,000 | 165 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $96,975,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $94,295,000 | 260 |
| Privately issued | $2,680,000 | 375 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $968,465,000 | 130 |
| Total debt securities | $948,004,000 | 194 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,057,081,000 | 191 |
| U.S. Government securities | $784,475,000 | 196 |
| U.S. Treasury securities | $553,519,000 | 62 |
| U.S. Government agency obligations | $230,956,000 | 393 |
| Securities issued by states & political subdivisions | $165,770,000 | 47 |
| Other domestic debt securities | $87,670,000 | 169 |
| Privately issued residential mortgage-backed securities | $3,491,000 | 496 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,179,000 | 92 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $19,166,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $897,671,000 | 81 |
| Mortgage-backed securities | $231,446,000 | 356 |
| Certificates of participation in pools of residential mortgages | $5,437,000 | 3,245 |
| Issued or guaranteed by U.S. | $5,437,000 | 3,229 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $226,009,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $222,518,000 | 154 |
| Privately issued | $3,491,000 | 354 |
| 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) | $885,923,000 | 144 |
| Available-for-sale securities (fair market value) | $171,158,000 | 347 |
| Total debt securities | $1,037,915,000 | 193 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,165,863,000 | 173 |
| U.S. Government securities | $887,969,000 | 180 |
| U.S. Treasury securities | $672,541,000 | 76 |
| U.S. Government agency obligations | $215,428,000 | 407 |
| Securities issued by states & political subdivisions | $203,576,000 | 42 |
| Other domestic debt securities | $71,517,000 | 225 |
| Privately issued residential mortgage-backed securities | $18,091,000 | 261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $53,426,000 | 155 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $2,801,000 | 1,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,046,026,000 | 64 |
| Mortgage-backed securities | $230,492,000 | 360 |
| Certificates of participation in pools of residential mortgages | $7,499,000 | 2,967 |
| Issued or guaranteed by U.S. | $7,499,000 | 2,937 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $222,993,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $204,902,000 | 170 |
| Privately issued | $18,091,000 | 142 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,163,062,000 | 173 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $941,170,000 | 196 |
| U.S. Government securities | $680,245,000 | 211 |
| U.S. Treasury securities | $333,098,000 | 133 |
| U.S. Government agency obligations | $347,147,000 | 264 |
| Securities issued by states & political subdivisions | $196,270,000 | 41 |
| Other domestic debt securities | $63,111,000 | 264 |
| Privately issued residential mortgage-backed securities | $42,538,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,573,000 | 408 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,544,000 | 1,476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $899,332,000 | 64 |
| Mortgage-backed securities | $384,631,000 | 238 |
| Certificates of participation in pools of residential mortgages | $10,072,000 | 2,517 |
| Issued or guaranteed by U.S. | $10,072,000 | 2,478 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $374,559,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $332,021,000 | 100 |
| Privately issued | $42,538,000 | 89 |
| 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 | $939,626,000 | 195 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |