Home > Old National Bank > Securities
Old National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $9,739,838,000 | 45 |
| U.S. Government securities | $7,748,325,000 | 46 |
| U.S. Treasury securities | $396,733,000 | 94 |
| U.S. Government agency obligations | $7,351,592,000 | 40 |
| Securities issued by states & political subdivisions | $1,693,819,000 | 20 |
| Other domestic debt securities | $258,964,000 | 136 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,136,000 | 349 |
| Structured financial products - Total | $16,634,000 | 203 |
| Other domestic debt securities - All other | $236,738,000 | 46 |
| Foreign debt securities | $9,757,000 | 73 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,370,842,000 | 34 |
| Mortgage-backed securities | $5,261,515,000 | 53 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,443,187,000 | 69 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,116,067,000 | 27 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $164,111,000 | 87 |
| Other commercial mortgage-backed securities | $538,150,000 | 52 |
| Held to maturity securities (book value) | $3,013,643,000 | 44 |
| Available-for-sale securities (fair market value) | $6,697,222,000 | 52 |
| Total debt securities | $9,710,865,000 | 45 |
| Structured notes | ||
| Amortized cost | $246,077,000 | 9 |
| Fair value | $200,506,000 | 11 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $9,446,900,000 | 47 |
| U.S. Government securities | $7,459,438,000 | 46 |
| U.S. Treasury securities | $548,126,000 | 71 |
| U.S. Government agency obligations | $6,911,312,000 | 41 |
| Securities issued by states & political subdivisions | $1,705,200,000 | 21 |
| Other domestic debt securities | $252,353,000 | 147 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,647,000 | 323 |
| Structured financial products - Total | $16,479,000 | 200 |
| Other domestic debt securities - All other | $229,898,000 | 46 |
| Foreign debt securities | $9,420,000 | 73 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,345,531,000 | 32 |
| Mortgage-backed securities | $4,911,760,000 | 56 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,363,904,000 | 73 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,910,261,000 | 28 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $138,924,000 | 95 |
| Other commercial mortgage-backed securities | $498,671,000 | 58 |
| Held to maturity securities (book value) | $3,028,064,000 | 44 |
| Available-for-sale securities (fair market value) | $6,398,347,000 | 51 |
| Total debt securities | $9,426,412,000 | 47 |
| Structured notes | ||
| Amortized cost | $245,686,000 | 10 |
| Fair value | $186,923,000 | 11 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $9,560,886,000 | 49 |
| U.S. Government securities | $7,502,965,000 | 45 |
| U.S. Treasury securities | $312,414,000 | 107 |
| U.S. Government agency obligations | $7,190,551,000 | 45 |
| Securities issued by states & political subdivisions | $1,760,725,000 | 20 |
| Other domestic debt securities | $265,997,000 | 135 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,111,000 | 311 |
| Structured financial products - Total | $16,471,000 | 189 |
| Other domestic debt securities - All other | $242,968,000 | 42 |
| Foreign debt securities | $10,169,000 | 72 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,776,605,000 | 29 |
| Mortgage-backed securities | $5,158,571,000 | 55 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,416,548,000 | 70 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,089,476,000 | 27 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $114,959,000 | 101 |
| Other commercial mortgage-backed securities | $537,588,000 | 54 |
| Held to maturity securities (book value) | $3,055,147,000 | 43 |
| Available-for-sale securities (fair market value) | $6,484,709,000 | 51 |
| Total debt securities | $9,539,858,000 | 49 |
| Structured notes | ||
| Amortized cost | $245,301,000 | 10 |
| Fair value | $198,461,000 | 11 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2022-12-31 | Rank | |
| Total securities | $9,868,237,000 | 56 |
| U.S. Government securities | $7,685,527,000 | 55 |
| U.S. Treasury securities | $200,927,000 | 169 |
| U.S. Government agency obligations | $7,484,600,000 | 45 |
| Securities issued by states & political subdivisions | $1,827,165,000 | 27 |
| Other domestic debt securities | $324,114,000 | 129 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,887,000 | 287 |
| Structured financial products - Total | $31,646,000 | 145 |
| Other domestic debt securities - All other | $284,026,000 | 45 |
| Foreign debt securities | $10,092,000 | 69 |
| 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 | $6,079,500,000 | 35 |
| Mortgage-backed securities | $5,450,071,000 | 60 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,475,320,000 | 79 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,278,119,000 | 31 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $128,326,000 | 99 |
| Other commercial mortgage-backed securities | $568,306,000 | 57 |
| Held to maturity securities (book value) | $3,089,297,000 | 47 |
| Available-for-sale securities (fair market value) | $6,757,601,000 | 56 |
| Total debt securities | $9,846,898,000 | 55 |
| Structured notes | ||
| Amortized cost | $244,546,000 | 14 |
| Fair value | $198,318,000 | 15 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $9,968,048,000 | 56 |
| U.S. Government securities | $7,779,889,000 | 52 |
| U.S. Treasury securities | $193,605,000 | 177 |
| U.S. Government agency obligations | $7,586,284,000 | 46 |
| Securities issued by states & political subdivisions | $1,829,561,000 | 30 |
| Other domestic debt securities | $326,434,000 | 125 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,899,000 | 248 |
| Structured financial products - Total | $35,746,000 | 116 |
| Other domestic debt securities - All other | $279,313,000 | 49 |
| Foreign debt securities | $10,914,000 | 66 |
| 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 | $4,693,448,000 | 40 |
| Mortgage-backed securities | $5,552,656,000 | 60 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,458,942,000 | 81 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,385,597,000 | 29 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $130,882,000 | 99 |
| Other commercial mortgage-backed securities | $577,235,000 | 63 |
| Held to maturity securities (book value) | $3,096,717,000 | 45 |
| Available-for-sale securities (fair market value) | $6,850,081,000 | 59 |
| Total debt securities | $9,946,799,000 | 55 |
| Structured notes | ||
| Amortized cost | $244,167,000 | 14 |
| Fair value | $198,493,000 | 15 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $10,659,640,000 | 52 |
| U.S. Government securities | $8,475,845,000 | 52 |
| U.S. Treasury securities | $402,783,000 | 97 |
| U.S. Government agency obligations | $8,073,062,000 | 47 |
| Securities issued by states & political subdivisions | $1,839,233,000 | 32 |
| Other domestic debt securities | $306,422,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,782,000 | 238 |
| Structured financial products - Total | $11,102,000 | 89 |
| Other domestic debt securities - All other | $282,980,000 | 48 |
| Foreign debt securities | $12,443,000 | 67 |
| 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 | $5,310,348,000 | 37 |
| Mortgage-backed securities | $5,964,444,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,561,356,000 | 81 |
| Issued or guaranteed by U.S. | $1,561,356,000 | 81 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,611,006,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $3,611,006,000 | 29 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $792,082,000 | 76 |
| Commercial mortgage pass-through securities | $174,540,000 | 91 |
| Other commercial mortgage-backed securities | $617,542,000 | 64 |
| Held to maturity securities (book value) | $3,084,337,000 | 45 |
| Available-for-sale securities (fair market value) | $7,549,606,000 | 58 |
| Total debt securities | $10,633,943,000 | 52 |
| Structured notes | ||
| Amortized cost | $243,795,000 | 13 |
| Fair value | $217,185,000 | 14 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $10,847,466,000 | 52 |
| U.S. Government securities | $8,653,953,000 | 50 |
| U.S. Treasury securities | $419,024,000 | 86 |
| U.S. Government agency obligations | $8,234,929,000 | 46 |
| Securities issued by states & political subdivisions | $1,840,723,000 | 30 |
| Other domestic debt securities | $315,189,000 | 117 |
| Privately issued residential mortgage-backed securities | $1,657,000 | 465 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,588,000 | 237 |
| Structured financial products - Total | $9,665,000 | 91 |
| Other domestic debt securities - All other | $292,279,000 | 49 |
| Foreign debt securities | $11,232,000 | 74 |
| 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 | $4,695,152,000 | 41 |
| Mortgage-backed securities | $6,074,925,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,611,730,000 | 82 |
| Issued or guaranteed by U.S. | $1,611,730,000 | 82 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,609,111,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $3,607,454,000 | 30 |
| Privately issued | $1,657,000 | 334 |
| Commercial mortgage-backed securities | $854,084,000 | 73 |
| Commercial mortgage pass-through securities | $189,526,000 | 85 |
| Other commercial mortgage-backed securities | $664,558,000 | 62 |
| Held to maturity securities (book value) | $2,082,402,000 | 53 |
| Available-for-sale securities (fair market value) | $8,738,695,000 | 54 |
| Total debt securities | $10,821,097,000 | 52 |
| Structured notes | ||
| Amortized cost | $256,010,000 | 10 |
| Fair value | $233,062,000 | 10 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $7,378,131,000 | 71 |
| U.S. Government securities | $5,538,199,000 | 75 |
| U.S. Treasury securities | $235,584,000 | 98 |
| U.S. Government agency obligations | $5,302,615,000 | 68 |
| Securities issued by states & political subdivisions | $1,654,986,000 | 31 |
| Other domestic debt securities | $161,956,000 | 171 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,151,000 | 194 |
| Structured financial products - Total | $9,496,000 | 87 |
| Other domestic debt securities - All other | $135,309,000 | 90 |
| Foreign debt securities | $13,037,000 | 68 |
| 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 | $2,700,877,000 | 57 |
| Mortgage-backed securities | $3,706,663,000 | 82 |
| Certificates of participation in pools of residential mortgages | $871,937,000 | 121 |
| Issued or guaranteed by U.S. | $871,937,000 | 120 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,137,825,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $2,137,825,000 | 43 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $696,901,000 | 83 |
| Commercial mortgage pass-through securities | $102,028,000 | 121 |
| Other commercial mortgage-backed securities | $594,873,000 | 69 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $7,368,178,000 | 61 |
| Total debt securities | $7,368,178,000 | 69 |
| Structured notes | ||
| Amortized cost | $238,983,000 | 8 |
| Fair value | $234,235,000 | 8 |
| Trading account assets | $53,421,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,960,000 | 55 |
| 2021-09-30 | Rank | |
| Total securities | $7,023,936,000 | 70 |
| U.S. Government securities | $5,221,589,000 | 74 |
| U.S. Treasury securities | $240,576,000 | 79 |
| U.S. Government agency obligations | $4,981,013,000 | 69 |
| Securities issued by states & political subdivisions | $1,609,283,000 | 31 |
| Other domestic debt securities | $172,317,000 | 152 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,535,000 | 172 |
| Structured financial products - Total | $9,367,000 | 82 |
| Other domestic debt securities - All other | $141,415,000 | 77 |
| Foreign debt securities | $10,700,000 | 68 |
| 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 | $2,861,764,000 | 57 |
| Mortgage-backed securities | $3,364,213,000 | 83 |
| Certificates of participation in pools of residential mortgages | $813,884,000 | 121 |
| Issued or guaranteed by U.S. | $813,884,000 | 120 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,991,476,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,991,476,000 | 46 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $558,853,000 | 93 |
| Commercial mortgage pass-through securities | $104,449,000 | 122 |
| Other commercial mortgage-backed securities | $454,404,000 | 78 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $7,013,889,000 | 62 |
| Total debt securities | $7,013,890,000 | 70 |
| Structured notes | ||
| Amortized cost | $218,981,000 | 7 |
| Fair value | $215,913,000 | 7 |
| Trading account assets | $66,737,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,941,000 | 69 |
| 2021-06-30 | Rank | |
| Total securities | $6,761,422,000 | 71 |
| U.S. Government securities | $5,009,033,000 | 69 |
| U.S. Treasury securities | $234,792,000 | 67 |
| U.S. Government agency obligations | $4,774,241,000 | 66 |
| Securities issued by states & political subdivisions | $1,567,931,000 | 30 |
| Other domestic debt securities | $174,371,000 | 141 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,983,000 | 157 |
| Structured financial products - Total | $9,388,000 | 78 |
| Other domestic debt securities - All other | $140,000,000 | 79 |
| Foreign debt securities | $9,975,000 | 70 |
| 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 | $2,507,539,000 | 56 |
| Mortgage-backed securities | $3,290,590,000 | 81 |
| Certificates of participation in pools of residential mortgages | $676,904,000 | 131 |
| Issued or guaranteed by U.S. | $676,904,000 | 128 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,008,720,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $2,008,720,000 | 45 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $604,966,000 | 87 |
| Commercial mortgage pass-through securities | $105,483,000 | 114 |
| Other commercial mortgage-backed securities | $499,483,000 | 73 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $6,761,310,000 | 62 |
| Total debt securities | $6,761,310,000 | 71 |
| Structured notes | ||
| Amortized cost | $234,979,000 | 7 |
| Fair value | $233,490,000 | 7 |
| Trading account assets | $73,889,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,665,000 | 74 |
| 2021-03-31 | Rank | |
| Total securities | $6,711,248,000 | 68 |
| U.S. Government securities | $5,058,307,000 | 67 |
| U.S. Treasury securities | $228,891,000 | 64 |
| U.S. Government agency obligations | $4,829,416,000 | 62 |
| Securities issued by states & political subdivisions | $1,467,804,000 | 31 |
| Other domestic debt securities | $174,846,000 | 128 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,462,000 | 140 |
| Structured financial products - Total | $8,210,000 | 72 |
| Other domestic debt securities - All other | $137,174,000 | 73 |
| Foreign debt securities | $10,179,000 | 69 |
| 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 | $2,506,257,000 | 57 |
| Mortgage-backed securities | $3,396,151,000 | 75 |
| Certificates of participation in pools of residential mortgages | $691,339,000 | 122 |
| Issued or guaranteed by U.S. | $691,339,000 | 121 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,047,941,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $2,047,941,000 | 45 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $656,871,000 | 75 |
| Commercial mortgage pass-through securities | $104,627,000 | 109 |
| Other commercial mortgage-backed securities | $552,244,000 | 64 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $6,711,136,000 | 60 |
| Total debt securities | $6,711,136,000 | 68 |
| Structured notes | ||
| Amortized cost | $199,000,000 | 7 |
| Fair value | $196,544,000 | 7 |
| Trading account assets | $64,736,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,700,000 | 67 |
| 2020-12-31 | Rank | |
| Total securities | $5,956,029,000 | 71 |
| U.S. Government securities | $4,269,870,000 | 70 |
| U.S. Treasury securities | $10,208,000 | 411 |
| U.S. Government agency obligations | $4,259,662,000 | 65 |
| Securities issued by states & political subdivisions | $1,492,162,000 | 33 |
| Other domestic debt securities | $182,467,000 | 116 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,742,000 | 125 |
| Structured financial products - Total | $7,913,000 | 70 |
| Other domestic debt securities - All other | $140,812,000 | 71 |
| Foreign debt securities | $11,418,000 | 63 |
| 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 | $2,427,365,000 | 57 |
| Mortgage-backed securities | $3,350,117,000 | 72 |
| Certificates of participation in pools of residential mortgages | $669,299,000 | 116 |
| Issued or guaranteed by U.S. | $669,299,000 | 115 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,916,724,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,916,724,000 | 44 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $764,094,000 | 66 |
| Commercial mortgage pass-through securities | $108,194,000 | 101 |
| Other commercial mortgage-backed securities | $655,900,000 | 57 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,955,917,000 | 62 |
| Total debt securities | $5,955,917,000 | 71 |
| Structured notes | ||
| Amortized cost | $48,000,000 | 17 |
| Fair value | $48,183,000 | 17 |
| Trading account assets | $113,624,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,864,000 | 88 |
| 2020-09-30 | Rank | |
| Total securities | $5,587,527,000 | 69 |
| U.S. Government securities | $3,964,099,000 | 70 |
| U.S. Treasury securities | $10,230,000 | 401 |
| U.S. Government agency obligations | $3,953,869,000 | 63 |
| Securities issued by states & political subdivisions | $1,426,495,000 | 31 |
| Other domestic debt securities | $186,642,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $38,150,000 | 113 |
| Structured financial products - Total | $7,527,000 | 66 |
| Other domestic debt securities - All other | $140,965,000 | 69 |
| Foreign debt securities | $10,179,000 | 67 |
| 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 | $2,402,850,000 | 55 |
| Mortgage-backed securities | $3,394,417,000 | 67 |
| Certificates of participation in pools of residential mortgages | $764,386,000 | 95 |
| Issued or guaranteed by U.S. | $764,386,000 | 95 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,842,608,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,842,608,000 | 43 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $787,423,000 | 64 |
| Commercial mortgage pass-through securities | $93,575,000 | 103 |
| Other commercial mortgage-backed securities | $693,848,000 | 54 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $5,587,415,000 | 61 |
| Total debt securities | $5,587,415,000 | 69 |
| Structured notes | ||
| Amortized cost | $48,000,000 | 15 |
| Fair value | $47,992,000 | 15 |
| Trading account assets | $124,968,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $127,000 | 128 |
| 2020-06-30 | Rank | |
| Total securities | $5,467,130,000 | 65 |
| U.S. Government securities | $3,876,782,000 | 71 |
| U.S. Treasury securities | $35,731,000 | 192 |
| U.S. Government agency obligations | $3,841,051,000 | 61 |
| Securities issued by states & political subdivisions | $1,355,959,000 | 29 |
| Other domestic debt securities | $189,836,000 | 119 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,267,000 | 94 |
| Structured financial products - Total | $7,185,000 | 69 |
| Other domestic debt securities - All other | $138,384,000 | 64 |
| Foreign debt securities | $10,431,000 | 65 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,493,674,000 | 56 |
| Mortgage-backed securities | $3,316,140,000 | 65 |
| Certificates of participation in pools of residential mortgages | $767,415,000 | 92 |
| Issued or guaranteed by U.S. | $767,415,000 | 91 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,924,702,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,924,702,000 | 43 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $624,023,000 | 70 |
| Commercial mortgage pass-through securities | $53,338,000 | 127 |
| Other commercial mortgage-backed securities | $570,685,000 | 55 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,433,008,000 | 57 |
| Total debt securities | $5,433,008,000 | 65 |
| Structured notes | ||
| Amortized cost | $48,000,000 | 14 |
| Fair value | $48,547,000 | 13 |
| Trading account assets | $127,636,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $240,000 | 129 |
| 2020-03-31 | Rank | |
| Total securities | $5,355,688,000 | 64 |
| U.S. Government securities | $3,824,820,000 | 67 |
| U.S. Treasury securities | $11,733,000 | 389 |
| U.S. Government agency obligations | $3,813,087,000 | 61 |
| Securities issued by states & political subdivisions | $1,301,830,000 | 28 |
| Other domestic debt securities | $185,255,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,466,000 | 80 |
| Structured financial products - Total | $7,422,000 | 69 |
| Other domestic debt securities - All other | $127,367,000 | 62 |
| Foreign debt securities | $9,940,000 | 64 |
| 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 | $2,223,977,000 | 60 |
| Mortgage-backed securities | $3,222,915,000 | 67 |
| Certificates of participation in pools of residential mortgages | $748,369,000 | 94 |
| Issued or guaranteed by U.S. | $748,369,000 | 94 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,994,003,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,994,003,000 | 42 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $480,543,000 | 85 |
| Commercial mortgage pass-through securities | $56,744,000 | 125 |
| Other commercial mortgage-backed securities | $423,799,000 | 68 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $5,321,845,000 | 55 |
| Total debt securities | $5,321,845,000 | 64 |
| Structured notes | ||
| Amortized cost | $48,000,000 | 12 |
| Fair value | $48,667,000 | 12 |
| Trading account assets | $115,162,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $233,000 | 125 |
| 2019-12-31 | Rank | |
| Total securities | $5,381,190,000 | 66 |
| U.S. Government securities | $3,864,881,000 | 69 |
| U.S. Treasury securities | $17,682,000 | 309 |
| U.S. Government agency obligations | $3,847,199,000 | 60 |
| Securities issued by states & political subdivisions | $1,275,643,000 | 22 |
| Other domestic debt securities | $196,895,000 | 105 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $58,590,000 | 72 |
| Structured financial products - Total | $8,222,000 | 72 |
| Other domestic debt securities - All other | $130,083,000 | 57 |
| Foreign debt securities | $10,456,000 | 55 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,104,494,000 | 55 |
| Mortgage-backed securities | $3,196,607,000 | 66 |
| Certificates of participation in pools of residential mortgages | $649,973,000 | 102 |
| Issued or guaranteed by U.S. | $649,973,000 | 102 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,174,215,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,174,215,000 | 35 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $372,419,000 | 91 |
| Commercial mortgage pass-through securities | $55,005,000 | 122 |
| Other commercial mortgage-backed securities | $317,414,000 | 73 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $5,347,875,000 | 54 |
| Total debt securities | $5,347,875,000 | 65 |
| Structured notes | ||
| Amortized cost | $158,000,000 | 8 |
| Fair value | $157,240,000 | 8 |
| Trading account assets | $42,433,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $842,000 | 112 |
| 2019-09-30 | Rank | |
| Total securities | $5,323,374,000 | 66 |
| U.S. Government securities | $3,845,583,000 | 69 |
| U.S. Treasury securities | $5,494,000 | 627 |
| U.S. Government agency obligations | $3,840,089,000 | 60 |
| Securities issued by states & political subdivisions | $1,231,248,000 | 21 |
| Other domestic debt securities | $201,411,000 | 102 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $66,562,000 | 67 |
| Structured financial products - Total | $7,695,000 | 70 |
| Other domestic debt securities - All other | $127,154,000 | 58 |
| Foreign debt securities | $11,659,000 | 55 |
| 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 | $2,188,943,000 | 52 |
| Mortgage-backed securities | $3,262,286,000 | 64 |
| Certificates of participation in pools of residential mortgages | $509,074,000 | 116 |
| Issued or guaranteed by U.S. | $509,074,000 | 116 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,365,799,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,365,799,000 | 34 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $387,413,000 | 87 |
| Commercial mortgage pass-through securities | $57,090,000 | 120 |
| Other commercial mortgage-backed securities | $330,323,000 | 70 |
| Held to maturity securities (book value) | $407,281,000 | 87 |
| Available-for-sale securities (fair market value) | $4,882,620,000 | 56 |
| Total debt securities | $5,289,901,000 | 65 |
| Structured notes | ||
| Amortized cost | $206,322,000 | 6 |
| Fair value | $207,647,000 | 6 |
| Trading account assets | $57,896,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $189,000 | 118 |
| 2019-06-30 | Rank | |
| Total securities | $5,140,831,000 | 66 |
| U.S. Government securities | $3,700,854,000 | 68 |
| U.S. Treasury securities | $5,466,000 | 628 |
| U.S. Government agency obligations | $3,695,388,000 | 59 |
| Securities issued by states & political subdivisions | $1,186,312,000 | 23 |
| Other domestic debt securities | $207,533,000 | 99 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $74,651,000 | 60 |
| Structured financial products - Total | $7,836,000 | 67 |
| Other domestic debt securities - All other | $125,046,000 | 60 |
| Foreign debt securities | $12,978,000 | 54 |
| 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 | $2,664,012,000 | 44 |
| Mortgage-backed securities | $2,914,367,000 | 65 |
| Certificates of participation in pools of residential mortgages | $490,496,000 | 123 |
| Issued or guaranteed by U.S. | $490,496,000 | 122 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,044,561,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,044,561,000 | 38 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $379,310,000 | 81 |
| Commercial mortgage pass-through securities | $56,768,000 | 119 |
| Other commercial mortgage-backed securities | $322,542,000 | 66 |
| Held to maturity securities (book value) | $470,868,000 | 88 |
| Available-for-sale securities (fair market value) | $4,636,809,000 | 53 |
| Total debt securities | $5,107,679,000 | 66 |
| Structured notes | ||
| Amortized cost | $404,403,000 | 4 |
| Fair value | $405,103,000 | 4 |
| Trading account assets | $39,487,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $550,000 | 122 |
| 2019-03-31 | Rank | |
| Total securities | $5,053,612,000 | 67 |
| U.S. Government securities | $3,542,996,000 | 66 |
| U.S. Treasury securities | $9,777,000 | 489 |
| U.S. Government agency obligations | $3,533,219,000 | 61 |
| Securities issued by states & political subdivisions | $1,251,268,000 | 23 |
| Other domestic debt securities | $214,007,000 | 93 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $84,011,000 | 54 |
| Structured financial products - Total | $8,122,000 | 64 |
| Other domestic debt securities - All other | $121,874,000 | 60 |
| Foreign debt securities | $12,657,000 | 58 |
| 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 | $2,389,036,000 | 48 |
| Mortgage-backed securities | $2,699,781,000 | 72 |
| Certificates of participation in pools of residential mortgages | $462,587,000 | 122 |
| Issued or guaranteed by U.S. | $462,587,000 | 122 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,938,967,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,938,967,000 | 40 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $298,227,000 | 94 |
| Commercial mortgage pass-through securities | $57,344,000 | 117 |
| Other commercial mortgage-backed securities | $240,883,000 | 77 |
| Held to maturity securities (book value) | $484,834,000 | 87 |
| Available-for-sale securities (fair market value) | $4,536,094,000 | 56 |
| Total debt securities | $5,020,928,000 | 67 |
| Structured notes | ||
| Amortized cost | $431,195,000 | 4 |
| Fair value | $428,386,000 | 4 |
| Trading account assets | $18,814,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,035,000 | 118 |
| 2018-12-31 | Rank | |
| Total securities | $4,628,226,000 | 68 |
| U.S. Government securities | $3,119,939,000 | 73 |
| U.S. Treasury securities | $5,301,000 | 642 |
| U.S. Government agency obligations | $3,114,638,000 | 64 |
| Securities issued by states & political subdivisions | $1,245,657,000 | 24 |
| Other domestic debt securities | $218,116,000 | 88 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $92,565,000 | 51 |
| Structured financial products - Total | $8,495,000 | 57 |
| Other domestic debt securities - All other | $117,056,000 | 61 |
| Foreign debt securities | $12,236,000 | 58 |
| 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 | $2,404,231,000 | 46 |
| Mortgage-backed securities | $2,351,667,000 | 78 |
| Certificates of participation in pools of residential mortgages | $397,903,000 | 135 |
| Issued or guaranteed by U.S. | $397,903,000 | 135 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,781,828,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,781,828,000 | 42 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $171,936,000 | 126 |
| Commercial mortgage pass-through securities | $24,918,000 | 206 |
| Other commercial mortgage-backed securities | $147,018,000 | 97 |
| Held to maturity securities (book value) | $506,334,000 | 86 |
| Available-for-sale securities (fair market value) | $4,089,614,000 | 57 |
| Total debt securities | $4,595,948,000 | 67 |
| Structured notes | ||
| Amortized cost | $438,483,000 | 4 |
| Fair value | $430,004,000 | 4 |
| Trading account assets | $12,618,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,772,000 | 93 |
| 2018-09-30 | Rank | |
| Total securities | $3,783,116,000 | 74 |
| U.S. Government securities | $2,410,431,000 | 85 |
| U.S. Treasury securities | $5,237,000 | 633 |
| U.S. Government agency obligations | $2,405,194,000 | 76 |
| Securities issued by states & political subdivisions | $1,099,534,000 | 31 |
| Other domestic debt securities | $229,418,000 | 86 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $101,592,000 | 47 |
| Structured financial products - Total | $9,072,000 | 60 |
| Other domestic debt securities - All other | $118,754,000 | 60 |
| Foreign debt securities | $11,753,000 | 55 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,875,884,000 | 60 |
| Mortgage-backed securities | $1,658,169,000 | 98 |
| Certificates of participation in pools of residential mortgages | $121,686,000 | 346 |
| Issued or guaranteed by U.S. | $121,686,000 | 345 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,432,093,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,432,093,000 | 51 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $104,390,000 | 161 |
| Commercial mortgage pass-through securities | $24,562,000 | 202 |
| Other commercial mortgage-backed securities | $79,828,000 | 127 |
| Held to maturity securities (book value) | $512,207,000 | 86 |
| Available-for-sale securities (fair market value) | $3,238,929,000 | 69 |
| Total debt securities | $3,751,136,000 | 73 |
| Structured notes | ||
| Amortized cost | $438,272,000 | 4 |
| Fair value | $422,312,000 | 4 |
| Trading account assets | $4,021,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,437,000 | 78 |
| 2018-06-30 | Rank | |
| Total securities | $3,705,857,000 | 75 |
| U.S. Government securities | $2,315,007,000 | 87 |
| U.S. Treasury securities | $5,258,000 | 604 |
| U.S. Government agency obligations | $2,309,749,000 | 77 |
| Securities issued by states & political subdivisions | $1,110,087,000 | 30 |
| Other domestic debt securities | $234,902,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $109,174,000 | 46 |
| Structured financial products - Total | $8,205,000 | 63 |
| Other domestic debt securities - All other | $117,523,000 | 57 |
| Foreign debt securities | $13,507,000 | 51 |
| 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 | $1,922,009,000 | 60 |
| Mortgage-backed securities | $1,606,622,000 | 97 |
| Certificates of participation in pools of residential mortgages | $113,252,000 | 374 |
| Issued or guaranteed by U.S. | $113,252,000 | 372 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,420,924,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,420,924,000 | 51 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $72,446,000 | 193 |
| Commercial mortgage pass-through securities | $25,195,000 | 194 |
| Other commercial mortgage-backed securities | $47,251,000 | 161 |
| Held to maturity securities (book value) | $525,718,000 | 84 |
| Available-for-sale securities (fair market value) | $3,147,785,000 | 68 |
| Total debt securities | $3,673,503,000 | 74 |
| Structured notes | ||
| Amortized cost | $438,064,000 | 4 |
| Fair value | $425,803,000 | 4 |
| Trading account assets | $2,862,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,723,000 | 79 |
| 2018-03-31 | Rank | |
| Total securities | $3,753,473,000 | 74 |
| U.S. Government securities | $2,299,924,000 | 88 |
| U.S. Treasury securities | $9,295,000 | 449 |
| U.S. Government agency obligations | $2,290,629,000 | 80 |
| Securities issued by states & political subdivisions | $1,159,612,000 | 28 |
| Other domestic debt securities | $249,757,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $120,579,000 | 44 |
| Structured financial products - Total | $8,195,000 | 62 |
| Other domestic debt securities - All other | $120,983,000 | 55 |
| Foreign debt securities | $11,638,000 | 56 |
| Equity securities | $32,542,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,027,705,000 | 55 |
| Mortgage-backed securities | $1,621,506,000 | 94 |
| Certificates of participation in pools of residential mortgages | $120,156,000 | 366 |
| Issued or guaranteed by U.S. | $120,156,000 | 365 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,446,649,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,446,649,000 | 47 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $54,701,000 | 214 |
| Commercial mortgage pass-through securities | $4,760,000 | 459 |
| Other commercial mortgage-backed securities | $49,941,000 | 156 |
| Held to maturity securities (book value) | $535,153,000 | 79 |
| Available-for-sale securities (fair market value) | $3,218,320,000 | 66 |
| Total debt securities | $3,720,931,000 | 73 |
| Structured notes | ||
| Amortized cost | $437,861,000 | 4 |
| Fair value | $426,662,000 | 4 |
| Trading account assets | $3,503,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $3,503,000 | 85 |
| Revaluation losses on off-balance sheet contracts | $4,625,000 | 81 |
| 2017-12-31 | Rank | |
| Total securities | $3,878,686,000 | 69 |
| U.S. Government securities | $2,343,886,000 | 85 |
| U.S. Treasury securities | $5,552,000 | 542 |
| U.S. Government agency obligations | $2,338,334,000 | 77 |
| Securities issued by states & political subdivisions | $1,207,353,000 | 27 |
| Other domestic debt securities | $281,496,000 | 65 |
| Privately issued residential mortgage-backed securities | $22,705,000 | 79 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $128,701,000 | 39 |
| Structured financial products - Total | $8,448,000 | 64 |
| Other domestic debt securities - All other | $121,642,000 | 51 |
| Foreign debt securities | $12,845,000 | 53 |
| Equity securities | $33,106,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,824,661,000 | 61 |
| Mortgage-backed securities | $1,672,589,000 | 91 |
| Certificates of participation in pools of residential mortgages | $141,355,000 | 319 |
| Issued or guaranteed by U.S. | $141,355,000 | 317 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,473,905,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,451,200,000 | 46 |
| Privately issued | $22,705,000 | 77 |
| Commercial mortgage-backed securities | $57,329,000 | 208 |
| Commercial mortgage pass-through securities | $4,845,000 | 456 |
| Other commercial mortgage-backed securities | $52,484,000 | 148 |
| Held to maturity securities (book value) | $684,063,000 | 71 |
| Available-for-sale securities (fair market value) | $3,194,623,000 | 64 |
| Total debt securities | $3,845,580,000 | 68 |
| Structured notes | ||
| Amortized cost | $441,489,000 | 4 |
| Fair value | $432,936,000 | 4 |
| Trading account assets | $8,385,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $8,385,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $5,273,000 | 75 |
| 2017-09-30 | Rank | |
| Total securities | $3,463,240,000 | 73 |
| U.S. Government securities | $2,065,313,000 | 92 |
| U.S. Treasury securities | $5,615,000 | 518 |
| U.S. Government agency obligations | $2,059,698,000 | 83 |
| Securities issued by states & political subdivisions | $1,095,974,000 | 30 |
| Other domestic debt securities | $258,286,000 | 75 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $129,246,000 | 39 |
| Structured financial products - Total | $8,270,000 | 71 |
| Other domestic debt securities - All other | $120,770,000 | 58 |
| Foreign debt securities | $10,125,000 | 63 |
| Equity securities | $33,542,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,424,390,000 | 73 |
| Mortgage-backed securities | $1,458,385,000 | 95 |
| Certificates of participation in pools of residential mortgages | $87,093,000 | 469 |
| Issued or guaranteed by U.S. | $87,093,000 | 467 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,354,815,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,354,815,000 | 49 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $16,477,000 | 393 |
| Commercial mortgage pass-through securities | $3,082,000 | 552 |
| Other commercial mortgage-backed securities | $13,395,000 | 281 |
| Held to maturity securities (book value) | $688,951,000 | 72 |
| Available-for-sale securities (fair market value) | $2,774,289,000 | 73 |
| Total debt securities | $3,429,698,000 | 72 |
| Structured notes | ||
| Amortized cost | $341,487,000 | 6 |
| Fair value | $335,687,000 | 6 |
| Trading account assets | $12,008,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $12,008,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $3,361,000 | 84 |
| 2017-06-30 | Rank | |
| Total securities | $3,507,930,000 | 71 |
| U.S. Government securities | $2,082,026,000 | 89 |
| U.S. Treasury securities | $5,634,000 | 528 |
| U.S. Government agency obligations | $2,076,392,000 | 80 |
| Securities issued by states & political subdivisions | $1,118,437,000 | 30 |
| Other domestic debt securities | $266,221,000 | 76 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $133,125,000 | 41 |
| Structured financial products - Total | $8,097,000 | 72 |
| Other domestic debt securities - All other | $124,999,000 | 56 |
| Foreign debt securities | $7,892,000 | 81 |
| Equity securities | $33,354,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,486,847,000 | 71 |
| Mortgage-backed securities | $1,470,687,000 | 97 |
| Certificates of participation in pools of residential mortgages | $151,431,000 | 306 |
| Issued or guaranteed by U.S. | $151,431,000 | 305 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,302,175,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,302,175,000 | 50 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $17,081,000 | 374 |
| Commercial mortgage pass-through securities | $3,126,000 | 533 |
| Other commercial mortgage-backed securities | $13,955,000 | 270 |
| Held to maturity securities (book value) | $695,139,000 | 75 |
| Available-for-sale securities (fair market value) | $2,812,791,000 | 73 |
| Total debt securities | $3,474,576,000 | 71 |
| Structured notes | ||
| Amortized cost | $341,485,000 | 6 |
| Fair value | $336,911,000 | 6 |
| Trading account assets | $11,231,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $11,231,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $3,502,000 | 81 |
| 2017-03-31 | Rank | |
| Total securities | $3,556,845,000 | 69 |
| U.S. Government securities | $2,106,540,000 | 89 |
| U.S. Treasury securities | $12,117,000 | 357 |
| U.S. Government agency obligations | $2,094,423,000 | 81 |
| Securities issued by states & political subdivisions | $1,144,412,000 | 28 |
| Other domestic debt securities | $265,092,000 | 77 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $136,909,000 | 42 |
| Structured financial products - Total | $8,288,000 | 72 |
| Other domestic debt securities - All other | $119,895,000 | 58 |
| Foreign debt securities | $7,726,000 | 83 |
| Equity securities | $33,075,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,564,636,000 | 69 |
| Mortgage-backed securities | $1,484,561,000 | 93 |
| Certificates of participation in pools of residential mortgages | $172,305,000 | 276 |
| Issued or guaranteed by U.S. | $172,305,000 | 275 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,293,536,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,293,536,000 | 48 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $18,720,000 | 339 |
| Commercial mortgage pass-through securities | $3,128,000 | 517 |
| Other commercial mortgage-backed securities | $15,592,000 | 249 |
| Held to maturity securities (book value) | $741,448,000 | 73 |
| Available-for-sale securities (fair market value) | $2,815,397,000 | 70 |
| Total debt securities | $3,523,770,000 | 68 |
| Structured notes | ||
| Amortized cost | $306,483,000 | 7 |
| Fair value | $298,613,000 | 7 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $3,540,730,000 | 68 |
| U.S. Government securities | $2,103,687,000 | 87 |
| U.S. Treasury securities | $7,103,000 | 492 |
| U.S. Government agency obligations | $2,096,584,000 | 80 |
| Securities issued by states & political subdivisions | $1,131,003,000 | 29 |
| Other domestic debt securities | $268,740,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $139,329,000 | 40 |
| Structured financial products - Total | $8,119,000 | 77 |
| Other domestic debt securities - All other | $121,292,000 | 58 |
| Foreign debt securities | $4,258,000 | 103 |
| Equity securities | $33,042,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,385,063,000 | 78 |
| Mortgage-backed securities | $1,535,659,000 | 89 |
| Certificates of participation in pools of residential mortgages | $201,564,000 | 239 |
| Issued or guaranteed by U.S. | $201,564,000 | 238 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,313,413,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,313,413,000 | 47 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $20,682,000 | 317 |
| Commercial mortgage pass-through securities | $3,261,000 | 489 |
| Other commercial mortgage-backed securities | $17,421,000 | 225 |
| Held to maturity securities (book value) | $745,090,000 | 73 |
| Available-for-sale securities (fair market value) | $2,795,640,000 | 70 |
| Total debt securities | $3,507,688,000 | 68 |
| Structured notes | ||
| Amortized cost | $298,981,000 | 7 |
| Fair value | $290,224,000 | 7 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $3,607,996,000 | 65 |
| U.S. Government securities | $2,148,139,000 | 81 |
| U.S. Treasury securities | $9,265,000 | 380 |
| U.S. Government agency obligations | $2,138,874,000 | 75 |
| Securities issued by states & political subdivisions | $1,148,145,000 | 26 |
| Other domestic debt securities | $272,924,000 | 77 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $140,308,000 | 39 |
| Structured financial products - Total | $6,774,000 | 82 |
| Other domestic debt securities - All other | $125,842,000 | 56 |
| Foreign debt securities | $4,558,000 | 99 |
| Equity securities | $34,230,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,455,286,000 | 71 |
| Mortgage-backed securities | $1,495,685,000 | 90 |
| Certificates of participation in pools of residential mortgages | $264,690,000 | 179 |
| Issued or guaranteed by U.S. | $264,690,000 | 177 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,199,034,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,199,034,000 | 52 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $31,961,000 | 245 |
| Commercial mortgage pass-through securities | $3,548,000 | 436 |
| Other commercial mortgage-backed securities | $28,413,000 | 168 |
| Held to maturity securities (book value) | $850,803,000 | 68 |
| Available-for-sale securities (fair market value) | $2,757,193,000 | 71 |
| Total debt securities | $3,573,766,000 | 67 |
| Structured notes | ||
| Amortized cost | $240,524,000 | 6 |
| Fair value | $240,601,000 | 6 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $3,513,374,000 | 69 |
| U.S. Government securities | $2,073,972,000 | 83 |
| U.S. Treasury securities | $12,269,000 | 313 |
| U.S. Government agency obligations | $2,061,703,000 | 78 |
| Securities issued by states & political subdivisions | $1,128,700,000 | 26 |
| Other domestic debt securities | $275,687,000 | 79 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $140,346,000 | 41 |
| Structured financial products - Total | $6,720,000 | 86 |
| Other domestic debt securities - All other | $128,621,000 | 58 |
| Foreign debt securities | $658,000 | 230 |
| Equity securities | $34,357,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,289,940,000 | 77 |
| Mortgage-backed securities | $1,349,805,000 | 98 |
| Certificates of participation in pools of residential mortgages | $282,985,000 | 168 |
| Issued or guaranteed by U.S. | $282,985,000 | 166 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,034,080,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,034,080,000 | 54 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $32,740,000 | 217 |
| Commercial mortgage pass-through securities | $3,598,000 | 398 |
| Other commercial mortgage-backed securities | $29,142,000 | 150 |
| Held to maturity securities (book value) | $865,957,000 | 68 |
| Available-for-sale securities (fair market value) | $2,647,417,000 | 72 |
| Total debt securities | $3,479,017,000 | 68 |
| Structured notes | ||
| Amortized cost | $228,375,000 | 6 |
| Fair value | $228,980,000 | 6 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $3,215,971,000 | 75 |
| U.S. Government securities | $1,794,790,000 | 91 |
| U.S. Treasury securities | $12,243,000 | 321 |
| U.S. Government agency obligations | $1,782,547,000 | 85 |
| Securities issued by states & political subdivisions | $1,112,599,000 | 24 |
| Other domestic debt securities | $273,199,000 | 79 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $140,093,000 | 38 |
| Structured financial products - Total | $7,987,000 | 79 |
| Other domestic debt securities - All other | $125,119,000 | 59 |
| Foreign debt securities | $1,237,000 | 178 |
| Equity securities | $34,146,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,286,460,000 | 78 |
| Mortgage-backed securities | $1,005,588,000 | 125 |
| Certificates of participation in pools of residential mortgages | $294,707,000 | 164 |
| Issued or guaranteed by U.S. | $294,707,000 | 161 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $688,027,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $688,027,000 | 73 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $22,854,000 | 268 |
| Commercial mortgage pass-through securities | $3,699,000 | 378 |
| Other commercial mortgage-backed securities | $19,155,000 | 183 |
| Held to maturity securities (book value) | $869,012,000 | 67 |
| Available-for-sale securities (fair market value) | $2,346,959,000 | 79 |
| Total debt securities | $3,181,825,000 | 75 |
| Structured notes | ||
| Amortized cost | $197,362,000 | 8 |
| Fair value | $197,991,000 | 8 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $3,288,880,000 | 72 |
| U.S. Government securities | $1,882,226,000 | 86 |
| U.S. Treasury securities | $12,150,000 | 351 |
| U.S. Government agency obligations | $1,870,076,000 | 79 |
| Securities issued by states & political subdivisions | $1,100,501,000 | 24 |
| Other domestic debt securities | $272,537,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $141,488,000 | 38 |
| Structured financial products - Total | $7,899,000 | 73 |
| Other domestic debt securities - All other | $123,150,000 | 62 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $33,616,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,370,754,000 | 81 |
| Mortgage-backed securities | $1,082,403,000 | 113 |
| Certificates of participation in pools of residential mortgages | $340,145,000 | 146 |
| Issued or guaranteed by U.S. | $340,145,000 | 144 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $719,296,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $719,296,000 | 67 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $22,962,000 | 240 |
| Commercial mortgage pass-through securities | $3,752,000 | 362 |
| Other commercial mortgage-backed securities | $19,210,000 | 166 |
| Held to maturity securities (book value) | $872,111,000 | 66 |
| Available-for-sale securities (fair market value) | $2,416,769,000 | 77 |
| Total debt securities | $3,255,264,000 | 73 |
| Structured notes | ||
| Amortized cost | $119,333,000 | 14 |
| Fair value | $118,955,000 | 14 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $3,369,674,000 | 69 |
| U.S. Government securities | $1,985,073,000 | 84 |
| U.S. Treasury securities | $12,239,000 | 325 |
| U.S. Government agency obligations | $1,972,834,000 | 79 |
| Securities issued by states & political subdivisions | $1,079,678,000 | 23 |
| Other domestic debt securities | $271,059,000 | 74 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $142,038,000 | 38 |
| Structured financial products - Total | $6,631,000 | 79 |
| Other domestic debt securities - All other | $122,390,000 | 68 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $33,864,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,243,628,000 | 79 |
| Mortgage-backed securities | $1,154,134,000 | 105 |
| Certificates of participation in pools of residential mortgages | $396,118,000 | 134 |
| Issued or guaranteed by U.S. | $396,118,000 | 132 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $744,309,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $744,309,000 | 67 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $13,707,000 | 312 |
| Commercial mortgage pass-through securities | $3,892,000 | 346 |
| Other commercial mortgage-backed securities | $9,815,000 | 220 |
| Held to maturity securities (book value) | $851,051,000 | 66 |
| Available-for-sale securities (fair market value) | $2,518,623,000 | 73 |
| Total debt securities | $3,335,810,000 | 68 |
| Structured notes | ||
| Amortized cost | $111,312,000 | 16 |
| Fair value | $110,843,000 | 16 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,394,586,000 | 66 |
| U.S. Government securities | $2,008,595,000 | 84 |
| U.S. Treasury securities | $12,171,000 | 322 |
| U.S. Government agency obligations | $1,996,424,000 | 80 |
| Securities issued by states & political subdivisions | $1,047,246,000 | 23 |
| Other domestic debt securities | $305,005,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $175,570,000 | 38 |
| Structured financial products - Total | $7,096,000 | 80 |
| Other domestic debt securities - All other | $122,339,000 | 67 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $33,740,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,333,354,000 | 77 |
| Mortgage-backed securities | $1,123,388,000 | 107 |
| Certificates of participation in pools of residential mortgages | $436,224,000 | 123 |
| Issued or guaranteed by U.S. | $436,224,000 | 122 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $673,585,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $673,585,000 | 69 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $13,579,000 | 291 |
| Commercial mortgage pass-through securities | $3,846,000 | 330 |
| Other commercial mortgage-backed securities | $9,733,000 | 209 |
| Held to maturity securities (book value) | $823,255,000 | 64 |
| Available-for-sale securities (fair market value) | $2,571,331,000 | 72 |
| Total debt securities | $3,360,846,000 | 67 |
| Structured notes | ||
| Amortized cost | $110,628,000 | 21 |
| Fair value | $109,979,000 | 21 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $3,380,152,000 | 67 |
| U.S. Government securities | $2,048,419,000 | 85 |
| U.S. Treasury securities | $25,178,000 | 208 |
| U.S. Government agency obligations | $2,023,241,000 | 81 |
| Securities issued by states & political subdivisions | $988,777,000 | 27 |
| Other domestic debt securities | $308,810,000 | 68 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $174,889,000 | 38 |
| Structured financial products - Total | $6,553,000 | 69 |
| Other domestic debt securities - All other | $127,368,000 | 66 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $34,146,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,276,000 | 75 |
| Mortgage-backed securities | $1,111,952,000 | 105 |
| Certificates of participation in pools of residential mortgages | $465,663,000 | 117 |
| Issued or guaranteed by U.S. | $465,663,000 | 116 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $632,412,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $632,412,000 | 73 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $13,877,000 | 275 |
| Commercial mortgage pass-through securities | $4,080,000 | 301 |
| Other commercial mortgage-backed securities | $9,797,000 | 204 |
| Held to maturity securities (book value) | $836,038,000 | 65 |
| Available-for-sale securities (fair market value) | $2,544,114,000 | 70 |
| Total debt securities | $3,346,006,000 | 67 |
| Structured notes | ||
| Amortized cost | $72,640,000 | 37 |
| Fair value | $73,417,000 | 37 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $3,470,547,000 | 67 |
| U.S. Government securities | $2,166,918,000 | 75 |
| U.S. Treasury securities | $15,166,000 | 290 |
| U.S. Government agency obligations | $2,151,752,000 | 73 |
| Securities issued by states & political subdivisions | $967,741,000 | 27 |
| Other domestic debt securities | $304,114,000 | 68 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $175,205,000 | 38 |
| Structured financial products - Total | $6,607,000 | 68 |
| Other domestic debt securities - All other | $122,302,000 | 69 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $31,774,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,394,186,000 | 75 |
| Mortgage-backed securities | $1,264,964,000 | 100 |
| Certificates of participation in pools of residential mortgages | $483,415,000 | 119 |
| Issued or guaranteed by U.S. | $483,415,000 | 118 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $767,780,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $767,780,000 | 66 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $13,769,000 | 273 |
| Commercial mortgage pass-through securities | $4,073,000 | 301 |
| Other commercial mortgage-backed securities | $9,696,000 | 194 |
| Held to maturity securities (book value) | $844,054,000 | 64 |
| Available-for-sale securities (fair market value) | $2,626,493,000 | 65 |
| Total debt securities | $3,438,773,000 | 67 |
| Structured notes | ||
| Amortized cost | $67,070,000 | 41 |
| Fair value | $67,503,000 | 40 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $3,332,119,000 | 68 |
| U.S. Government securities | $2,094,001,000 | 76 |
| U.S. Treasury securities | $11,140,000 | 341 |
| U.S. Government agency obligations | $2,082,861,000 | 73 |
| Securities issued by states & political subdivisions | $927,511,000 | 26 |
| Other domestic debt securities | $278,893,000 | 76 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $146,938,000 | 38 |
| Structured financial products - Total | $7,145,000 | 66 |
| Other domestic debt securities - All other | $124,810,000 | 71 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $31,714,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,377,492,000 | 79 |
| Mortgage-backed securities | $1,252,112,000 | 98 |
| Certificates of participation in pools of residential mortgages | $487,946,000 | 113 |
| Issued or guaranteed by U.S. | $487,946,000 | 112 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $750,477,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $750,477,000 | 66 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $13,689,000 | 268 |
| Commercial mortgage pass-through securities | $4,032,000 | 307 |
| Other commercial mortgage-backed securities | $9,657,000 | 184 |
| Held to maturity securities (book value) | $848,033,000 | 64 |
| Available-for-sale securities (fair market value) | $2,484,086,000 | 67 |
| Total debt securities | $3,300,405,000 | 68 |
| Structured notes | ||
| Amortized cost | $65,055,000 | 53 |
| Fair value | $64,722,000 | 52 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $3,361,502,000 | 70 |
| U.S. Government securities | $2,068,074,000 | 78 |
| U.S. Treasury securities | $11,186,000 | 311 |
| U.S. Government agency obligations | $2,056,888,000 | 74 |
| Securities issued by states & political subdivisions | $964,145,000 | 26 |
| Other domestic debt securities | $297,745,000 | 73 |
| Privately issued residential mortgage-backed securities | $15,912,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $153,305,000 | 40 |
| Structured financial products - Total | $6,422,000 | 72 |
| Other domestic debt securities - All other | $122,106,000 | 72 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $31,538,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,061,377,000 | 99 |
| Mortgage-backed securities | $1,248,829,000 | 98 |
| Certificates of participation in pools of residential mortgages | $433,976,000 | 122 |
| Issued or guaranteed by U.S. | $433,976,000 | 121 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $801,867,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $785,955,000 | 68 |
| Privately issued | $15,912,000 | 103 |
| Commercial mortgage-backed securities | $12,986,000 | 267 |
| Commercial mortgage pass-through securities | $3,349,000 | 343 |
| Other commercial mortgage-backed securities | $9,637,000 | 181 |
| Held to maturity securities (book value) | $852,904,000 | 64 |
| Available-for-sale securities (fair market value) | $2,508,598,000 | 70 |
| Total debt securities | $3,329,964,000 | 69 |
| Structured notes | ||
| Amortized cost | $52,608,000 | 73 |
| Fair value | $52,137,000 | 72 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $3,122,788,000 | 73 |
| U.S. Government securities | $1,963,559,000 | 77 |
| U.S. Treasury securities | $15,697,000 | 242 |
| U.S. Government agency obligations | $1,947,862,000 | 74 |
| Securities issued by states & political subdivisions | $829,332,000 | 28 |
| Other domestic debt securities | $298,683,000 | 75 |
| Privately issued residential mortgage-backed securities | $16,651,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $152,921,000 | 40 |
| Structured financial products - Total | $6,779,000 | 65 |
| Other domestic debt securities - All other | $122,332,000 | 73 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $31,214,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,103,641,000 | 96 |
| Mortgage-backed securities | $1,278,428,000 | 99 |
| Certificates of participation in pools of residential mortgages | $451,560,000 | 116 |
| Issued or guaranteed by U.S. | $451,560,000 | 115 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $824,938,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $808,287,000 | 64 |
| Privately issued | $16,651,000 | 102 |
| Commercial mortgage-backed securities | $1,930,000 | 632 |
| Commercial mortgage pass-through securities | $1,930,000 | 409 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $779,294,000 | 64 |
| Available-for-sale securities (fair market value) | $2,343,494,000 | 75 |
| Total debt securities | $3,091,574,000 | 72 |
| Structured notes | ||
| Amortized cost | $34,673,000 | 116 |
| Fair value | $33,450,000 | 117 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $3,108,659,000 | 72 |
| U.S. Government securities | $1,969,982,000 | 76 |
| U.S. Treasury securities | $13,113,000 | 257 |
| U.S. Government agency obligations | $1,956,869,000 | 73 |
| Securities issued by states & political subdivisions | $825,465,000 | 28 |
| Other domestic debt securities | $281,831,000 | 82 |
| Privately issued residential mortgage-backed securities | $17,414,000 | 110 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $137,599,000 | 40 |
| Structured financial products - Total | $8,037,000 | 73 |
| Other domestic debt securities - All other | $118,781,000 | 72 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $31,381,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,122,040,000 | 93 |
| Mortgage-backed securities | $1,342,114,000 | 97 |
| Certificates of participation in pools of residential mortgages | $476,587,000 | 108 |
| Issued or guaranteed by U.S. | $476,587,000 | 107 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $863,616,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $846,202,000 | 63 |
| Privately issued | $17,414,000 | 102 |
| Commercial mortgage-backed securities | $1,911,000 | 589 |
| Commercial mortgage pass-through securities | $1,911,000 | 372 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $762,734,000 | 61 |
| Available-for-sale securities (fair market value) | $2,345,925,000 | 71 |
| Total debt securities | $3,077,278,000 | 71 |
| Structured notes | ||
| Amortized cost | $34,622,000 | 117 |
| Fair value | $32,792,000 | 117 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $3,106,296,000 | 70 |
| U.S. Government securities | $2,048,085,000 | 75 |
| U.S. Treasury securities | $28,301,000 | 143 |
| U.S. Government agency obligations | $2,019,784,000 | 71 |
| Securities issued by states & political subdivisions | $823,266,000 | 26 |
| Other domestic debt securities | $203,495,000 | 98 |
| Privately issued residential mortgage-backed securities | $18,414,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $57,486,000 | 63 |
| Structured financial products - Total | $9,405,000 | 73 |
| Other domestic debt securities - All other | $118,190,000 | 74 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $31,450,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,119,598,000 | 86 |
| Mortgage-backed securities | $1,448,471,000 | 93 |
| Certificates of participation in pools of residential mortgages | $549,494,000 | 103 |
| Issued or guaranteed by U.S. | $549,494,000 | 102 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $897,060,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $878,646,000 | 60 |
| Privately issued | $18,414,000 | 106 |
| Commercial mortgage-backed securities | $1,917,000 | 580 |
| Commercial mortgage pass-through securities | $1,917,000 | 357 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $758,194,000 | 56 |
| Available-for-sale securities (fair market value) | $2,348,102,000 | 73 |
| Total debt securities | $3,074,846,000 | 69 |
| Structured notes | ||
| Amortized cost | $29,342,000 | 135 |
| Fair value | $27,938,000 | 134 |
| 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 | $3,033,921,000 | 71 |
| U.S. Government securities | $2,017,447,000 | 76 |
| U.S. Treasury securities | $14,366,000 | 224 |
| U.S. Government agency obligations | $2,003,081,000 | 75 |
| Securities issued by states & political subdivisions | $828,368,000 | 24 |
| Other domestic debt securities | $156,509,000 | 113 |
| Privately issued residential mortgage-backed securities | $19,859,000 | 113 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $9,476,000 | 148 |
| Structured financial products - Total | $9,152,000 | 70 |
| Other domestic debt securities - All other | $118,022,000 | 73 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $31,597,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $949,434,000 | 95 |
| Mortgage-backed securities | $1,447,678,000 | 94 |
| Certificates of participation in pools of residential mortgages | $580,977,000 | 98 |
| Issued or guaranteed by U.S. | $580,977,000 | 97 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $864,754,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $844,895,000 | 63 |
| Privately issued | $19,859,000 | 106 |
| Commercial mortgage-backed securities | $1,947,000 | 560 |
| Commercial mortgage pass-through securities | $1,947,000 | 352 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $401,067,000 | 74 |
| Available-for-sale securities (fair market value) | $2,632,854,000 | 70 |
| Total debt securities | $3,002,324,000 | 71 |
| Structured notes | ||
| Amortized cost | $36,000,000 | 107 |
| Fair value | $34,987,000 | 106 |
| 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 | $3,214,564,000 | 70 |
| U.S. Government securities | $2,189,265,000 | 73 |
| U.S. Treasury securities | $11,582,000 | 268 |
| U.S. Government agency obligations | $2,177,683,000 | 71 |
| Securities issued by states & political subdivisions | $834,411,000 | 24 |
| Other domestic debt securities | $158,235,000 | 104 |
| Privately issued residential mortgage-backed securities | $28,024,000 | 101 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $8,554,000 | 69 |
| Other domestic debt securities - All other | $121,657,000 | 73 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $32,653,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $796,751,000 | 109 |
| Mortgage-backed securities | $1,598,198,000 | 85 |
| Certificates of participation in pools of residential mortgages | $633,465,000 | 94 |
| Issued or guaranteed by U.S. | $633,465,000 | 93 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $962,676,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $934,652,000 | 65 |
| Privately issued | $28,024,000 | 96 |
| Commercial mortgage-backed securities | $2,057,000 | 480 |
| Commercial mortgage pass-through securities | $2,057,000 | 317 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $392,379,000 | 71 |
| Available-for-sale securities (fair market value) | $2,822,185,000 | 68 |
| Total debt securities | $3,181,911,000 | 70 |
| Structured notes | ||
| Amortized cost | $60,500,000 | 53 |
| Fair value | $60,607,000 | 52 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,875,926,000 | 72 |
| U.S. Government securities | $1,935,957,000 | 86 |
| U.S. Treasury securities | $11,841,000 | 264 |
| U.S. Government agency obligations | $1,924,116,000 | 82 |
| Securities issued by states & political subdivisions | $746,606,000 | 26 |
| Other domestic debt securities | $160,475,000 | 107 |
| Privately issued residential mortgage-backed securities | $30,196,000 | 99 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $9,359,000 | 60 |
| Other domestic debt securities - All other | $120,920,000 | 71 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $32,888,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $833,987,000 | 107 |
| Mortgage-backed securities | $1,250,596,000 | 102 |
| Certificates of participation in pools of residential mortgages | $597,430,000 | 99 |
| Issued or guaranteed by U.S. | $597,430,000 | 98 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $651,088,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $620,892,000 | 79 |
| Privately issued | $30,196,000 | 93 |
| Commercial mortgage-backed securities | $2,078,000 | 395 |
| Commercial mortgage pass-through securities | $2,078,000 | 271 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $399,830,000 | 70 |
| Available-for-sale securities (fair market value) | $2,476,096,000 | 72 |
| Total debt securities | $2,843,038,000 | 73 |
| Structured notes | ||
| Amortized cost | $60,500,000 | 51 |
| Fair value | $60,792,000 | 50 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,698,685,000 | 82 |
| U.S. Government securities | $1,772,351,000 | 91 |
| U.S. Treasury securities | $15,585,000 | 189 |
| U.S. Government agency obligations | $1,756,766,000 | 87 |
| Securities issued by states & political subdivisions | $727,374,000 | 25 |
| Other domestic debt securities | $170,164,000 | 106 |
| Privately issued residential mortgage-backed securities | $41,121,000 | 83 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $9,094,000 | 57 |
| Other domestic debt securities - All other | $119,949,000 | 77 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $28,796,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $756,677,000 | 107 |
| Mortgage-backed securities | $1,235,729,000 | 106 |
| Certificates of participation in pools of residential mortgages | $639,798,000 | 96 |
| Issued or guaranteed by U.S. | $639,798,000 | 95 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $593,845,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $552,724,000 | 84 |
| Privately issued | $41,121,000 | 78 |
| Commercial mortgage-backed securities | $2,086,000 | 381 |
| Commercial mortgage pass-through securities | $2,086,000 | 248 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $407,525,000 | 70 |
| Available-for-sale securities (fair market value) | $2,291,160,000 | 76 |
| Total debt securities | $2,669,889,000 | 82 |
| Structured notes | ||
| Amortized cost | $63,500,000 | 48 |
| Fair value | $63,830,000 | 47 |
| 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 | $2,646,413,000 | 80 |
| U.S. Government securities | $1,745,967,000 | 90 |
| U.S. Treasury securities | $15,598,000 | 196 |
| U.S. Government agency obligations | $1,730,369,000 | 87 |
| Securities issued by states & political subdivisions | $677,901,000 | 27 |
| Other domestic debt securities | $196,985,000 | 99 |
| Privately issued residential mortgage-backed securities | $73,757,000 | 61 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,000 | 384 |
| Structured financial products - Total | $8,461,000 | 57 |
| Other domestic debt securities - All other | $114,766,000 | 79 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $25,560,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $765,705,000 | 108 |
| Mortgage-backed securities | $1,284,226,000 | 100 |
| Certificates of participation in pools of residential mortgages | $622,922,000 | 100 |
| Issued or guaranteed by U.S. | $622,922,000 | 99 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $659,260,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $585,503,000 | 85 |
| Privately issued | $73,757,000 | 59 |
| Commercial mortgage-backed securities | $2,044,000 | 364 |
| Commercial mortgage pass-through securities | $2,044,000 | 229 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $460,942,000 | 64 |
| Available-for-sale securities (fair market value) | $2,185,471,000 | 75 |
| Total debt securities | $2,620,853,000 | 81 |
| Structured notes | ||
| Amortized cost | $78,495,000 | 38 |
| Fair value | $78,959,000 | 38 |
| 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 | $2,698,800,000 | 78 |
| U.S. Government securities | $1,804,933,000 | 90 |
| U.S. Treasury securities | $65,497,000 | 74 |
| U.S. Government agency obligations | $1,739,436,000 | 88 |
| Securities issued by states & political subdivisions | $665,172,000 | 26 |
| Other domestic debt securities | $203,435,000 | 101 |
| Privately issued residential mortgage-backed securities | $82,666,000 | 58 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $6,000 | 334 |
| Structured financial products - Total | $7,797,000 | 61 |
| Other domestic debt securities - All other | $112,966,000 | 85 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $25,260,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $756,066,000 | 112 |
| Mortgage-backed securities | $1,372,700,000 | 98 |
| Certificates of participation in pools of residential mortgages | $640,932,000 | 101 |
| Issued or guaranteed by U.S. | $640,932,000 | 100 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $729,749,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $647,083,000 | 81 |
| Privately issued | $82,666,000 | 56 |
| Commercial mortgage-backed securities | $2,019,000 | 332 |
| Commercial mortgage pass-through securities | $2,019,000 | 200 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $469,386,000 | 64 |
| Available-for-sale securities (fair market value) | $2,229,414,000 | 78 |
| Total debt securities | $2,673,540,000 | 78 |
| Structured notes | ||
| Amortized cost | $100,053,000 | 31 |
| Fair value | $100,535,000 | 30 |
| 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 | $2,526,187,000 | 81 |
| U.S. Government securities | $1,679,466,000 | 90 |
| U.S. Treasury securities | $65,769,000 | 71 |
| U.S. Government agency obligations | $1,613,697,000 | 90 |
| Securities issued by states & political subdivisions | $619,188,000 | 30 |
| Other domestic debt securities | $202,227,000 | 106 |
| Privately issued residential mortgage-backed securities | $85,903,000 | 78 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $24,000 | 254 |
| Structured financial products - Total | $7,327,000 | 63 |
| Other domestic debt securities - All other | $108,973,000 | 83 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $25,306,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $835,114,000 | 96 |
| Mortgage-backed securities | $1,352,231,000 | 91 |
| Certificates of participation in pools of residential mortgages | $669,507,000 | 94 |
| Issued or guaranteed by U.S. | $669,507,000 | 94 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $682,695,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $596,792,000 | 79 |
| Privately issued | $85,903,000 | 78 |
| Commercial mortgage-backed securities | $29,000 | 510 |
| Commercial mortgage pass-through securities | $29,000 | 366 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $477,603,000 | 64 |
| Available-for-sale securities (fair market value) | $2,048,584,000 | 85 |
| Total debt securities | $2,500,881,000 | 83 |
| Structured notes | ||
| Amortized cost | $116,812,000 | 31 |
| Fair value | $117,511,000 | 30 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,717,362,000 | 76 |
| U.S. Government securities | $1,860,015,000 | 87 |
| U.S. Treasury securities | $65,951,000 | 73 |
| U.S. Government agency obligations | $1,794,064,000 | 86 |
| Securities issued by states & political subdivisions | $607,845,000 | 30 |
| Other domestic debt securities | $224,060,000 | 101 |
| Privately issued residential mortgage-backed securities | $95,053,000 | 82 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $71,000 | 233 |
| Structured financial products - Total | $7,531,000 | 61 |
| Other domestic debt securities - All other | $121,405,000 | 78 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $25,442,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $845,898,000 | 95 |
| Mortgage-backed securities | $1,533,206,000 | 81 |
| Certificates of participation in pools of residential mortgages | $784,597,000 | 87 |
| Issued or guaranteed by U.S. | $784,597,000 | 86 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $748,579,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $653,526,000 | 74 |
| Privately issued | $95,053,000 | 81 |
| Commercial mortgage-backed securities | $30,000 | 453 |
| Commercial mortgage pass-through securities | $30,000 | 330 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $486,298,000 | 61 |
| Available-for-sale securities (fair market value) | $2,231,064,000 | 81 |
| Total debt securities | $2,691,920,000 | 76 |
| Structured notes | ||
| Amortized cost | $101,989,000 | 33 |
| Fair value | $102,998,000 | 33 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,740,875,000 | 78 |
| U.S. Government securities | $1,893,722,000 | 86 |
| U.S. Treasury securities | $61,744,000 | 87 |
| U.S. Government agency obligations | $1,831,978,000 | 86 |
| Securities issued by states & political subdivisions | $585,315,000 | 29 |
| Other domestic debt securities | $236,968,000 | 99 |
| Privately issued residential mortgage-backed securities | $103,537,000 | 80 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $159,000 | 209 |
| Structured financial products - Total | $9,738,000 | 53 |
| Other domestic debt securities - All other | $123,534,000 | 75 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $24,870,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $766,960,000 | 102 |
| Mortgage-backed securities | $1,305,998,000 | 92 |
| Certificates of participation in pools of residential mortgages | $684,923,000 | 95 |
| Issued or guaranteed by U.S. | $684,923,000 | 93 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $621,044,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $517,507,000 | 80 |
| Privately issued | $103,537,000 | 79 |
| Commercial mortgage-backed securities | $31,000 | 437 |
| Commercial mortgage pass-through securities | $31,000 | 329 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $560,729,000 | 50 |
| Available-for-sale securities (fair market value) | $2,180,146,000 | 81 |
| Total debt securities | $2,716,005,000 | 79 |
| Structured notes | ||
| Amortized cost | $199,815,000 | 9 |
| Fair value | $200,810,000 | 9 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,628,881,000 | 86 |
| U.S. Government securities | $1,804,869,000 | 89 |
| U.S. Treasury securities | $61,750,000 | 94 |
| U.S. Government agency obligations | $1,743,119,000 | 89 |
| Securities issued by states & political subdivisions | $559,314,000 | 31 |
| Other domestic debt securities | $240,233,000 | 96 |
| Privately issued residential mortgage-backed securities | $112,127,000 | 78 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $344,000 | 183 |
| Structured financial products - Total | $9,306,000 | 55 |
| Other domestic debt securities - All other | $118,456,000 | 72 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $24,465,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,621,398,000 | 65 |
| Mortgage-backed securities | $1,207,956,000 | 103 |
| Certificates of participation in pools of residential mortgages | $554,889,000 | 105 |
| Issued or guaranteed by U.S. | $554,889,000 | 103 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $653,034,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $540,907,000 | 77 |
| Privately issued | $112,127,000 | 77 |
| Commercial mortgage-backed securities | $33,000 | 425 |
| Commercial mortgage pass-through securities | $33,000 | 319 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $600,297,000 | 45 |
| Available-for-sale securities (fair market value) | $2,028,584,000 | 87 |
| Total debt securities | $2,604,416,000 | 86 |
| Structured notes | ||
| Amortized cost | $196,898,000 | 9 |
| Fair value | $196,477,000 | 9 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,578,986,000 | 84 |
| U.S. Government securities | $1,738,375,000 | 86 |
| U.S. Treasury securities | $61,546,000 | 97 |
| U.S. Government agency obligations | $1,676,829,000 | 87 |
| Securities issued by states & political subdivisions | $566,304,000 | 30 |
| Other domestic debt securities | $252,763,000 | 92 |
| Privately issued residential mortgage-backed securities | $126,809,000 | 72 |
| Commercial mortgage-backed securities - Total | $35,000 | 390 |
| Asset backed securities | $551,000 | 150 |
| Structured financial products - Total | $10,539,000 | 52 |
| Other domestic debt securities - All other | $114,829,000 | 74 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $21,544,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,481,028,000 | 66 |
| Mortgage-backed securities | $1,188,266,000 | 97 |
| Certificates of participation in pools of residential mortgages | $531,681,000 | 104 |
| Issued or guaranteed by U.S. | $531,681,000 | 102 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $656,550,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $529,741,000 | 74 |
| Privately issued | $126,809,000 | 71 |
| Commercial mortgage-backed securities | $35,000 | 390 |
| Commercial mortgage pass-through securities | $35,000 | 304 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $638,210,000 | 42 |
| Available-for-sale securities (fair market value) | $1,940,776,000 | 86 |
| Total debt securities | $2,557,442,000 | 86 |
| Structured notes | ||
| Amortized cost | $194,650,000 | 9 |
| Fair value | $193,358,000 | 9 |
| 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 | $2,922,678,000 | 71 |
| U.S. Government securities | $2,057,994,000 | 76 |
| U.S. Treasury securities | $50,806,000 | 105 |
| U.S. Government agency obligations | $2,007,188,000 | 73 |
| Securities issued by states & political subdivisions | $554,656,000 | 28 |
| Other domestic debt securities | $287,986,000 | 88 |
| Privately issued residential mortgage-backed securities | $162,974,000 | 59 |
| Commercial mortgage-backed securities - Total | $36,000 | 363 |
| Asset backed securities | $860,000 | 133 |
| Structured financial products - Total | $10,613,000 | 49 |
| Other domestic debt securities - All other | $113,503,000 | 72 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $22,042,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,577,436,000 | 62 |
| Mortgage-backed securities | $1,232,918,000 | 89 |
| Certificates of participation in pools of residential mortgages | $569,963,000 | 99 |
| Issued or guaranteed by U.S. | $569,963,000 | 97 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $662,919,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $499,945,000 | 73 |
| Privately issued | $162,974,000 | 57 |
| Commercial mortgage-backed securities | $36,000 | 363 |
| Commercial mortgage pass-through securities | $36,000 | 280 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $753,835,000 | 34 |
| Available-for-sale securities (fair market value) | $2,168,843,000 | 81 |
| Total debt securities | $2,900,636,000 | 72 |
| Structured notes | ||
| Amortized cost | $178,041,000 | 10 |
| Fair value | $179,059,000 | 10 |
| 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 | $2,824,559,000 | 71 |
| U.S. Government securities | $1,956,543,000 | 75 |
| U.S. Treasury securities | $50,701,000 | 102 |
| U.S. Government agency obligations | $1,905,842,000 | 74 |
| Securities issued by states & political subdivisions | $510,474,000 | 32 |
| Other domestic debt securities | $335,660,000 | 76 |
| Privately issued residential mortgage-backed securities | $211,594,000 | 55 |
| Commercial mortgage-backed securities - Total | $37,000 | 360 |
| Asset backed securities | $1,349,000 | 108 |
| Structured financial products - Total | $12,708,000 | 48 |
| Other domestic debt securities - All other | $109,972,000 | 68 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $21,882,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,541,329,000 | 63 |
| Mortgage-backed securities | $1,015,320,000 | 102 |
| Certificates of participation in pools of residential mortgages | $386,685,000 | 122 |
| Issued or guaranteed by U.S. | $386,685,000 | 120 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $628,598,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $417,004,000 | 79 |
| Privately issued | $211,594,000 | 51 |
| Commercial mortgage-backed securities | $37,000 | 360 |
| Commercial mortgage pass-through securities | $37,000 | 278 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $582,068,000 | 45 |
| Available-for-sale securities (fair market value) | $2,242,491,000 | 73 |
| Total debt securities | $2,802,677,000 | 73 |
| Structured notes | ||
| Amortized cost | $323,459,000 | 4 |
| Fair value | $327,115,000 | 4 |
| 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 | $2,948,101,000 | 68 |
| U.S. Government securities | $2,026,229,000 | 73 |
| U.S. Treasury securities | $50,215,000 | 102 |
| U.S. Government agency obligations | $1,976,014,000 | 71 |
| Securities issued by states & political subdivisions | $559,719,000 | 30 |
| Other domestic debt securities | $340,649,000 | 74 |
| Privately issued residential mortgage-backed securities | $215,380,000 | 56 |
| Commercial mortgage-backed securities - Total | $39,000 | 371 |
| Asset backed securities | $2,045,000 | 93 |
| Structured financial products - Total | $14,046,000 | 47 |
| Other domestic debt securities - All other | $109,139,000 | 67 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $21,504,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,592,302,000 | 60 |
| Mortgage-backed securities | $1,048,093,000 | 97 |
| Certificates of participation in pools of residential mortgages | $376,881,000 | 125 |
| Issued or guaranteed by U.S. | $376,881,000 | 123 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $671,173,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $455,793,000 | 73 |
| Privately issued | $215,380,000 | 53 |
| Commercial mortgage-backed securities | $39,000 | 371 |
| Commercial mortgage pass-through securities | $39,000 | 283 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $450,036,000 | 54 |
| Available-for-sale securities (fair market value) | $2,498,065,000 | 65 |
| Total debt securities | $2,926,597,000 | 69 |
| Structured notes | ||
| Amortized cost | $210,932,000 | 6 |
| Fair value | $210,078,000 | 6 |
| 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 | $2,859,269,000 | 71 |
| U.S. Government securities | $2,008,431,000 | 77 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,008,431,000 | 75 |
| Securities issued by states & political subdivisions | $534,595,000 | 32 |
| Other domestic debt securities | $294,918,000 | 91 |
| Privately issued residential mortgage-backed securities | $174,601,000 | 65 |
| Commercial mortgage-backed securities - Total | $40,000 | 358 |
| Asset backed securities | $2,909,000 | 95 |
| Structured financial products - Total | $14,509,000 | 53 |
| Other domestic debt securities - All other | $102,859,000 | 68 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $21,325,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,513,843,000 | 62 |
| Mortgage-backed securities | $1,048,366,000 | 99 |
| Certificates of participation in pools of residential mortgages | $399,992,000 | 124 |
| Issued or guaranteed by U.S. | $399,992,000 | 123 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $648,334,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $473,733,000 | 64 |
| Privately issued | $174,601,000 | 63 |
| Commercial mortgage-backed securities | $40,000 | 358 |
| Commercial mortgage pass-through securities | $40,000 | 274 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $396,009,000 | 57 |
| Available-for-sale securities (fair market value) | $2,463,260,000 | 68 |
| Total debt securities | $2,837,944,000 | 72 |
| Structured notes | ||
| Amortized cost | $197,264,000 | 6 |
| Fair value | $192,653,000 | 6 |
| 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 | $2,713,583,000 | 79 |
| U.S. Government securities | $1,867,984,000 | 84 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,867,984,000 | 82 |
| Securities issued by states & political subdivisions | $494,152,000 | 34 |
| Other domestic debt securities | $329,823,000 | 93 |
| Privately issued residential mortgage-backed securities | $183,492,000 | 74 |
| Commercial mortgage-backed securities - Total | $42,000 | 368 |
| Asset backed securities | $3,970,000 | 97 |
| Structured financial products - Total | $18,110,000 | 49 |
| Other domestic debt securities - All other | $124,209,000 | 65 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $21,624,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,296,260,000 | 72 |
| Mortgage-backed securities | $941,693,000 | 114 |
| Certificates of participation in pools of residential mortgages | $440,897,000 | 120 |
| Issued or guaranteed by U.S. | $440,897,000 | 118 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $500,754,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $317,262,000 | 91 |
| Privately issued | $183,492,000 | 72 |
| Commercial mortgage-backed securities | $42,000 | 368 |
| Commercial mortgage pass-through securities | $42,000 | 269 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $305,902,000 | 78 |
| Available-for-sale securities (fair market value) | $2,407,681,000 | 72 |
| Total debt securities | $2,691,959,000 | 81 |
| Structured notes | ||
| Amortized cost | $147,258,000 | 7 |
| Fair value | $145,943,000 | 7 |
| 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 | $2,541,181,000 | 88 |
| U.S. Government securities | $1,664,022,000 | 89 |
| U.S. Treasury securities | $958,000 | 748 |
| U.S. Government agency obligations | $1,663,064,000 | 85 |
| Securities issued by states & political subdivisions | $522,732,000 | 32 |
| Other domestic debt securities | $333,122,000 | 97 |
| Privately issued residential mortgage-backed securities | $189,786,000 | 79 |
| Commercial mortgage-backed securities - Total | $43,000 | 300 |
| Asset backed securities | $5,322,000 | 97 |
| Structured financial products - Total | $16,353,000 | 53 |
| Other domestic debt securities - All other | $121,618,000 | 64 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $21,305,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,244,080,000 | 76 |
| Mortgage-backed securities | $1,029,673,000 | 108 |
| Certificates of participation in pools of residential mortgages | $469,694,000 | 116 |
| Issued or guaranteed by U.S. | $469,694,000 | 114 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $559,936,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $370,150,000 | 75 |
| Privately issued | $189,786,000 | 74 |
| Commercial mortgage-backed securities | $43,000 | 300 |
| Commercial mortgage pass-through securities | $43,000 | 200 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $314,170,000 | 73 |
| Available-for-sale securities (fair market value) | $2,227,011,000 | 77 |
| Total debt securities | $2,519,876,000 | 86 |
| Structured notes | ||
| Amortized cost | $96,220,000 | 11 |
| Fair value | $94,071,000 | 11 |
| 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 | $2,780,955,000 | 80 |
| U.S. Government securities | $1,934,146,000 | 79 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,934,146,000 | 76 |
| Securities issued by states & political subdivisions | $485,084,000 | 34 |
| Other domestic debt securities | $340,360,000 | 95 |
| Privately issued residential mortgage-backed securities | $209,196,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,910,000 | 105 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $124,254,000 | 65 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $21,365,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,381,742,000 | 71 |
| Mortgage-backed securities | $1,131,221,000 | 101 |
| Certificates of participation in pools of residential mortgages | $554,876,000 | 111 |
| Issued or guaranteed by U.S. | $554,876,000 | 108 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $576,345,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $367,149,000 | 77 |
| Privately issued | $209,196,000 | 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) | $92,989,000 | 212 |
| Available-for-sale securities (fair market value) | $2,687,966,000 | 71 |
| Total debt securities | $2,759,590,000 | 76 |
| Structured notes | ||
| Amortized cost | $113,843,000 | 12 |
| Fair value | $112,784,000 | 12 |
| 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 | $2,203,294,000 | 88 |
| U.S. Government securities | $1,338,535,000 | 91 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,338,535,000 | 89 |
| Securities issued by states & political subdivisions | $482,205,000 | 34 |
| Other domestic debt securities | $361,408,000 | 82 |
| Privately issued residential mortgage-backed securities | $216,862,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,675,000 | 92 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $135,871,000 | 51 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $21,146,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,262,145,000 | 76 |
| Mortgage-backed securities | $1,172,605,000 | 99 |
| Certificates of participation in pools of residential mortgages | $576,183,000 | 105 |
| Issued or guaranteed by U.S. | $576,183,000 | 102 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $596,422,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $379,560,000 | 79 |
| Privately issued | $216,862,000 | 75 |
| 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) | $99,661,000 | 197 |
| Available-for-sale securities (fair market value) | $2,103,633,000 | 74 |
| Total debt securities | $2,182,148,000 | 85 |
| Structured notes | ||
| Amortized cost | $68,913,000 | 17 |
| Fair value | $69,453,000 | 16 |
| 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 | $2,005,875,000 | 90 |
| U.S. Government securities | $1,284,451,000 | 89 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,284,451,000 | 88 |
| Securities issued by states & political subdivisions | $327,369,000 | 45 |
| Other domestic debt securities | $373,168,000 | 80 |
| Privately issued residential mortgage-backed securities | $230,613,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,669,000 | 82 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $131,886,000 | 47 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $20,887,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,161,356,000 | 76 |
| Mortgage-backed securities | $1,203,591,000 | 90 |
| Certificates of participation in pools of residential mortgages | $608,625,000 | 92 |
| Issued or guaranteed by U.S. | $608,625,000 | 90 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $594,966,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $364,353,000 | 73 |
| Privately issued | $230,613,000 | 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) | $105,316,000 | 187 |
| Available-for-sale securities (fair market value) | $1,900,559,000 | 79 |
| Total debt securities | $1,984,988,000 | 90 |
| Structured notes | ||
| Amortized cost | $69,844,000 | 13 |
| Fair value | $68,765,000 | 13 |
| 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 | $1,971,611,000 | 94 |
| U.S. Government securities | $1,190,945,000 | 94 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,190,945,000 | 94 |
| Securities issued by states & political subdivisions | $328,040,000 | 46 |
| Other domestic debt securities | $431,779,000 | 79 |
| Privately issued residential mortgage-backed securities | $247,764,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,061,000 | 77 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $170,954,000 | 50 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $20,847,000 | 155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,085,473,000 | 80 |
| Mortgage-backed securities | $1,105,251,000 | 92 |
| Certificates of participation in pools of residential mortgages | $630,126,000 | 90 |
| Issued or guaranteed by U.S. | $630,126,000 | 88 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $475,125,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $227,361,000 | 111 |
| Privately issued | $247,764,000 | 73 |
| 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) | $111,706,000 | 167 |
| Available-for-sale securities (fair market value) | $1,859,905,000 | 83 |
| Total debt securities | $1,950,764,000 | 96 |
| Structured notes | ||
| Amortized cost | $69,827,000 | 13 |
| Fair value | $68,769,000 | 13 |
| 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 | $2,091,067,000 | 98 |
| U.S. Government securities | $1,324,868,000 | 94 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,324,868,000 | 94 |
| Securities issued by states & political subdivisions | $294,310,000 | 54 |
| Other domestic debt securities | $450,584,000 | 76 |
| Privately issued residential mortgage-backed securities | $260,328,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,876,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $174,380,000 | 47 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $21,305,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $930,252,000 | 88 |
| Mortgage-backed securities | $1,115,631,000 | 102 |
| Certificates of participation in pools of residential mortgages | $682,441,000 | 88 |
| Issued or guaranteed by U.S. | $682,441,000 | 85 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $433,190,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $172,862,000 | 132 |
| Privately issued | $260,328,000 | 72 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $119,380,000 | 150 |
| Available-for-sale securities (fair market value) | $1,971,687,000 | 90 |
| Total debt securities | $2,069,762,000 | 99 |
| Structured notes | ||
| Amortized cost | $120,475,000 | 13 |
| Fair value | $121,273,000 | 13 |
| 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 | $2,253,032,000 | 89 |
| U.S. Government securities | $1,483,105,000 | 91 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,483,105,000 | 90 |
| Securities issued by states & political subdivisions | $294,885,000 | 52 |
| Other domestic debt securities | $453,876,000 | 76 |
| Privately issued residential mortgage-backed securities | $254,899,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,939,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $180,038,000 | 45 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $21,166,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $968,616,000 | 87 |
| Mortgage-backed securities | $1,048,796,000 | 103 |
| Certificates of participation in pools of residential mortgages | $652,316,000 | 85 |
| Issued or guaranteed by U.S. | $652,316,000 | 82 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $396,480,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $141,581,000 | 157 |
| Privately issued | $254,899,000 | 73 |
| 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) | $126,769,000 | 155 |
| Available-for-sale securities (fair market value) | $2,126,263,000 | 79 |
| Total debt securities | $2,231,866,000 | 89 |
| Structured notes | ||
| Amortized cost | $117,584,000 | 11 |
| Fair value | $119,460,000 | 11 |
| 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 | $2,206,426,000 | 95 |
| U.S. Government securities | $1,473,667,000 | 95 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,473,667,000 | 92 |
| Securities issued by states & political subdivisions | $259,581,000 | 60 |
| Other domestic debt securities | $452,351,000 | 82 |
| Privately issued residential mortgage-backed securities | $260,427,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,397,000 | 65 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $169,527,000 | 51 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $20,827,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $903,268,000 | 93 |
| Mortgage-backed securities | $1,072,510,000 | 98 |
| Certificates of participation in pools of residential mortgages | $672,482,000 | 84 |
| Issued or guaranteed by U.S. | $672,482,000 | 80 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $400,028,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $139,601,000 | 150 |
| Privately issued | $260,427,000 | 73 |
| 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) | $134,444,000 | 146 |
| Available-for-sale securities (fair market value) | $2,071,982,000 | 86 |
| Total debt securities | $2,185,599,000 | 95 |
| Structured notes | ||
| Amortized cost | $171,320,000 | 9 |
| Fair value | $171,985,000 | 9 |
| 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 | $2,222,046,000 | 99 |
| U.S. Government securities | $1,484,881,000 | 96 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,484,881,000 | 94 |
| Securities issued by states & political subdivisions | $263,226,000 | 59 |
| Other domestic debt securities | $453,350,000 | 78 |
| Privately issued residential mortgage-backed securities | $266,498,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,442,000 | 56 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $160,410,000 | 48 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $20,589,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $907,559,000 | 101 |
| Mortgage-backed securities | $1,113,711,000 | 105 |
| Certificates of participation in pools of residential mortgages | $699,764,000 | 86 |
| Issued or guaranteed by U.S. | $699,764,000 | 84 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $413,947,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $147,449,000 | 147 |
| Privately issued | $266,498,000 | 74 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $143,341,000 | 140 |
| Available-for-sale securities (fair market value) | $2,078,705,000 | 90 |
| Total debt securities | $2,201,457,000 | 97 |
| Structured notes | ||
| Amortized cost | $169,075,000 | 9 |
| Fair value | $168,866,000 | 9 |
| 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 | $2,217,497,000 | 101 |
| U.S. Government securities | $1,495,426,000 | 98 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,495,426,000 | 96 |
| Securities issued by states & political subdivisions | $267,030,000 | 57 |
| Other domestic debt securities | $434,074,000 | 80 |
| Privately issued residential mortgage-backed securities | $240,022,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $37,437,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $156,615,000 | 50 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $20,967,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,862,000 | 100 |
| Mortgage-backed securities | $1,152,082,000 | 101 |
| Certificates of participation in pools of residential mortgages | $748,776,000 | 84 |
| Issued or guaranteed by U.S. | $748,776,000 | 82 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $403,306,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $163,284,000 | 135 |
| Privately issued | $240,022,000 | 79 |
| 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) | $153,232,000 | 135 |
| Available-for-sale securities (fair market value) | $2,064,265,000 | 87 |
| Total debt securities | $2,196,530,000 | 100 |
| Structured notes | ||
| Amortized cost | $207,775,000 | 8 |
| Fair value | $208,508,000 | 8 |
| 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 | $2,325,405,000 | 100 |
| U.S. Government securities | $1,653,758,000 | 94 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,653,758,000 | 93 |
| Securities issued by states & political subdivisions | $273,325,000 | 58 |
| Other domestic debt securities | $377,415,000 | 87 |
| Privately issued residential mortgage-backed securities | $173,859,000 | 101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,678,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $160,878,000 | 52 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $20,907,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $983,044,000 | 95 |
| Mortgage-backed securities | $1,146,977,000 | 103 |
| Certificates of participation in pools of residential mortgages | $780,204,000 | 82 |
| Issued or guaranteed by U.S. | $780,204,000 | 79 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $366,773,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $192,914,000 | 125 |
| Privately issued | $173,859,000 | 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) | $162,138,000 | 133 |
| Available-for-sale securities (fair market value) | $2,163,267,000 | 87 |
| Total debt securities | $2,304,498,000 | 99 |
| Structured notes | ||
| Amortized cost | $215,745,000 | 6 |
| Fair value | $216,405,000 | 6 |
| 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 | $2,221,738,000 | 104 |
| U.S. Government securities | $1,559,961,000 | 104 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,559,961,000 | 102 |
| Securities issued by states & political subdivisions | $297,172,000 | 52 |
| Other domestic debt securities | $356,691,000 | 100 |
| Privately issued residential mortgage-backed securities | $179,820,000 | 101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,903,000 | 61 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $155,968,000 | 58 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $7,914,000 | 340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $994,211,000 | 96 |
| Mortgage-backed securities | $1,192,574,000 | 105 |
| Certificates of participation in pools of residential mortgages | $814,001,000 | 83 |
| Issued or guaranteed by U.S. | $814,001,000 | 80 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $378,573,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $198,753,000 | 126 |
| Privately issued | $179,820,000 | 90 |
| 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) | $144,016,000 | 151 |
| Available-for-sale securities (fair market value) | $2,077,722,000 | 93 |
| Total debt securities | $2,213,824,000 | 104 |
| Structured notes | ||
| Amortized cost | $185,256,000 | 10 |
| Fair value | $185,764,000 | 9 |
| 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 | $2,517,204,000 | 93 |
| U.S. Government securities | $1,683,259,000 | 93 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,683,259,000 | 91 |
| Securities issued by states & political subdivisions | $459,559,000 | 29 |
| Other domestic debt securities | $366,656,000 | 92 |
| Privately issued residential mortgage-backed securities | $180,433,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,172,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $162,051,000 | 51 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $7,730,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,098,985,000 | 95 |
| Mortgage-backed securities | $1,210,947,000 | 106 |
| Certificates of participation in pools of residential mortgages | $840,532,000 | 83 |
| Issued or guaranteed by U.S. | $840,532,000 | 79 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $370,415,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $189,982,000 | 127 |
| Privately issued | $180,433,000 | 90 |
| 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) | $151,864,000 | 147 |
| Available-for-sale securities (fair market value) | $2,365,340,000 | 86 |
| Total debt securities | $2,509,474,000 | 91 |
| Structured notes | ||
| Amortized cost | $214,761,000 | 7 |
| Fair value | $212,497,000 | 7 |
| 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 | $2,510,814,000 | 93 |
| U.S. Government securities | $1,666,777,000 | 97 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,666,777,000 | 93 |
| Securities issued by states & political subdivisions | $486,588,000 | 29 |
| Other domestic debt securities | $349,624,000 | 98 |
| Privately issued residential mortgage-backed securities | $159,040,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,516,000 | 56 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $163,068,000 | 55 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $7,825,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,101,471,000 | 88 |
| Mortgage-backed securities | $1,243,704,000 | 103 |
| Certificates of participation in pools of residential mortgages | $890,466,000 | 80 |
| Issued or guaranteed by U.S. | $890,466,000 | 76 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $353,238,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $194,198,000 | 126 |
| Privately issued | $159,040,000 | 101 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $159,522,000 | 145 |
| Available-for-sale securities (fair market value) | $2,351,292,000 | 86 |
| Total debt securities | $2,502,989,000 | 92 |
| Structured notes | ||
| Amortized cost | $134,272,000 | 17 |
| Fair value | $133,808,000 | 16 |
| 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 | $2,453,615,000 | 100 |
| U.S. Government securities | $1,643,874,000 | 101 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,643,874,000 | 98 |
| Securities issued by states & political subdivisions | $488,370,000 | 27 |
| Other domestic debt securities | $313,371,000 | 103 |
| Privately issued residential mortgage-backed securities | $119,854,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $31,239,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $162,278,000 | 48 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $8,000,000 | 353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,222,000 | 89 |
| Mortgage-backed securities | $1,253,291,000 | 103 |
| Certificates of participation in pools of residential mortgages | $931,408,000 | 77 |
| Issued or guaranteed by U.S. | $931,408,000 | 74 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $321,883,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $202,029,000 | 127 |
| Privately issued | $119,854,000 | 109 |
| 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) | $166,799,000 | 143 |
| Available-for-sale securities (fair market value) | $2,286,816,000 | 92 |
| Total debt securities | $2,445,615,000 | 99 |
| Structured notes | ||
| Amortized cost | $58,138,000 | 46 |
| Fair value | $57,705,000 | 46 |
| 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 | $2,462,770,000 | 98 |
| U.S. Government securities | $1,638,330,000 | 99 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,638,330,000 | 97 |
| Securities issued by states & political subdivisions | $485,165,000 | 24 |
| Other domestic debt securities | $331,149,000 | 99 |
| Privately issued residential mortgage-backed securities | $127,535,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,737,000 | 53 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $167,877,000 | 48 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $8,126,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,125,334,000 | 87 |
| Mortgage-backed securities | $1,336,076,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,004,575,000 | 75 |
| Issued or guaranteed by U.S. | $1,004,575,000 | 71 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $331,501,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $203,966,000 | 128 |
| Privately issued | $127,535,000 | 104 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $176,021,000 | 139 |
| Available-for-sale securities (fair market value) | $2,286,749,000 | 89 |
| Total debt securities | $2,454,644,000 | 98 |
| 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 | $2,575,499,000 | 98 |
| U.S. Government securities | $1,734,283,000 | 96 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,734,283,000 | 94 |
| Securities issued by states & political subdivisions | $515,384,000 | 21 |
| Other domestic debt securities | $317,706,000 | 99 |
| Privately issued residential mortgage-backed securities | $98,167,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,558,000 | 55 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $178,981,000 | 45 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $8,126,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,132,400,000 | 88 |
| Mortgage-backed securities | $1,320,613,000 | 106 |
| Certificates of participation in pools of residential mortgages | $1,007,910,000 | 76 |
| Issued or guaranteed by U.S. | $1,007,910,000 | 72 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $312,703,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $214,536,000 | 127 |
| Privately issued | $98,167,000 | 118 |
| 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) | $187,033,000 | 133 |
| Available-for-sale securities (fair market value) | $2,388,466,000 | 86 |
| Total debt securities | $2,567,373,000 | 97 |
| 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 | $2,875,077,000 | 90 |
| U.S. Government securities | $2,014,534,000 | 90 |
| U.S. Treasury securities | $33,248,000 | 144 |
| U.S. Government agency obligations | $1,981,286,000 | 87 |
| Securities issued by states & political subdivisions | $583,051,000 | 19 |
| Other domestic debt securities | $269,365,000 | 113 |
| Privately issued residential mortgage-backed securities | $75,845,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,307,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,213,000 | 45 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $8,127,000 | 362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,489,451,000 | 73 |
| Mortgage-backed securities | $1,418,685,000 | 104 |
| Certificates of participation in pools of residential mortgages | $1,121,065,000 | 77 |
| Issued or guaranteed by U.S. | $1,121,065,000 | 74 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $297,620,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $221,775,000 | 123 |
| Privately issued | $75,845,000 | 131 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $170,194,000 | 143 |
| Available-for-sale securities (fair market value) | $2,704,883,000 | 79 |
| Total debt securities | $2,866,950,000 | 88 |
| 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 | $2,950,149,000 | 89 |
| U.S. Government securities | $2,095,470,000 | 91 |
| U.S. Treasury securities | $66,838,000 | 89 |
| U.S. Government agency obligations | $2,028,632,000 | 87 |
| Securities issued by states & political subdivisions | $597,631,000 | 19 |
| Other domestic debt securities | $248,921,000 | 124 |
| Privately issued residential mortgage-backed securities | $49,835,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,978,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $179,108,000 | 45 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $8,127,000 | 383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,542,056,000 | 78 |
| Mortgage-backed securities | $1,445,113,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,162,972,000 | 76 |
| Issued or guaranteed by U.S. | $1,162,972,000 | 71 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $282,141,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $232,306,000 | 122 |
| Privately issued | $49,835,000 | 159 |
| 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) | $177,793,000 | 139 |
| Available-for-sale securities (fair market value) | $2,772,356,000 | 79 |
| Total debt securities | $2,942,022,000 | 89 |
| 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 | $2,793,087,000 | 91 |
| U.S. Government securities | $2,000,969,000 | 89 |
| U.S. Treasury securities | $67,195,000 | 92 |
| U.S. Government agency obligations | $1,933,774,000 | 85 |
| Securities issued by states & political subdivisions | $631,893,000 | 20 |
| Other domestic debt securities | $157,098,000 | 163 |
| Privately issued residential mortgage-backed securities | $77,531,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,825,000 | 75 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,742,000 | 129 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $3,127,000 | 757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,577,873,000 | 76 |
| Mortgage-backed securities | $1,377,127,000 | 106 |
| Certificates of participation in pools of residential mortgages | $1,041,905,000 | 81 |
| Issued or guaranteed by U.S. | $1,041,905,000 | 77 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $335,222,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $257,691,000 | 106 |
| Privately issued | $77,531,000 | 123 |
| 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) | $185,392,000 | 136 |
| Available-for-sale securities (fair market value) | $2,607,695,000 | 79 |
| Total debt securities | $2,789,960,000 | 89 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 271 |
| Fair value | $15,000,000 | 268 |
| 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 | $2,697,903,000 | 96 |
| U.S. Government securities | $1,907,121,000 | 97 |
| U.S. Treasury securities | $71,645,000 | 90 |
| U.S. Government agency obligations | $1,835,476,000 | 94 |
| Securities issued by states & political subdivisions | $638,955,000 | 18 |
| Other domestic debt securities | $148,700,000 | 162 |
| Privately issued residential mortgage-backed securities | $79,300,000 | 133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,205,000 | 75 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,195,000 | 154 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,127,000 | 785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,639,701,000 | 73 |
| Mortgage-backed securities | $1,362,494,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,026,728,000 | 87 |
| Issued or guaranteed by U.S. | $1,026,728,000 | 83 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $335,766,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $256,466,000 | 109 |
| Privately issued | $79,300,000 | 120 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $192,934,000 | 129 |
| Available-for-sale securities (fair market value) | $2,504,969,000 | 88 |
| Total debt securities | $2,694,776,000 | 95 |
| 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 | $2,811,082,000 | 88 |
| U.S. Government securities | $1,980,377,000 | 93 |
| U.S. Treasury securities | $13,117,000 | 313 |
| U.S. Government agency obligations | $1,967,260,000 | 86 |
| Securities issued by states & political subdivisions | $664,263,000 | 19 |
| Other domestic debt securities | $163,313,000 | 155 |
| Privately issued residential mortgage-backed securities | $89,305,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,350,000 | 77 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,658,000 | 165 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $3,129,000 | 833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,433,968,000 | 80 |
| Mortgage-backed securities | $1,528,338,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,150,001,000 | 75 |
| Issued or guaranteed by U.S. | $1,150,001,000 | 70 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $378,337,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $289,032,000 | 103 |
| Privately issued | $89,305,000 | 120 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $204,406,000 | 119 |
| Available-for-sale securities (fair market value) | $2,606,676,000 | 82 |
| Total debt securities | $2,807,953,000 | 88 |
| 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 | $2,854,787,000 | 89 |
| U.S. Government securities | $2,017,790,000 | 98 |
| U.S. Treasury securities | $26,057,000 | 198 |
| U.S. Government agency obligations | $1,991,733,000 | 91 |
| Securities issued by states & political subdivisions | $655,068,000 | 19 |
| Other domestic debt securities | $178,802,000 | 122 |
| Privately issued residential mortgage-backed securities | $96,063,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,561,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,178,000 | 168 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $3,127,000 | 824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,742,586,000 | 71 |
| Mortgage-backed securities | $1,505,926,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,133,415,000 | 74 |
| Issued or guaranteed by U.S. | $1,133,415,000 | 71 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $372,511,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $276,448,000 | 114 |
| Privately issued | $96,063,000 | 83 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $210,905,000 | 110 |
| Available-for-sale securities (fair market value) | $2,643,882,000 | 81 |
| Total debt securities | $2,851,660,000 | 89 |
| 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 | $2,967,722,000 | 81 |
| U.S. Government securities | $2,150,118,000 | 90 |
| U.S. Treasury securities | $13,193,000 | 333 |
| U.S. Government agency obligations | $2,136,925,000 | 86 |
| Securities issued by states & political subdivisions | $653,455,000 | 17 |
| Other domestic debt securities | $164,022,000 | 128 |
| Privately issued residential mortgage-backed securities | $111,372,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $52,650,000 | 186 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $127,000 | 2,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,793,990,000 | 65 |
| Mortgage-backed securities | $1,644,482,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,239,691,000 | 67 |
| Issued or guaranteed by U.S. | $1,239,691,000 | 61 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $404,791,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $293,419,000 | 115 |
| Privately issued | $111,372,000 | 72 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $217,536,000 | 105 |
| Available-for-sale securities (fair market value) | $2,750,186,000 | 78 |
| Total debt securities | $2,967,595,000 | 79 |
| 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 | $3,258,074,000 | 77 |
| U.S. Government securities | $2,320,440,000 | 79 |
| U.S. Treasury securities | $5,289,000 | 624 |
| U.S. Government agency obligations | $2,315,151,000 | 76 |
| Securities issued by states & political subdivisions | $679,612,000 | 14 |
| Other domestic debt securities | $257,895,000 | 94 |
| Privately issued residential mortgage-backed securities | $198,220,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $59,675,000 | 165 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $127,000 | 2,022 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,465,646,000 | 71 |
| Mortgage-backed securities | $1,957,938,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,368,892,000 | 62 |
| Issued or guaranteed by U.S. | $1,368,892,000 | 57 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $589,046,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $390,826,000 | 105 |
| Privately issued | $198,220,000 | 58 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $232,322,000 | 100 |
| Available-for-sale securities (fair market value) | $3,025,752,000 | 70 |
| Total debt securities | $3,257,947,000 | 75 |
| 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 | $3,253,592,000 | 75 |
| U.S. Government securities | $2,249,805,000 | 83 |
| U.S. Treasury securities | $5,316,000 | 638 |
| U.S. Government agency obligations | $2,244,489,000 | 79 |
| Securities issued by states & political subdivisions | $683,726,000 | 15 |
| Other domestic debt securities | $319,934,000 | 78 |
| Privately issued residential mortgage-backed securities | $262,815,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,119,000 | 178 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $127,000 | 2,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,466,349,000 | 72 |
| Mortgage-backed securities | $1,870,614,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,164,463,000 | 73 |
| Issued or guaranteed by U.S. | $1,164,463,000 | 70 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $706,151,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $443,336,000 | 99 |
| Privately issued | $262,815,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $236,826,000 | 103 |
| Available-for-sale securities (fair market value) | $3,016,766,000 | 68 |
| Total debt securities | $3,253,465,000 | 73 |
| 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 | $3,016,769,000 | 80 |
| U.S. Government securities | $2,104,626,000 | 90 |
| U.S. Treasury securities | $5,364,000 | 663 |
| U.S. Government agency obligations | $2,099,262,000 | 85 |
| Securities issued by states & political subdivisions | $708,197,000 | 14 |
| Other domestic debt securities | $203,815,000 | 106 |
| Privately issued residential mortgage-backed securities | $160,651,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,164,000 | 217 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $131,000 | 2,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,489,257,000 | 73 |
| Mortgage-backed securities | $1,481,386,000 | 99 |
| Certificates of participation in pools of residential mortgages | $927,384,000 | 84 |
| Issued or guaranteed by U.S. | $927,384,000 | 82 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $554,002,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $393,351,000 | 97 |
| Privately issued | $160,651,000 | 62 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $3,016,769,000 | 69 |
| Total debt securities | $3,016,638,000 | 80 |
| 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 | $2,163,664,000 | 100 |
| U.S. Government securities | $1,422,145,000 | 108 |
| U.S. Treasury securities | $5,300,000 | 747 |
| U.S. Government agency obligations | $1,416,845,000 | 103 |
| Securities issued by states & political subdivisions | $594,557,000 | 14 |
| Other domestic debt securities | $146,699,000 | 138 |
| Privately issued residential mortgage-backed securities | $94,933,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,766,000 | 192 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $263,000 | 1,792 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,130,611,000 | 77 |
| Mortgage-backed securities | $938,707,000 | 124 |
| Certificates of participation in pools of residential mortgages | $505,087,000 | 111 |
| Issued or guaranteed by U.S. | $505,087,000 | 109 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $433,620,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $338,687,000 | 96 |
| Privately issued | $94,933,000 | 88 |
| 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) | $2,163,664,000 | 86 |
| Total debt securities | $2,163,401,000 | 99 |
| 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 | $1,789,757,000 | 111 |
| U.S. Government securities | $1,107,442,000 | 123 |
| U.S. Treasury securities | $5,307,000 | 1,009 |
| U.S. Government agency obligations | $1,102,135,000 | 110 |
| Securities issued by states & political subdivisions | $536,611,000 | 19 |
| Other domestic debt securities | $83,615,000 | 193 |
| Privately issued residential mortgage-backed securities | $280,000 | 1,039 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,335,000 | 126 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $62,089,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,025,880,000 | 77 |
| Mortgage-backed securities | $472,518,000 | 166 |
| Certificates of participation in pools of residential mortgages | $390,331,000 | 123 |
| Issued or guaranteed by U.S. | $390,331,000 | 123 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $82,187,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $81,907,000 | 243 |
| Privately issued | $280,000 | 903 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,789,757,000 | 91 |
| Total debt securities | $1,727,668,000 | 109 |
| 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 | $1,613,855,000 | 126 |
| U.S. Government securities | $1,053,352,000 | 136 |
| U.S. Treasury securities | $31,161,000 | 318 |
| U.S. Government agency obligations | $1,022,191,000 | 123 |
| Securities issued by states & political subdivisions | $498,630,000 | 16 |
| Other domestic debt securities | $8,391,000 | 918 |
| Privately issued residential mortgage-backed securities | $459,000 | 956 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,932,000 | 757 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $53,482,000 | 128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $820,376,000 | 99 |
| Mortgage-backed securities | $722,454,000 | 140 |
| Certificates of participation in pools of residential mortgages | $590,909,000 | 99 |
| Issued or guaranteed by U.S. | $590,909,000 | 97 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $131,545,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $131,086,000 | 190 |
| Privately issued | $459,000 | 839 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $1,613,855,000 | 107 |
| Total debt securities | $1,560,373,000 | 125 |
| Structured notes | ||
| Amortized cost | $4,150,000 | 131 |
| Fair value | $4,142,000 | 127 |
| 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 | $33,978,000 | 3,260 |
| U.S. Government securities | $19,913,000 | 3,928 |
| U.S. Treasury securities | $2,542,000 | 3,418 |
| U.S. Government agency obligations | $17,371,000 | 3,704 |
| Securities issued by states & political subdivisions | $13,740,000 | 1,220 |
| Other domestic debt securities | $48,000 | 3,665 |
| Privately issued residential mortgage-backed securities | $48,000 | 1,367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $277,000 | 4,785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,927,000 | 1,767 |
| Mortgage-backed securities | $15,257,000 | 2,051 |
| Certificates of participation in pools of residential mortgages | $11,282,000 | 1,807 |
| Issued or guaranteed by U.S. | $11,282,000 | 1,794 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,975,000 | 1,961 |
| CMOs issued by government agencies or sponsored agencies | $3,927,000 | 1,852 |
| Privately issued | $48,000 | 1,168 |
| 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) | $33,978,000 | 2,476 |
| Total debt securities | $33,701,000 | 3,189 |
| 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 | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $38,694,000 | 2,905 |
| U.S. Government securities | $24,841,000 | 3,455 |
| U.S. Treasury securities | $5,059,000 | 3,135 |
| U.S. Government agency obligations | $19,782,000 | 3,248 |
| Securities issued by states & political subdivisions | $13,657,000 | 1,036 |
| Other domestic debt securities | $182,000 | 3,000 |
| Privately issued residential mortgage-backed securities | $182,000 | 1,079 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 7,823 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,145,000 | 1,746 |
| Mortgage-backed securities | $16,307,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $10,538,000 | 1,880 |
| Issued or guaranteed by U.S. | $10,538,000 | 1,866 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $5,769,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $5,587,000 | 1,537 |
| Privately issued | $182,000 | 875 |
| 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) | $38,694,000 | 2,062 |
| Total debt securities | $38,680,000 | 2,820 |
| 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 | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $41,591,000 | 2,905 |
| U.S. Government securities | $27,038,000 | 3,509 |
| U.S. Treasury securities | $7,585,000 | 2,786 |
| U.S. Government agency obligations | $19,453,000 | 3,417 |
| Securities issued by states & political subdivisions | $14,288,000 | 972 |
| Other domestic debt securities | $251,000 | 3,217 |
| Privately issued residential mortgage-backed securities | $251,000 | 1,228 |
| 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 | NA | NA |
| Equity securities | $14,000 | 7,931 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,188,000 | 1,674 |
| Mortgage-backed securities | $14,655,000 | 2,305 |
| Certificates of participation in pools of residential mortgages | $6,488,000 | 2,787 |
| Issued or guaranteed by U.S. | $6,488,000 | 2,765 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $8,167,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $7,916,000 | 1,395 |
| Privately issued | $251,000 | 990 |
| 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) | $41,591,000 | 1,980 |
| Total debt securities | $41,577,000 | 2,813 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $40,911,000 | 3,075 |
| U.S. Government securities | $25,944,000 | 3,789 |
| U.S. Treasury securities | $10,210,000 | 2,625 |
| U.S. Government agency obligations | $15,734,000 | 4,040 |
| Securities issued by states & political subdivisions | $14,560,000 | 931 |
| Other domestic debt securities | $393,000 | 3,473 |
| Privately issued residential mortgage-backed securities | $393,000 | 1,297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 8,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,494,000 | 1,646 |
| Mortgage-backed securities | $14,044,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $5,367,000 | 3,171 |
| Issued or guaranteed by U.S. | $5,367,000 | 3,145 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $8,677,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $8,284,000 | 1,510 |
| Privately issued | $393,000 | 1,034 |
| 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) | $40,911,000 | 2,069 |
| Total debt securities | $40,897,000 | 2,993 |
| 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 | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $43,981,000 | 2,986 |
| U.S. Government securities | $27,876,000 | 3,709 |
| U.S. Treasury securities | $11,138,000 | 3,076 |
| U.S. Government agency obligations | $16,738,000 | 3,703 |
| Securities issued by states & political subdivisions | $15,604,000 | 843 |
| Other domestic debt securities | $487,000 | 3,667 |
| Privately issued residential mortgage-backed securities | $487,000 | 1,301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 8,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,733,000 | 1,782 |
| Mortgage-backed securities | $16,221,000 | 2,348 |
| Certificates of participation in pools of residential mortgages | $6,067,000 | 3,068 |
| Issued or guaranteed by U.S. | $6,067,000 | 3,054 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $10,154,000 | 1,462 |
| CMOs issued by government agencies or sponsored agencies | $9,667,000 | 1,415 |
| Privately issued | $487,000 | 1,053 |
| 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) | $31,680,000 | 2,299 |
| Available-for-sale securities (fair market value) | $12,301,000 | 4,156 |
| Total debt securities | $43,967,000 | 2,912 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $46,068,000 | 3,027 |
| U.S. Government securities | $28,562,000 | 3,765 |
| U.S. Treasury securities | $6,088,000 | 5,021 |
| U.S. Government agency obligations | $22,474,000 | 2,990 |
| Securities issued by states & political subdivisions | $16,752,000 | 781 |
| Other domestic debt securities | $740,000 | 3,735 |
| Privately issued residential mortgage-backed securities | $740,000 | 1,413 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 8,062 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,389,000 | 2,910 |
| Mortgage-backed securities | $20,717,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $7,534,000 | 2,957 |
| Issued or guaranteed by U.S. | $7,534,000 | 2,927 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $13,183,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $12,443,000 | 1,368 |
| Privately issued | $740,000 | 1,100 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $46,054,000 | 2,935 |
| 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 | $42,023,000 | 3,257 |
| U.S. Government securities | $27,405,000 | 3,894 |
| U.S. Treasury securities | $3,762,000 | 6,805 |
| U.S. Government agency obligations | $23,643,000 | 2,810 |
| Securities issued by states & political subdivisions | $13,342,000 | 962 |
| Other domestic debt securities | $1,262,000 | 3,695 |
| Privately issued residential mortgage-backed securities | $1,162,000 | 1,631 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 5,148 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 7,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,594,000 | 3,335 |
| Mortgage-backed securities | $20,803,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $9,544,000 | 2,619 |
| Issued or guaranteed by U.S. | $9,544,000 | 2,576 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $11,259,000 | 1,538 |
| CMOs issued by government agencies or sponsored agencies | $10,097,000 | 1,481 |
| Privately issued | $1,162,000 | 1,304 |
| 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 | $42,009,000 | 3,167 |
| 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 |