Home > Silicon Valley Bank > Securities
Silicon Valley Bank, Securities
| 2022-12-31 | Rank | |
| Total securities | $117,297,000,000 | 11 |
| U.S. Government securities | $108,090,000,000 | 10 |
| U.S. Treasury securities | $16,043,000,000 | 16 |
| U.S. Government agency obligations | $92,047,000,000 | 8 |
| Securities issued by states & political subdivisions | $7,417,000,000 | 7 |
| Other domestic debt securities | $708,000,000 | 79 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $708,000,000 | 18 |
| Foreign debt securities | $1,088,000,000 | 11 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,358,000,000 | 8 |
| Mortgage-backed securities | $91,460,000,000 | 8 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $64,308,000,000 | 9 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,218,000,000 | 11 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $15,934,000,000 | 3 |
| Held to maturity securities (book value) | $91,327,000,000 | 7 |
| Available-for-sale securities (fair market value) | $25,976,000,000 | 20 |
| Total debt securities | $117,303,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $127,000,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $332,000,000 | 26 |
| 2022-09-30 | Rank | |
| Total securities | $119,905,000,000 | 11 |
| U.S. Government securities | $110,859,000,000 | 10 |
| U.S. Treasury securities | $16,753,000,000 | 16 |
| U.S. Government agency obligations | $94,106,000,000 | 8 |
| Securities issued by states & political subdivisions | $7,429,000,000 | 7 |
| Other domestic debt securities | $709,000,000 | 72 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $709,000,000 | 18 |
| Foreign debt securities | $914,000,000 | 11 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,641,000,000 | 12 |
| Mortgage-backed securities | $93,520,000,000 | 8 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $65,884,000,000 | 8 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,536,000,000 | 11 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $16,100,000,000 | 3 |
| Held to maturity securities (book value) | $93,292,000,000 | 5 |
| Available-for-sale securities (fair market value) | $26,619,000,000 | 22 |
| Total debt securities | $119,911,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $253,000,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $518,000,000 | 25 |
| 2022-06-30 | Rank | |
| Total securities | $121,944,000,000 | 11 |
| U.S. Government securities | $113,749,000,000 | 10 |
| U.S. Treasury securities | $16,298,000,000 | 16 |
| U.S. Government agency obligations | $97,451,000,000 | 7 |
| Securities issued by states & political subdivisions | $7,451,000,000 | 7 |
| Other domestic debt securities | $710,000,000 | 65 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $710,000,000 | 20 |
| Foreign debt securities | $40,000,000 | 42 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,256,000,000 | 19 |
| Mortgage-backed securities | $96,793,000,000 | 8 |
| Certificates of participation in pools of residential mortgages | $68,452,000,000 | 8 |
| Issued or guaranteed by U.S. | $68,452,000,000 | 8 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $11,980,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $11,980,000,000 | 10 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $16,361,000,000 | 5 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $16,361,000,000 | 3 |
| Held to maturity securities (book value) | $95,820,000,000 | 5 |
| Available-for-sale securities (fair market value) | $26,130,000,000 | 22 |
| Total debt securities | $121,950,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $327,000,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $420,000,000 | 23 |
| 2022-03-31 | Rank | |
| Total securities | $124,604,000,000 | 11 |
| U.S. Government securities | $116,356,000,000 | 9 |
| U.S. Treasury securities | $16,544,000,000 | 16 |
| U.S. Government agency obligations | $99,812,000,000 | 8 |
| Securities issued by states & political subdivisions | $7,484,000,000 | 8 |
| Other domestic debt securities | $711,000,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $711,000,000 | 21 |
| Foreign debt securities | $59,000,000 | 34 |
| 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 | $4,928,000,000 | 38 |
| Mortgage-backed securities | $99,126,000,000 | 8 |
| Certificates of participation in pools of residential mortgages | $70,363,000,000 | 8 |
| Issued or guaranteed by U.S. | $70,363,000,000 | 8 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $12,184,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $12,184,000,000 | 10 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $16,579,000,000 | 6 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $16,579,000,000 | 3 |
| Held to maturity securities (book value) | $98,714,000,000 | 5 |
| Available-for-sale securities (fair market value) | $25,896,000,000 | 23 |
| Total debt securities | $124,610,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $229,000,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $270,000,000 | 25 |
| 2021-12-31 | Rank | |
| Total securities | $125,288,000,000 | 11 |
| U.S. Government securities | $117,364,000,000 | 9 |
| U.S. Treasury securities | $15,722,000,000 | 13 |
| U.S. Government agency obligations | $101,642,000,000 | 7 |
| Securities issued by states & political subdivisions | $7,158,000,000 | 8 |
| Other domestic debt securities | $711,000,000 | 60 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $711,000,000 | 21 |
| Foreign debt securities | $61,000,000 | 32 |
| 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 | $4,483,000,000 | 38 |
| Mortgage-backed securities | $100,837,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $73,028,000,000 | 8 |
| Issued or guaranteed by U.S. | $73,028,000,000 | 8 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $11,307,000,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $11,307,000,000 | 10 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $16,502,000,000 | 6 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $16,502,000,000 | 3 |
| Held to maturity securities (book value) | $98,201,000,000 | 5 |
| Available-for-sale securities (fair market value) | $27,093,000,000 | 24 |
| Total debt securities | $125,294,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $141,000,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $236,000,000 | 18 |
| 2021-09-30 | Rank | |
| Total securities | $105,246,820,000 | 12 |
| U.S. Government securities | $98,192,377,000 | 10 |
| U.S. Treasury securities | $9,147,606,000 | 16 |
| U.S. Government agency obligations | $89,044,771,000 | 8 |
| Securities issued by states & political subdivisions | $6,485,126,000 | 8 |
| Other domestic debt securities | $533,329,000 | 68 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $533,329,000 | 25 |
| Foreign debt securities | $15,337,000 | 57 |
| 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 | $4,482,158,000 | 36 |
| Mortgage-backed securities | $88,227,563,000 | 8 |
| Certificates of participation in pools of residential mortgages | $63,658,213,000 | 8 |
| Issued or guaranteed by U.S. | $63,658,213,000 | 8 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,775,578,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,775,578,000 | 35 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $21,793,772,000 | 5 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $21,793,772,000 | 3 |
| Held to maturity securities (book value) | $82,371,075,000 | 5 |
| Available-for-sale securities (fair market value) | $22,855,094,000 | 28 |
| Total debt securities | $105,226,169,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $282,988,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $272,532,000 | 19 |
| 2021-06-30 | Rank | |
| Total securities | $83,739,026,000 | 13 |
| U.S. Government securities | $78,090,909,000 | 12 |
| U.S. Treasury securities | $6,105,868,000 | 21 |
| U.S. Government agency obligations | $71,985,041,000 | 9 |
| Securities issued by states & political subdivisions | $5,265,027,000 | 8 |
| Other domestic debt securities | $372,905,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $372,905,000 | 36 |
| Foreign debt securities | $15,496,000 | 57 |
| 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 | $4,368,496,000 | 35 |
| Mortgage-backed securities | $71,352,439,000 | 9 |
| Certificates of participation in pools of residential mortgages | $48,285,909,000 | 10 |
| Issued or guaranteed by U.S. | $48,285,909,000 | 10 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,941,382,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,941,382,000 | 20 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $17,125,148,000 | 6 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $17,125,148,000 | 3 |
| Held to maturity securities (book value) | $59,997,790,000 | 5 |
| Available-for-sale securities (fair market value) | $23,746,547,000 | 24 |
| Total debt securities | $83,744,336,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $232,078,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $214,382,000 | 19 |
| 2021-03-31 | Rank | |
| Total securities | $67,021,963,000 | 14 |
| U.S. Government securities | $62,392,703,000 | 15 |
| U.S. Treasury securities | $4,309,268,000 | 23 |
| U.S. Government agency obligations | $58,083,435,000 | 10 |
| Securities issued by states & political subdivisions | $4,555,238,000 | 9 |
| Other domestic debt securities | $51,684,000 | 312 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $51,684,000 | 156 |
| Foreign debt securities | $23,450,000 | 46 |
| 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 | $4,356,553,000 | 36 |
| Mortgage-backed securities | $57,452,768,000 | 12 |
| Certificates of participation in pools of residential mortgages | $36,040,590,000 | 12 |
| Issued or guaranteed by U.S. | $36,040,590,000 | 12 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,958,921,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,958,921,000 | 14 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $12,453,257,000 | 10 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $12,453,257,000 | 3 |
| Held to maturity securities (book value) | $41,165,732,000 | 7 |
| Available-for-sale securities (fair market value) | $25,857,343,000 | 24 |
| Total debt securities | $67,023,078,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $267,703,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $268,860,000 | 19 |
| 2020-12-31 | Rank | |
| Total securities | $47,435,138,000 | 18 |
| U.S. Government securities | $43,764,891,000 | 17 |
| U.S. Treasury securities | $4,389,322,000 | 22 |
| U.S. Government agency obligations | $39,375,569,000 | 15 |
| Securities issued by states & political subdivisions | $3,635,194,000 | 9 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $24,492,000 | 41 |
| 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 | $4,543,516,000 | 34 |
| Mortgage-backed securities | $38,735,996,000 | 15 |
| Certificates of participation in pools of residential mortgages | $21,243,444,000 | 15 |
| Issued or guaranteed by U.S. | $21,243,444,000 | 15 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $9,978,928,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $9,978,928,000 | 13 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $7,513,624,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $7,513,624,000 | 8 |
| Held to maturity securities (book value) | $16,592,544,000 | 11 |
| Available-for-sale securities (fair market value) | $30,832,033,000 | 20 |
| Total debt securities | $47,424,577,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $284,526,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $216,912,000 | 20 |
| 2020-09-30 | Rank | |
| Total securities | $38,805,888,000 | 18 |
| U.S. Government securities | $35,853,592,000 | 18 |
| U.S. Treasury securities | $4,466,635,000 | 24 |
| U.S. Government agency obligations | $31,386,957,000 | 16 |
| Securities issued by states & political subdivisions | $2,929,137,000 | 12 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $23,449,000 | 43 |
| 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 | $4,561,170,000 | 33 |
| Mortgage-backed securities | $30,832,085,000 | 17 |
| Certificates of participation in pools of residential mortgages | $15,133,853,000 | 18 |
| Issued or guaranteed by U.S. | $15,133,853,000 | 18 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,373,653,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $9,373,653,000 | 15 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $6,324,579,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $6,324,579,000 | 9 |
| Held to maturity securities (book value) | $12,982,513,000 | 11 |
| Available-for-sale securities (fair market value) | $25,823,665,000 | 25 |
| Total debt securities | $38,806,178,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $220,778,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $137,503,000 | 31 |
| 2020-06-30 | Rank | |
| Total securities | $31,254,859,000 | 20 |
| U.S. Government securities | $29,078,115,000 | 19 |
| U.S. Treasury securities | $4,479,358,000 | 19 |
| U.S. Government agency obligations | $24,598,757,000 | 19 |
| Securities issued by states & political subdivisions | $2,154,441,000 | 15 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $22,525,000 | 41 |
| 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 | $4,623,614,000 | 33 |
| Mortgage-backed securities | $24,042,818,000 | 21 |
| Certificates of participation in pools of residential mortgages | $13,741,711,000 | 20 |
| Issued or guaranteed by U.S. | $13,741,711,000 | 20 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,660,638,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $4,660,638,000 | 27 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $5,640,469,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $5,640,469,000 | 11 |
| Held to maturity securities (book value) | $12,859,045,000 | 11 |
| Available-for-sale securities (fair market value) | $18,396,036,000 | 28 |
| Total debt securities | $31,255,083,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $269,348,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $170,743,000 | 31 |
| 2020-03-31 | Rank | |
| Total securities | $26,141,184,000 | 22 |
| U.S. Government securities | $23,958,919,000 | 22 |
| U.S. Treasury securities | $3,962,670,000 | 19 |
| U.S. Government agency obligations | $19,996,249,000 | 24 |
| Securities issued by states & political subdivisions | $2,160,342,000 | 17 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $22,153,000 | 42 |
| 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 | $3,158,159,000 | 46 |
| Mortgage-backed securities | $19,441,209,000 | 24 |
| Certificates of participation in pools of residential mortgages | $11,606,390,000 | 20 |
| Issued or guaranteed by U.S. | $11,606,390,000 | 20 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,118,654,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $3,118,654,000 | 31 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $4,716,165,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $4,716,165,000 | 14 |
| Held to maturity securities (book value) | $13,574,519,000 | 10 |
| Available-for-sale securities (fair market value) | $12,566,895,000 | 33 |
| Total debt securities | $26,141,415,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $313,887,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $224,673,000 | 25 |
| 2019-12-31 | Rank | |
| Total securities | $27,752,756,000 | 21 |
| U.S. Government securities | $25,957,767,000 | 20 |
| U.S. Treasury securities | $6,788,902,000 | 16 |
| U.S. Government agency obligations | $19,168,865,000 | 24 |
| Securities issued by states & political subdivisions | $1,785,951,000 | 18 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $9,038,000 | 60 |
| 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 | $3,194,090,000 | 35 |
| Mortgage-backed securities | $18,550,590,000 | 24 |
| Certificates of participation in pools of residential mortgages | $11,140,799,000 | 20 |
| Issued or guaranteed by U.S. | $11,140,799,000 | 20 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,324,986,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,324,986,000 | 29 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $4,084,805,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $4,084,805,000 | 16 |
| Held to maturity securities (book value) | $13,842,946,000 | 13 |
| Available-for-sale securities (fair market value) | $13,909,810,000 | 29 |
| Total debt securities | $27,752,756,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $167,341,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $135,830,000 | 21 |
| 2019-09-30 | Rank | |
| Total securities | $27,145,997,000 | 22 |
| U.S. Government securities | $25,392,341,000 | 21 |
| U.S. Treasury securities | $6,204,917,000 | 16 |
| U.S. Government agency obligations | $19,187,424,000 | 24 |
| Securities issued by states & political subdivisions | $1,742,817,000 | 19 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $8,847,000 | 63 |
| 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 | $3,154,426,000 | 37 |
| Mortgage-backed securities | $18,568,583,000 | 25 |
| Certificates of participation in pools of residential mortgages | $11,525,158,000 | 21 |
| Issued or guaranteed by U.S. | $11,525,158,000 | 21 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,622,282,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,622,282,000 | 28 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,421,143,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $3,421,143,000 | 17 |
| Held to maturity securities (book value) | $14,407,078,000 | 16 |
| Available-for-sale securities (fair market value) | $12,736,927,000 | 30 |
| Total debt securities | $27,144,005,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $184,560,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $148,535,000 | 23 |
| 2019-06-30 | Rank | |
| Total securities | $22,656,410,000 | 25 |
| U.S. Government securities | $21,066,165,000 | 24 |
| U.S. Treasury securities | $4,666,418,000 | 19 |
| U.S. Government agency obligations | $16,399,747,000 | 26 |
| Securities issued by states & political subdivisions | $1,579,052,000 | 19 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $9,211,000 | 64 |
| 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 | $2,934,106,000 | 41 |
| Mortgage-backed securities | $15,813,930,000 | 26 |
| Certificates of participation in pools of residential mortgages | $9,027,990,000 | 22 |
| Issued or guaranteed by U.S. | $9,027,990,000 | 22 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,898,982,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,898,982,000 | 26 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,886,958,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $2,886,958,000 | 20 |
| Held to maturity securities (book value) | $14,868,761,000 | 15 |
| Available-for-sale securities (fair market value) | $7,785,667,000 | 41 |
| Total debt securities | $22,654,428,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $132,379,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $108,441,000 | 24 |
| 2019-03-31 | Rank | |
| Total securities | $21,633,780,000 | 26 |
| U.S. Government securities | $20,055,213,000 | 25 |
| U.S. Treasury securities | $3,588,871,000 | 22 |
| U.S. Government agency obligations | $16,466,342,000 | 26 |
| Securities issued by states & political subdivisions | $1,570,912,000 | 20 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $5,685,000 | 78 |
| 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 | $3,198,821,000 | 40 |
| Mortgage-backed securities | $14,816,737,000 | 26 |
| Certificates of participation in pools of residential mortgages | $7,887,578,000 | 25 |
| Issued or guaranteed by U.S. | $7,887,578,000 | 25 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,183,497,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $4,183,497,000 | 26 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,745,662,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $2,745,662,000 | 22 |
| Held to maturity securities (book value) | $15,055,255,000 | 16 |
| Available-for-sale securities (fair market value) | $6,576,555,000 | 47 |
| Total debt securities | $21,631,810,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $102,220,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $88,767,000 | 25 |
| 2018-12-31 | Rank | |
| Total securities | $23,077,746,000 | 23 |
| U.S. Government securities | $21,493,558,000 | 23 |
| U.S. Treasury securities | $4,535,563,000 | 17 |
| U.S. Government agency obligations | $16,957,995,000 | 25 |
| Securities issued by states & political subdivisions | $1,575,421,000 | 19 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $5,811,000 | 80 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,564,029,000 | 34 |
| Mortgage-backed securities | $15,232,888,000 | 25 |
| Certificates of participation in pools of residential mortgages | $8,103,639,000 | 25 |
| Issued or guaranteed by U.S. | $8,103,639,000 | 25 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,359,543,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,359,543,000 | 25 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,769,706,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $2,769,706,000 | 19 |
| Held to maturity securities (book value) | $15,487,443,000 | 16 |
| Available-for-sale securities (fair market value) | $7,587,347,000 | 40 |
| Total debt securities | $23,074,790,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $256,402,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $96,956,000 | 27 |
| 2018-09-30 | Rank | |
| Total securities | $24,763,839,000 | 21 |
| U.S. Government securities | $23,183,784,000 | 22 |
| U.S. Treasury securities | $5,275,437,000 | 17 |
| U.S. Government agency obligations | $17,908,347,000 | 22 |
| Securities issued by states & political subdivisions | $1,577,113,000 | 19 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,969,808,000 | 30 |
| Mortgage-backed securities | $15,920,541,000 | 25 |
| Certificates of participation in pools of residential mortgages | $8,333,087,000 | 25 |
| Issued or guaranteed by U.S. | $8,333,087,000 | 25 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,791,502,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,791,502,000 | 25 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,795,952,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $2,795,952,000 | 17 |
| Held to maturity securities (book value) | $15,899,726,000 | 16 |
| Available-for-sale securities (fair market value) | $8,861,171,000 | 36 |
| Total debt securities | $24,760,897,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $346,359,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $86,951,000 | 32 |
| 2018-06-30 | Rank | |
| Total securities | $25,278,382,000 | 21 |
| U.S. Government securities | $23,742,251,000 | 20 |
| U.S. Treasury securities | $5,515,573,000 | 17 |
| U.S. Government agency obligations | $18,226,678,000 | 23 |
| Securities issued by states & political subdivisions | $1,531,881,000 | 19 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $1,321,000 | 163 |
| 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 | $3,150,480,000 | 39 |
| Mortgage-backed securities | $16,027,005,000 | 25 |
| Certificates of participation in pools of residential mortgages | $8,588,483,000 | 24 |
| Issued or guaranteed by U.S. | $8,588,483,000 | 24 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,102,551,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $5,102,551,000 | 23 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,335,971,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $2,335,971,000 | 19 |
| Held to maturity securities (book value) | $15,898,263,000 | 15 |
| Available-for-sale securities (fair market value) | $9,377,190,000 | 34 |
| Total debt securities | $25,275,453,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $295,819,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $87,568,000 | 30 |
| 2018-03-31 | Rank | |
| Total securities | $24,414,481,000 | 22 |
| U.S. Government securities | $23,363,354,000 | 20 |
| U.S. Treasury securities | $5,799,203,000 | 15 |
| U.S. Government agency obligations | $17,564,151,000 | 23 |
| Securities issued by states & political subdivisions | $1,048,210,000 | 33 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,185,335,000 | 38 |
| Mortgage-backed securities | $15,288,309,000 | 25 |
| Certificates of participation in pools of residential mortgages | $8,043,442,000 | 26 |
| Issued or guaranteed by U.S. | $8,043,442,000 | 26 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,410,906,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $5,410,906,000 | 23 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,833,961,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,833,961,000 | 23 |
| Held to maturity securities (book value) | $14,548,855,000 | 16 |
| Available-for-sale securities (fair market value) | $9,862,709,000 | 34 |
| Total debt securities | $24,411,564,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $362,640,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $106,861,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $107,450,000 | 27 |
| 2017-12-31 | Rank | |
| Total securities | $23,496,069,000 | 23 |
| U.S. Government securities | $22,749,399,000 | 21 |
| U.S. Treasury securities | $6,621,813,000 | 14 |
| U.S. Government agency obligations | $16,127,586,000 | 24 |
| Securities issued by states & political subdivisions | $743,761,000 | 45 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,909,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,911,291,000 | 42 |
| Mortgage-backed securities | $13,900,480,000 | 27 |
| Certificates of participation in pools of residential mortgages | $6,304,969,000 | 28 |
| Issued or guaranteed by U.S. | $6,304,969,000 | 27 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,726,526,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $5,726,526,000 | 22 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,868,985,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,868,985,000 | 23 |
| Held to maturity securities (book value) | $12,663,455,000 | 19 |
| Available-for-sale securities (fair market value) | $10,832,614,000 | 33 |
| Total debt securities | $23,493,160,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $316,712,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $107,975,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $103,380,000 | 24 |
| 2017-09-30 | Rank | |
| Total securities | $23,420,898,000 | 23 |
| U.S. Government securities | $23,037,020,000 | 22 |
| U.S. Treasury securities | $7,278,246,000 | 13 |
| U.S. Government agency obligations | $15,758,774,000 | 24 |
| Securities issued by states & political subdivisions | $380,976,000 | 79 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,902,000 | 325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,817,976,000 | 43 |
| Mortgage-backed securities | $13,422,412,000 | 28 |
| Certificates of participation in pools of residential mortgages | $5,164,701,000 | 31 |
| Issued or guaranteed by U.S. | $5,164,701,000 | 30 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,703,491,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,703,491,000 | 19 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,554,220,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,554,220,000 | 24 |
| Held to maturity securities (book value) | $11,055,006,000 | 18 |
| Available-for-sale securities (fair market value) | $12,365,892,000 | 28 |
| Total debt securities | $23,417,996,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $250,909,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $103,605,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $99,672,000 | 24 |
| 2017-06-30 | Rank | |
| Total securities | $21,784,507,000 | 23 |
| U.S. Government securities | $21,565,634,000 | 21 |
| U.S. Treasury securities | $7,581,320,000 | 12 |
| U.S. Government agency obligations | $13,984,314,000 | 26 |
| Securities issued by states & political subdivisions | $215,977,000 | 146 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,896,000 | 323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,614,652,000 | 42 |
| Mortgage-backed securities | $11,415,871,000 | 29 |
| Certificates of participation in pools of residential mortgages | $4,170,585,000 | 31 |
| Issued or guaranteed by U.S. | $4,170,585,000 | 30 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,858,831,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,858,831,000 | 20 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,386,455,000 | 31 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,386,455,000 | 27 |
| Held to maturity securities (book value) | $9,938,371,000 | 20 |
| Available-for-sale securities (fair market value) | $11,846,136,000 | 31 |
| Total debt securities | $21,781,613,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $449,470,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $93,498,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $85,598,000 | 26 |
| 2017-03-31 | Rank | |
| Total securities | $20,980,107,000 | 23 |
| U.S. Government securities | $20,837,129,000 | 21 |
| U.S. Treasury securities | $8,186,000,000 | 12 |
| U.S. Government agency obligations | $12,651,129,000 | 29 |
| Securities issued by states & political subdivisions | $138,289,000 | 244 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $4,689,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,612,367,000 | 44 |
| Mortgage-backed securities | $9,931,895,000 | 32 |
| Certificates of participation in pools of residential mortgages | $3,020,929,000 | 38 |
| Issued or guaranteed by U.S. | $3,020,929,000 | 37 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,618,222,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,618,222,000 | 19 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,292,744,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,292,744,000 | 26 |
| Held to maturity securities (book value) | $8,615,695,000 | 22 |
| Available-for-sale securities (fair market value) | $12,364,412,000 | 29 |
| Total debt securities | $20,975,419,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $141,284,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $64,854,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $54,799,000 | 28 |
| 2016-12-31 | Rank | |
| Total securities | $21,026,821,000 | 23 |
| U.S. Government securities | $20,939,939,000 | 21 |
| U.S. Treasury securities | $8,889,366,000 | 12 |
| U.S. Government agency obligations | $12,050,573,000 | 27 |
| Securities issued by states & political subdivisions | $81,748,000 | 442 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $5,134,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,582,886,000 | 42 |
| Mortgage-backed securities | $9,349,753,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,896,179,000 | 38 |
| Issued or guaranteed by U.S. | $2,896,179,000 | 37 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,302,211,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,302,211,000 | 21 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,151,363,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,151,363,000 | 28 |
| Held to maturity securities (book value) | $8,426,998,000 | 21 |
| Available-for-sale securities (fair market value) | $12,599,823,000 | 28 |
| Total debt securities | $21,021,686,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $128,138,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $75,080,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $63,470,000 | 31 |
| 2016-09-30 | Rank | |
| Total securities | $20,439,785,000 | 23 |
| U.S. Government securities | $20,379,839,000 | 21 |
| U.S. Treasury securities | $8,919,356,000 | 12 |
| U.S. Government agency obligations | $11,460,483,000 | 28 |
| Securities issued by states & political subdivisions | $54,815,000 | 729 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $5,131,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,637,781,000 | 43 |
| Mortgage-backed securities | $8,711,218,000 | 36 |
| Certificates of participation in pools of residential mortgages | $2,092,082,000 | 46 |
| Issued or guaranteed by U.S. | $2,092,082,000 | 45 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,517,902,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,517,902,000 | 21 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,101,234,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,101,234,000 | 28 |
| Held to maturity securities (book value) | $7,791,949,000 | 22 |
| Available-for-sale securities (fair market value) | $12,647,836,000 | 25 |
| Total debt securities | $20,434,653,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $160,669,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $56,145,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $48,262,000 | 44 |
| 2016-06-30 | Rank | |
| Total securities | $21,242,885,000 | 21 |
| U.S. Government securities | $21,179,473,000 | 20 |
| U.S. Treasury securities | $8,956,720,000 | 12 |
| U.S. Government agency obligations | $12,222,753,000 | 27 |
| Securities issued by states & political subdivisions | $58,284,000 | 688 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $5,128,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,693,169,000 | 41 |
| Mortgage-backed securities | $9,297,337,000 | 33 |
| Certificates of participation in pools of residential mortgages | $2,228,633,000 | 46 |
| Issued or guaranteed by U.S. | $2,228,633,000 | 44 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,916,599,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,916,599,000 | 21 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,152,105,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,152,105,000 | 26 |
| Held to maturity securities (book value) | $8,200,443,000 | 20 |
| Available-for-sale securities (fair market value) | $13,042,442,000 | 23 |
| Total debt securities | $21,237,756,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $162,890,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $59,854,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $54,167,000 | 46 |
| 2016-03-31 | Rank | |
| Total securities | $22,857,861,000 | 21 |
| U.S. Government securities | $22,790,518,000 | 19 |
| U.S. Treasury securities | $9,934,016,000 | 11 |
| U.S. Government agency obligations | $12,856,502,000 | 26 |
| Securities issued by states & political subdivisions | $62,218,000 | 614 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $5,125,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,712,735,000 | 41 |
| Mortgage-backed securities | $9,781,995,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,308,453,000 | 47 |
| Issued or guaranteed by U.S. | $2,308,453,000 | 45 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,291,638,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,291,638,000 | 17 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,181,904,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,181,904,000 | 24 |
| Held to maturity securities (book value) | $8,548,238,000 | 19 |
| Available-for-sale securities (fair market value) | $14,309,623,000 | 20 |
| Total debt securities | $22,852,736,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $115,773,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $53,745,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $49,759,000 | 43 |
| 2015-12-31 | Rank | |
| Total securities | $25,151,233,000 | 19 |
| U.S. Government securities | $25,078,522,000 | 17 |
| U.S. Treasury securities | $11,657,902,000 | 8 |
| U.S. Government agency obligations | $13,420,620,000 | 25 |
| Securities issued by states & political subdivisions | $67,587,000 | 556 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,124,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,204,924,000 | 53 |
| Mortgage-backed securities | $10,185,119,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,366,627,000 | 44 |
| Issued or guaranteed by U.S. | $2,366,627,000 | 42 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,603,776,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,603,776,000 | 15 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,214,716,000 | 31 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,214,716,000 | 24 |
| Held to maturity securities (book value) | $8,790,963,000 | 18 |
| Available-for-sale securities (fair market value) | $16,360,270,000 | 20 |
| Total debt securities | $25,146,109,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $98,936,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $34,401,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $30,070,000 | 46 |
| 2015-09-30 | Rank | |
| Total securities | $23,594,293,000 | 20 |
| U.S. Government securities | $23,513,535,000 | 17 |
| U.S. Treasury securities | $10,176,686,000 | 9 |
| U.S. Government agency obligations | $13,336,849,000 | 25 |
| Securities issued by states & political subdivisions | $75,635,000 | 473 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $5,123,000 | 233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,255,293,000 | 50 |
| Mortgage-backed securities | $9,848,129,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,457,328,000 | 41 |
| Issued or guaranteed by U.S. | $2,457,328,000 | 39 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,317,641,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,317,641,000 | 18 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,073,160,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $1,073,160,000 | 25 |
| Held to maturity securities (book value) | $8,306,526,000 | 18 |
| Available-for-sale securities (fair market value) | $15,287,767,000 | 20 |
| Total debt securities | $23,589,170,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $103,749,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $37,841,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $33,583,000 | 47 |
| 2015-06-30 | Rank | |
| Total securities | $22,212,572,000 | 21 |
| U.S. Government securities | $22,130,895,000 | 18 |
| U.S. Treasury securities | $8,981,705,000 | 9 |
| U.S. Government agency obligations | $13,149,190,000 | 24 |
| Securities issued by states & political subdivisions | $76,554,000 | 445 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $5,123,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,284,523,000 | 52 |
| Mortgage-backed securities | $9,506,053,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,590,152,000 | 40 |
| Issued or guaranteed by U.S. | $2,590,152,000 | 38 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,979,564,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,979,564,000 | 18 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $936,337,000 | 31 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $936,337,000 | 26 |
| Held to maturity securities (book value) | $7,735,891,000 | 18 |
| Available-for-sale securities (fair market value) | $14,476,681,000 | 20 |
| Total debt securities | $22,207,449,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $118,616,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $35,654,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $32,831,000 | 41 |
| 2015-03-31 | Rank | |
| Total securities | $21,546,758,000 | 21 |
| U.S. Government securities | $21,458,358,000 | 18 |
| U.S. Treasury securities | $7,893,817,000 | 9 |
| U.S. Government agency obligations | $13,564,541,000 | 23 |
| Securities issued by states & political subdivisions | $83,278,000 | 384 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $5,122,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,331,430,000 | 52 |
| Mortgage-backed securities | $9,777,504,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,693,487,000 | 36 |
| Issued or guaranteed by U.S. | $2,693,487,000 | 34 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,195,194,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,195,194,000 | 18 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $888,823,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $888,823,000 | 24 |
| Held to maturity securities (book value) | $7,816,797,000 | 18 |
| Available-for-sale securities (fair market value) | $13,729,961,000 | 21 |
| Total debt securities | $21,541,636,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $213,279,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $48,713,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $48,215,000 | 38 |
| 2014-12-31 | Rank | |
| Total securities | $20,940,214,000 | 21 |
| U.S. Government securities | $20,850,150,000 | 18 |
| U.S. Treasury securities | $7,282,176,000 | 9 |
| U.S. Government agency obligations | $13,567,974,000 | 22 |
| Securities issued by states & political subdivisions | $83,942,000 | 384 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,122,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,346,198,000 | 52 |
| Mortgage-backed securities | $9,600,519,000 | 25 |
| Certificates of participation in pools of residential mortgages | $2,799,924,000 | 35 |
| Issued or guaranteed by U.S. | $2,799,924,000 | 33 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,986,006,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $5,986,006,000 | 17 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $814,589,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $814,589,000 | 26 |
| Held to maturity securities (book value) | $7,421,042,000 | 18 |
| Available-for-sale securities (fair market value) | $13,519,172,000 | 22 |
| Total debt securities | $20,934,092,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $63,085,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $31,727,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $30,622,000 | 43 |
| 2014-09-30 | Rank | |
| Total securities | $19,972,178,000 | 21 |
| U.S. Government securities | $19,881,839,000 | 18 |
| U.S. Treasury securities | $6,856,308,000 | 9 |
| U.S. Government agency obligations | $13,025,531,000 | 23 |
| Securities issued by states & political subdivisions | $84,218,000 | 369 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $6,121,000 | 205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,789,262,000 | 63 |
| Mortgage-backed securities | $9,069,705,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,919,715,000 | 35 |
| Issued or guaranteed by U.S. | $2,919,715,000 | 33 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,470,611,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,470,611,000 | 20 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $679,379,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $679,379,000 | 26 |
| Held to maturity securities (book value) | $6,662,025,000 | 19 |
| Available-for-sale securities (fair market value) | $13,310,153,000 | 22 |
| Total debt securities | $19,966,057,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $83,221,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $18,375,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $17,762,000 | 47 |
| 2014-06-30 | Rank | |
| Total securities | $17,111,777,000 | 23 |
| U.S. Government securities | $17,019,713,000 | 21 |
| U.S. Treasury securities | $4,882,172,000 | 10 |
| U.S. Government agency obligations | $12,137,541,000 | 25 |
| Securities issued by states & political subdivisions | $85,943,000 | 358 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $6,121,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,912,331,000 | 62 |
| Mortgage-backed securities | $8,093,459,000 | 33 |
| Certificates of participation in pools of residential mortgages | $3,051,645,000 | 36 |
| Issued or guaranteed by U.S. | $3,051,645,000 | 34 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,491,545,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,491,545,000 | 22 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $550,269,000 | 34 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $550,269,000 | 29 |
| Held to maturity securities (book value) | $5,463,920,000 | 19 |
| Available-for-sale securities (fair market value) | $11,647,857,000 | 26 |
| Total debt securities | $17,105,656,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $103,330,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $13,131,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $11,619,000 | 50 |
| 2014-03-31 | Rank | |
| Total securities | $12,801,238,000 | 26 |
| U.S. Government securities | $12,709,045,000 | 22 |
| U.S. Treasury securities | $683,520,000 | 25 |
| U.S. Government agency obligations | $12,025,525,000 | 22 |
| Securities issued by states & political subdivisions | $86,072,000 | 360 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $6,121,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,938,656,000 | 59 |
| Mortgage-backed securities | $7,927,004,000 | 33 |
| Certificates of participation in pools of residential mortgages | $3,021,018,000 | 35 |
| Issued or guaranteed by U.S. | $3,021,018,000 | 33 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,346,321,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,346,321,000 | 23 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $559,665,000 | 34 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $559,665,000 | 29 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $12,801,238,000 | 23 |
| Total debt securities | $12,795,118,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $100,144,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $12,566,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $11,221,000 | 51 |
| 2013-12-31 | Rank | |
| Total securities | $11,967,722,000 | 25 |
| U.S. Government securities | $11,875,574,000 | 22 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,875,574,000 | 22 |
| Securities issued by states & political subdivisions | $86,028,000 | 358 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $6,120,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,977,276,000 | 58 |
| Mortgage-backed securities | $7,550,510,000 | 32 |
| Certificates of participation in pools of residential mortgages | $2,473,576,000 | 40 |
| Issued or guaranteed by U.S. | $2,473,576,000 | 38 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,512,331,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,512,331,000 | 22 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $564,603,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $564,603,000 | 29 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $11,967,722,000 | 24 |
| Total debt securities | $11,961,602,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $51,518,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $15,372,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $13,378,000 | 50 |
| 2013-09-30 | Rank | |
| Total securities | $10,183,126,000 | 31 |
| U.S. Government securities | $10,096,548,000 | 22 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,096,548,000 | 22 |
| Securities issued by states & political subdivisions | $86,578,000 | 354 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,043,288,000 | 55 |
| Mortgage-backed securities | $6,491,957,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,518,699,000 | 50 |
| Issued or guaranteed by U.S. | $1,518,699,000 | 48 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,537,326,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,537,326,000 | 21 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $435,932,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $435,932,000 | 28 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $10,183,126,000 | 28 |
| Total debt securities | $10,183,126,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $64,321,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $18,910,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $17,682,000 | 49 |
| 2013-06-30 | Rank | |
| Total securities | $10,000,785,000 | 32 |
| U.S. Government securities | $9,906,016,000 | 24 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,906,016,000 | 24 |
| Securities issued by states & political subdivisions | $87,001,000 | 342 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $7,768,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,088,727,000 | 55 |
| Mortgage-backed securities | $6,522,693,000 | 34 |
| Certificates of participation in pools of residential mortgages | $1,214,035,000 | 63 |
| Issued or guaranteed by U.S. | $1,214,035,000 | 61 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,907,454,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $4,907,454,000 | 20 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $401,204,000 | 34 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $401,204,000 | 29 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $10,000,785,000 | 29 |
| Total debt securities | $9,993,017,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $57,327,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $14,631,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $11,402,000 | 53 |
| 2013-03-31 | Rank | |
| Total securities | $10,812,580,000 | 29 |
| U.S. Government securities | $10,713,723,000 | 23 |
| U.S. Treasury securities | $25,060,000 | 154 |
| U.S. Government agency obligations | $10,688,663,000 | 23 |
| Securities issued by states & political subdivisions | $90,503,000 | 319 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $8,354,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,195,984,000 | 53 |
| Mortgage-backed securities | $7,225,085,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,347,830,000 | 57 |
| Issued or guaranteed by U.S. | $1,347,830,000 | 55 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,457,920,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $5,457,920,000 | 17 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $419,335,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $419,335,000 | 27 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $10,812,580,000 | 28 |
| Total debt securities | $10,804,226,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $66,551,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $13,355,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $10,781,000 | 53 |
| 2012-12-31 | Rank | |
| Total securities | $11,330,181,000 | 28 |
| U.S. Government securities | $11,224,757,000 | 22 |
| U.S. Treasury securities | $25,247,000 | 152 |
| U.S. Government agency obligations | $11,199,510,000 | 22 |
| Securities issued by states & political subdivisions | $93,529,000 | 298 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $11,895,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,084,392,000 | 55 |
| Mortgage-backed securities | $7,772,254,000 | 29 |
| Certificates of participation in pools of residential mortgages | $1,473,434,000 | 51 |
| Issued or guaranteed by U.S. | $1,473,434,000 | 50 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,876,722,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $5,876,722,000 | 17 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $422,098,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $422,098,000 | 26 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $11,330,181,000 | 25 |
| Total debt securities | $11,318,286,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $37,769,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $13,398,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $11,747,000 | 53 |
| 2012-09-30 | Rank | |
| Total securities | $11,031,574,000 | 30 |
| U.S. Government securities | $10,919,166,000 | 27 |
| U.S. Treasury securities | $25,430,000 | 135 |
| U.S. Government agency obligations | $10,893,736,000 | 26 |
| Securities issued by states & political subdivisions | $100,222,000 | 257 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $12,186,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,175,961,000 | 49 |
| Mortgage-backed securities | $7,978,012,000 | 30 |
| Certificates of participation in pools of residential mortgages | $1,590,583,000 | 49 |
| Issued or guaranteed by U.S. | $1,590,583,000 | 48 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,107,923,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,107,923,000 | 17 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $279,506,000 | 40 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $279,506,000 | 29 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $11,031,574,000 | 28 |
| Total debt securities | $11,019,388,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $34,824,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $12,804,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $11,350,000 | 55 |
| 2012-06-30 | Rank | |
| Total securities | $10,599,546,000 | 31 |
| U.S. Government securities | $10,499,852,000 | 26 |
| U.S. Treasury securities | $25,599,000 | 134 |
| U.S. Government agency obligations | $10,474,253,000 | 25 |
| Securities issued by states & political subdivisions | $99,694,000 | 240 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,216,791,000 | 46 |
| Mortgage-backed securities | $7,854,540,000 | 31 |
| Certificates of participation in pools of residential mortgages | $1,713,800,000 | 47 |
| Issued or guaranteed by U.S. | $1,713,800,000 | 46 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,912,660,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $5,912,660,000 | 18 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $228,080,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $228,080,000 | 28 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,599,546,000 | 28 |
| Total debt securities | $10,599,545,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $47,858,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $19,121,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $14,294,000 | 55 |
| 2012-03-31 | Rank | |
| Total securities | $11,504,345,000 | 28 |
| U.S. Government securities | $11,404,242,000 | 26 |
| U.S. Treasury securities | $25,775,000 | 139 |
| U.S. Government agency obligations | $11,378,467,000 | 25 |
| Securities issued by states & political subdivisions | $100,103,000 | 233 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,664,053,000 | 64 |
| Mortgage-backed securities | $8,373,510,000 | 31 |
| Certificates of participation in pools of residential mortgages | $1,815,092,000 | 46 |
| Issued or guaranteed by U.S. | $1,815,092,000 | 45 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,329,788,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,329,788,000 | 18 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $228,630,000 | 34 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $228,630,000 | 27 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $11,504,345,000 | 27 |
| Total debt securities | $11,504,344,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $65,750,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $11,585,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $9,936,000 | 56 |
| 2011-12-31 | Rank | |
| Total securities | $10,511,098,000 | 30 |
| U.S. Government securities | $10,410,600,000 | 26 |
| U.S. Treasury securities | $25,964,000 | 133 |
| U.S. Government agency obligations | $10,384,636,000 | 25 |
| Securities issued by states & political subdivisions | $100,498,000 | 226 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,681,702,000 | 62 |
| Mortgage-backed securities | $7,530,116,000 | 30 |
| Certificates of participation in pools of residential mortgages | $1,564,286,000 | 56 |
| Issued or guaranteed by U.S. | $1,564,286,000 | 56 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,787,137,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,787,137,000 | 19 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $178,693,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $178,693,000 | 25 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $10,511,098,000 | 27 |
| Total debt securities | $10,511,098,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $88,187,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $17,862,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $16,669,000 | 53 |
| 2011-09-30 | Rank | |
| Total securities | $9,618,451,000 | 32 |
| U.S. Government securities | $9,519,675,000 | 26 |
| U.S. Treasury securities | $26,130,000 | 142 |
| U.S. Government agency obligations | $9,493,545,000 | 26 |
| Securities issued by states & political subdivisions | $98,776,000 | 219 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,594,438,000 | 64 |
| Mortgage-backed securities | $6,568,424,000 | 31 |
| Certificates of participation in pools of residential mortgages | $1,503,851,000 | 61 |
| Issued or guaranteed by U.S. | $1,503,851,000 | 61 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,961,392,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $4,961,392,000 | 19 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $103,181,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $103,181,000 | 25 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $9,618,451,000 | 29 |
| Total debt securities | $9,618,453,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $28,539,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $12,648,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $12,071,000 | 55 |
| 2011-06-30 | Rank | |
| Total securities | $9,560,047,000 | 30 |
| U.S. Government securities | $9,463,449,000 | 26 |
| U.S. Treasury securities | $26,228,000 | 161 |
| U.S. Government agency obligations | $9,437,221,000 | 26 |
| Securities issued by states & political subdivisions | $96,598,000 | 214 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,807,559,000 | 59 |
| Mortgage-backed securities | $6,263,052,000 | 31 |
| Certificates of participation in pools of residential mortgages | $1,342,049,000 | 64 |
| Issued or guaranteed by U.S. | $1,342,049,000 | 64 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,895,267,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $4,895,267,000 | 18 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $25,736,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $25,736,000 | 35 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $9,560,047,000 | 28 |
| Total debt securities | $9,560,047,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $123,738,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $11,270,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $10,454,000 | 53 |
| 2011-03-31 | Rank | |
| Total securities | $9,480,453,000 | 29 |
| U.S. Government securities | $9,381,979,000 | 25 |
| U.S. Treasury securities | $26,201,000 | 174 |
| U.S. Government agency obligations | $9,355,778,000 | 25 |
| Securities issued by states & political subdivisions | $98,474,000 | 199 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,703,086,000 | 64 |
| Mortgage-backed securities | $6,486,899,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,045,625,000 | 42 |
| Issued or guaranteed by U.S. | $2,045,625,000 | 42 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,415,977,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $4,415,977,000 | 18 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $25,297,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $25,297,000 | 33 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $9,480,453,000 | 29 |
| Total debt securities | $9,480,453,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $38,797,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $11,122,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $10,264,000 | 52 |
| 2010-12-31 | Rank | |
| Total securities | $7,897,653,000 | 31 |
| U.S. Government securities | $7,800,073,000 | 26 |
| U.S. Treasury securities | $26,410,000 | 182 |
| U.S. Government agency obligations | $7,773,663,000 | 25 |
| Securities issued by states & political subdivisions | $97,580,000 | 195 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,118,701,000 | 81 |
| Mortgage-backed securities | $4,958,501,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,248,511,000 | 64 |
| Issued or guaranteed by U.S. | $1,248,511,000 | 62 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,709,990,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,709,990,000 | 19 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $7,897,653,000 | 29 |
| Total debt securities | $7,897,653,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $18,479,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $10,890,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $9,987,000 | 51 |
| 2010-09-30 | Rank | |
| Total securities | $5,982,545,000 | 41 |
| U.S. Government securities | $5,879,789,000 | 33 |
| U.S. Treasury securities | $26,674,000 | 169 |
| U.S. Government agency obligations | $5,853,115,000 | 31 |
| Securities issued by states & political subdivisions | $102,756,000 | 175 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,152,643,000 | 79 |
| Mortgage-backed securities | $4,151,544,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,183,866,000 | 65 |
| Issued or guaranteed by U.S. | $1,183,866,000 | 64 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,967,678,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,967,678,000 | 24 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,982,545,000 | 40 |
| Total debt securities | $5,982,545,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $61,821,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $12,312,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $12,198,000 | 52 |
| 2010-06-30 | Rank | |
| Total securities | $5,322,521,000 | 47 |
| U.S. Government securities | $5,222,090,000 | 36 |
| U.S. Treasury securities | $26,578,000 | 161 |
| U.S. Government agency obligations | $5,195,512,000 | 34 |
| Securities issued by states & political subdivisions | $100,431,000 | 169 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,050,114,000 | 85 |
| Mortgage-backed securities | $3,915,476,000 | 42 |
| Certificates of participation in pools of residential mortgages | $1,552,345,000 | 55 |
| Issued or guaranteed by U.S. | $1,552,345,000 | 52 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,363,131,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,363,131,000 | 28 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,322,521,000 | 46 |
| Total debt securities | $5,322,521,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $41,279,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $10,804,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $10,949,000 | 50 |
| 2010-03-31 | Rank | |
| Total securities | $4,329,731,000 | 55 |
| U.S. Government securities | $4,103,521,000 | 45 |
| U.S. Treasury securities | $26,133,000 | 161 |
| U.S. Government agency obligations | $4,077,388,000 | 43 |
| Securities issued by states & political subdivisions | $99,732,000 | 164 |
| Other domestic debt securities | $126,478,000 | 144 |
| Privately issued residential mortgage-backed securities | $77,824,000 | 110 |
| Commercial mortgage-backed securities - Total | $48,654,000 | 29 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,527,000 | 215 |
| Mortgage-backed securities | $3,005,986,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,554,977,000 | 52 |
| Issued or guaranteed by U.S. | $1,540,257,000 | 52 |
| Privately issued | $14,720,000 | 32 |
| Collaterized mortgage obligations | $1,402,355,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,339,251,000 | 39 |
| Privately issued | $63,104,000 | 124 |
| Commercial mortgage-backed securities | $48,654,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $48,654,000 | 23 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $4,329,731,000 | 50 |
| Total debt securities | $4,329,731,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $34,556,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $10,881,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $10,255,000 | 49 |
| 2009-12-31 | Rank | |
| Total securities | $3,918,769,000 | 62 |
| U.S. Government securities | $3,683,395,000 | 50 |
| U.S. Treasury securities | $26,047,000 | 133 |
| U.S. Government agency obligations | $3,657,348,000 | 46 |
| Securities issued by states & political subdivisions | $102,877,000 | 157 |
| Other domestic debt securities | $132,497,000 | 146 |
| Privately issued residential mortgage-backed securities | $83,696,000 | 114 |
| Commercial mortgage-backed securities - Total | $48,801,000 | 30 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $604,727,000 | 125 |
| Mortgage-backed securities | $2,898,092,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,408,478,000 | 55 |
| Issued or guaranteed by U.S. | $1,393,220,000 | 53 |
| Privately issued | $15,258,000 | 30 |
| Collaterized mortgage obligations | $1,440,813,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,372,375,000 | 38 |
| Privately issued | $68,438,000 | 121 |
| Commercial mortgage-backed securities | $48,801,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $48,801,000 | 24 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $3,918,769,000 | 55 |
| Total debt securities | $3,918,769,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $26,939,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $16,964,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $15,785,000 | 44 |
| 2009-09-30 | Rank | |
| Total securities | $2,974,469,000 | 73 |
| U.S. Government securities | $2,723,332,000 | 63 |
| U.S. Treasury securities | $26,250,000 | 131 |
| U.S. Government agency obligations | $2,697,082,000 | 60 |
| Securities issued by states & political subdivisions | $108,055,000 | 151 |
| Other domestic debt securities | $143,082,000 | 143 |
| Privately issued residential mortgage-backed securities | $92,473,000 | 115 |
| Commercial mortgage-backed securities - Total | $50,609,000 | 33 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $628,024,000 | 119 |
| Mortgage-backed securities | $1,918,951,000 | 71 |
| Certificates of participation in pools of residential mortgages | $490,478,000 | 112 |
| Issued or guaranteed by U.S. | $473,886,000 | 111 |
| Privately issued | $16,592,000 | 32 |
| Collaterized mortgage obligations | $1,377,864,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,301,983,000 | 38 |
| Privately issued | $75,881,000 | 127 |
| Commercial mortgage-backed securities | $50,609,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $50,609,000 | 26 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $2,974,469,000 | 63 |
| Total debt securities | $2,974,469,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $55,851,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $20,799,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $19,467,000 | 45 |
| 2009-06-30 | Rank | |
| Total securities | $2,123,606,000 | 98 |
| U.S. Government securities | $1,876,739,000 | 81 |
| U.S. Treasury securities | $25,977,000 | 129 |
| U.S. Government agency obligations | $1,850,762,000 | 79 |
| Securities issued by states & political subdivisions | $102,965,000 | 159 |
| Other domestic debt securities | $143,902,000 | 156 |
| Privately issued residential mortgage-backed securities | $96,064,000 | 123 |
| Commercial mortgage-backed securities - Total | $47,838,000 | 35 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $709,237,000 | 113 |
| Mortgage-backed securities | $1,305,923,000 | 93 |
| Certificates of participation in pools of residential mortgages | $422,533,000 | 128 |
| Issued or guaranteed by U.S. | $405,406,000 | 133 |
| Privately issued | $17,127,000 | 36 |
| Collaterized mortgage obligations | $835,552,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $756,615,000 | 51 |
| Privately issued | $78,937,000 | 133 |
| Commercial mortgage-backed securities | $47,838,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $47,838,000 | 28 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $2,123,606,000 | 80 |
| Total debt securities | $2,123,606,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $49,920,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $21,197,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $21,237,000 | 43 |
| 2009-03-31 | Rank | |
| Total securities | $1,501,063,000 | 121 |
| U.S. Government securities | $1,246,011,000 | 104 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,246,011,000 | 100 |
| Securities issued by states & political subdivisions | $105,434,000 | 147 |
| Other domestic debt securities | $149,618,000 | 155 |
| Privately issued residential mortgage-backed securities | $102,801,000 | 127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,817,000 | 55 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $767,774,000 | 105 |
| Mortgage-backed securities | $969,831,000 | 112 |
| Certificates of participation in pools of residential mortgages | $432,768,000 | 129 |
| Issued or guaranteed by U.S. | $414,237,000 | 131 |
| Privately issued | $18,531,000 | 40 |
| Collaterized mortgage obligations | $537,063,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $452,793,000 | 65 |
| Privately issued | $84,270,000 | 142 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $1,501,063,000 | 103 |
| Total debt securities | $1,501,063,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $44,979,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $28,635,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $27,035,000 | 44 |
| 2008-12-31 | Rank | |
| Total securities | $1,338,379,000 | 118 |
| U.S. Government securities | $1,014,615,000 | 113 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,014,615,000 | 109 |
| Securities issued by states & political subdivisions | $108,755,000 | 140 |
| Other domestic debt securities | $162,811,000 | 139 |
| Privately issued residential mortgage-backed securities | $115,330,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,481,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $52,198,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $811,649,000 | 101 |
| Mortgage-backed securities | $1,026,558,000 | 107 |
| Certificates of participation in pools of residential mortgages | $446,808,000 | 127 |
| Issued or guaranteed by U.S. | $427,952,000 | 127 |
| Privately issued | $18,856,000 | 38 |
| Collaterized mortgage obligations | $579,750,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $483,276,000 | 60 |
| Privately issued | $96,474,000 | 125 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $1,338,379,000 | 102 |
| Total debt securities | $1,286,181,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $50,463,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $32,978,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $31,541,000 | 42 |
| 2008-09-30 | Rank | |
| Total securities | $1,484,999,000 | 106 |
| U.S. Government securities | $1,089,903,000 | 98 |
| U.S. Treasury securities | $10,044,000 | 179 |
| U.S. Government agency obligations | $1,079,859,000 | 99 |
| Securities issued by states & political subdivisions | $105,633,000 | 142 |
| Other domestic debt securities | $174,435,000 | 137 |
| Privately issued residential mortgage-backed securities | $121,569,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $52,866,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $115,028,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $778,086,000 | 100 |
| Mortgage-backed securities | $1,027,726,000 | 98 |
| Certificates of participation in pools of residential mortgages | $444,935,000 | 113 |
| Issued or guaranteed by U.S. | $425,572,000 | 112 |
| Privately issued | $19,363,000 | 41 |
| Collaterized mortgage obligations | $582,791,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $480,585,000 | 58 |
| Privately issued | $102,206,000 | 122 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $1,484,999,000 | 89 |
| Total debt securities | $1,369,971,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $29,207,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $11,367,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $10,561,000 | 43 |
| 2008-06-30 | Rank | |
| Total securities | $1,441,735,000 | 109 |
| U.S. Government securities | $1,099,748,000 | 101 |
| U.S. Treasury securities | $10,081,000 | 172 |
| U.S. Government agency obligations | $1,089,667,000 | 100 |
| Securities issued by states & political subdivisions | $109,577,000 | 141 |
| Other domestic debt securities | $191,909,000 | 139 |
| Privately issued residential mortgage-backed securities | $135,956,000 | 114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $55,953,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $40,501,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $330,514,000 | 199 |
| Mortgage-backed securities | $1,059,426,000 | 97 |
| Certificates of participation in pools of residential mortgages | $458,796,000 | 114 |
| Issued or guaranteed by U.S. | $436,900,000 | 112 |
| Privately issued | $21,896,000 | 45 |
| Collaterized mortgage obligations | $600,630,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $486,570,000 | 59 |
| Privately issued | $114,060,000 | 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $1,441,735,000 | 94 |
| Total debt securities | $1,401,234,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $54,379,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $39,378,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $16,991,000 | 43 |
| 2008-03-31 | Rank | |
| Total securities | $1,447,234,000 | 119 |
| U.S. Government securities | $1,110,262,000 | 104 |
| U.S. Treasury securities | $20,203,000 | 116 |
| U.S. Government agency obligations | $1,090,059,000 | 107 |
| Securities issued by states & political subdivisions | $103,981,000 | 150 |
| Other domestic debt securities | $201,066,000 | 139 |
| Privately issued residential mortgage-backed securities | $143,287,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $57,779,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $31,925,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $387,364,000 | 170 |
| Mortgage-backed securities | $886,198,000 | 115 |
| Certificates of participation in pools of residential mortgages | $368,248,000 | 141 |
| Issued or guaranteed by U.S. | $346,299,000 | 139 |
| Privately issued | $21,949,000 | 48 |
| Collaterized mortgage obligations | $517,950,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $396,612,000 | 67 |
| Privately issued | $121,338,000 | 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $1,447,234,000 | 105 |
| Total debt securities | $1,415,309,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $71,713,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $52,668,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $15,866,000 | 47 |
| 2007-12-31 | Rank | |
| Total securities | $1,390,475,000 | 125 |
| U.S. Government securities | $1,030,923,000 | 117 |
| U.S. Treasury securities | $20,128,000 | 122 |
| U.S. Government agency obligations | $1,010,795,000 | 116 |
| Securities issued by states & political subdivisions | $81,779,000 | 187 |
| Other domestic debt securities | $215,440,000 | 129 |
| Privately issued residential mortgage-backed securities | $154,150,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,290,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $62,333,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $392,117,000 | 170 |
| Mortgage-backed securities | $915,632,000 | 110 |
| Certificates of participation in pools of residential mortgages | $379,249,000 | 132 |
| Issued or guaranteed by U.S. | $355,006,000 | 128 |
| Privately issued | $24,243,000 | 44 |
| Collaterized mortgage obligations | $536,383,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $406,476,000 | 68 |
| Privately issued | $129,907,000 | 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,390,475,000 | 105 |
| Total debt securities | $1,328,142,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $34,175,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,361,487,000 | 134 |
| U.S. Government securities | $1,009,013,000 | 124 |
| U.S. Treasury securities | $20,078,000 | 130 |
| U.S. Government agency obligations | $988,935,000 | 122 |
| Securities issued by states & political subdivisions | $51,655,000 | 329 |
| Other domestic debt securities | $229,996,000 | 126 |
| Privately issued residential mortgage-backed securities | $160,064,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $69,932,000 | 45 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $70,823,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $395,114,000 | 170 |
| Mortgage-backed securities | $935,032,000 | 104 |
| Certificates of participation in pools of residential mortgages | $382,819,000 | 125 |
| Issued or guaranteed by U.S. | $357,911,000 | 125 |
| Privately issued | $24,908,000 | 47 |
| Collaterized mortgage obligations | $552,213,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $417,057,000 | 67 |
| Privately issued | $135,156,000 | 98 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $1,361,487,000 | 112 |
| Total debt securities | $1,290,664,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $33,822,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,419,197,000 | 136 |
| U.S. Government securities | $981,870,000 | 132 |
| U.S. Treasury securities | $19,894,000 | 152 |
| U.S. Government agency obligations | $961,976,000 | 131 |
| Securities issued by states & political subdivisions | $48,286,000 | 359 |
| Other domestic debt securities | $312,226,000 | 109 |
| Privately issued residential mortgage-backed securities | $166,701,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $145,525,000 | 35 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $76,815,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $483,044,000 | 151 |
| Mortgage-backed securities | $961,985,000 | 115 |
| Certificates of participation in pools of residential mortgages | $391,490,000 | 127 |
| Issued or guaranteed by U.S. | $365,114,000 | 127 |
| Privately issued | $26,376,000 | 52 |
| Collaterized mortgage obligations | $570,495,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $430,170,000 | 73 |
| Privately issued | $140,325,000 | 98 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $1,419,197,000 | 116 |
| Total debt securities | $1,342,382,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $25,813,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,446,877,000 | 133 |
| U.S. Government securities | $1,040,241,000 | 129 |
| U.S. Treasury securities | $39,775,000 | 86 |
| U.S. Government agency obligations | $1,000,466,000 | 129 |
| Securities issued by states & political subdivisions | $52,378,000 | 325 |
| Other domestic debt securities | $328,382,000 | 102 |
| Privately issued residential mortgage-backed securities | $178,958,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $149,424,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $25,876,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $560,609,000 | 131 |
| Mortgage-backed securities | $1,012,213,000 | 111 |
| Certificates of participation in pools of residential mortgages | $406,501,000 | 123 |
| Issued or guaranteed by U.S. | $377,805,000 | 123 |
| Privately issued | $28,696,000 | 50 |
| Collaterized mortgage obligations | $605,712,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $455,450,000 | 71 |
| Privately issued | $150,262,000 | 97 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,446,877,000 | 114 |
| Total debt securities | $1,421,001,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $35,529,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,543,753,000 | 127 |
| U.S. Government securities | $1,184,596,000 | 123 |
| U.S. Treasury securities | $126,450,000 | 40 |
| U.S. Government agency obligations | $1,058,146,000 | 128 |
| Securities issued by states & political subdivisions | $56,453,000 | 292 |
| Other domestic debt securities | $269,357,000 | 112 |
| Privately issued residential mortgage-backed securities | $187,987,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $81,370,000 | 39 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $33,347,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $692,214,000 | 116 |
| Mortgage-backed securities | $1,044,921,000 | 110 |
| Certificates of participation in pools of residential mortgages | $415,244,000 | 125 |
| Issued or guaranteed by U.S. | $385,302,000 | 125 |
| Privately issued | $29,942,000 | 44 |
| Collaterized mortgage obligations | $629,677,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $471,632,000 | 68 |
| Privately issued | $158,045,000 | 93 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,543,753,000 | 111 |
| Total debt securities | $1,510,406,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $7,219,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,554,057,000 | 130 |
| U.S. Government securities | $1,184,326,000 | 126 |
| U.S. Treasury securities | $89,669,000 | 52 |
| U.S. Government agency obligations | $1,094,657,000 | 128 |
| Securities issued by states & political subdivisions | $65,806,000 | 227 |
| Other domestic debt securities | $277,499,000 | 109 |
| Privately issued residential mortgage-backed securities | $197,004,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $80,495,000 | 40 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $26,426,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $644,663,000 | 126 |
| Mortgage-backed securities | $1,081,061,000 | 111 |
| Certificates of participation in pools of residential mortgages | $422,411,000 | 127 |
| Issued or guaranteed by U.S. | $391,160,000 | 126 |
| Privately issued | $31,251,000 | 47 |
| Collaterized mortgage obligations | $658,650,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $492,897,000 | 71 |
| Privately issued | $165,753,000 | 93 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,554,057,000 | 112 |
| Total debt securities | $1,527,631,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $2,526,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,547,727,000 | 131 |
| U.S. Government securities | $1,172,279,000 | 124 |
| U.S. Treasury securities | $55,623,000 | 81 |
| U.S. Government agency obligations | $1,116,656,000 | 122 |
| Securities issued by states & political subdivisions | $70,152,000 | 209 |
| Other domestic debt securities | $283,208,000 | 107 |
| Privately issued residential mortgage-backed securities | $203,701,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $79,507,000 | 39 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $22,088,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,527,000 | 160 |
| Mortgage-backed securities | $1,112,728,000 | 112 |
| Certificates of participation in pools of residential mortgages | $430,866,000 | 134 |
| Issued or guaranteed by U.S. | $398,954,000 | 133 |
| Privately issued | $31,912,000 | 46 |
| Collaterized mortgage obligations | $681,862,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $510,073,000 | 71 |
| Privately issued | $171,789,000 | 93 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,547,727,000 | 112 |
| Total debt securities | $1,525,640,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $8,336,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,737,991,000 | 123 |
| U.S. Government securities | $1,247,070,000 | 122 |
| U.S. Treasury securities | $29,744,000 | 142 |
| U.S. Government agency obligations | $1,217,326,000 | 118 |
| Securities issued by states & political subdivisions | $74,213,000 | 201 |
| Other domestic debt securities | $405,310,000 | 90 |
| Privately issued residential mortgage-backed securities | $217,282,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $188,028,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $11,398,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $282,151,000 | 234 |
| Mortgage-backed securities | $1,226,226,000 | 105 |
| Certificates of participation in pools of residential mortgages | $456,734,000 | 133 |
| Issued or guaranteed by U.S. | $422,863,000 | 133 |
| Privately issued | $33,871,000 | 44 |
| Collaterized mortgage obligations | $769,492,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $586,081,000 | 62 |
| Privately issued | $183,411,000 | 91 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,737,991,000 | 108 |
| Total debt securities | $1,726,593,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $2,480,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,866,909,000 | 119 |
| U.S. Government securities | $1,329,164,000 | 118 |
| U.S. Treasury securities | $29,700,000 | 146 |
| U.S. Government agency obligations | $1,299,464,000 | 116 |
| Securities issued by states & political subdivisions | $77,424,000 | 192 |
| Other domestic debt securities | $416,035,000 | 89 |
| Privately issued residential mortgage-backed securities | $230,854,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $185,181,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $44,286,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,895,000 | 279 |
| Mortgage-backed securities | $1,295,802,000 | 101 |
| Certificates of participation in pools of residential mortgages | $483,158,000 | 133 |
| Issued or guaranteed by U.S. | $447,069,000 | 133 |
| Privately issued | $36,089,000 | 37 |
| Collaterized mortgage obligations | $812,644,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $617,879,000 | 65 |
| Privately issued | $194,765,000 | 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,866,909,000 | 104 |
| Total debt securities | $1,822,622,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,963,548,000 | 118 |
| U.S. Government securities | $1,406,434,000 | 113 |
| U.S. Treasury securities | $39,637,000 | 117 |
| U.S. Government agency obligations | $1,366,797,000 | 112 |
| Securities issued by states & political subdivisions | $80,922,000 | 177 |
| Other domestic debt securities | $451,304,000 | 86 |
| Privately issued residential mortgage-backed securities | $248,493,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $171,170,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,641,000 | 195 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $24,888,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,403,000 | 366 |
| Mortgage-backed securities | $1,369,978,000 | 100 |
| Certificates of participation in pools of residential mortgages | $512,507,000 | 133 |
| Issued or guaranteed by U.S. | $474,640,000 | 133 |
| Privately issued | $37,867,000 | 38 |
| Collaterized mortgage obligations | $857,471,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $646,845,000 | 62 |
| Privately issued | $210,626,000 | 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,963,548,000 | 102 |
| Total debt securities | $1,938,660,000 | 115 |
| 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 | $2,005,248,000 | 117 |
| U.S. Government securities | $1,451,856,000 | 111 |
| U.S. Treasury securities | $39,694,000 | 123 |
| U.S. Government agency obligations | $1,412,162,000 | 109 |
| Securities issued by states & political subdivisions | $88,466,000 | 148 |
| Other domestic debt securities | $432,401,000 | 86 |
| Privately issued residential mortgage-backed securities | $264,509,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $152,709,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,183,000 | 361 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $32,525,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,509,000 | 329 |
| Mortgage-backed securities | $1,421,818,000 | 102 |
| Certificates of participation in pools of residential mortgages | $553,366,000 | 121 |
| Issued or guaranteed by U.S. | $512,650,000 | 126 |
| Privately issued | $40,716,000 | 38 |
| Collaterized mortgage obligations | $868,452,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $644,659,000 | 66 |
| Privately issued | $223,793,000 | 78 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,005,248,000 | 101 |
| Total debt securities | $1,972,723,000 | 117 |
| 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 | $1,941,443,000 | 122 |
| U.S. Government securities | $1,488,677,000 | 116 |
| U.S. Treasury securities | $39,562,000 | 126 |
| U.S. Government agency obligations | $1,449,115,000 | 114 |
| Securities issued by states & political subdivisions | $91,973,000 | 140 |
| Other domestic debt securities | $333,376,000 | 100 |
| Privately issued residential mortgage-backed securities | $211,429,000 | 93 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $108,264,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,683,000 | 403 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $27,417,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,999,000 | 404 |
| Mortgage-backed securities | $1,425,455,000 | 102 |
| Certificates of participation in pools of residential mortgages | $559,579,000 | 121 |
| Issued or guaranteed by U.S. | $532,464,000 | 124 |
| Privately issued | $27,115,000 | 41 |
| Collaterized mortgage obligations | $865,876,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $681,562,000 | 65 |
| Privately issued | $184,314,000 | 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 | 4,419 |
| Available-for-sale securities (fair market value) | $1,941,443,000 | 107 |
| Total debt securities | $1,914,026,000 | 121 |
| 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 | $1,957,717,000 | 126 |
| U.S. Government securities | $1,536,092,000 | 115 |
| U.S. Treasury securities | $29,766,000 | 160 |
| U.S. Government agency obligations | $1,506,326,000 | 113 |
| Securities issued by states & political subdivisions | $98,037,000 | 135 |
| Other domestic debt securities | $235,260,000 | 130 |
| Privately issued residential mortgage-backed securities | $120,719,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $100,995,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,546,000 | 430 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $88,328,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,043,000 | 435 |
| Mortgage-backed securities | $1,388,691,000 | 109 |
| Certificates of participation in pools of residential mortgages | $574,772,000 | 120 |
| Issued or guaranteed by U.S. | $566,221,000 | 120 |
| Privately issued | $8,551,000 | 56 |
| Collaterized mortgage obligations | $813,919,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $701,751,000 | 61 |
| Privately issued | $112,168,000 | 110 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,957,717,000 | 112 |
| Total debt securities | $1,869,389,000 | 127 |
| 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 | $1,864,077,000 | 128 |
| U.S. Government securities | $1,540,939,000 | 114 |
| U.S. Treasury securities | $29,875,000 | 165 |
| U.S. Government agency obligations | $1,511,064,000 | 112 |
| Securities issued by states & political subdivisions | $103,587,000 | 124 |
| Other domestic debt securities | $206,792,000 | 136 |
| Privately issued residential mortgage-backed securities | $96,236,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $104,556,000 | 41 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000,000 | 772 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $12,759,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,088,000 | 445 |
| Mortgage-backed securities | $1,388,190,000 | 105 |
| Certificates of participation in pools of residential mortgages | $601,419,000 | 118 |
| Issued or guaranteed by U.S. | $592,362,000 | 116 |
| Privately issued | $9,057,000 | 54 |
| Collaterized mortgage obligations | $786,771,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $699,592,000 | 60 |
| Privately issued | $87,179,000 | 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,864,077,000 | 111 |
| Total debt securities | $1,851,318,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,826,589,000 | 132 |
| U.S. Government securities | $1,512,980,000 | 118 |
| U.S. Treasury securities | $29,781,000 | 173 |
| U.S. Government agency obligations | $1,483,199,000 | 114 |
| Securities issued by states & political subdivisions | $113,970,000 | 108 |
| Other domestic debt securities | $184,890,000 | 146 |
| Privately issued residential mortgage-backed securities | $72,130,000 | 139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $112,760,000 | 42 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $14,749,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,612,000 | 407 |
| Mortgage-backed securities | $1,340,138,000 | 110 |
| Certificates of participation in pools of residential mortgages | $612,418,000 | 118 |
| Issued or guaranteed by U.S. | $603,062,000 | 115 |
| Privately issued | $9,356,000 | 51 |
| Collaterized mortgage obligations | $727,720,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $664,946,000 | 62 |
| Privately issued | $62,774,000 | 135 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,826,589,000 | 116 |
| Total debt securities | $1,811,840,000 | 132 |
| 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 | $1,491,211,000 | 153 |
| U.S. Government securities | $1,261,863,000 | 130 |
| U.S. Treasury securities | $30,256,000 | 168 |
| U.S. Government agency obligations | $1,231,607,000 | 128 |
| Securities issued by states & political subdivisions | $135,336,000 | 96 |
| Other domestic debt securities | $73,619,000 | 245 |
| Privately issued residential mortgage-backed securities | $12,595,000 | 320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,024,000 | 55 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $20,393,000 | 216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,575,000 | 411 |
| Mortgage-backed securities | $1,042,229,000 | 129 |
| Certificates of participation in pools of residential mortgages | $416,608,000 | 159 |
| Issued or guaranteed by U.S. | $405,654,000 | 157 |
| Privately issued | $10,954,000 | 49 |
| Collaterized mortgage obligations | $625,621,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $623,980,000 | 65 |
| Privately issued | $1,641,000 | 607 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,491,211,000 | 131 |
| Total debt securities | $1,470,818,000 | 151 |
| 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 | $1,386,271,000 | 153 |
| U.S. Government securities | $1,149,961,000 | 141 |
| U.S. Treasury securities | $30,066,000 | 177 |
| U.S. Government agency obligations | $1,119,895,000 | 136 |
| Securities issued by states & political subdivisions | $149,382,000 | 91 |
| Other domestic debt securities | $65,516,000 | 242 |
| Privately issued residential mortgage-backed securities | $14,617,000 | 236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,899,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $21,412,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,632,000 | 415 |
| Mortgage-backed securities | $907,881,000 | 139 |
| Certificates of participation in pools of residential mortgages | $296,495,000 | 212 |
| Issued or guaranteed by U.S. | $284,917,000 | 209 |
| Privately issued | $11,578,000 | 57 |
| Collaterized mortgage obligations | $611,386,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $608,347,000 | 71 |
| Privately issued | $3,039,000 | 396 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,386,271,000 | 134 |
| Total debt securities | $1,364,859,000 | 152 |
| 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 | $1,325,410,000 | 153 |
| U.S. Government securities | $1,099,064,000 | 141 |
| U.S. Treasury securities | $20,037,000 | 255 |
| U.S. Government agency obligations | $1,079,027,000 | 137 |
| Securities issued by states & political subdivisions | $160,419,000 | 86 |
| Other domestic debt securities | $65,927,000 | 248 |
| Privately issued residential mortgage-backed securities | $17,502,000 | 208 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,781,000 | 62 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,644,000 | 1,017 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,584,000 | 507 |
| Mortgage-backed securities | $857,293,000 | 145 |
| Certificates of participation in pools of residential mortgages | $262,650,000 | 223 |
| Issued or guaranteed by U.S. | $250,359,000 | 221 |
| Privately issued | $12,291,000 | 53 |
| Collaterized mortgage obligations | $594,643,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $589,432,000 | 75 |
| Privately issued | $5,211,000 | 324 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,325,410,000 | 133 |
| Total debt securities | $1,325,410,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,481,289,000 | 142 |
| U.S. Government securities | $867,100,000 | 160 |
| U.S. Treasury securities | $15,075,000 | 310 |
| U.S. Government agency obligations | $852,025,000 | 156 |
| Securities issued by states & political subdivisions | $162,013,000 | 82 |
| Other domestic debt securities | $66,445,000 | 248 |
| Privately issued residential mortgage-backed securities | $23,645,000 | 188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,909,000 | 65 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,891,000 | 1,007 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $385,731,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,294,000 | 481 |
| Mortgage-backed securities | $668,788,000 | 167 |
| Certificates of participation in pools of residential mortgages | $208,792,000 | 254 |
| Issued or guaranteed by U.S. | $193,890,000 | 266 |
| Privately issued | $14,902,000 | 45 |
| Collaterized mortgage obligations | $459,996,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $451,253,000 | 95 |
| Privately issued | $8,743,000 | 283 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,481,289,000 | 126 |
| Total debt securities | $1,095,558,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,131,131,000 | 160 |
| U.S. Government securities | $837,438,000 | 164 |
| U.S. Treasury securities | $15,139,000 | 324 |
| U.S. Government agency obligations | $822,299,000 | 159 |
| Securities issued by states & political subdivisions | $157,371,000 | 78 |
| Other domestic debt securities | $84,089,000 | 206 |
| Privately issued residential mortgage-backed securities | $11,633,000 | 286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,456,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $52,233,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,067,000 | 493 |
| Mortgage-backed securities | $631,359,000 | 177 |
| Certificates of participation in pools of residential mortgages | $141,007,000 | 345 |
| Issued or guaranteed by U.S. | $141,007,000 | 342 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $490,352,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $478,719,000 | 94 |
| Privately issued | $11,633,000 | 255 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,131,131,000 | 142 |
| Total debt securities | $1,078,898,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,370,028,000 | 147 |
| U.S. Government securities | $794,844,000 | 165 |
| U.S. Treasury securities | $18,201,000 | 293 |
| U.S. Government agency obligations | $776,643,000 | 160 |
| Securities issued by states & political subdivisions | $208,747,000 | 58 |
| Other domestic debt securities | $38,508,000 | 370 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $38,508,000 | 64 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $327,929,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,377,000 | 498 |
| Mortgage-backed securities | $579,098,000 | 175 |
| Certificates of participation in pools of residential mortgages | $158,936,000 | 291 |
| Issued or guaranteed by U.S. | $158,936,000 | 290 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $420,162,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $420,162,000 | 92 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,370,028,000 | 133 |
| Total debt securities | $1,042,099,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,592,582,000 | 128 |
| U.S. Government securities | $807,799,000 | 153 |
| U.S. Treasury securities | $85,148,000 | 86 |
| U.S. Government agency obligations | $722,651,000 | 158 |
| Securities issued by states & political subdivisions | $421,634,000 | 28 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $363,149,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,542,000 | 479 |
| Mortgage-backed securities | $296,807,000 | 255 |
| Certificates of participation in pools of residential mortgages | $142,493,000 | 271 |
| Issued or guaranteed by U.S. | $142,493,000 | 266 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $154,314,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $154,314,000 | 179 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,592,582,000 | 115 |
| Total debt securities | $1,229,433,000 | 146 |
| 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 | $1,966,487,000 | 102 |
| U.S. Government securities | $1,428,535,000 | 100 |
| U.S. Treasury securities | $25,011,000 | 277 |
| U.S. Government agency obligations | $1,403,524,000 | 93 |
| Securities issued by states & political subdivisions | $401,048,000 | 26 |
| Other domestic debt securities | $39,900,000 | 329 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,900,000 | 237 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $97,004,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,224,000 | 881 |
| Mortgage-backed securities | $375,994,000 | 199 |
| Certificates of participation in pools of residential mortgages | $166,409,000 | 231 |
| Issued or guaranteed by U.S. | $166,409,000 | 229 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $209,585,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $209,585,000 | 127 |
| Privately issued | $0 | 1,355 |
| 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) | $1,966,487,000 | 84 |
| Total debt securities | $1,869,483,000 | 101 |
| 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 | $1,613,062,000 | 127 |
| U.S. Government securities | $1,269,142,000 | 114 |
| U.S. Treasury securities | $29,798,000 | 334 |
| U.S. Government agency obligations | $1,239,344,000 | 103 |
| Securities issued by states & political subdivisions | $186,396,000 | 49 |
| Other domestic debt securities | $118,084,000 | 169 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $118,084,000 | 97 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $39,440,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,849,000 | 1,059 |
| Mortgage-backed securities | $383,774,000 | 213 |
| Certificates of participation in pools of residential mortgages | $161,822,000 | 254 |
| Issued or guaranteed by U.S. | $161,822,000 | 248 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $221,952,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $221,952,000 | 139 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $1,613,062,000 | 108 |
| Total debt securities | $1,573,622,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,364,905,000 | 123 |
| U.S. Government securities | $819,273,000 | 153 |
| U.S. Treasury securities | $41,050,000 | 327 |
| U.S. Government agency obligations | $778,223,000 | 141 |
| Securities issued by states & political subdivisions | $511,771,000 | 16 |
| Other domestic debt securities | $26,464,000 | 419 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,464,000 | 292 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $7,397,000 | 631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,170,000 | 839 |
| Mortgage-backed securities | $280,207,000 | 271 |
| Certificates of participation in pools of residential mortgages | $125,058,000 | 323 |
| Issued or guaranteed by U.S. | $125,058,000 | 314 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $155,149,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $155,149,000 | 172 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $1,364,905,000 | 101 |
| Total debt securities | $1,357,508,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,010,472,000 | 161 |
| U.S. Government securities | $865,578,000 | 153 |
| U.S. Treasury securities | $217,685,000 | 98 |
| U.S. Government agency obligations | $647,893,000 | 157 |
| Securities issued by states & political subdivisions | $60,436,000 | 166 |
| Other domestic debt securities | $82,977,000 | 149 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,977,000 | 83 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,481,000 | 1,796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,722,000 | 1,485 |
| Mortgage-backed securities | $185,488,000 | 373 |
| Certificates of participation in pools of residential mortgages | $144,437,000 | 304 |
| Issued or guaranteed by U.S. | $144,437,000 | 296 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $41,051,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $41,051,000 | 398 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $1,010,472,000 | 117 |
| Total debt securities | $1,008,991,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $477,388,000 | 316 |
| U.S. Government securities | $440,240,000 | 279 |
| U.S. Treasury securities | $75,547,000 | 301 |
| U.S. Government agency obligations | $364,693,000 | 277 |
| Securities issued by states & political subdivisions | $22,788,000 | 532 |
| Other domestic debt securities | $13,000,000 | 477 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000,000 | 314 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,360,000 | 1,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,309,000 | 771 |
| Mortgage-backed securities | $66,206,000 | 759 |
| Certificates of participation in pools of residential mortgages | $8,168,000 | 2,438 |
| Issued or guaranteed by U.S. | $8,168,000 | 2,416 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $58,038,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $58,038,000 | 332 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $477,388,000 | 240 |
| Total debt securities | $476,028,000 | 309 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $268,701,000 | 530 |
| U.S. Government securities | $260,863,000 | 460 |
| U.S. Treasury securities | $39,899,000 | 715 |
| U.S. Government agency obligations | $220,964,000 | 422 |
| Securities issued by states & political subdivisions | $6,581,000 | 2,232 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| 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 | $0 | 553 |
| Equity securities | $1,257,000 | 1,906 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,906,000 | 597 |
| Mortgage-backed securities | $57,208,000 | 874 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $57,208,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $57,208,000 | 374 |
| Privately issued | $0 | 2,213 |
| 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) | $268,701,000 | 383 |
| Total debt securities | $267,444,000 | 519 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $156,380,000 | 845 |
| U.S. Government securities | $147,503,000 | 752 |
| U.S. Treasury securities | $51,918,000 | 669 |
| U.S. Government agency obligations | $95,585,000 | 795 |
| Securities issued by states & political subdivisions | $7,787,000 | 1,977 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| 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 | $0 | 600 |
| Equity securities | $1,090,000 | 1,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,966,000 | 907 |
| Mortgage-backed securities | $82,474,000 | 726 |
| Certificates of participation in pools of residential mortgages | $8,933,000 | 2,414 |
| Issued or guaranteed by U.S. | $8,933,000 | 2,401 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $73,541,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $73,541,000 | 316 |
| Privately issued | $0 | 2,507 |
| 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) | $7,787,000 | 6,569 |
| Available-for-sale securities (fair market value) | $148,593,000 | 395 |
| Total debt securities | $155,290,000 | 831 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $259,164,000 | 585 |
| U.S. Government securities | $248,708,000 | 500 |
| U.S. Treasury securities | $45,783,000 | 827 |
| U.S. Government agency obligations | $202,925,000 | 426 |
| Securities issued by states & political subdivisions | $8,407,000 | 1,842 |
| Other domestic debt securities | $99,000 | 5,877 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 4,644 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,950,000 | 1,449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,073,000 | 1,253 |
| Mortgage-backed securities | $121,863,000 | 571 |
| Certificates of participation in pools of residential mortgages | $11,405,000 | 2,279 |
| Issued or guaranteed by U.S. | $11,405,000 | 2,251 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $110,458,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $110,458,000 | 269 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $257,214,000 | 578 |
| 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 | $130,595,000 | 1,029 |
| U.S. Government securities | $117,235,000 | 933 |
| U.S. Treasury securities | $52,112,000 | 703 |
| U.S. Government agency obligations | $65,123,000 | 1,098 |
| Securities issued by states & political subdivisions | $11,578,000 | 1,143 |
| Other domestic debt securities | $1,007,000 | 4,046 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,007,000 | 2,915 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $775,000 | 2,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,609,000 | 1,350 |
| Mortgage-backed securities | $45,683,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $2,717,000 | 5,404 |
| Issued or guaranteed by U.S. | $2,717,000 | 5,347 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $42,966,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $42,966,000 | 498 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $129,820,000 | 1,012 |
| 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 |