Home > American Express National Bank > Securities
American Express National Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $240,492,000 | 796 |
| U.S. Government securities | $13,382,000 | 3,260 |
| U.S. Treasury securities | $0 | 2,481 |
| U.S. Government agency obligations | $13,382,000 | 2,923 |
| Securities issued by states & political subdivisions | $26,563,000 | 1,415 |
| Other domestic debt securities | $71,500,000 | 308 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $71,500,000 | 155 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,180,000 | 905 |
| Mortgage-backed securities | $9,844,000 | 2,631 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,844,000 | 2,083 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,779 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $0 | 1,323 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $111,445,000 | 1,335 |
| Total debt securities | $111,445,000 | 1,489 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 157 |
| 2024-12-31 | Rank | |
| Total securities | $239,080,000 | 801 |
| U.S. Government securities | $13,481,000 | 3,262 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $13,481,000 | 2,908 |
| Securities issued by states & political subdivisions | $26,845,000 | 1,425 |
| Other domestic debt securities | $76,500,000 | 291 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $76,500,000 | 151 |
| Foreign debt securities | $0 | 269 |
| 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 | $82,056,000 | 965 |
| Mortgage-backed securities | $9,940,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,940,000 | 2,049 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,785 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $116,826,000 | 1,287 |
| Total debt securities | $116,826,000 | 1,434 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-09-30 | Rank | |
| Total securities | $245,116,000 | 797 |
| U.S. Government securities | $14,302,000 | 3,245 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $14,302,000 | 2,891 |
| Securities issued by states & political subdivisions | $27,537,000 | 1,433 |
| Other domestic debt securities | $74,000,000 | 302 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $74,000,000 | 154 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,620,000 | 946 |
| Mortgage-backed securities | $10,582,000 | 2,589 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,582,000 | 2,018 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,782 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $115,839,000 | 1,316 |
| Total debt securities | $115,839,000 | 1,481 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank | |
| Total securities | $240,777,000 | 801 |
| U.S. Government securities | $14,257,000 | 3,245 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $14,257,000 | 2,874 |
| Securities issued by states & political subdivisions | $31,163,000 | 1,279 |
| Other domestic debt securities | $74,000,000 | 293 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $74,000,000 | 156 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,323,000 | 1,012 |
| Mortgage-backed securities | $10,597,000 | 2,537 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,597,000 | 1,986 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,763 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $119,420,000 | 1,262 |
| Total debt securities | $119,420,000 | 1,425 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $228,598,000 | 870 |
| U.S. Government securities | $14,881,000 | 3,249 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $14,881,000 | 2,903 |
| Securities issued by states & political subdivisions | $31,591,000 | 1,285 |
| Other domestic debt securities | $74,000,000 | 299 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $74,000,000 | 119 |
| Foreign debt securities | $0 | 306 |
| 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 | $67,852,000 | 1,179 |
| Mortgage-backed securities | $11,170,000 | 2,509 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,170,000 | 1,956 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,731 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $120,472,000 | 1,288 |
| Total debt securities | $120,472,000 | 1,454 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $230,344,000 | 872 |
| U.S. Government securities | $15,303,000 | 3,240 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $15,303,000 | 2,876 |
| Securities issued by states & political subdivisions | $34,246,000 | 1,240 |
| Other domestic debt securities | $74,000,000 | 302 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $74,000,000 | 124 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,945,000 | 1,221 |
| Mortgage-backed securities | $11,476,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,476,000 | 1,940 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $123,549,000 | 1,282 |
| Total debt securities | $123,548,000 | 1,451 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,198,724,000 | 224 |
| U.S. Government securities | $1,006,211,000 | 189 |
| U.S. Treasury securities | $991,195,000 | 51 |
| U.S. Government agency obligations | $15,016,000 | 2,883 |
| Securities issued by states & political subdivisions | $30,239,000 | 1,333 |
| Other domestic debt securities | $64,000,000 | 340 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $64,000,000 | 140 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,504,000 | 1,266 |
| Mortgage-backed securities | $11,292,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,292,000 | 1,924 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $1,100,450,000 | 184 |
| Total debt securities | $1,100,450,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $2,783,599,000 | 116 |
| U.S. Government securities | $1,983,698,000 | 112 |
| U.S. Treasury securities | $1,967,528,000 | 39 |
| U.S. Government agency obligations | $16,170,000 | 2,864 |
| Securities issued by states & political subdivisions | $32,612,000 | 1,318 |
| Other domestic debt securities | $64,000,000 | 341 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $64,000,000 | 140 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $662,961,000 | 200 |
| Mortgage-backed securities | $12,310,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,310,000 | 1,896 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $2,080,310,000 | 114 |
| Total debt securities | $2,080,311,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $2,148,031,000 | 148 |
| U.S. Government securities | $1,967,335,000 | 124 |
| U.S. Treasury securities | $1,950,486,000 | 41 |
| U.S. Government agency obligations | $16,849,000 | 2,841 |
| Securities issued by states & political subdivisions | $33,589,000 | 1,326 |
| Other domestic debt securities | $52,000,000 | 409 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $52,000,000 | 184 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,137,000 | 1,292 |
| Mortgage-backed securities | $12,859,000 | 2,465 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,859,000 | 1,910 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $2,052,924,000 | 122 |
| Total debt securities | $2,052,925,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $2,119,762,000 | 159 |
| U.S. Government securities | $1,945,764,000 | 131 |
| U.S. Treasury securities | $1,928,564,000 | 44 |
| U.S. Government agency obligations | $17,200,000 | 2,801 |
| Securities issued by states & political subdivisions | $32,820,000 | 1,387 |
| Other domestic debt securities | $47,000,000 | 443 |
| 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 | $47,000,000 | 206 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,875,000 | 1,196 |
| Mortgage-backed securities | $12,839,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,839,000 | 1,921 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $2,025,584,000 | 132 |
| Total debt securities | $2,025,585,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $2,943,077,000 | 127 |
| U.S. Government securities | $1,935,279,000 | 135 |
| U.S. Treasury securities | $1,917,477,000 | 45 |
| U.S. Government agency obligations | $17,802,000 | 2,792 |
| Securities issued by states & political subdivisions | $32,307,000 | 1,405 |
| Other domestic debt securities | $32,000,000 | 556 |
| 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 | $32,000,000 | 302 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $903,358,000 | 121 |
| Mortgage-backed securities | $12,917,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,917,000 | 1,941 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $1,999,586,000 | 137 |
| Total debt securities | $1,999,585,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,681,159,000 | 136 |
| U.S. Government securities | $1,954,332,000 | 138 |
| U.S. Treasury securities | $1,935,000,000 | 42 |
| U.S. Government agency obligations | $19,332,000 | 2,747 |
| Securities issued by states & political subdivisions | $40,537,000 | 1,227 |
| Other domestic debt securities | $32,000,000 | 523 |
| 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 | $32,000,000 | 306 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $612,075,000 | 173 |
| Mortgage-backed securities | $14,082,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | $14,082,000 | 1,958 |
| Issued or guaranteed by U.S. | $14,082,000 | 1,915 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $2,026,869,000 | 140 |
| Total debt securities | $2,026,870,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $3,830,519,000 | 110 |
| U.S. Government securities | $1,965,720,000 | 141 |
| U.S. Treasury securities | $1,944,570,000 | 39 |
| U.S. Government agency obligations | $21,150,000 | 2,637 |
| Securities issued by states & political subdivisions | $44,762,000 | 1,147 |
| Other domestic debt securities | $32,000,000 | 510 |
| 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 | $32,000,000 | 309 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,744,149,000 | 80 |
| Mortgage-backed securities | $15,753,000 | 2,409 |
| Certificates of participation in pools of residential mortgages | $15,753,000 | 1,890 |
| Issued or guaranteed by U.S. | $15,753,000 | 1,850 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $2,042,482,000 | 144 |
| Total debt securities | $2,042,482,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $192,865,000 | 1,076 |
| U.S. Government securities | $23,959,000 | 2,727 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $23,959,000 | 2,475 |
| Securities issued by states & political subdivisions | $60,029,000 | 914 |
| Other domestic debt securities | $32,000,000 | 504 |
| 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 | $32,000,000 | 291 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,722,000 | 1,588 |
| Mortgage-backed securities | $18,144,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $18,144,000 | 1,774 |
| Issued or guaranteed by U.S. | $18,144,000 | 1,730 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $115,988,000 | 1,467 |
| Total debt securities | $115,989,000 | 1,556 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $5,707,746,000 | 83 |
| U.S. Government securities | $5,571,384,000 | 67 |
| U.S. Treasury securities | $5,544,270,000 | 24 |
| U.S. Government agency obligations | $27,114,000 | 2,322 |
| Securities issued by states & political subdivisions | $40,103,000 | 1,271 |
| Other domestic debt securities | $25,000,000 | 548 |
| 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 | $25,000,000 | 323 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,675,000 | 1,776 |
| Mortgage-backed securities | $20,985,000 | 2,152 |
| Certificates of participation in pools of residential mortgages | $20,985,000 | 1,642 |
| Issued or guaranteed by U.S. | $20,985,000 | 1,605 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $5,636,487,000 | 72 |
| Total debt securities | $5,636,487,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $9,190,071,000 | 53 |
| U.S. Government securities | $7,692,036,000 | 50 |
| U.S. Treasury securities | $7,661,961,000 | 17 |
| U.S. Government agency obligations | $30,075,000 | 2,148 |
| Securities issued by states & political subdivisions | $51,587,000 | 979 |
| Other domestic debt securities | $20,000,000 | 596 |
| 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 | $20,000,000 | 368 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,379,601,000 | 90 |
| Mortgage-backed securities | $23,776,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | $23,776,000 | 1,480 |
| Issued or guaranteed by U.S. | $23,776,000 | 1,447 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $7,763,623,000 | 55 |
| Total debt securities | $7,763,624,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $16,817,920,000 | 36 |
| U.S. Government securities | $16,654,053,000 | 34 |
| U.S. Treasury securities | $16,620,094,000 | 11 |
| U.S. Government agency obligations | $33,959,000 | 1,928 |
| Securities issued by states & political subdivisions | $50,659,000 | 957 |
| Other domestic debt securities | $20,000,000 | 577 |
| 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 | $20,000,000 | 350 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,431,000 | 1,129 |
| Mortgage-backed securities | $27,318,000 | 1,821 |
| Certificates of participation in pools of residential mortgages | $27,318,000 | 1,303 |
| Issued or guaranteed by U.S. | $27,318,000 | 1,267 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $16,724,712,000 | 31 |
| Total debt securities | $16,724,712,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $17,093,914,000 | 33 |
| U.S. Government securities | $16,936,139,000 | 32 |
| U.S. Treasury securities | $16,899,250,000 | 11 |
| U.S. Government agency obligations | $36,889,000 | 1,726 |
| Securities issued by states & political subdivisions | $62,928,000 | 764 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,335,000 | 1,096 |
| Mortgage-backed securities | $29,795,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $29,795,000 | 1,125 |
| Issued or guaranteed by U.S. | $29,795,000 | 1,101 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $16,999,067,000 | 30 |
| Total debt securities | $16,999,067,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $19,084,375,000 | 32 |
| U.S. Government securities | $18,973,327,000 | 31 |
| U.S. Treasury securities | $18,931,023,000 | 9 |
| U.S. Government agency obligations | $42,304,000 | 1,547 |
| Securities issued by states & political subdivisions | $63,392,000 | 688 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $33,816,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $33,816,000 | 994 |
| Issued or guaranteed by U.S. | $33,816,000 | 971 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $19,036,719,000 | 30 |
| Total debt securities | $19,036,719,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $17,125,400,000 | 34 |
| U.S. Government securities | $17,003,084,000 | 32 |
| U.S. Treasury securities | $16,956,883,000 | 11 |
| U.S. Government agency obligations | $46,201,000 | 1,433 |
| Securities issued by states & political subdivisions | $74,611,000 | 520 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $37,613,000 | 1,392 |
| Certificates of participation in pools of residential mortgages | $37,613,000 | 874 |
| Issued or guaranteed by U.S. | $37,613,000 | 856 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $17,077,695,000 | 29 |
| Total debt securities | $17,077,694,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $2,173,304,000 | 128 |
| U.S. Government securities | $2,048,311,000 | 108 |
| U.S. Treasury securities | $2,000,045,000 | 30 |
| U.S. Government agency obligations | $48,266,000 | 1,385 |
| Securities issued by states & political subdivisions | $77,521,000 | 443 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $39,668,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | $39,668,000 | 841 |
| Issued or guaranteed by U.S. | $39,668,000 | 819 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $2,125,832,000 | 114 |
| Total debt securities | $2,125,833,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $5,156,658,000 | 68 |
| U.S. Government securities | $5,018,923,000 | 57 |
| U.S. Treasury securities | $4,968,428,000 | 17 |
| U.S. Government agency obligations | $50,495,000 | 1,366 |
| Securities issued by states & political subdivisions | $91,029,000 | 341 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $41,111,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $41,111,000 | 799 |
| Issued or guaranteed by U.S. | $41,111,000 | 782 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $5,109,952,000 | 55 |
| Total debt securities | $5,109,952,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $5,159,916,000 | 68 |
| U.S. Government securities | $5,030,606,000 | 57 |
| U.S. Treasury securities | $4,977,654,000 | 18 |
| U.S. Government agency obligations | $52,952,000 | 1,300 |
| Securities issued by states & political subdivisions | $82,485,000 | 381 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $43,375,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | $43,375,000 | 732 |
| Issued or guaranteed by U.S. | $43,375,000 | 711 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $5,113,091,000 | 54 |
| Total debt securities | $5,113,091,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $5,166,014,000 | 65 |
| U.S. Government securities | $5,027,473,000 | 54 |
| U.S. Treasury securities | $4,970,946,000 | 18 |
| U.S. Government agency obligations | $56,527,000 | 1,252 |
| Securities issued by states & political subdivisions | $92,024,000 | 332 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $46,875,000 | 1,138 |
| Certificates of participation in pools of residential mortgages | $46,875,000 | 685 |
| Issued or guaranteed by U.S. | $46,875,000 | 680 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $5,119,497,000 | 51 |
| Total debt securities | $5,119,497,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $3,158,638,000 | 90 |
| U.S. Government securities | $3,023,216,000 | 73 |
| U.S. Treasury securities | $2,964,264,000 | 26 |
| U.S. Government agency obligations | $58,952,000 | 1,217 |
| Securities issued by states & political subdivisions | $89,572,000 | 349 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $49,461,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $49,461,000 | 671 |
| Issued or guaranteed by U.S. | $49,461,000 | 667 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,112,788,000 | 76 |
| Total debt securities | $3,112,788,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,955,074,000 | 128 |
| U.S. Government securities | $1,809,573,000 | 109 |
| U.S. Treasury securities | $1,748,829,000 | 36 |
| U.S. Government agency obligations | $60,744,000 | 1,204 |
| Securities issued by states & political subdivisions | $100,248,000 | 322 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $51,161,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $51,161,000 | 660 |
| Issued or guaranteed by U.S. | $51,161,000 | 657 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,909,821,000 | 116 |
| Total debt securities | $1,909,821,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $3,188,245,000 | 84 |
| U.S. Government securities | $3,049,951,000 | 70 |
| U.S. Treasury securities | $2,985,978,000 | 26 |
| U.S. Government agency obligations | $63,973,000 | 1,153 |
| Securities issued by states & political subdivisions | $93,444,000 | 353 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $54,536,000 | 987 |
| Certificates of participation in pools of residential mortgages | $54,536,000 | 630 |
| Issued or guaranteed by U.S. | $54,536,000 | 627 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,143,395,000 | 70 |
| Total debt securities | $3,143,395,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,462,828,000 | 148 |
| U.S. Government securities | $1,310,911,000 | 133 |
| U.S. Treasury securities | $1,243,026,000 | 36 |
| U.S. Government agency obligations | $67,885,000 | 1,120 |
| Securities issued by states & political subdivisions | $106,685,000 | 311 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $58,133,000 | 954 |
| Certificates of participation in pools of residential mortgages | $58,133,000 | 623 |
| Issued or guaranteed by U.S. | $58,133,000 | 615 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,417,596,000 | 136 |
| Total debt securities | $1,417,597,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $97,210,000 | 1,351 |
| U.S. Government securities | $23,910,000 | 2,535 |
| U.S. Treasury securities | $988,000 | 1,136 |
| U.S. Government agency obligations | $22,922,000 | 2,464 |
| Securities issued by states & political subdivisions | $50,461,000 | 748 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $20,268,000 | 1,930 |
| Certificates of participation in pools of residential mortgages | $19,623,000 | 1,428 |
| Issued or guaranteed by U.S. | $19,623,000 | 1,424 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $645,000 | 1,329 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $645,000 | 903 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $74,371,000 | 1,521 |
| Total debt securities | $74,371,000 | 1,647 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $106,662,000 | 1,259 |
| U.S. Government securities | $27,099,000 | 2,372 |
| U.S. Treasury securities | $993,000 | 1,080 |
| U.S. Government agency obligations | $26,106,000 | 2,324 |
| Securities issued by states & political subdivisions | $56,303,000 | 695 |
| 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 | $23,260,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $22,845,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $20,856,000 | 1,380 |
| Issued or guaranteed by U.S. | $20,856,000 | 1,379 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,989,000 | 1,023 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,989,000 | 649 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $106,662,000 | 1,129 |
| Total debt securities | $83,402,000 | 1,537 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $591,089,000 | 276 |
| U.S. Government securities | $30,552,000 | 2,220 |
| U.S. Treasury securities | $1,000,000 | 1,034 |
| U.S. Government agency obligations | $29,552,000 | 2,170 |
| Securities issued by states & political subdivisions | $56,178,000 | 708 |
| Other domestic debt securities | $480,931,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $480,931,000 | 21 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $23,428,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $26,228,000 | 1,672 |
| Certificates of participation in pools of residential mortgages | $23,366,000 | 1,302 |
| Issued or guaranteed by U.S. | $23,366,000 | 1,300 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,862,000 | 899 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,862,000 | 554 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $591,089,000 | 239 |
| Total debt securities | $567,662,000 | 279 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $643,008,000 | 261 |
| U.S. Government securities | $33,124,000 | 2,145 |
| U.S. Treasury securities | $1,001,000 | 1,051 |
| U.S. Government agency obligations | $32,123,000 | 2,085 |
| Securities issued by states & political subdivisions | $61,951,000 | 632 |
| Other domestic debt securities | $524,529,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $524,529,000 | 24 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $23,404,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $28,601,000 | 1,597 |
| Certificates of participation in pools of residential mortgages | $25,673,000 | 1,248 |
| Issued or guaranteed by U.S. | $25,673,000 | 1,247 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,928,000 | 860 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $2,928,000 | 534 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $643,008,000 | 228 |
| Total debt securities | $619,603,000 | 263 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $598,689,000 | 278 |
| U.S. Government securities | $37,461,000 | 1,984 |
| U.S. Treasury securities | $1,002,000 | 1,074 |
| U.S. Government agency obligations | $36,459,000 | 1,923 |
| Securities issued by states & political subdivisions | $42,252,000 | 983 |
| Other domestic debt securities | $495,652,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $495,652,000 | 23 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $23,324,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $32,898,000 | 1,487 |
| Certificates of participation in pools of residential mortgages | $27,916,000 | 1,205 |
| Issued or guaranteed by U.S. | $27,916,000 | 1,204 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $4,982,000 | 678 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $4,982,000 | 424 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $598,689,000 | 239 |
| Total debt securities | $575,366,000 | 278 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $515,814,000 | 311 |
| U.S. Government securities | $40,382,000 | 1,862 |
| U.S. Treasury securities | $1,002,000 | 1,056 |
| U.S. Government agency obligations | $39,380,000 | 1,801 |
| Securities issued by states & political subdivisions | $44,913,000 | 920 |
| Other domestic debt securities | $407,156,000 | 54 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $407,156,000 | 28 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $23,363,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $35,773,000 | 1,381 |
| Certificates of participation in pools of residential mortgages | $30,841,000 | 1,110 |
| Issued or guaranteed by U.S. | $30,841,000 | 1,109 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $4,932,000 | 656 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $4,932,000 | 414 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $515,814,000 | 265 |
| Total debt securities | $492,451,000 | 324 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $626,528,000 | 259 |
| U.S. Government securities | $43,789,000 | 1,760 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $43,789,000 | 1,677 |
| Securities issued by states & political subdivisions | $49,460,000 | 824 |
| Other domestic debt securities | $509,254,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $509,254,000 | 24 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $24,025,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $40,137,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $35,106,000 | 1,012 |
| Issued or guaranteed by U.S. | $35,106,000 | 1,011 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $5,031,000 | 620 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $5,031,000 | 400 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $626,528,000 | 225 |
| Total debt securities | $602,503,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $633,698,000 | 259 |
| U.S. Government securities | $44,068,000 | 1,790 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $44,068,000 | 1,707 |
| Securities issued by states & political subdivisions | $55,899,000 | 721 |
| Other domestic debt securities | $509,625,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $509,625,000 | 25 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $24,106,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $43,568,000 | 1,245 |
| Certificates of participation in pools of residential mortgages | $38,489,000 | 967 |
| Issued or guaranteed by U.S. | $38,489,000 | 963 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $5,079,000 | 595 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $5,079,000 | 387 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $633,698,000 | 224 |
| Total debt securities | $609,592,000 | 257 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $535,202,000 | 293 |
| U.S. Government securities | $46,794,000 | 1,754 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $46,794,000 | 1,676 |
| Securities issued by states & political subdivisions | $54,545,000 | 720 |
| Other domestic debt securities | $409,861,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $409,861,000 | 28 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $24,002,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $46,296,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $41,087,000 | 919 |
| Issued or guaranteed by U.S. | $41,087,000 | 919 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $5,209,000 | 572 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $5,209,000 | 368 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $535,202,000 | 255 |
| Total debt securities | $511,200,000 | 303 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $532,231,000 | 296 |
| U.S. Government securities | $49,495,000 | 1,697 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $49,495,000 | 1,626 |
| Securities issued by states & political subdivisions | $56,213,000 | 695 |
| Other domestic debt securities | $402,816,000 | 56 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $402,816,000 | 27 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $23,707,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $48,946,000 | 1,163 |
| Certificates of participation in pools of residential mortgages | $43,761,000 | 879 |
| Issued or guaranteed by U.S. | $43,761,000 | 878 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $5,185,000 | 533 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $5,185,000 | 338 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $532,231,000 | 257 |
| Total debt securities | $508,524,000 | 301 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $554,951,000 | 288 |
| U.S. Government securities | $54,018,000 | 1,599 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $54,018,000 | 1,530 |
| Securities issued by states & political subdivisions | $56,510,000 | 679 |
| Other domestic debt securities | $420,467,000 | 54 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $420,467,000 | 26 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $23,956,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $53,465,000 | 1,070 |
| Certificates of participation in pools of residential mortgages | $47,995,000 | 807 |
| Issued or guaranteed by U.S. | $47,995,000 | 807 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $5,470,000 | 499 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $5,470,000 | 305 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $554,951,000 | 254 |
| Total debt securities | $530,996,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $686,002,000 | 241 |
| U.S. Government securities | $58,311,000 | 1,541 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $58,311,000 | 1,470 |
| Securities issued by states & political subdivisions | $60,654,000 | 613 |
| Other domestic debt securities | $543,192,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $543,192,000 | 25 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $23,845,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $57,721,000 | 1,028 |
| Certificates of participation in pools of residential mortgages | $51,534,000 | 798 |
| Issued or guaranteed by U.S. | $51,534,000 | 798 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $6,187,000 | 450 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $6,187,000 | 273 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $686,002,000 | 206 |
| Total debt securities | $662,156,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $692,672,000 | 241 |
| U.S. Government securities | $58,415,000 | 1,575 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $58,415,000 | 1,502 |
| Securities issued by states & political subdivisions | $40,562,000 | 956 |
| Other domestic debt securities | $569,539,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $569,539,000 | 25 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $24,156,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $57,803,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $51,419,000 | 814 |
| Issued or guaranteed by U.S. | $51,419,000 | 814 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $6,384,000 | 425 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $6,384,000 | 254 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $692,672,000 | 206 |
| Total debt securities | $668,516,000 | 238 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $688,221,000 | 235 |
| U.S. Government securities | $63,052,000 | 1,484 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $63,052,000 | 1,421 |
| Securities issued by states & political subdivisions | $37,046,000 | 1,033 |
| Other domestic debt securities | $564,117,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $564,117,000 | 26 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $24,006,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $62,440,000 | 990 |
| Certificates of participation in pools of residential mortgages | $56,137,000 | 760 |
| Issued or guaranteed by U.S. | $56,137,000 | 757 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $6,303,000 | 418 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $6,303,000 | 243 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $688,221,000 | 202 |
| Total debt securities | $664,214,000 | 237 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $645,609,000 | 244 |
| U.S. Government securities | $66,162,000 | 1,457 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $66,162,000 | 1,391 |
| Securities issued by states & political subdivisions | $26,374,000 | 1,444 |
| Other domestic debt securities | $529,245,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $529,245,000 | 25 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $23,828,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $65,551,000 | 968 |
| Certificates of participation in pools of residential mortgages | $59,290,000 | 740 |
| Issued or guaranteed by U.S. | $59,290,000 | 739 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $6,261,000 | 413 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $6,261,000 | 229 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $645,609,000 | 212 |
| Total debt securities | $621,782,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $673,925,000 | 236 |
| U.S. Government securities | $67,185,000 | 1,454 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $67,185,000 | 1,397 |
| Securities issued by states & political subdivisions | $28,055,000 | 1,366 |
| Other domestic debt securities | $554,759,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $554,759,000 | 26 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $23,926,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $66,528,000 | 969 |
| Certificates of participation in pools of residential mortgages | $60,374,000 | 740 |
| Issued or guaranteed by U.S. | $60,374,000 | 739 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $6,154,000 | 411 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $6,154,000 | 226 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $673,925,000 | 204 |
| Total debt securities | $649,998,000 | 236 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $682,656,000 | 233 |
| U.S. Government securities | $69,140,000 | 1,435 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $69,140,000 | 1,378 |
| Securities issued by states & political subdivisions | $28,049,000 | 1,369 |
| Other domestic debt securities | $561,851,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $561,851,000 | 26 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $23,616,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $68,470,000 | 951 |
| Certificates of participation in pools of residential mortgages | $62,308,000 | 714 |
| Issued or guaranteed by U.S. | $62,308,000 | 713 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $6,162,000 | 384 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $6,162,000 | 214 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $682,656,000 | 203 |
| Total debt securities | $659,040,000 | 233 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $758,474,000 | 212 |
| U.S. Government securities | $72,159,000 | 1,352 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $72,159,000 | 1,309 |
| Securities issued by states & political subdivisions | $29,143,000 | 1,334 |
| Other domestic debt securities | $633,674,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $633,674,000 | 24 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $23,498,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $71,456,000 | 914 |
| Certificates of participation in pools of residential mortgages | $65,354,000 | 680 |
| Issued or guaranteed by U.S. | $65,354,000 | 678 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $6,102,000 | 367 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $6,102,000 | 202 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $758,474,000 | 179 |
| Total debt securities | $734,976,000 | 211 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $797,081,000 | 199 |
| U.S. Government securities | $76,576,000 | 1,306 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $76,576,000 | 1,264 |
| Securities issued by states & political subdivisions | $29,199,000 | 1,314 |
| Other domestic debt securities | $667,502,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $667,502,000 | 24 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $23,804,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $75,873,000 | 879 |
| Certificates of participation in pools of residential mortgages | $69,644,000 | 650 |
| Issued or guaranteed by U.S. | $69,644,000 | 649 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $6,229,000 | 356 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $6,229,000 | 200 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $797,081,000 | 171 |
| Total debt securities | $773,275,000 | 202 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $745,244,000 | 211 |
| U.S. Government securities | $66,621,000 | 1,461 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $66,621,000 | 1,421 |
| Securities issued by states & political subdivisions | $15,905,000 | 2,197 |
| Other domestic debt securities | $638,819,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $638,819,000 | 25 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $23,899,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $65,869,000 | 998 |
| Certificates of participation in pools of residential mortgages | $59,635,000 | 739 |
| Issued or guaranteed by U.S. | $59,635,000 | 738 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $6,234,000 | 332 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $6,234,000 | 177 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $745,244,000 | 188 |
| Total debt securities | $721,345,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $806,011,000 | 196 |
| U.S. Government securities | $76,142,000 | 1,323 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $76,142,000 | 1,284 |
| Securities issued by states & political subdivisions | $16,109,000 | 2,158 |
| Other domestic debt securities | $689,074,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $689,074,000 | 24 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $24,686,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $75,354,000 | 914 |
| Certificates of participation in pools of residential mortgages | $68,619,000 | 662 |
| Issued or guaranteed by U.S. | $68,619,000 | 661 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $6,735,000 | 279 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $6,735,000 | 145 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $806,011,000 | 176 |
| Total debt securities | $781,324,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $812,148,000 | 189 |
| U.S. Government securities | $84,284,000 | 1,196 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $84,284,000 | 1,153 |
| Securities issued by states & political subdivisions | $16,240,000 | 2,119 |
| Other domestic debt securities | $686,772,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $686,772,000 | 24 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $24,852,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $83,462,000 | 818 |
| Certificates of participation in pools of residential mortgages | $83,462,000 | 542 |
| Issued or guaranteed by U.S. | $83,462,000 | 540 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $812,148,000 | 167 |
| Total debt securities | $787,295,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,051,183,000 | 166 |
| U.S. Government securities | $92,521,000 | 1,108 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $92,521,000 | 1,070 |
| Securities issued by states & political subdivisions | $16,181,000 | 2,090 |
| Other domestic debt securities | $917,343,000 | 41 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $716,712,000 | 24 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $200,631,000 | 53 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $25,138,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $91,700,000 | 793 |
| Certificates of participation in pools of residential mortgages | $91,700,000 | 512 |
| Issued or guaranteed by U.S. | $91,700,000 | 511 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,051,183,000 | 144 |
| Total debt securities | $1,026,045,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,040,680,000 | 164 |
| U.S. Government securities | $98,278,000 | 1,058 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $98,278,000 | 1,023 |
| Securities issued by states & political subdivisions | $14,465,000 | 2,190 |
| Other domestic debt securities | $902,976,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $701,647,000 | 25 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $201,329,000 | 52 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $24,961,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $97,419,000 | 779 |
| Certificates of participation in pools of residential mortgages | $97,419,000 | 501 |
| Issued or guaranteed by U.S. | $97,419,000 | 499 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,040,680,000 | 142 |
| Total debt securities | $1,015,719,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,082,336,000 | 158 |
| U.S. Government securities | $102,835,000 | 1,044 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $102,835,000 | 1,010 |
| Securities issued by states & political subdivisions | $14,475,000 | 2,126 |
| Other domestic debt securities | $940,220,000 | 41 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $738,300,000 | 23 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $201,920,000 | 60 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $24,806,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $101,989,000 | 769 |
| Certificates of participation in pools of residential mortgages | $101,989,000 | 482 |
| Issued or guaranteed by U.S. | $101,989,000 | 481 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,082,336,000 | 139 |
| Total debt securities | $1,057,529,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,324,304,000 | 135 |
| U.S. Government securities | $357,468,000 | 317 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $357,468,000 | 310 |
| Securities issued by states & political subdivisions | $16,921,000 | 1,855 |
| Other domestic debt securities | $925,074,000 | 41 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $722,363,000 | 17 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $202,711,000 | 53 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $24,841,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $105,537,000 | 709 |
| Certificates of participation in pools of residential mortgages | $105,537,000 | 450 |
| Issued or guaranteed by U.S. | $105,537,000 | 447 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,324,304,000 | 115 |
| Total debt securities | $1,299,461,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,670,060,000 | 118 |
| U.S. Government securities | $764,873,000 | 153 |
| U.S. Treasury securities | $400,584,000 | 27 |
| U.S. Government agency obligations | $364,289,000 | 295 |
| Securities issued by states & political subdivisions | $16,956,000 | 1,790 |
| Other domestic debt securities | $863,285,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $660,111,000 | 19 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $203,174,000 | 54 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $24,946,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $111,055,000 | 666 |
| Certificates of participation in pools of residential mortgages | $111,055,000 | 402 |
| Issued or guaranteed by U.S. | $111,055,000 | 398 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,670,060,000 | 103 |
| Total debt securities | $1,645,114,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,714,674,000 | 116 |
| U.S. Government securities | $765,952,000 | 154 |
| U.S. Treasury securities | $401,396,000 | 28 |
| U.S. Government agency obligations | $364,556,000 | 294 |
| Securities issued by states & political subdivisions | $19,103,000 | 1,568 |
| Other domestic debt securities | $905,036,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $700,707,000 | 18 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $204,329,000 | 54 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $24,583,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $110,223,000 | 665 |
| Certificates of participation in pools of residential mortgages | $110,223,000 | 402 |
| Issued or guaranteed by U.S. | $110,223,000 | 398 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,714,674,000 | 99 |
| Total debt securities | $1,690,091,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,229,703,000 | 95 |
| U.S. Government securities | $1,267,829,000 | 114 |
| U.S. Treasury securities | $502,047,000 | 21 |
| U.S. Government agency obligations | $765,782,000 | 152 |
| Securities issued by states & political subdivisions | $19,063,000 | 1,518 |
| Other domestic debt securities | $918,523,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $714,138,000 | 20 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $204,385,000 | 54 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $24,288,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $110,007,000 | 649 |
| Certificates of participation in pools of residential mortgages | $110,007,000 | 402 |
| Issued or guaranteed by U.S. | $110,007,000 | 399 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,229,703,000 | 81 |
| Total debt securities | $2,205,415,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $4,138,756,000 | 62 |
| U.S. Government securities | $3,034,660,000 | 61 |
| U.S. Treasury securities | $1,063,453,000 | 13 |
| U.S. Government agency obligations | $1,971,207,000 | 78 |
| Securities issued by states & political subdivisions | $22,708,000 | 1,259 |
| Other domestic debt securities | $1,056,940,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $852,265,000 | 18 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $204,675,000 | 49 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $24,448,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $112,075,000 | 609 |
| Certificates of participation in pools of residential mortgages | $112,075,000 | 371 |
| Issued or guaranteed by U.S. | $112,075,000 | 369 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $4,138,756,000 | 55 |
| Total debt securities | $4,114,308,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,238,153,000 | 59 |
| U.S. Government securities | $3,042,085,000 | 60 |
| U.S. Treasury securities | $1,065,224,000 | 17 |
| U.S. Government agency obligations | $1,976,861,000 | 74 |
| Securities issued by states & political subdivisions | $13,221,000 | 1,953 |
| Other domestic debt securities | $1,182,847,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $902,282,000 | 18 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $280,565,000 | 40 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $113,391,000 | 592 |
| Certificates of participation in pools of residential mortgages | $113,391,000 | 353 |
| Issued or guaranteed by U.S. | $113,391,000 | 349 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $4,238,153,000 | 54 |
| Total debt securities | $4,238,153,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,060,671,000 | 60 |
| U.S. Government securities | $2,768,122,000 | 61 |
| U.S. Treasury securities | $663,000,000 | 18 |
| U.S. Government agency obligations | $2,105,122,000 | 71 |
| Securities issued by states & political subdivisions | $14,718,000 | 1,714 |
| Other domestic debt securities | $1,277,831,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $993,544,000 | 16 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $284,287,000 | 38 |
| 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 | $4,722,000 | 4,392 |
| Mortgage-backed securities | $89,721,000 | 705 |
| Certificates of participation in pools of residential mortgages | $89,721,000 | 435 |
| Issued or guaranteed by U.S. | $89,721,000 | 431 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $4,722,000 | 1,539 |
| Available-for-sale securities (fair market value) | $4,055,949,000 | 54 |
| Total debt securities | $4,060,669,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,302,913,000 | 45 |
| U.S. Government securities | $3,988,409,000 | 48 |
| U.S. Treasury securities | $1,266,377,000 | 12 |
| U.S. Government agency obligations | $2,722,032,000 | 56 |
| Securities issued by states & political subdivisions | $13,147,000 | 1,850 |
| Other domestic debt securities | $1,301,357,000 | 35 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $1,018,264,000 | 14 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $283,093,000 | 37 |
| 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 | $204,799,000 | 310 |
| Mortgage-backed securities | $82,429,000 | 767 |
| Certificates of participation in pools of residential mortgages | $82,429,000 | 482 |
| Issued or guaranteed by U.S. | $82,429,000 | 478 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $4,799,000 | 1,550 |
| Available-for-sale securities (fair market value) | $5,298,114,000 | 43 |
| Total debt securities | $5,302,914,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,799,591,000 | 45 |
| U.S. Government securities | $4,504,058,000 | 41 |
| U.S. Treasury securities | $1,453,030,000 | 10 |
| U.S. Government agency obligations | $3,051,028,000 | 57 |
| Securities issued by states & political subdivisions | $15,563,000 | 1,610 |
| Other domestic debt securities | $1,279,970,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $1,069,957,000 | 17 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $210,013,000 | 43 |
| 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 | $207,749,000 | 303 |
| Mortgage-backed securities | $79,915,000 | 786 |
| Certificates of participation in pools of residential mortgages | $79,915,000 | 507 |
| Issued or guaranteed by U.S. | $79,915,000 | 503 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $7,749,000 | 1,231 |
| Available-for-sale securities (fair market value) | $5,791,842,000 | 43 |
| Total debt securities | $5,799,591,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $9,678,971,000 | 28 |
| U.S. Government securities | $3,933,060,000 | 41 |
| U.S. Treasury securities | $948,580,000 | 13 |
| U.S. Government agency obligations | $2,984,480,000 | 57 |
| Securities issued by states & political subdivisions | $15,262,000 | 1,614 |
| Other domestic debt securities | $1,372,649,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $1,170,254,000 | 19 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $202,395,000 | 44 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $4,358,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,626,324,000 | 65 |
| Mortgage-backed securities | $82,928,000 | 768 |
| Certificates of participation in pools of residential mortgages | $82,928,000 | 509 |
| Issued or guaranteed by U.S. | $82,928,000 | 505 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $9,678,971,000 | 27 |
| Total debt securities | $5,320,971,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $8,333,642,000 | 32 |
| U.S. Government securities | $3,517,462,000 | 47 |
| U.S. Treasury securities | $1,058,736,000 | 9 |
| U.S. Government agency obligations | $2,458,726,000 | 58 |
| Securities issued by states & political subdivisions | $16,147,000 | 1,479 |
| Other domestic debt securities | $1,262,033,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $1,053,553,000 | 19 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $208,480,000 | 44 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $3,538,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,517,109,000 | 71 |
| Mortgage-backed securities | $62,224,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $62,224,000 | 669 |
| Issued or guaranteed by U.S. | $62,224,000 | 659 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $7,124,000 | 1,363 |
| Available-for-sale securities (fair market value) | $8,326,518,000 | 29 |
| Total debt securities | $4,795,642,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $7,101,620,000 | 36 |
| U.S. Government securities | $1,337,814,000 | 100 |
| U.S. Treasury securities | $304,535,000 | 18 |
| U.S. Government agency obligations | $1,033,279,000 | 110 |
| Securities issued by states & political subdivisions | $16,134,000 | 1,427 |
| Other domestic debt securities | $1,672,000 | 1,993 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,672,000 | 1,250 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,746,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,877,000 | 253 |
| Mortgage-backed securities | $59,430,000 | 1,061 |
| Certificates of participation in pools of residential mortgages | $59,430,000 | 723 |
| Issued or guaranteed by U.S. | $59,430,000 | 713 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,672,000 | 2,274 |
| Available-for-sale securities (fair market value) | $7,099,948,000 | 34 |
| Total debt securities | $1,355,620,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,074,254,000 | 144 |
| U.S. Government securities | $1,052,376,000 | 107 |
| U.S. Treasury securities | $507,926,000 | 9 |
| U.S. Government agency obligations | $544,450,000 | 190 |
| Securities issued by states & political subdivisions | $17,832,000 | 1,259 |
| Other domestic debt securities | $4,046,000 | 1,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,046,000 | 749 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,788,000 | 314 |
| Mortgage-backed securities | $37,100,000 | 1,491 |
| Certificates of participation in pools of residential mortgages | $37,100,000 | 1,083 |
| Issued or guaranteed by U.S. | $37,100,000 | 1,073 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| 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) | $4,046,000 | 1,753 |
| Available-for-sale securities (fair market value) | $1,070,208,000 | 123 |
| Total debt securities | $1,074,255,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,061,271,000 | 139 |
| U.S. Government securities | $1,042,058,000 | 105 |
| U.S. Treasury securities | $508,297,000 | 9 |
| U.S. Government agency obligations | $533,761,000 | 177 |
| Securities issued by states & political subdivisions | $19,213,000 | 1,117 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,531,000 | 314 |
| Mortgage-backed securities | $32,675,000 | 1,578 |
| Certificates of participation in pools of residential mortgages | $32,675,000 | 1,150 |
| Issued or guaranteed by U.S. | $32,675,000 | 1,138 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| 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) | $1,061,271,000 | 116 |
| Total debt securities | $1,061,270,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,069,133,000 | 144 |
| U.S. Government securities | $1,044,373,000 | 108 |
| U.S. Treasury securities | $508,891,000 | 9 |
| U.S. Government agency obligations | $535,482,000 | 180 |
| Securities issued by states & political subdivisions | $22,758,000 | 962 |
| Other domestic debt securities | $2,002,000 | 1,832 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,002,000 | 1,182 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,221,000 | 309 |
| Mortgage-backed securities | $33,541,000 | 1,519 |
| Certificates of participation in pools of residential mortgages | $33,541,000 | 1,112 |
| Issued or guaranteed by U.S. | $33,541,000 | 1,100 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,002,000 | 2,206 |
| Available-for-sale securities (fair market value) | $1,067,131,000 | 121 |
| Total debt securities | $1,069,132,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,090,473,000 | 149 |
| U.S. Government securities | $1,062,214,000 | 110 |
| U.S. Treasury securities | $516,203,000 | 8 |
| U.S. Government agency obligations | $546,011,000 | 179 |
| Securities issued by states & political subdivisions | $22,785,000 | 947 |
| Other domestic debt securities | $5,474,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,474,000 | 664 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,036,000 | 302 |
| Mortgage-backed securities | $37,098,000 | 1,361 |
| Certificates of participation in pools of residential mortgages | $37,098,000 | 982 |
| Issued or guaranteed by U.S. | $37,098,000 | 970 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| 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) | $5,474,000 | 1,600 |
| Available-for-sale securities (fair market value) | $1,084,999,000 | 132 |
| Total debt securities | $1,090,474,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,082,679,000 | 150 |
| U.S. Government securities | $1,050,994,000 | 116 |
| U.S. Treasury securities | $508,047,000 | 11 |
| U.S. Government agency obligations | $542,947,000 | 181 |
| Securities issued by states & political subdivisions | $26,006,000 | 791 |
| Other domestic debt securities | $5,679,000 | 1,061 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,679,000 | 624 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,273,000 | 299 |
| Mortgage-backed securities | $39,572,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | $39,572,000 | 827 |
| Issued or guaranteed by U.S. | $39,572,000 | 817 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| 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) | $5,679,000 | 1,622 |
| Available-for-sale securities (fair market value) | $1,077,000,000 | 132 |
| Total debt securities | $1,082,679,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,066,412,000 | 156 |
| U.S. Government securities | $1,040,569,000 | 121 |
| U.S. Treasury securities | $502,219,000 | 11 |
| U.S. Government agency obligations | $538,350,000 | 184 |
| Securities issued by states & political subdivisions | $25,843,000 | 774 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,219,000 | 299 |
| Mortgage-backed securities | $36,907,000 | 1,152 |
| Certificates of participation in pools of residential mortgages | $36,907,000 | 835 |
| Issued or guaranteed by U.S. | $36,907,000 | 825 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| 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) | $1,066,412,000 | 135 |
| Total debt securities | $1,066,412,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,054,846,000 | 160 |
| U.S. Government securities | $1,034,442,000 | 127 |
| U.S. Treasury securities | $499,469,000 | 11 |
| U.S. Government agency obligations | $534,973,000 | 194 |
| Securities issued by states & political subdivisions | $18,375,000 | 1,136 |
| Other domestic debt securities | $2,029,000 | 1,493 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,029,000 | 982 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,873,000 | 300 |
| Mortgage-backed securities | $37,353,000 | 1,119 |
| Certificates of participation in pools of residential mortgages | $37,353,000 | 820 |
| Issued or guaranteed by U.S. | $37,353,000 | 810 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,029,000 | 2,360 |
| Available-for-sale securities (fair market value) | $1,052,817,000 | 137 |
| Total debt securities | $1,054,846,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,048,408,000 | 166 |
| U.S. Government securities | $1,029,027,000 | 131 |
| U.S. Treasury securities | $499,563,000 | 14 |
| U.S. Government agency obligations | $529,464,000 | 194 |
| Securities issued by states & political subdivisions | $14,164,000 | 1,489 |
| Other domestic debt securities | $5,217,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,217,000 | 621 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,998,000 | 291 |
| Mortgage-backed securities | $30,361,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $30,361,000 | 936 |
| Issued or guaranteed by U.S. | $30,361,000 | 931 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| 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) | $5,217,000 | 1,760 |
| Available-for-sale securities (fair market value) | $1,043,191,000 | 141 |
| Total debt securities | $1,048,408,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,041,736,000 | 169 |
| U.S. Government securities | $1,024,530,000 | 134 |
| U.S. Treasury securities | $497,328,000 | 14 |
| U.S. Government agency obligations | $527,202,000 | 199 |
| Securities issued by states & political subdivisions | $14,602,000 | 1,433 |
| Other domestic debt securities | $2,604,000 | 1,381 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,604,000 | 924 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,948,000 | 294 |
| Mortgage-backed securities | $29,104,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $29,104,000 | 969 |
| Issued or guaranteed by U.S. | $29,104,000 | 961 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,604,000 | 2,293 |
| Available-for-sale securities (fair market value) | $1,039,132,000 | 141 |
| Total debt securities | $1,041,736,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,036,140,000 | 172 |
| U.S. Government securities | $1,022,932,000 | 133 |
| U.S. Treasury securities | $993,880,000 | 9 |
| U.S. Government agency obligations | $29,052,000 | 2,763 |
| Securities issued by states & political subdivisions | $13,208,000 | 1,562 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,969,000 | 311 |
| Mortgage-backed securities | $29,052,000 | 1,362 |
| Certificates of participation in pools of residential mortgages | $29,052,000 | 987 |
| Issued or guaranteed by U.S. | $29,052,000 | 977 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| 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) | $1,036,140,000 | 144 |
| Total debt securities | $1,036,141,000 | 170 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,022,348,000 | 180 |
| U.S. Government securities | $1,012,194,000 | 135 |
| U.S. Treasury securities | $985,494,000 | 8 |
| U.S. Government agency obligations | $26,700,000 | 2,945 |
| Securities issued by states & political subdivisions | $8,344,000 | 2,284 |
| Other domestic debt securities | $1,810,000 | 1,612 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,810,000 | 1,134 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,123,000 | 312 |
| Mortgage-backed securities | $26,700,000 | 1,462 |
| Certificates of participation in pools of residential mortgages | $26,700,000 | 1,075 |
| Issued or guaranteed by U.S. | $26,700,000 | 1,066 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,810,000 | 2,629 |
| Available-for-sale securities (fair market value) | $1,020,538,000 | 154 |
| Total debt securities | $1,022,348,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,024,325,000 | 181 |
| U.S. Government securities | $1,009,859,000 | 136 |
| U.S. Treasury securities | $988,644,000 | 11 |
| U.S. Government agency obligations | $21,215,000 | 3,525 |
| Securities issued by states & political subdivisions | $8,542,000 | 2,230 |
| Other domestic debt securities | $5,924,000 | 965 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,924,000 | 626 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,461,000 | 252 |
| Mortgage-backed securities | $21,056,000 | 1,726 |
| Certificates of participation in pools of residential mortgages | $21,056,000 | 1,301 |
| Issued or guaranteed by U.S. | $21,056,000 | 1,293 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| 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) | $5,924,000 | 1,801 |
| Available-for-sale securities (fair market value) | $1,018,401,000 | 158 |
| Total debt securities | $1,024,326,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,021,679,000 | 184 |
| U.S. Government securities | $1,010,864,000 | 145 |
| U.S. Treasury securities | $992,366,000 | 12 |
| U.S. Government agency obligations | $18,498,000 | 3,886 |
| Securities issued by states & political subdivisions | $5,902,000 | 2,810 |
| Other domestic debt securities | $4,913,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,913,000 | 736 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,444,000 | 313 |
| Mortgage-backed securities | $18,234,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $18,234,000 | 1,470 |
| Issued or guaranteed by U.S. | $18,234,000 | 1,458 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| 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) | $4,913,000 | 1,985 |
| Available-for-sale securities (fair market value) | $1,016,766,000 | 162 |
| Total debt securities | $1,021,680,000 | 184 |
| 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 | $1,005,023,000 | 185 |
| U.S. Government securities | $1,001,843,000 | 144 |
| U.S. Treasury securities | $990,452,000 | 10 |
| U.S. Government agency obligations | $11,391,000 | 5,084 |
| Securities issued by states & political subdivisions | $3,180,000 | 3,750 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,266,000 | 305 |
| Mortgage-backed securities | $11,037,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $11,037,000 | 2,075 |
| Issued or guaranteed by U.S. | $11,037,000 | 2,064 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| 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) | $1,005,023,000 | 162 |
| Total debt securities | $1,005,023,000 | 185 |
| 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 | $1,006,542,000 | 190 |
| U.S. Government securities | $998,771,000 | 148 |
| U.S. Treasury securities | $989,705,000 | 9 |
| U.S. Government agency obligations | $9,066,000 | 5,685 |
| Securities issued by states & political subdivisions | $653,000 | 5,427 |
| Other domestic debt securities | $7,118,000 | 914 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,118,000 | 593 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,212,000 | 297 |
| Mortgage-backed securities | $8,699,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $8,699,000 | 2,437 |
| Issued or guaranteed by U.S. | $8,699,000 | 2,428 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| 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) | $7,118,000 | 1,724 |
| Available-for-sale securities (fair market value) | $999,424,000 | 165 |
| Total debt securities | $1,006,543,000 | 188 |
| 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 | $998,404,000 | 188 |
| U.S. Government securities | $992,478,000 | 154 |
| U.S. Treasury securities | $986,165,000 | 10 |
| U.S. Government agency obligations | $6,313,000 | 6,514 |
| Securities issued by states & political subdivisions | $641,000 | 5,448 |
| Other domestic debt securities | $5,285,000 | 1,095 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,285,000 | 781 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,238,000 | 294 |
| Mortgage-backed securities | $5,928,000 | 3,660 |
| Certificates of participation in pools of residential mortgages | $5,928,000 | 3,060 |
| Issued or guaranteed by U.S. | $5,928,000 | 3,049 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| 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) | $5,285,000 | 1,970 |
| Available-for-sale securities (fair market value) | $993,119,000 | 162 |
| Total debt securities | $998,403,000 | 188 |
| 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 | $1,002,470,000 | 189 |
| U.S. Government securities | $995,121,000 | 151 |
| U.S. Treasury securities | $989,921,000 | 11 |
| U.S. Government agency obligations | $5,200,000 | 6,884 |
| Securities issued by states & political subdivisions | $804,000 | 5,294 |
| Other domestic debt securities | $6,545,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,545,000 | 708 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,576,000 | 293 |
| Mortgage-backed securities | $4,808,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $4,808,000 | 3,362 |
| Issued or guaranteed by U.S. | $4,808,000 | 3,350 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| 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) | $6,545,000 | 1,810 |
| Available-for-sale securities (fair market value) | $995,925,000 | 169 |
| Total debt securities | $1,002,470,000 | 186 |
| 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 | $1,017,736,000 | 185 |
| U.S. Government securities | $1,015,992,000 | 150 |
| U.S. Treasury securities | $995,365,000 | 11 |
| U.S. Government agency obligations | $20,627,000 | 3,642 |
| Securities issued by states & political subdivisions | $1,110,000 | 5,052 |
| Other domestic debt securities | $634,000 | 2,629 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $634,000 | 2,230 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,337,000 | 287 |
| Mortgage-backed securities | $20,223,000 | 1,918 |
| Certificates of participation in pools of residential mortgages | $20,223,000 | 1,469 |
| Issued or guaranteed by U.S. | $20,223,000 | 1,459 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| 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) | $634,000 | 3,555 |
| Available-for-sale securities (fair market value) | $1,017,102,000 | 165 |
| Total debt securities | $1,017,736,000 | 184 |
| 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 | $1,028,902,000 | 186 |
| U.S. Government securities | $1,026,220,000 | 152 |
| U.S. Treasury securities | $1,004,253,000 | 13 |
| U.S. Government agency obligations | $21,967,000 | 3,552 |
| Securities issued by states & political subdivisions | $1,220,000 | 4,954 |
| Other domestic debt securities | $1,462,000 | 2,142 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,462,000 | 1,790 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,025,000 | 287 |
| Mortgage-backed securities | $21,553,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $21,553,000 | 1,431 |
| Issued or guaranteed by U.S. | $21,553,000 | 1,420 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,462,000 | 3,056 |
| Available-for-sale securities (fair market value) | $1,027,440,000 | 165 |
| Total debt securities | $1,028,902,000 | 185 |
| 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 | $1,062,537,000 | 184 |
| U.S. Government securities | $1,045,928,000 | 149 |
| U.S. Treasury securities | $1,002,253,000 | 12 |
| U.S. Government agency obligations | $43,675,000 | 2,014 |
| Securities issued by states & political subdivisions | $3,934,000 | 3,444 |
| Other domestic debt securities | $12,675,000 | 768 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,675,000 | 524 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,675,000 | 2,807 |
| Mortgage-backed securities | $42,404,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $42,404,000 | 883 |
| Issued or guaranteed by U.S. | $42,404,000 | 877 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| 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) | $12,675,000 | 1,270 |
| Available-for-sale securities (fair market value) | $1,049,862,000 | 164 |
| Total debt securities | $1,062,537,000 | 182 |
| 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 | $53,215,000 | 2,364 |
| U.S. Government securities | $44,633,000 | 2,096 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $44,633,000 | 2,024 |
| Securities issued by states & political subdivisions | $4,369,000 | 3,309 |
| Other domestic debt securities | $4,213,000 | 1,397 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,213,000 | 1,143 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,213,000 | 4,771 |
| Mortgage-backed securities | $43,342,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $43,342,000 | 881 |
| Issued or guaranteed by U.S. | $43,342,000 | 874 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| 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) | $4,213,000 | 2,214 |
| Available-for-sale securities (fair market value) | $49,002,000 | 2,162 |
| Total debt securities | $53,207,000 | 2,308 |
| 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 | $44,522,000 | 2,673 |
| U.S. Government securities | $40,146,000 | 2,242 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $40,146,000 | 2,166 |
| Securities issued by states & political subdivisions | $4,376,000 | 3,290 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $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 | $0 | 7,307 |
| Mortgage-backed securities | $38,563,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $38,563,000 | 965 |
| Issued or guaranteed by U.S. | $38,563,000 | 958 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| 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) | $44,522,000 | 2,292 |
| Total debt securities | $44,522,000 | 2,607 |
| 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 | $47,994,000 | 2,479 |
| U.S. Government securities | $42,141,000 | 2,078 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $42,141,000 | 2,004 |
| Securities issued by states & political subdivisions | $5,853,000 | 2,786 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $40,422,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $40,422,000 | 893 |
| Issued or guaranteed by U.S. | $40,422,000 | 887 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| 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) | $47,994,000 | 2,108 |
| Total debt securities | $47,986,000 | 2,420 |
| 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 | $54,444,000 | 2,209 |
| U.S. Government securities | $44,879,000 | 1,938 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $44,879,000 | 1,868 |
| Securities issued by states & political subdivisions | $5,728,000 | 2,731 |
| Other domestic debt securities | $3,837,000 | 1,632 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,837,000 | 1,365 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,837,000 | 4,898 |
| Mortgage-backed securities | $43,109,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $43,109,000 | 823 |
| Issued or guaranteed by U.S. | $43,109,000 | 817 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,837,000 | 2,373 |
| Available-for-sale securities (fair market value) | $50,607,000 | 1,982 |
| Total debt securities | $54,444,000 | 2,134 |
| 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 | $52,170,000 | 2,256 |
| U.S. Government securities | $45,436,000 | 1,891 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $45,436,000 | 1,810 |
| Securities issued by states & political subdivisions | $6,734,000 | 2,459 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $43,653,000 | 1,140 |
| Certificates of participation in pools of residential mortgages | $43,653,000 | 803 |
| Issued or guaranteed by U.S. | $43,653,000 | 797 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $52,170,000 | 1,903 |
| Total debt securities | $52,170,000 | 2,186 |
| 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 | $40,522,000 | 2,617 |
| U.S. Government securities | $31,255,000 | 2,454 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $31,255,000 | 2,320 |
| Securities issued by states & political subdivisions | $9,267,000 | 1,824 |
| 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 | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $28,746,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $28,746,000 | 992 |
| Issued or guaranteed by U.S. | $28,746,000 | 985 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $40,522,000 | 2,184 |
| Total debt securities | $40,522,000 | 2,550 |
| 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 | $48,315,000 | 2,253 |
| U.S. Government securities | $34,265,000 | 2,346 |
| U.S. Treasury securities | $4,000,000 | 1,296 |
| U.S. Government agency obligations | $30,265,000 | 2,419 |
| Securities issued by states & political subdivisions | $14,050,000 | 1,173 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 5,092 |
| Mortgage-backed securities | $26,688,000 | 1,225 |
| Certificates of participation in pools of residential mortgages | $26,688,000 | 865 |
| Issued or guaranteed by U.S. | $26,688,000 | 858 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $48,315,000 | 527 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $48,315,000 | 2,153 |
| 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 | $34,351,000 | 3,205 |
| U.S. Government securities | $19,345,000 | 3,962 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $19,345,000 | 3,572 |
| Securities issued by states & political subdivisions | $15,006,000 | 1,108 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $15,027,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | $15,027,000 | 1,407 |
| Issued or guaranteed by U.S. | $15,027,000 | 1,394 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $34,351,000 | 773 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $34,351,000 | 3,114 |
| 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 | $29,492,000 | 3,696 |
| U.S. Government securities | $14,820,000 | 4,810 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $14,820,000 | 4,161 |
| Securities issued by states & political subdivisions | $14,672,000 | 1,121 |
| Other domestic debt securities | $0 | 3,984 |
| 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 | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $10,031,000 | 2,705 |
| Certificates of participation in pools of residential mortgages | $10,031,000 | 1,980 |
| Issued or guaranteed by U.S. | $10,031,000 | 1,964 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $29,492,000 | 975 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $29,492,000 | 3,587 |
| 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 | $20,864,000 | 4,760 |
| U.S. Government securities | $10,105,000 | 6,452 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $10,105,000 | 5,188 |
| Securities issued by states & political subdivisions | $10,710,000 | 1,362 |
| Other domestic debt securities | $0 | 3,912 |
| 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 | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $49,000 | 7,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $4,586,000 | 3,981 |
| Certificates of participation in pools of residential mortgages | $4,586,000 | 3,041 |
| Issued or guaranteed by U.S. | $4,586,000 | 3,025 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $20,815,000 | 1,615 |
| Available-for-sale securities (fair market value) | $49,000 | 9,980 |
| Total debt securities | $20,815,000 | 4,659 |
| 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 | $7,720,000 | 8,718 |
| U.S. Government securities | $2,612,000 | 10,334 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $2,612,000 | 9,065 |
| Securities issued by states & political subdivisions | $5,060,000 | 2,802 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $48,000 | 7,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $863,000 | 7,044 |
| Certificates of participation in pools of residential mortgages | $863,000 | 6,043 |
| Issued or guaranteed by U.S. | $863,000 | 6,028 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $7,672,000 | 3,776 |
| Available-for-sale securities (fair market value) | $48,000 | 10,350 |
| Total debt securities | $7,672,000 | 8,633 |
| 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 | $1,043,000 | 11,631 |
| U.S. Government securities | $793,000 | 11,541 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $793,000 | 10,652 |
| Securities issued by states & political subdivisions | $250,000 | 8,024 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| 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 | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $1,043,000 | 7,343 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $1,043,000 | 11,524 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $736,000 | 12,370 |
| U.S. Government securities | $371,000 | 12,335 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $371,000 | 11,425 |
| Securities issued by states & political subdivisions | $365,000 | 8,082 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $736,000 | 10,933 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $736,000 | 12,279 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $435,000 | 13,052 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $435,000 | 8,071 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $435,000 | 12,942 |
| 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 | $450,000 | 13,622 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $450,000 | 7,886 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $450,000 | 13,519 |
| 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 |