Home > Associated Bank > Securities
Associated Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,467,935,000 | 60 |
| U.S. Government securities | $5,047,648,000 | 63 |
| U.S. Treasury securities | $36,901,000 | 600 |
| U.S. Government agency obligations | $5,010,747,000 | 58 |
| Securities issued by states & political subdivisions | $1,774,290,000 | 19 |
| Other domestic debt securities | $636,239,000 | 80 |
| Privately issued residential mortgage-backed securities | $345,083,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $133,975,000 | 50 |
| Structured financial products - Total | $157,181,000 | 87 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $2,950,000 | 131 |
| 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 | $1,573,072,000 | 110 |
| Mortgage-backed securities | $5,354,779,000 | 51 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,774,655,000 | 62 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,379,764,000 | 36 |
| Privately issued | $345,083,000 | 22 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $640,752,000 | 34 |
| Other commercial mortgage-backed securities | $214,525,000 | 91 |
| Held to maturity securities (book value) | $3,860,235,000 | 36 |
| Available-for-sale securities (fair market value) | $3,600,892,000 | 77 |
| Total debt securities | $7,461,127,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $62,391,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $180,884,000 | 30 |
| 2023-09-30 | Rank | |
| Total securities | $7,398,795,000 | 62 |
| U.S. Government securities | $4,990,844,000 | 64 |
| U.S. Treasury securities | $110,023,000 | 249 |
| U.S. Government agency obligations | $4,880,821,000 | 58 |
| Securities issued by states & political subdivisions | $1,910,479,000 | 18 |
| Other domestic debt securities | $487,924,000 | 92 |
| Privately issued residential mortgage-backed securities | $349,410,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $138,514,000 | 52 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $2,915,000 | 132 |
| 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 | $1,582,784,000 | 108 |
| Mortgage-backed securities | $5,213,380,000 | 52 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,868,523,000 | 64 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,959,503,000 | 40 |
| Privately issued | $349,410,000 | 22 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $785,929,000 | 29 |
| Other commercial mortgage-backed securities | $250,015,000 | 87 |
| Held to maturity securities (book value) | $3,900,483,000 | 36 |
| Available-for-sale securities (fair market value) | $3,491,679,000 | 80 |
| Total debt securities | $7,392,162,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $53,433,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $293,912,000 | 30 |
| 2023-06-30 | Rank | |
| Total securities | $7,450,306,000 | 62 |
| U.S. Government securities | $5,009,261,000 | 64 |
| U.S. Treasury securities | $110,953,000 | 254 |
| U.S. Government agency obligations | $4,898,308,000 | 62 |
| Securities issued by states & political subdivisions | $1,935,997,000 | 17 |
| Other domestic debt securities | $495,608,000 | 90 |
| Privately issued residential mortgage-backed securities | $355,442,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $140,166,000 | 52 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $2,913,000 | 135 |
| 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 | $1,808,790,000 | 98 |
| Mortgage-backed securities | $5,236,512,000 | 53 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,936,532,000 | 63 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,896,810,000 | 40 |
| Privately issued | $355,442,000 | 22 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $801,421,000 | 30 |
| Other commercial mortgage-backed securities | $246,307,000 | 83 |
| Held to maturity securities (book value) | $3,939,002,000 | 35 |
| Available-for-sale securities (fair market value) | $3,504,777,000 | 80 |
| Total debt securities | $7,443,779,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $51,469,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $241,847,000 | 29 |
| 2023-03-31 | Rank | |
| Total securities | $7,354,952,000 | 67 |
| U.S. Government securities | $4,892,440,000 | 68 |
| U.S. Treasury securities | $112,742,000 | 263 |
| U.S. Government agency obligations | $4,779,698,000 | 62 |
| Securities issued by states & political subdivisions | $1,949,079,000 | 20 |
| Other domestic debt securities | $504,254,000 | 96 |
| Privately issued residential mortgage-backed securities | $361,170,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $143,084,000 | 50 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $2,918,000 | 119 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,160,757,000 | 83 |
| Mortgage-backed securities | $5,123,156,000 | 58 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,966,722,000 | 67 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,737,806,000 | 44 |
| Privately issued | $361,170,000 | 22 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $803,134,000 | 32 |
| Other commercial mortgage-backed securities | $254,324,000 | 86 |
| Held to maturity securities (book value) | $3,967,084,000 | 39 |
| Available-for-sale securities (fair market value) | $3,381,607,000 | 86 |
| Total debt securities | $7,348,691,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $31,656,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $193,890,000 | 29 |
| 2022-12-31 | Rank | |
| Total securities | $6,708,415,000 | 76 |
| U.S. Government securities | $4,220,572,000 | 79 |
| U.S. Treasury securities | $110,377,000 | 282 |
| U.S. Government agency obligations | $4,110,195,000 | 72 |
| Securities issued by states & political subdivisions | $1,963,064,000 | 24 |
| Other domestic debt securities | $515,919,000 | 95 |
| Privately issued residential mortgage-backed securities | $364,728,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $151,191,000 | 52 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $2,922,000 | 128 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,282,232,000 | 71 |
| Mortgage-backed securities | $4,456,914,000 | 69 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,964,213,000 | 69 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,152,204,000 | 60 |
| Privately issued | $364,728,000 | 24 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $795,938,000 | 33 |
| Other commercial mortgage-backed securities | $179,831,000 | 98 |
| Held to maturity securities (book value) | $3,960,452,000 | 41 |
| Available-for-sale securities (fair market value) | $2,742,025,000 | 109 |
| Total debt securities | $6,702,477,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $35,555,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $251,112,000 | 30 |
| 2022-09-30 | Rank | |
| Total securities | $6,444,458,000 | 82 |
| U.S. Government securities | $3,829,632,000 | 85 |
| U.S. Treasury securities | $109,282,000 | 288 |
| U.S. Government agency obligations | $3,720,350,000 | 74 |
| Securities issued by states & political subdivisions | $2,078,033,000 | 22 |
| Other domestic debt securities | $528,267,000 | 88 |
| Privately issued residential mortgage-backed securities | $369,711,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $158,556,000 | 50 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $2,933,000 | 126 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,366,822,000 | 68 |
| Mortgage-backed securities | $4,071,890,000 | 70 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,977,892,000 | 71 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $761,313,000 | 78 |
| Privately issued | $369,711,000 | 24 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $779,663,000 | 36 |
| Other commercial mortgage-backed securities | $183,311,000 | 106 |
| Held to maturity securities (book value) | $3,951,553,000 | 37 |
| Available-for-sale securities (fair market value) | $2,487,312,000 | 115 |
| Total debt securities | $6,438,865,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $5,158,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $272,867,000 | 33 |
| 2022-06-30 | Rank | |
| Total securities | $6,628,219,000 | 76 |
| U.S. Government securities | $4,006,480,000 | 83 |
| U.S. Treasury securities | $114,107,000 | 274 |
| U.S. Government agency obligations | $3,892,373,000 | 76 |
| Securities issued by states & political subdivisions | $2,076,469,000 | 25 |
| Other domestic debt securities | $536,902,000 | 79 |
| Privately issued residential mortgage-backed securities | $375,638,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $161,264,000 | 53 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $2,929,000 | 125 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,573,329,000 | 63 |
| Mortgage-backed securities | $4,248,771,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,079,880,000 | 72 |
| Issued or guaranteed by U.S. | $2,079,880,000 | 72 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,203,269,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $827,631,000 | 76 |
| Privately issued | $375,638,000 | 24 |
| Commercial mortgage-backed securities | $965,622,000 | 69 |
| Commercial mortgage pass-through securities | $780,692,000 | 32 |
| Other commercial mortgage-backed securities | $184,930,000 | 122 |
| Held to maturity securities (book value) | $3,945,269,000 | 36 |
| Available-for-sale securities (fair market value) | $2,677,511,000 | 112 |
| Total debt securities | $6,622,780,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $11,248,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $173,350,000 | 31 |
| 2022-03-31 | Rank | |
| Total securities | $6,725,683,000 | 75 |
| U.S. Government securities | $4,095,819,000 | 82 |
| U.S. Treasury securities | $117,130,000 | 243 |
| U.S. Government agency obligations | $3,978,689,000 | 77 |
| Securities issued by states & political subdivisions | $2,068,937,000 | 24 |
| Other domestic debt securities | $552,994,000 | 77 |
| Privately issued residential mortgage-backed securities | $384,016,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $168,978,000 | 50 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $2,973,000 | 123 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,177,883,000 | 69 |
| Mortgage-backed securities | $4,342,660,000 | 75 |
| Certificates of participation in pools of residential mortgages | $2,142,200,000 | 73 |
| Issued or guaranteed by U.S. | $2,142,200,000 | 73 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,196,756,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $812,740,000 | 80 |
| Privately issued | $384,016,000 | 22 |
| Commercial mortgage-backed securities | $1,003,704,000 | 69 |
| Commercial mortgage pass-through securities | $784,561,000 | 31 |
| Other commercial mortgage-backed securities | $219,143,000 | 112 |
| Held to maturity securities (book value) | $3,939,920,000 | 31 |
| Available-for-sale securities (fair market value) | $2,780,803,000 | 117 |
| Total debt securities | $6,720,723,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $23,385,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $110,343,000 | 34 |
| 2021-12-31 | Rank | |
| Total securities | $6,575,437,000 | 79 |
| U.S. Government securities | $4,031,759,000 | 84 |
| U.S. Treasury securities | $123,957,000 | 157 |
| U.S. Government agency obligations | $3,907,802,000 | 80 |
| Securities issued by states & political subdivisions | $2,029,216,000 | 27 |
| Other domestic debt securities | $507,049,000 | 75 |
| Privately issued residential mortgage-backed securities | $329,724,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $177,325,000 | 54 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $2,994,000 | 116 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,255,467,000 | 66 |
| Mortgage-backed securities | $4,216,049,000 | 76 |
| Certificates of participation in pools of residential mortgages | $2,094,200,000 | 73 |
| Issued or guaranteed by U.S. | $2,094,200,000 | 73 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,077,582,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $747,858,000 | 88 |
| Privately issued | $329,724,000 | 24 |
| Commercial mortgage-backed securities | $1,044,267,000 | 66 |
| Commercial mortgage pass-through securities | $776,561,000 | 33 |
| Other commercial mortgage-backed securities | $267,706,000 | 100 |
| Held to maturity securities (book value) | $2,239,003,000 | 36 |
| Available-for-sale securities (fair market value) | $4,332,015,000 | 88 |
| Total debt securities | $6,571,018,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $86,923,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,421,000 | 62 |
| 2021-09-30 | Rank | |
| Total securities | $5,827,223,000 | 82 |
| U.S. Government securities | $3,575,871,000 | 86 |
| U.S. Treasury securities | $124,980,000 | 117 |
| U.S. Government agency obligations | $3,450,891,000 | 82 |
| Securities issued by states & political subdivisions | $1,955,463,000 | 26 |
| Other domestic debt securities | $288,830,000 | 108 |
| Privately issued residential mortgage-backed securities | $76,033,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $212,797,000 | 43 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $2,999,000 | 110 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,233,127,000 | 68 |
| Mortgage-backed securities | $3,504,747,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,701,100,000 | 80 |
| Issued or guaranteed by U.S. | $1,701,100,000 | 80 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $924,255,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $848,222,000 | 77 |
| Privately issued | $76,033,000 | 62 |
| Commercial mortgage-backed securities | $879,392,000 | 67 |
| Commercial mortgage pass-through securities | $523,914,000 | 38 |
| Other commercial mortgage-backed securities | $355,478,000 | 91 |
| Held to maturity securities (book value) | $1,929,784,000 | 39 |
| Available-for-sale securities (fair market value) | $3,893,379,000 | 96 |
| Total debt securities | $5,823,163,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $115,637,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,351,000 | 75 |
| 2021-06-30 | Rank | |
| Total securities | $5,126,367,000 | 86 |
| U.S. Government securities | $3,004,790,000 | 101 |
| U.S. Treasury securities | $125,533,000 | 106 |
| U.S. Government agency obligations | $2,879,257,000 | 93 |
| Securities issued by states & political subdivisions | $1,899,984,000 | 25 |
| Other domestic debt securities | $215,464,000 | 119 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $215,464,000 | 41 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $3,000,000 | 106 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,269,804,000 | 62 |
| Mortgage-backed securities | $2,856,694,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,314,958,000 | 90 |
| Issued or guaranteed by U.S. | $1,314,958,000 | 90 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $945,402,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $945,402,000 | 70 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $596,334,000 | 88 |
| Commercial mortgage pass-through securities | $159,375,000 | 93 |
| Other commercial mortgage-backed securities | $436,959,000 | 81 |
| Held to maturity securities (book value) | $1,799,892,000 | 37 |
| Available-for-sale securities (fair market value) | $3,323,346,000 | 102 |
| Total debt securities | $5,123,238,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $137,229,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,609,000 | 84 |
| 2021-03-31 | Rank | |
| Total securities | $5,215,720,000 | 79 |
| U.S. Government securities | $2,996,522,000 | 96 |
| U.S. Treasury securities | $54,693,000 | 152 |
| U.S. Government agency obligations | $2,941,829,000 | 85 |
| Securities issued by states & political subdivisions | $1,888,644,000 | 25 |
| Other domestic debt securities | $325,933,000 | 88 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $325,933,000 | 32 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $3,000,000 | 108 |
| 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 | $1,968,567,000 | 66 |
| Mortgage-backed securities | $2,918,766,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,153,409,000 | 91 |
| Issued or guaranteed by U.S. | $1,153,409,000 | 90 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,016,105,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $1,016,105,000 | 67 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $749,252,000 | 68 |
| Commercial mortgage pass-through securities | $158,193,000 | 85 |
| Other commercial mortgage-backed securities | $591,059,000 | 62 |
| Held to maturity securities (book value) | $1,857,150,000 | 35 |
| Available-for-sale securities (fair market value) | $3,356,949,000 | 98 |
| Total debt securities | $5,214,099,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $125,648,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,082,000 | 75 |
| 2020-12-31 | Rank | |
| Total securities | $4,966,040,000 | 82 |
| U.S. Government securities | $2,741,695,000 | 95 |
| U.S. Treasury securities | $27,530,000 | 226 |
| U.S. Government agency obligations | $2,714,165,000 | 85 |
| Securities issued by states & political subdivisions | $1,892,562,000 | 22 |
| Other domestic debt securities | $327,189,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $327,189,000 | 29 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $3,000,000 | 107 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,084,572,000 | 65 |
| Mortgage-backed securities | $2,680,543,000 | 84 |
| Certificates of participation in pools of residential mortgages | $865,694,000 | 89 |
| Issued or guaranteed by U.S. | $865,694,000 | 89 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,000,237,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $1,000,237,000 | 67 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $814,612,000 | 61 |
| Commercial mortgage pass-through securities | $34,114,000 | 199 |
| Other commercial mortgage-backed securities | $780,498,000 | 51 |
| Held to maturity securities (book value) | $1,879,005,000 | 36 |
| Available-for-sale securities (fair market value) | $3,085,441,000 | 103 |
| Total debt securities | $4,964,446,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $197,098,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,110,000 | 86 |
| 2020-09-30 | Rank | |
| Total securities | $5,250,876,000 | 73 |
| U.S. Government securities | $3,001,439,000 | 82 |
| U.S. Treasury securities | $27,649,000 | 218 |
| U.S. Government agency obligations | $2,973,790,000 | 72 |
| Securities issued by states & political subdivisions | $1,919,021,000 | 20 |
| Other domestic debt securities | $325,843,000 | 81 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $325,843,000 | 29 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $2,997,000 | 111 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,321,322,000 | 61 |
| Mortgage-backed securities | $2,939,646,000 | 70 |
| Certificates of participation in pools of residential mortgages | $940,295,000 | 85 |
| Issued or guaranteed by U.S. | $940,295,000 | 85 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $966,077,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $966,077,000 | 66 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,033,274,000 | 55 |
| Commercial mortgage pass-through securities | $33,097,000 | 187 |
| Other commercial mortgage-backed securities | $1,000,177,000 | 44 |
| Held to maturity securities (book value) | $1,990,940,000 | 33 |
| Available-for-sale securities (fair market value) | $3,258,360,000 | 90 |
| Total debt securities | $5,249,300,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $229,196,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $27,112,000 | 69 |
| 2020-06-30 | Rank | |
| Total securities | $5,228,645,000 | 68 |
| U.S. Government securities | $2,951,759,000 | 84 |
| U.S. Treasury securities | $27,734,000 | 229 |
| U.S. Government agency obligations | $2,924,025,000 | 71 |
| Securities issued by states & political subdivisions | $1,931,826,000 | 21 |
| Other domestic debt securities | $340,474,000 | 74 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $340,474,000 | 26 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $3,000,000 | 113 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,960,053,000 | 49 |
| Mortgage-backed securities | $2,889,443,000 | 71 |
| Certificates of participation in pools of residential mortgages | $779,809,000 | 91 |
| Issued or guaranteed by U.S. | $779,809,000 | 90 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $923,642,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $923,642,000 | 70 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,185,992,000 | 47 |
| Commercial mortgage pass-through securities | $22,061,000 | 237 |
| Other commercial mortgage-backed securities | $1,163,931,000 | 38 |
| Held to maturity securities (book value) | $2,077,286,000 | 32 |
| Available-for-sale securities (fair market value) | $3,149,773,000 | 94 |
| Total debt securities | $5,227,059,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $242,926,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $38,702,000 | 63 |
| 2020-03-31 | Rank | |
| Total securities | $5,079,778,000 | 67 |
| U.S. Government securities | $2,798,618,000 | 83 |
| U.S. Treasury securities | $999,000 | 1,106 |
| U.S. Government agency obligations | $2,797,619,000 | 73 |
| Securities issued by states & political subdivisions | $1,935,179,000 | 19 |
| Other domestic debt securities | $341,424,000 | 70 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $341,424,000 | 27 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $3,000,000 | 112 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,071,123,000 | 66 |
| Mortgage-backed securities | $2,787,381,000 | 73 |
| Certificates of participation in pools of residential mortgages | $272,904,000 | 197 |
| Issued or guaranteed by U.S. | $272,904,000 | 195 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $979,168,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $979,168,000 | 64 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,535,309,000 | 39 |
| Commercial mortgage pass-through securities | $22,774,000 | 225 |
| Other commercial mortgage-backed securities | $1,512,535,000 | 33 |
| Held to maturity securities (book value) | $2,149,434,000 | 33 |
| Available-for-sale securities (fair market value) | $2,928,787,000 | 91 |
| Total debt securities | $5,078,221,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $226,457,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $73,764,000 | 52 |
| 2019-12-31 | Rank | |
| Total securities | $5,469,315,000 | 64 |
| U.S. Government securities | $3,236,248,000 | 75 |
| U.S. Treasury securities | $999,000 | 1,136 |
| U.S. Government agency obligations | $3,235,249,000 | 66 |
| Securities issued by states & political subdivisions | $1,964,729,000 | 15 |
| Other domestic debt securities | $263,692,000 | 82 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $263,692,000 | 31 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $3,000,000 | 106 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,561,144,000 | 45 |
| Mortgage-backed securities | $3,235,249,000 | 64 |
| Certificates of participation in pools of residential mortgages | $373,039,000 | 145 |
| Issued or guaranteed by U.S. | $373,039,000 | 144 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,095,958,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,095,958,000 | 61 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,766,252,000 | 34 |
| Commercial mortgage pass-through securities | $21,728,000 | 239 |
| Other commercial mortgage-backed securities | $1,744,524,000 | 28 |
| Held to maturity securities (book value) | $2,205,083,000 | 37 |
| Available-for-sale securities (fair market value) | $3,262,586,000 | 82 |
| Total debt securities | $5,467,669,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $89,960,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,970,000 | 66 |
| 2019-09-30 | Rank | |
| Total securities | $5,638,360,000 | 62 |
| U.S. Government securities | $3,463,516,000 | 72 |
| U.S. Treasury securities | $999,000 | 1,163 |
| U.S. Government agency obligations | $3,462,517,000 | 63 |
| Securities issued by states & political subdivisions | $1,899,652,000 | 16 |
| Other domestic debt securities | $270,547,000 | 84 |
| Privately issued residential mortgage-backed securities | $758,000 | 425 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $269,789,000 | 33 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $2,993,000 | 110 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,983,532,000 | 39 |
| Mortgage-backed securities | $3,463,275,000 | 62 |
| Certificates of participation in pools of residential mortgages | $395,010,000 | 139 |
| Issued or guaranteed by U.S. | $395,010,000 | 138 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,210,851,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,210,093,000 | 57 |
| Privately issued | $758,000 | 244 |
| Commercial mortgage-backed securities | $1,857,414,000 | 31 |
| Commercial mortgage pass-through securities | $21,791,000 | 234 |
| Other commercial mortgage-backed securities | $1,835,623,000 | 28 |
| Held to maturity securities (book value) | $2,200,419,000 | 41 |
| Available-for-sale securities (fair market value) | $3,436,289,000 | 69 |
| Total debt securities | $5,636,708,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $108,105,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $25,857,000 | 58 |
| 2019-06-30 | Rank | |
| Total securities | $6,091,142,000 | 58 |
| U.S. Government securities | $3,898,833,000 | 66 |
| U.S. Treasury securities | $999,000 | 1,181 |
| U.S. Government agency obligations | $3,897,834,000 | 58 |
| Securities issued by states & political subdivisions | $1,913,736,000 | 16 |
| Other domestic debt securities | $273,951,000 | 81 |
| Privately issued residential mortgage-backed securities | $814,000 | 383 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $273,137,000 | 31 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $3,000,000 | 118 |
| 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 | $3,256,603,000 | 37 |
| Mortgage-backed securities | $3,898,648,000 | 58 |
| Certificates of participation in pools of residential mortgages | $518,690,000 | 114 |
| Issued or guaranteed by U.S. | $518,690,000 | 113 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,407,603,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,406,789,000 | 48 |
| Privately issued | $814,000 | 249 |
| Commercial mortgage-backed securities | $1,972,355,000 | 31 |
| Commercial mortgage pass-through securities | $21,102,000 | 243 |
| Other commercial mortgage-backed securities | $1,951,253,000 | 28 |
| Held to maturity securities (book value) | $2,806,064,000 | 38 |
| Available-for-sale securities (fair market value) | $3,283,456,000 | 67 |
| Total debt securities | $6,089,520,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $102,446,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $39,514,000 | 43 |
| 2019-03-31 | Rank | |
| Total securities | $6,677,686,000 | 53 |
| U.S. Government securities | $4,472,508,000 | 60 |
| U.S. Treasury securities | $999,000 | 1,169 |
| U.S. Government agency obligations | $4,471,509,000 | 52 |
| Securities issued by states & political subdivisions | $1,922,792,000 | 17 |
| Other domestic debt securities | $277,777,000 | 79 |
| Privately issued residential mortgage-backed securities | $878,000 | 381 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $276,899,000 | 31 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $3,000,000 | 119 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,629,000,000 | 34 |
| Mortgage-backed securities | $4,472,387,000 | 50 |
| Certificates of participation in pools of residential mortgages | $587,724,000 | 107 |
| Issued or guaranteed by U.S. | $587,724,000 | 107 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,124,072,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,123,194,000 | 35 |
| Privately issued | $878,000 | 251 |
| Commercial mortgage-backed securities | $1,760,591,000 | 32 |
| Commercial mortgage pass-through securities | $20,655,000 | 253 |
| Other commercial mortgage-backed securities | $1,739,936,000 | 29 |
| Held to maturity securities (book value) | $2,846,689,000 | 38 |
| Available-for-sale securities (fair market value) | $3,829,388,000 | 62 |
| Total debt securities | $6,676,078,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $77,920,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $77,859,000 | 29 |
| 2018-12-31 | Rank | |
| Total securities | $6,689,021,000 | 53 |
| U.S. Government securities | $4,595,406,000 | 52 |
| U.S. Treasury securities | $999,000 | 1,171 |
| U.S. Government agency obligations | $4,594,407,000 | 49 |
| Securities issued by states & political subdivisions | $1,790,683,000 | 18 |
| Other domestic debt securities | $298,363,000 | 74 |
| Privately issued residential mortgage-backed securities | $1,003,000 | 338 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $297,360,000 | 29 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $3,000,000 | 117 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,984,000,000 | 39 |
| Mortgage-backed securities | $4,595,410,000 | 48 |
| Certificates of participation in pools of residential mortgages | $647,744,000 | 102 |
| Issued or guaranteed by U.S. | $647,744,000 | 102 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,221,435,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,220,432,000 | 35 |
| Privately issued | $1,003,000 | 239 |
| Commercial mortgage-backed securities | $1,726,231,000 | 31 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,726,231,000 | 27 |
| Held to maturity securities (book value) | $2,740,511,000 | 40 |
| Available-for-sale securities (fair market value) | $3,946,941,000 | 61 |
| Total debt securities | $6,687,452,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $88,943,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $87,668,000 | 29 |
| 2018-09-30 | Rank | |
| Total securities | $6,715,952,000 | 53 |
| U.S. Government securities | $4,728,252,000 | 53 |
| U.S. Treasury securities | $997,000 | 1,164 |
| U.S. Government agency obligations | $4,727,255,000 | 49 |
| Securities issued by states & political subdivisions | $1,682,162,000 | 18 |
| Other domestic debt securities | $300,965,000 | 73 |
| Privately issued residential mortgage-backed securities | $1,018,000 | 286 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $299,947,000 | 30 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $3,000,000 | 117 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,673,000,000 | 31 |
| Mortgage-backed securities | $4,728,273,000 | 46 |
| Certificates of participation in pools of residential mortgages | $680,291,000 | 98 |
| Issued or guaranteed by U.S. | $680,291,000 | 98 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,280,550,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,279,532,000 | 33 |
| Privately issued | $1,018,000 | 238 |
| Commercial mortgage-backed securities | $1,767,432,000 | 28 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,767,432,000 | 26 |
| Held to maturity securities (book value) | $2,661,755,000 | 40 |
| Available-for-sale securities (fair market value) | $4,052,624,000 | 56 |
| Total debt securities | $6,714,379,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $140,328,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $138,940,000 | 26 |
| 2018-06-30 | Rank | |
| Total securities | $6,863,897,000 | 53 |
| U.S. Government securities | $4,965,275,000 | 52 |
| U.S. Treasury securities | $996,000 | 1,144 |
| U.S. Government agency obligations | $4,964,279,000 | 48 |
| Securities issued by states & political subdivisions | $1,593,147,000 | 18 |
| Other domestic debt securities | $300,862,000 | 71 |
| Privately issued residential mortgage-backed securities | $1,031,000 | 480 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $299,831,000 | 27 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $3,000,000 | 115 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,130,000,000 | 40 |
| Mortgage-backed securities | $4,965,310,000 | 45 |
| Certificates of participation in pools of residential mortgages | $772,670,000 | 92 |
| Issued or guaranteed by U.S. | $772,670,000 | 91 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,321,256,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,320,225,000 | 33 |
| Privately issued | $1,031,000 | 243 |
| Commercial mortgage-backed securities | $1,871,384,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,871,384,000 | 24 |
| Held to maturity securities (book value) | $2,602,247,000 | 40 |
| Available-for-sale securities (fair market value) | $4,260,037,000 | 56 |
| Total debt securities | $6,862,284,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $132,919,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $131,612,000 | 26 |
| 2018-03-31 | Rank | |
| Total securities | $6,918,007,000 | 49 |
| U.S. Government securities | $5,196,951,000 | 47 |
| U.S. Treasury securities | $995,000 | 1,109 |
| U.S. Government agency obligations | $5,195,956,000 | 44 |
| Securities issued by states & political subdivisions | $1,424,925,000 | 19 |
| Other domestic debt securities | $291,532,000 | 67 |
| Privately issued residential mortgage-backed securities | $1,044,000 | 268 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $290,300,000 | 29 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $188,000 | 1,556 |
| Foreign debt securities | $3,000,000 | 114 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,999,000,000 | 39 |
| Mortgage-backed securities | $5,197,000,000 | 43 |
| Certificates of participation in pools of residential mortgages | $783,823,000 | 94 |
| Issued or guaranteed by U.S. | $783,823,000 | 93 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,432,874,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,431,830,000 | 32 |
| Privately issued | $1,044,000 | 252 |
| Commercial mortgage-backed securities | $1,980,303,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,980,303,000 | 20 |
| Held to maturity securities (book value) | $2,443,203,000 | 42 |
| Available-for-sale securities (fair market value) | $4,473,205,000 | 54 |
| Total debt securities | $6,916,438,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $93,638,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $93,638,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $90,995,000 | 29 |
| 2017-12-31 | Rank | |
| Total securities | $6,314,654,000 | 54 |
| U.S. Government securities | $4,882,279,000 | 51 |
| U.S. Treasury securities | $996,000 | 1,059 |
| U.S. Government agency obligations | $4,881,283,000 | 46 |
| Securities issued by states & political subdivisions | $1,281,320,000 | 23 |
| Other domestic debt securities | $147,908,000 | 102 |
| Privately issued residential mortgage-backed securities | $1,059,000 | 270 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $145,176,000 | 37 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,673,000 | 1,038 |
| Foreign debt securities | $3,000,000 | 114 |
| Equity securities | $147,000 | 733 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,071,000,000 | 38 |
| Mortgage-backed securities | $4,882,342,000 | 44 |
| Certificates of participation in pools of residential mortgages | $777,917,000 | 93 |
| Issued or guaranteed by U.S. | $777,917,000 | 92 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,045,050,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,043,991,000 | 36 |
| Privately issued | $1,059,000 | 254 |
| Commercial mortgage-backed securities | $2,059,375,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $2,059,375,000 | 20 |
| Held to maturity securities (book value) | $2,282,853,000 | 40 |
| Available-for-sale securities (fair market value) | $4,031,801,000 | 55 |
| Total debt securities | $6,314,509,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $69,675,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $69,675,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $67,660,000 | 28 |
| 2017-09-30 | Rank | |
| Total securities | $6,023,166,000 | 56 |
| U.S. Government securities | $4,716,352,000 | 51 |
| U.S. Treasury securities | $1,001,000 | 1,030 |
| U.S. Government agency obligations | $4,715,351,000 | 47 |
| Securities issued by states & political subdivisions | $1,192,290,000 | 27 |
| Other domestic debt securities | $111,374,000 | 126 |
| Privately issued residential mortgage-backed securities | $1,072,000 | 278 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $108,628,000 | 44 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,674,000 | 1,070 |
| Foreign debt securities | $3,000,000 | 119 |
| Equity securities | $150,000 | 743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,929,000,000 | 39 |
| Mortgage-backed securities | $4,716,423,000 | 43 |
| Certificates of participation in pools of residential mortgages | $834,274,000 | 92 |
| Issued or guaranteed by U.S. | $834,274,000 | 91 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,814,365,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,813,293,000 | 38 |
| Privately issued | $1,072,000 | 262 |
| Commercial mortgage-backed securities | $2,067,784,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,067,784,000 | 20 |
| Held to maturity securities (book value) | $2,233,579,000 | 40 |
| Available-for-sale securities (fair market value) | $3,789,587,000 | 56 |
| Total debt securities | $6,023,016,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $48,429,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $48,429,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $46,812,000 | 31 |
| 2017-06-30 | Rank | |
| Total securities | $5,930,099,000 | 57 |
| U.S. Government securities | $4,761,286,000 | 53 |
| U.S. Treasury securities | $1,002,000 | 1,046 |
| U.S. Government agency obligations | $4,760,284,000 | 47 |
| Securities issued by states & political subdivisions | $1,162,920,000 | 28 |
| Other domestic debt securities | $2,768,000 | 1,103 |
| Privately issued residential mortgage-backed securities | $1,086,000 | 286 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,682,000 | 1,090 |
| Foreign debt securities | $2,997,000 | 125 |
| Equity securities | $128,000 | 772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,017,000,000 | 53 |
| Mortgage-backed securities | $4,761,370,000 | 43 |
| Certificates of participation in pools of residential mortgages | $884,132,000 | 90 |
| Issued or guaranteed by U.S. | $884,132,000 | 89 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,881,983,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,880,897,000 | 37 |
| Privately issued | $1,086,000 | 268 |
| Commercial mortgage-backed securities | $1,995,255,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,995,255,000 | 19 |
| Held to maturity securities (book value) | $2,255,395,000 | 39 |
| Available-for-sale securities (fair market value) | $3,674,704,000 | 58 |
| Total debt securities | $5,929,971,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $48,576,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $48,576,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $47,143,000 | 32 |
| 2017-03-31 | Rank | |
| Total securities | $5,842,156,000 | 58 |
| U.S. Government securities | $4,408,495,000 | 53 |
| U.S. Treasury securities | $1,005,000 | 1,059 |
| U.S. Government agency obligations | $4,407,490,000 | 49 |
| Securities issued by states & political subdivisions | $1,131,526,000 | 29 |
| Other domestic debt securities | $299,023,000 | 70 |
| Privately issued residential mortgage-backed securities | $1,102,000 | 310 |
| Commercial mortgage-backed securities - Total | $296,232,000 | 22 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,689,000 | 1,094 |
| Foreign debt securities | $3,000,000 | 123 |
| Equity securities | $112,000 | 800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,132,000,000 | 50 |
| Mortgage-backed securities | $4,704,824,000 | 44 |
| Certificates of participation in pools of residential mortgages | $901,169,000 | 89 |
| Issued or guaranteed by U.S. | $901,169,000 | 88 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,844,086,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,842,984,000 | 38 |
| Privately issued | $1,102,000 | 293 |
| Commercial mortgage-backed securities | $1,959,569,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,959,569,000 | 19 |
| Held to maturity securities (book value) | $1,554,843,000 | 51 |
| Available-for-sale securities (fair market value) | $4,287,313,000 | 53 |
| Total debt securities | $5,842,043,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $49,306,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $49,306,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $47,561,000 | 32 |
| 2016-12-31 | Rank | |
| Total securities | $5,939,373,000 | 57 |
| U.S. Government securities | $4,787,607,000 | 52 |
| U.S. Treasury securities | $1,000,000 | 1,069 |
| U.S. Government agency obligations | $4,786,607,000 | 46 |
| Securities issued by states & political subdivisions | $1,145,843,000 | 28 |
| Other domestic debt securities | $2,800,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $1,121,000 | 316 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,679,000 | 1,092 |
| Foreign debt securities | $3,000,000 | 122 |
| Equity securities | $123,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,831,000,000 | 57 |
| Mortgage-backed securities | $4,787,728,000 | 43 |
| Certificates of participation in pools of residential mortgages | $952,317,000 | 83 |
| Issued or guaranteed by U.S. | $952,317,000 | 81 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,806,513,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,805,392,000 | 37 |
| Privately issued | $1,121,000 | 298 |
| Commercial mortgage-backed securities | $2,028,898,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $2,028,898,000 | 19 |
| Held to maturity securities (book value) | $1,273,536,000 | 56 |
| Available-for-sale securities (fair market value) | $4,665,837,000 | 51 |
| Total debt securities | $5,939,250,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $52,398,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $52,398,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $51,103,000 | 34 |
| 2016-09-30 | Rank | |
| Total securities | $6,063,200,000 | 50 |
| U.S. Government securities | $4,928,115,000 | 51 |
| U.S. Treasury securities | $1,001,000 | 974 |
| U.S. Government agency obligations | $4,927,114,000 | 45 |
| Securities issued by states & political subdivisions | $1,129,056,000 | 28 |
| Other domestic debt securities | $2,934,000 | 1,118 |
| Privately issued residential mortgage-backed securities | $1,200,000 | 312 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,734,000 | 1,082 |
| Foreign debt securities | $3,000,000 | 120 |
| Equity securities | $95,000 | 801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,631,000,000 | 44 |
| Mortgage-backed securities | $4,928,314,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,208,613,000 | 64 |
| Issued or guaranteed by U.S. | $1,208,613,000 | 63 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,605,032,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,603,832,000 | 39 |
| Privately issued | $1,200,000 | 298 |
| Commercial mortgage-backed securities | $2,114,669,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $2,114,669,000 | 17 |
| Held to maturity securities (book value) | $1,253,494,000 | 55 |
| Available-for-sale securities (fair market value) | $4,809,706,000 | 48 |
| Total debt securities | $6,063,105,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $60,780,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $60,780,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $62,301,000 | 38 |
| 2016-06-30 | Rank | |
| Total securities | $5,998,379,000 | 52 |
| U.S. Government securities | $4,880,292,000 | 50 |
| U.S. Treasury securities | $1,001,000 | 1,014 |
| U.S. Government agency obligations | $4,879,291,000 | 45 |
| Securities issued by states & political subdivisions | $1,111,868,000 | 27 |
| Other domestic debt securities | $3,147,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $1,410,000 | 308 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,737,000 | 1,092 |
| Foreign debt securities | $3,000,000 | 119 |
| Equity securities | $72,000 | 848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,457,000,000 | 47 |
| Mortgage-backed securities | $4,880,701,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,289,827,000 | 66 |
| Issued or guaranteed by U.S. | $1,289,827,000 | 64 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,463,953,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,462,543,000 | 43 |
| Privately issued | $1,410,000 | 290 |
| Commercial mortgage-backed securities | $2,126,921,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $2,126,921,000 | 17 |
| Held to maturity securities (book value) | $1,236,140,000 | 58 |
| Available-for-sale securities (fair market value) | $4,762,239,000 | 49 |
| Total debt securities | $5,998,307,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $77,112,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $77,112,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $79,466,000 | 37 |
| 2016-03-31 | Rank | |
| Total securities | $6,022,833,000 | 52 |
| U.S. Government securities | $4,961,759,000 | 50 |
| U.S. Treasury securities | $1,000,000 | 1,030 |
| U.S. Government agency obligations | $4,960,759,000 | 47 |
| Securities issued by states & political subdivisions | $1,054,757,000 | 27 |
| Other domestic debt securities | $3,242,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $1,512,000 | 305 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,730,000 | 1,093 |
| Foreign debt securities | $3,000,000 | 116 |
| Equity securities | $75,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,678,000,000 | 42 |
| Mortgage-backed securities | $4,962,271,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,513,231,000 | 61 |
| Issued or guaranteed by U.S. | $1,513,231,000 | 59 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,401,175,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,399,663,000 | 41 |
| Privately issued | $1,512,000 | 290 |
| Commercial mortgage-backed securities | $2,047,865,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $2,047,865,000 | 17 |
| Held to maturity securities (book value) | $1,176,821,000 | 61 |
| Available-for-sale securities (fair market value) | $4,846,012,000 | 49 |
| Total debt securities | $6,022,758,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $53,087,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $53,087,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $55,223,000 | 40 |
| 2015-12-31 | Rank | |
| Total securities | $6,073,797,000 | 50 |
| U.S. Government securities | $5,023,552,000 | 47 |
| U.S. Treasury securities | $997,000 | 1,075 |
| U.S. Government agency obligations | $5,022,555,000 | 46 |
| Securities issued by states & political subdivisions | $1,043,767,000 | 26 |
| Other domestic debt securities | $3,424,000 | 1,052 |
| Privately issued residential mortgage-backed securities | $1,709,000 | 289 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,715,000 | 1,084 |
| Foreign debt securities | $3,000,000 | 114 |
| Equity securities | $54,000 | 883 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,200,000,000 | 33 |
| Mortgage-backed securities | $5,024,264,000 | 42 |
| Certificates of participation in pools of residential mortgages | $1,610,721,000 | 55 |
| Issued or guaranteed by U.S. | $1,610,721,000 | 53 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,458,233,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,456,524,000 | 41 |
| Privately issued | $1,709,000 | 275 |
| Commercial mortgage-backed securities | $1,955,310,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,955,310,000 | 18 |
| Held to maturity securities (book value) | $1,168,230,000 | 62 |
| Available-for-sale securities (fair market value) | $4,905,567,000 | 46 |
| Total debt securities | $6,073,743,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $32,192,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $32,192,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $33,430,000 | 44 |
| 2015-09-30 | Rank | |
| Total securities | $5,941,713,000 | 52 |
| U.S. Government securities | $4,900,764,000 | 48 |
| U.S. Treasury securities | $1,002,000 | 1,006 |
| U.S. Government agency obligations | $4,899,762,000 | 45 |
| Securities issued by states & political subdivisions | $1,032,500,000 | 25 |
| Other domestic debt securities | $5,395,000 | 842 |
| Privately issued residential mortgage-backed securities | $1,746,000 | 281 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,649,000 | 788 |
| Foreign debt securities | $3,000,000 | 116 |
| Equity securities | $54,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,802,612,000 | 32 |
| Mortgage-backed securities | $4,901,508,000 | 42 |
| Certificates of participation in pools of residential mortgages | $2,119,661,000 | 47 |
| Issued or guaranteed by U.S. | $2,119,661,000 | 45 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $904,266,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $902,520,000 | 60 |
| Privately issued | $1,746,000 | 267 |
| Commercial mortgage-backed securities | $1,877,581,000 | 22 |
| Commercial mortgage pass-through securities | $9,853,000 | 211 |
| Other commercial mortgage-backed securities | $1,867,728,000 | 17 |
| Held to maturity securities (book value) | $604,799,000 | 85 |
| Available-for-sale securities (fair market value) | $5,336,914,000 | 44 |
| Total debt securities | $5,941,659,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $43,752,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $43,752,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $45,817,000 | 43 |
| 2015-06-30 | Rank | |
| Total securities | $5,870,528,000 | 52 |
| U.S. Government securities | $4,859,422,000 | 49 |
| U.S. Treasury securities | $1,001,000 | 1,028 |
| U.S. Government agency obligations | $4,858,421,000 | 45 |
| Securities issued by states & political subdivisions | $1,002,485,000 | 24 |
| Other domestic debt securities | $5,565,000 | 831 |
| Privately issued residential mortgage-backed securities | $1,917,000 | 285 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $3,648,000 | 788 |
| Foreign debt securities | $3,000,000 | 118 |
| Equity securities | $56,000 | 923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,297,970,000 | 36 |
| Mortgage-backed securities | $4,860,338,000 | 43 |
| Certificates of participation in pools of residential mortgages | $2,323,193,000 | 45 |
| Issued or guaranteed by U.S. | $2,323,193,000 | 43 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $762,583,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $760,666,000 | 65 |
| Privately issued | $1,917,000 | 270 |
| Commercial mortgage-backed securities | $1,774,562,000 | 24 |
| Commercial mortgage pass-through securities | $10,131,000 | 185 |
| Other commercial mortgage-backed securities | $1,764,431,000 | 18 |
| Held to maturity securities (book value) | $532,382,000 | 89 |
| Available-for-sale securities (fair market value) | $5,338,146,000 | 43 |
| Total debt securities | $5,870,472,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $35,386,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $35,386,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $37,169,000 | 37 |
| 2015-03-31 | Rank | |
| Total securities | $5,721,852,000 | 53 |
| U.S. Government securities | $4,750,867,000 | 50 |
| U.S. Treasury securities | $1,002,000 | 1,015 |
| U.S. Government agency obligations | $4,749,865,000 | 44 |
| Securities issued by states & political subdivisions | $962,634,000 | 28 |
| Other domestic debt securities | $5,301,000 | 841 |
| Privately issued residential mortgage-backed securities | $1,953,000 | 307 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,348,000 | 813 |
| Foreign debt securities | $3,000,000 | 116 |
| Equity securities | $50,000 | 936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,553,188,000 | 34 |
| Mortgage-backed securities | $4,751,818,000 | 43 |
| Certificates of participation in pools of residential mortgages | $2,725,877,000 | 35 |
| Issued or guaranteed by U.S. | $2,725,877,000 | 33 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $876,685,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $874,732,000 | 61 |
| Privately issued | $1,953,000 | 291 |
| Commercial mortgage-backed securities | $1,149,256,000 | 28 |
| Commercial mortgage pass-through securities | $10,286,000 | 176 |
| Other commercial mortgage-backed securities | $1,138,970,000 | 22 |
| Held to maturity securities (book value) | $438,047,000 | 98 |
| Available-for-sale securities (fair market value) | $5,283,805,000 | 46 |
| Total debt securities | $5,721,802,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $42,336,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $42,336,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $44,730,000 | 42 |
| 2014-12-31 | Rank | |
| Total securities | $5,725,108,000 | 52 |
| U.S. Government securities | $4,729,522,000 | 51 |
| U.S. Treasury securities | $998,000 | 1,049 |
| U.S. Government agency obligations | $4,728,524,000 | 46 |
| Securities issued by states & political subdivisions | $987,134,000 | 26 |
| Other domestic debt securities | $5,402,000 | 834 |
| Privately issued residential mortgage-backed securities | $2,293,000 | 290 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,109,000 | 842 |
| Foreign debt securities | $3,000,000 | 110 |
| Equity securities | $50,000 | 937 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,158,037,000 | 39 |
| Mortgage-backed securities | $4,730,817,000 | 43 |
| Certificates of participation in pools of residential mortgages | $2,716,321,000 | 37 |
| Issued or guaranteed by U.S. | $2,716,321,000 | 35 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $940,603,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $938,310,000 | 58 |
| Privately issued | $2,293,000 | 273 |
| Commercial mortgage-backed securities | $1,073,893,000 | 29 |
| Commercial mortgage pass-through securities | $19,841,000 | 119 |
| Other commercial mortgage-backed securities | $1,054,052,000 | 23 |
| Held to maturity securities (book value) | $404,455,000 | 104 |
| Available-for-sale securities (fair market value) | $5,320,653,000 | 45 |
| Total debt securities | $5,725,058,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $35,163,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $35,163,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $37,329,000 | 38 |
| 2014-09-30 | Rank | |
| Total securities | $5,569,284,000 | 52 |
| U.S. Government securities | $4,644,559,000 | 50 |
| U.S. Treasury securities | $996,000 | 1,052 |
| U.S. Government agency obligations | $4,643,563,000 | 47 |
| Securities issued by states & political subdivisions | $916,377,000 | 27 |
| Other domestic debt securities | $5,275,000 | 872 |
| Privately issued residential mortgage-backed securities | $2,482,000 | 293 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,793,000 | 913 |
| Foreign debt securities | $3,000,000 | 108 |
| Equity securities | $73,000 | 936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,450,942,000 | 37 |
| Mortgage-backed securities | $4,646,045,000 | 44 |
| Certificates of participation in pools of residential mortgages | $2,705,813,000 | 37 |
| Issued or guaranteed by U.S. | $2,705,813,000 | 35 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $959,630,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $957,148,000 | 58 |
| Privately issued | $2,482,000 | 279 |
| Commercial mortgage-backed securities | $980,602,000 | 29 |
| Commercial mortgage pass-through securities | $19,935,000 | 115 |
| Other commercial mortgage-backed securities | $960,667,000 | 23 |
| Held to maturity securities (book value) | $301,941,000 | 111 |
| Available-for-sale securities (fair market value) | $5,267,343,000 | 45 |
| Total debt securities | $5,569,211,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $34,005,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $34,005,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $36,003,000 | 33 |
| 2014-06-30 | Rank | |
| Total securities | $5,669,852,000 | 52 |
| U.S. Government securities | $4,742,186,000 | 49 |
| U.S. Treasury securities | $1,000,000 | 983 |
| U.S. Government agency obligations | $4,741,186,000 | 48 |
| Securities issued by states & political subdivisions | $900,090,000 | 28 |
| Other domestic debt securities | $24,526,000 | 365 |
| Privately issued residential mortgage-backed securities | $2,615,000 | 281 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $19,395,000 | 101 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,516,000 | 992 |
| Foreign debt securities | $3,000,000 | 106 |
| Equity securities | $50,000 | 997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,948,480,000 | 34 |
| Mortgage-backed securities | $4,743,801,000 | 45 |
| Certificates of participation in pools of residential mortgages | $2,828,199,000 | 38 |
| Issued or guaranteed by U.S. | $2,828,199,000 | 36 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $975,260,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $972,645,000 | 59 |
| Privately issued | $2,615,000 | 269 |
| Commercial mortgage-backed securities | $940,342,000 | 29 |
| Commercial mortgage pass-through securities | $20,137,000 | 113 |
| Other commercial mortgage-backed securities | $920,205,000 | 23 |
| Held to maturity securities (book value) | $246,050,000 | 137 |
| Available-for-sale securities (fair market value) | $5,423,802,000 | 44 |
| Total debt securities | $5,669,802,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $40,630,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $40,630,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $43,311,000 | 33 |
| 2014-03-31 | Rank | |
| Total securities | $5,387,255,000 | 52 |
| U.S. Government securities | $4,501,198,000 | 49 |
| U.S. Treasury securities | $1,002,000 | 860 |
| U.S. Government agency obligations | $4,500,196,000 | 48 |
| Securities issued by states & political subdivisions | $859,103,000 | 27 |
| Other domestic debt securities | $25,901,000 | 357 |
| Privately issued residential mortgage-backed securities | $2,698,000 | 296 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $21,282,000 | 102 |
| Structured financial products - Total | $26,000 | 266 |
| Other domestic debt securities - All other | $1,895,000 | 1,181 |
| Foreign debt securities | $1,000,000 | 182 |
| Equity securities | $53,000 | 1,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,590,328,000 | 37 |
| Mortgage-backed securities | $4,502,894,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,842,637,000 | 38 |
| Issued or guaranteed by U.S. | $2,842,637,000 | 36 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $846,690,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $843,992,000 | 63 |
| Privately issued | $2,698,000 | 286 |
| Commercial mortgage-backed securities | $813,567,000 | 29 |
| Commercial mortgage pass-through securities | $20,239,000 | 108 |
| Other commercial mortgage-backed securities | $793,328,000 | 25 |
| Held to maturity securities (book value) | $193,759,000 | 156 |
| Available-for-sale securities (fair market value) | $5,193,496,000 | 46 |
| Total debt securities | $5,387,202,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $40,822,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $40,822,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $43,450,000 | 33 |
| 2013-12-31 | Rank | |
| Total securities | $5,260,616,000 | 51 |
| U.S. Government securities | $4,380,215,000 | 52 |
| U.S. Treasury securities | $1,002,000 | 834 |
| U.S. Government agency obligations | $4,379,213,000 | 50 |
| Securities issued by states & political subdivisions | $851,290,000 | 27 |
| Other domestic debt securities | $28,054,000 | 356 |
| Privately issued residential mortgage-backed securities | $3,015,000 | 297 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $23,059,000 | 100 |
| Structured financial products - Total | $105,000 | 276 |
| Other domestic debt securities - All other | $1,875,000 | 1,209 |
| Foreign debt securities | $1,000,000 | 182 |
| Equity securities | $57,000 | 1,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,881,979,000 | 43 |
| Mortgage-backed securities | $4,382,228,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,829,733,000 | 37 |
| Issued or guaranteed by U.S. | $2,829,733,000 | 35 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $905,018,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $902,003,000 | 60 |
| Privately issued | $3,015,000 | 284 |
| Commercial mortgage-backed securities | $647,477,000 | 30 |
| Commercial mortgage pass-through securities | $20,307,000 | 98 |
| Other commercial mortgage-backed securities | $627,170,000 | 26 |
| Held to maturity securities (book value) | $175,210,000 | 167 |
| Available-for-sale securities (fair market value) | $5,085,406,000 | 46 |
| Total debt securities | $5,260,559,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $43,728,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $43,728,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $46,470,000 | 33 |
| 2013-09-30 | Rank | |
| Total securities | $4,797,387,000 | 55 |
| U.S. Government securities | $3,938,041,000 | 54 |
| U.S. Treasury securities | $1,003,000 | 816 |
| U.S. Government agency obligations | $3,937,038,000 | 52 |
| Securities issued by states & political subdivisions | $827,822,000 | 25 |
| Other domestic debt securities | $30,464,000 | 341 |
| Privately issued residential mortgage-backed securities | $3,160,000 | 302 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $24,924,000 | 95 |
| Structured financial products - Total | $316,000 | 262 |
| Other domestic debt securities - All other | $2,064,000 | 1,169 |
| Foreign debt securities | $1,000,000 | 185 |
| Equity securities | $60,000 | 1,015 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,804,040,000 | 35 |
| Mortgage-backed securities | $3,940,198,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,581,190,000 | 37 |
| Issued or guaranteed by U.S. | $2,581,190,000 | 35 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $929,900,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $926,740,000 | 59 |
| Privately issued | $3,160,000 | 286 |
| Commercial mortgage-backed securities | $429,108,000 | 34 |
| Commercial mortgage pass-through securities | $20,613,000 | 94 |
| Other commercial mortgage-backed securities | $408,495,000 | 29 |
| Held to maturity securities (book value) | $125,095,000 | 215 |
| Available-for-sale securities (fair market value) | $4,672,292,000 | 47 |
| Total debt securities | $4,797,327,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $49,402,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $49,402,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $52,430,000 | 33 |
| 2013-06-30 | Rank | |
| Total securities | $4,746,604,000 | 55 |
| U.S. Government securities | $3,934,985,000 | 52 |
| U.S. Treasury securities | $1,004,000 | 829 |
| U.S. Government agency obligations | $3,933,981,000 | 50 |
| Securities issued by states & political subdivisions | $806,179,000 | 26 |
| Other domestic debt securities | $4,295,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $3,439,000 | 303 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $311,000 | 260 |
| Other domestic debt securities - All other | $545,000 | 1,782 |
| Foreign debt securities | $1,100,000 | 161 |
| Equity securities | $45,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,953,459,000 | 39 |
| Mortgage-backed securities | $3,937,420,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,430,737,000 | 39 |
| Issued or guaranteed by U.S. | $2,430,737,000 | 37 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,075,432,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,071,993,000 | 55 |
| Privately issued | $3,439,000 | 287 |
| Commercial mortgage-backed securities | $431,251,000 | 33 |
| Commercial mortgage pass-through securities | $20,841,000 | 85 |
| Other commercial mortgage-backed securities | $410,410,000 | 28 |
| Held to maturity securities (book value) | $75,946,000 | 282 |
| Available-for-sale securities (fair market value) | $4,670,658,000 | 47 |
| Total debt securities | $4,746,559,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $49,732,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $49,732,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $52,598,000 | 33 |
| 2013-03-31 | Rank | |
| Total securities | $4,814,347,000 | 53 |
| U.S. Government securities | $3,973,673,000 | 52 |
| U.S. Treasury securities | $1,004,000 | 855 |
| U.S. Government agency obligations | $3,972,669,000 | 49 |
| Securities issued by states & political subdivisions | $831,410,000 | 25 |
| Other domestic debt securities | $8,116,000 | 809 |
| Privately issued residential mortgage-backed securities | $5,663,000 | 258 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $311,000 | 259 |
| Other domestic debt securities - All other | $2,142,000 | 1,154 |
| Foreign debt securities | $1,100,000 | 162 |
| Equity securities | $48,000 | 1,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,941,990,000 | 41 |
| Mortgage-backed securities | $3,978,332,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,468,406,000 | 38 |
| Issued or guaranteed by U.S. | $2,468,406,000 | 36 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,209,287,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,203,624,000 | 54 |
| Privately issued | $5,663,000 | 251 |
| Commercial mortgage-backed securities | $300,639,000 | 40 |
| Commercial mortgage pass-through securities | $21,358,000 | 82 |
| Other commercial mortgage-backed securities | $279,281,000 | 30 |
| Held to maturity securities (book value) | $54,123,000 | 328 |
| Available-for-sale securities (fair market value) | $4,760,224,000 | 47 |
| Total debt securities | $4,812,502,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $65,014,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $65,014,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $70,236,000 | 34 |
| 2012-12-31 | Rank | |
| Total securities | $4,764,709,000 | 53 |
| U.S. Government securities | $3,914,199,000 | 54 |
| U.S. Treasury securities | $1,004,000 | 839 |
| U.S. Government agency obligations | $3,913,195,000 | 51 |
| Securities issued by states & political subdivisions | $841,065,000 | 23 |
| Other domestic debt securities | $8,294,000 | 777 |
| Privately issued residential mortgage-backed securities | $6,149,000 | 253 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $281,000 | 269 |
| Other domestic debt securities - All other | $1,864,000 | 1,224 |
| Foreign debt securities | $1,100,000 | 160 |
| Equity securities | $51,000 | 1,027 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,685,465,000 | 44 |
| Mortgage-backed securities | $3,919,344,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,269,696,000 | 39 |
| Issued or guaranteed by U.S. | $2,269,696,000 | 37 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,421,481,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,415,332,000 | 46 |
| Privately issued | $6,149,000 | 247 |
| Commercial mortgage-backed securities | $228,167,000 | 44 |
| Commercial mortgage pass-through securities | $21,593,000 | 66 |
| Other commercial mortgage-backed securities | $206,574,000 | 33 |
| Held to maturity securities (book value) | $39,877,000 | 405 |
| Available-for-sale securities (fair market value) | $4,724,832,000 | 47 |
| Total debt securities | $4,762,756,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $70,711,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $70,711,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $76,343,000 | 34 |
| 2012-09-30 | Rank | |
| Total securities | $4,375,123,000 | 56 |
| U.S. Government securities | $3,515,476,000 | 53 |
| U.S. Treasury securities | $1,005,000 | 804 |
| U.S. Government agency obligations | $3,514,471,000 | 52 |
| Securities issued by states & political subdivisions | $849,023,000 | 23 |
| Other domestic debt securities | $8,778,000 | 772 |
| Privately issued residential mortgage-backed securities | $6,625,000 | 270 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $207,000 | 284 |
| Other domestic debt securities - All other | $1,946,000 | 1,247 |
| Foreign debt securities | $1,800,000 | 144 |
| Equity securities | $46,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,288,731,000 | 35 |
| Mortgage-backed securities | $3,521,090,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,090,027,000 | 42 |
| Issued or guaranteed by U.S. | $2,090,027,000 | 40 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,356,338,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,349,713,000 | 52 |
| Privately issued | $6,625,000 | 264 |
| Commercial mortgage-backed securities | $74,725,000 | 63 |
| Commercial mortgage pass-through securities | $21,521,000 | 57 |
| Other commercial mortgage-backed securities | $53,204,000 | 54 |
| Held to maturity securities (book value) | $21,852,000 | 631 |
| Available-for-sale securities (fair market value) | $4,353,271,000 | 50 |
| Total debt securities | $4,373,077,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $76,159,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $76,159,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $82,861,000 | 35 |
| 2012-06-30 | Rank | |
| Total securities | $4,382,767,000 | 55 |
| U.S. Government securities | $3,395,237,000 | 57 |
| U.S. Treasury securities | $1,004,000 | 792 |
| U.S. Government agency obligations | $3,394,233,000 | 54 |
| Securities issued by states & political subdivisions | $835,136,000 | 23 |
| Other domestic debt securities | $149,242,000 | 116 |
| Privately issued residential mortgage-backed securities | $7,544,000 | 273 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $139,164,000 | 45 |
| Structured financial products - Total | $681,000 | 214 |
| Other domestic debt securities - All other | $1,853,000 | 1,271 |
| Foreign debt securities | $900,000 | 180 |
| Equity securities | $2,252,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,090,922,000 | 38 |
| Mortgage-backed securities | $3,401,770,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,768,892,000 | 45 |
| Issued or guaranteed by U.S. | $1,768,892,000 | 44 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,611,471,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,603,927,000 | 46 |
| Privately issued | $7,544,000 | 267 |
| Commercial mortgage-backed securities | $21,407,000 | 120 |
| Commercial mortgage pass-through securities | $21,407,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $4,382,767,000 | 49 |
| Total debt securities | $4,378,210,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $73,484,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $73,484,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $80,107,000 | 36 |
| 2012-03-31 | Rank | |
| Total securities | $4,528,447,000 | 53 |
| U.S. Government securities | $3,515,765,000 | 57 |
| U.S. Treasury securities | $1,001,000 | 862 |
| U.S. Government agency obligations | $3,514,764,000 | 53 |
| Securities issued by states & political subdivisions | $835,664,000 | 21 |
| Other domestic debt securities | $174,135,000 | 107 |
| Privately issued residential mortgage-backed securities | $8,629,000 | 273 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $163,014,000 | 41 |
| Structured financial products - Total | $401,000 | 240 |
| Other domestic debt securities - All other | $2,091,000 | 1,148 |
| Foreign debt securities | $900,000 | 135 |
| Equity securities | $1,983,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,519,821,000 | 37 |
| Mortgage-backed securities | $3,523,385,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,620,612,000 | 52 |
| Issued or guaranteed by U.S. | $1,620,612,000 | 51 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,883,470,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,874,841,000 | 41 |
| Privately issued | $8,629,000 | 266 |
| Commercial mortgage-backed securities | $19,303,000 | 113 |
| Commercial mortgage pass-through securities | $19,303,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $4,528,447,000 | 47 |
| Total debt securities | $4,523,895,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $69,020,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $69,020,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $75,085,000 | 36 |
| 2011-12-31 | Rank | |
| Total securities | $4,869,440,000 | 52 |
| U.S. Government securities | $3,789,409,000 | 50 |
| U.S. Treasury securities | $1,001,000 | 820 |
| U.S. Government agency obligations | $3,788,408,000 | 48 |
| Securities issued by states & political subdivisions | $847,246,000 | 21 |
| Other domestic debt securities | $230,102,000 | 97 |
| Privately issued residential mortgage-backed securities | $39,774,000 | 129 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $187,732,000 | 34 |
| Structured financial products - Total | $656,000 | 198 |
| Other domestic debt securities - All other | $1,940,000 | 1,148 |
| Foreign debt securities | $897,000 | 97 |
| Equity securities | $1,786,000 | 433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,404,603,000 | 36 |
| Mortgage-backed securities | $3,804,133,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,589,170,000 | 55 |
| Issued or guaranteed by U.S. | $1,589,170,000 | 55 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,196,420,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,156,646,000 | 40 |
| Privately issued | $39,774,000 | 124 |
| Commercial mortgage-backed securities | $18,543,000 | 92 |
| Commercial mortgage pass-through securities | $18,543,000 | 36 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $4,869,440,000 | 48 |
| Total debt securities | $4,864,200,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $73,137,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $73,137,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $79,946,000 | 36 |
| 2011-09-30 | Rank | |
| Total securities | $5,385,528,000 | 51 |
| U.S. Government securities | $4,295,484,000 | 47 |
| U.S. Treasury securities | $1,104,000 | 770 |
| U.S. Government agency obligations | $4,294,380,000 | 46 |
| Securities issued by states & political subdivisions | $827,385,000 | 20 |
| Other domestic debt securities | $259,755,000 | 92 |
| Privately issued residential mortgage-backed securities | $43,995,000 | 128 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $213,234,000 | 32 |
| Structured financial products - Total | $661,000 | 203 |
| Other domestic debt securities - All other | $1,865,000 | 1,153 |
| Foreign debt securities | $900,000 | 98 |
| Equity securities | $2,004,000 | 432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,940,985,000 | 31 |
| Mortgage-backed securities | $4,313,161,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,542,196,000 | 59 |
| Issued or guaranteed by U.S. | $1,542,196,000 | 59 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,754,018,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,710,023,000 | 30 |
| Privately issued | $43,995,000 | 122 |
| Commercial mortgage-backed securities | $16,947,000 | 82 |
| Commercial mortgage pass-through securities | $16,947,000 | 36 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $5,385,528,000 | 46 |
| Total debt securities | $5,379,955,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $76,230,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $76,230,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $83,918,000 | 36 |
| 2011-06-30 | Rank | |
| Total securities | $5,688,343,000 | 49 |
| U.S. Government securities | $4,572,071,000 | 42 |
| U.S. Treasury securities | $1,106,000 | 841 |
| U.S. Government agency obligations | $4,570,965,000 | 41 |
| Securities issued by states & political subdivisions | $818,212,000 | 21 |
| Other domestic debt securities | $294,314,000 | 87 |
| Privately issued residential mortgage-backed securities | $47,665,000 | 126 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $243,115,000 | 30 |
| Structured financial products - Total | $1,438,000 | 153 |
| Other domestic debt securities - All other | $2,096,000 | 994 |
| Foreign debt securities | $900,000 | 93 |
| Equity securities | $2,846,000 | 357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,971,646,000 | 29 |
| Mortgage-backed securities | $4,591,438,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,655,852,000 | 55 |
| Issued or guaranteed by U.S. | $1,655,852,000 | 54 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,922,536,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,874,871,000 | 29 |
| Privately issued | $47,665,000 | 121 |
| Commercial mortgage-backed securities | $13,050,000 | 86 |
| Commercial mortgage pass-through securities | $13,050,000 | 43 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $5,688,343,000 | 45 |
| Total debt securities | $5,685,177,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $56,780,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $56,780,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $64,750,000 | 37 |
| 2011-03-31 | Rank | |
| Total securities | $5,875,367,000 | 49 |
| U.S. Government securities | $4,719,156,000 | 41 |
| U.S. Treasury securities | $1,208,000 | 871 |
| U.S. Government agency obligations | $4,717,948,000 | 40 |
| Securities issued by states & political subdivisions | $823,260,000 | 19 |
| Other domestic debt securities | $329,749,000 | 83 |
| Privately issued residential mortgage-backed securities | $53,630,000 | 121 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $272,761,000 | 27 |
| Structured financial products - Total | $1,445,000 | 143 |
| Other domestic debt securities - All other | $1,913,000 | 1,080 |
| Foreign debt securities | $1,000,000 | 80 |
| Equity securities | $2,202,000 | 413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,255,224,000 | 28 |
| Mortgage-backed securities | $4,743,103,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,776,002,000 | 53 |
| Issued or guaranteed by U.S. | $1,776,002,000 | 52 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,967,101,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,913,471,000 | 28 |
| Privately issued | $53,630,000 | 118 |
| 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) | $5,875,367,000 | 43 |
| Total debt securities | $5,872,843,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $49,657,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $49,657,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $54,007,000 | 37 |
| 2010-12-31 | Rank | |
| Total securities | $6,092,488,000 | 45 |
| U.S. Government securities | $4,893,162,000 | 39 |
| U.S. Treasury securities | $1,209,000 | 873 |
| U.S. Government agency obligations | $4,891,953,000 | 39 |
| Securities issued by states & political subdivisions | $838,602,000 | 20 |
| Other domestic debt securities | $356,576,000 | 77 |
| Privately issued residential mortgage-backed securities | $56,063,000 | 123 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $298,841,000 | 26 |
| Structured financial products - Total | $1,472,000 | 143 |
| Other domestic debt securities - All other | $200,000 | 1,944 |
| Foreign debt securities | $999,000 | 76 |
| Equity securities | $3,149,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,979,129,000 | 38 |
| Mortgage-backed securities | $4,918,249,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,950,029,000 | 45 |
| Issued or guaranteed by U.S. | $1,950,029,000 | 45 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,968,220,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,912,157,000 | 29 |
| Privately issued | $56,063,000 | 118 |
| 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) | $6,092,488,000 | 43 |
| Total debt securities | $6,089,020,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $55,677,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $55,677,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $59,889,000 | 35 |
| 2010-09-30 | Rank | |
| Total securities | $5,282,461,000 | 48 |
| U.S. Government securities | $4,049,124,000 | 44 |
| U.S. Treasury securities | $1,010,000 | 856 |
| U.S. Government agency obligations | $4,048,114,000 | 44 |
| Securities issued by states & political subdivisions | $906,393,000 | 17 |
| Other domestic debt securities | $314,523,000 | 82 |
| Privately issued residential mortgage-backed securities | $78,975,000 | 97 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $233,098,000 | 29 |
| Structured financial products - Total | $2,250,000 | 120 |
| Other domestic debt securities - All other | $200,000 | 1,970 |
| Foreign debt securities | $998,000 | 73 |
| Equity securities | $11,423,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,257,989,000 | 47 |
| Mortgage-backed securities | $4,118,955,000 | 39 |
| Certificates of participation in pools of residential mortgages | $2,203,226,000 | 34 |
| Issued or guaranteed by U.S. | $2,203,226,000 | 34 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,915,729,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,836,754,000 | 36 |
| Privately issued | $78,975,000 | 92 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,282,461,000 | 45 |
| Total debt securities | $5,271,038,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $74,565,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $74,565,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $80,507,000 | 36 |
| 2010-06-30 | Rank | |
| Total securities | $5,313,281,000 | 48 |
| U.S. Government securities | $4,321,784,000 | 43 |
| U.S. Treasury securities | $1,008,000 | 813 |
| U.S. Government agency obligations | $4,320,776,000 | 41 |
| Securities issued by states & political subdivisions | $906,750,000 | 17 |
| Other domestic debt securities | $72,263,000 | 203 |
| Privately issued residential mortgage-backed securities | $69,139,000 | 116 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $159,000 | 181 |
| Structured financial products - Total | $2,765,000 | 117 |
| Other domestic debt securities - All other | $200,000 | 1,928 |
| Foreign debt securities | $1,146,000 | 65 |
| Equity securities | $11,338,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,881,655,000 | 50 |
| Mortgage-backed securities | $4,381,694,000 | 37 |
| Certificates of participation in pools of residential mortgages | $2,437,999,000 | 32 |
| Issued or guaranteed by U.S. | $2,437,999,000 | 32 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,943,695,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,874,556,000 | 34 |
| Privately issued | $69,139,000 | 112 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,313,281,000 | 47 |
| Total debt securities | $5,301,943,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $64,957,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $64,957,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $69,976,000 | 37 |
| 2010-03-31 | Rank | |
| Total securities | $5,258,342,000 | 47 |
| U.S. Government securities | $4,274,555,000 | 42 |
| U.S. Treasury securities | $1,004,000 | 817 |
| U.S. Government agency obligations | $4,273,551,000 | 40 |
| Securities issued by states & political subdivisions | $902,006,000 | 14 |
| Other domestic debt securities | $77,106,000 | 193 |
| Privately issued residential mortgage-backed securities | $72,159,000 | 117 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $347,000 | 163 |
| Structured financial products - Total | $4,400,000 | 95 |
| Other domestic debt securities - All other | $200,000 | 1,948 |
| Foreign debt securities | $1,050,000 | 73 |
| Equity securities | $3,625,000 | 339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,892,981,000 | 48 |
| Mortgage-backed securities | $4,337,421,000 | 35 |
| Certificates of participation in pools of residential mortgages | $2,536,833,000 | 33 |
| Issued or guaranteed by U.S. | $2,536,833,000 | 32 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,800,588,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,728,429,000 | 34 |
| Privately issued | $72,159,000 | 112 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,258,342,000 | 44 |
| Total debt securities | $5,254,717,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $53,391,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $53,391,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $56,727,000 | 36 |
| 2009-12-31 | Rank | |
| Total securities | $5,826,610,000 | 44 |
| U.S. Government securities | $4,850,950,000 | 39 |
| U.S. Treasury securities | $3,875,000 | 471 |
| U.S. Government agency obligations | $4,847,075,000 | 35 |
| Securities issued by states & political subdivisions | $885,166,000 | 17 |
| Other domestic debt securities | $83,238,000 | 193 |
| Privately issued residential mortgage-backed securities | $78,303,000 | 119 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $548,000 | 166 |
| Structured financial products - Total | $4,187,000 | 102 |
| Other domestic debt securities - All other | $200,000 | 1,994 |
| Foreign debt securities | $1,050,000 | 69 |
| Equity securities | $6,206,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,342,210,000 | 43 |
| Mortgage-backed securities | $4,881,972,000 | 30 |
| Certificates of participation in pools of residential mortgages | $2,861,147,000 | 29 |
| Issued or guaranteed by U.S. | $2,861,147,000 | 29 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,020,825,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,942,522,000 | 30 |
| Privately issued | $78,303,000 | 114 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,826,610,000 | 42 |
| Total debt securities | $5,820,404,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $50,443,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $50,443,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $52,701,000 | 37 |
| 2009-09-30 | Rank | |
| Total securities | $5,641,118,000 | 46 |
| U.S. Government securities | $4,614,526,000 | 37 |
| U.S. Treasury securities | $2,898,000 | 494 |
| U.S. Government agency obligations | $4,611,628,000 | 35 |
| Securities issued by states & political subdivisions | $900,607,000 | 17 |
| Other domestic debt securities | $108,297,000 | 176 |
| Privately issued residential mortgage-backed securities | $88,195,000 | 120 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $898,000 | 152 |
| Structured financial products - Total | $4,249,000 | 119 |
| Other domestic debt securities - All other | $14,955,000 | 273 |
| Foreign debt securities | $650,000 | 86 |
| Equity securities | $17,038,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,388,888,000 | 47 |
| Mortgage-backed securities | $4,655,193,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,638,936,000 | 31 |
| Issued or guaranteed by U.S. | $2,638,936,000 | 31 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,016,257,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,928,062,000 | 26 |
| Privately issued | $88,195,000 | 116 |
| 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) | $5,641,118,000 | 43 |
| Total debt securities | $5,624,080,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $59,324,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,809,258,000 | 44 |
| U.S. Government securities | $4,832,275,000 | 33 |
| U.S. Treasury securities | $2,500,000 | 489 |
| U.S. Government agency obligations | $4,829,775,000 | 33 |
| Securities issued by states & political subdivisions | $821,230,000 | 19 |
| Other domestic debt securities | $118,073,000 | 178 |
| Privately issued residential mortgage-backed securities | $96,174,000 | 121 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $1,173,000 | 152 |
| Structured financial products - Total | $5,745,000 | 99 |
| Other domestic debt securities - All other | $14,981,000 | 288 |
| Foreign debt securities | $675,000 | 85 |
| Equity securities | $37,005,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,366,994,000 | 46 |
| Mortgage-backed securities | $4,879,634,000 | 30 |
| Certificates of participation in pools of residential mortgages | $2,771,555,000 | 30 |
| Issued or guaranteed by U.S. | $2,771,555,000 | 30 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,108,079,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,011,905,000 | 24 |
| Privately issued | $96,174,000 | 115 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,809,258,000 | 39 |
| Total debt securities | $5,772,253,000 | 42 |
| 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 | $5,304,692,000 | 47 |
| U.S. Government securities | $4,262,708,000 | 39 |
| U.S. Treasury securities | $2,497,000 | 448 |
| U.S. Government agency obligations | $4,260,211,000 | 38 |
| Securities issued by states & political subdivisions | $872,900,000 | 18 |
| Other domestic debt securities | $139,130,000 | 161 |
| Privately issued residential mortgage-backed securities | $113,322,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,858,000 | 177 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,950,000 | 195 |
| Foreign debt securities | $1,024,000 | 63 |
| Equity securities | $28,930,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,979,842,000 | 36 |
| Mortgage-backed securities | $4,298,047,000 | 32 |
| Certificates of participation in pools of residential mortgages | $2,215,634,000 | 34 |
| Issued or guaranteed by U.S. | $2,215,634,000 | 34 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,082,413,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,969,091,000 | 24 |
| Privately issued | $113,322,000 | 111 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $5,304,692,000 | 41 |
| Total debt securities | $5,275,762,000 | 43 |
| 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 | $5,133,180,000 | 41 |
| U.S. Government securities | $4,035,516,000 | 41 |
| U.S. Treasury securities | $3,960,000 | 337 |
| U.S. Government agency obligations | $4,031,556,000 | 39 |
| Securities issued by states & political subdivisions | $925,603,000 | 16 |
| Other domestic debt securities | $147,057,000 | 150 |
| Privately issued residential mortgage-backed securities | $120,507,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,378,000 | 149 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,172,000 | 186 |
| Foreign debt securities | $1,024,000 | 57 |
| Equity securities | $23,980,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,407,581,000 | 36 |
| Mortgage-backed securities | $4,075,053,000 | 35 |
| Certificates of participation in pools of residential mortgages | $2,311,205,000 | 34 |
| Issued or guaranteed by U.S. | $2,311,205,000 | 33 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,763,848,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,643,341,000 | 24 |
| Privately issued | $120,507,000 | 103 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,133,180,000 | 38 |
| Total debt securities | $5,109,200,000 | 41 |
| 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 | $3,425,209,000 | 59 |
| U.S. Government securities | $2,293,304,000 | 58 |
| U.S. Treasury securities | $3,976,000 | 344 |
| U.S. Government agency obligations | $2,289,328,000 | 55 |
| Securities issued by states & political subdivisions | $946,779,000 | 18 |
| Other domestic debt securities | $178,291,000 | 136 |
| Privately issued residential mortgage-backed securities | $152,165,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,977,000 | 141 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,149,000 | 194 |
| Foreign debt securities | $1,669,000 | 52 |
| Equity securities | $5,166,000 | 326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,067,605,000 | 51 |
| Mortgage-backed securities | $2,379,903,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,097,620,000 | 65 |
| Issued or guaranteed by U.S. | $1,097,620,000 | 62 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,282,283,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,130,118,000 | 30 |
| Privately issued | $152,165,000 | 94 |
| 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) | $3,425,209,000 | 52 |
| Total debt securities | $3,420,043,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,379,526,000 | 62 |
| U.S. Government securities | $2,220,614,000 | 60 |
| U.S. Treasury securities | $3,987,000 | 342 |
| U.S. Government agency obligations | $2,216,627,000 | 58 |
| Securities issued by states & political subdivisions | $940,103,000 | 17 |
| Other domestic debt securities | $198,485,000 | 137 |
| Privately issued residential mortgage-backed securities | $164,200,000 | 103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,774,000 | 133 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,511,000 | 170 |
| Foreign debt securities | $1,918,000 | 54 |
| Equity securities | $18,406,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,047,984,000 | 53 |
| Mortgage-backed securities | $2,325,025,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,041,101,000 | 68 |
| Issued or guaranteed by U.S. | $1,041,101,000 | 66 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,283,924,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,119,724,000 | 32 |
| Privately issued | $164,200,000 | 90 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,379,526,000 | 54 |
| Total debt securities | $3,361,120,000 | 61 |
| 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 | $3,421,326,000 | 62 |
| U.S. Government securities | $2,207,106,000 | 58 |
| U.S. Treasury securities | $3,991,000 | 351 |
| U.S. Government agency obligations | $2,203,115,000 | 57 |
| Securities issued by states & political subdivisions | $948,449,000 | 17 |
| Other domestic debt securities | $224,639,000 | 130 |
| Privately issued residential mortgage-backed securities | $179,280,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,414,000 | 137 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,945,000 | 143 |
| Foreign debt securities | $2,517,000 | 51 |
| Equity securities | $38,615,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,232,119,000 | 51 |
| Mortgage-backed securities | $2,325,493,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,006,714,000 | 73 |
| Issued or guaranteed by U.S. | $1,006,714,000 | 71 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,318,779,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,139,499,000 | 31 |
| Privately issued | $179,280,000 | 87 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,421,326,000 | 53 |
| Total debt securities | $3,382,711,000 | 62 |
| 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 | $3,346,759,000 | 65 |
| U.S. Government securities | $2,099,042,000 | 64 |
| U.S. Treasury securities | $3,944,000 | 397 |
| U.S. Government agency obligations | $2,095,098,000 | 61 |
| Securities issued by states & political subdivisions | $980,824,000 | 17 |
| Other domestic debt securities | $244,075,000 | 118 |
| Privately issued residential mortgage-backed securities | $197,294,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,387,000 | 122 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,394,000 | 146 |
| Foreign debt securities | $2,515,000 | 49 |
| Equity securities | $20,303,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,209,428,000 | 48 |
| Mortgage-backed securities | $2,216,716,000 | 61 |
| Certificates of participation in pools of residential mortgages | $904,119,000 | 71 |
| Issued or guaranteed by U.S. | $904,119,000 | 68 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,312,597,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,115,303,000 | 27 |
| Privately issued | $197,294,000 | 80 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $3,346,759,000 | 55 |
| Total debt securities | $3,326,456,000 | 64 |
| 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 | $3,323,666,000 | 68 |
| U.S. Government securities | $2,082,894,000 | 67 |
| U.S. Treasury securities | $28,981,000 | 97 |
| U.S. Government agency obligations | $2,053,913,000 | 66 |
| Securities issued by states & political subdivisions | $956,736,000 | 15 |
| Other domestic debt securities | $261,885,000 | 119 |
| Privately issued residential mortgage-backed securities | $210,125,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,813,000 | 98 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,947,000 | 149 |
| Foreign debt securities | $2,514,000 | 49 |
| Equity securities | $19,637,000 | 173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,124,557,000 | 48 |
| Mortgage-backed securities | $2,186,540,000 | 62 |
| Certificates of participation in pools of residential mortgages | $760,899,000 | 79 |
| Issued or guaranteed by U.S. | $760,899,000 | 73 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,425,641,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,215,516,000 | 26 |
| Privately issued | $210,125,000 | 80 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,323,666,000 | 58 |
| Total debt securities | $3,304,029,000 | 67 |
| 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 | $3,174,855,000 | 71 |
| U.S. Government securities | $2,034,345,000 | 73 |
| U.S. Treasury securities | $28,877,000 | 104 |
| U.S. Government agency obligations | $2,005,468,000 | 71 |
| Securities issued by states & political subdivisions | $914,721,000 | 15 |
| Other domestic debt securities | $207,709,000 | 134 |
| Privately issued residential mortgage-backed securities | $148,042,000 | 110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,021,000 | 92 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,646,000 | 122 |
| Foreign debt securities | $2,512,000 | 47 |
| Equity securities | $15,568,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,920,671,000 | 54 |
| Mortgage-backed securities | $2,071,116,000 | 69 |
| Certificates of participation in pools of residential mortgages | $710,174,000 | 84 |
| Issued or guaranteed by U.S. | $710,174,000 | 82 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,360,942,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,212,900,000 | 32 |
| Privately issued | $148,042,000 | 97 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,174,855,000 | 60 |
| Total debt securities | $3,159,287,000 | 69 |
| 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 | $3,275,389,000 | 71 |
| U.S. Government securities | $2,071,387,000 | 74 |
| U.S. Treasury securities | $27,869,000 | 113 |
| U.S. Government agency obligations | $2,043,518,000 | 73 |
| Securities issued by states & political subdivisions | $933,666,000 | 14 |
| Other domestic debt securities | $245,338,000 | 119 |
| Privately issued residential mortgage-backed securities | $165,951,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,245,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $68,142,000 | 104 |
| Foreign debt securities | $2,697,000 | 48 |
| Equity securities | $22,301,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,016,660,000 | 52 |
| Mortgage-backed securities | $2,131,147,000 | 67 |
| Certificates of participation in pools of residential mortgages | $675,583,000 | 89 |
| Issued or guaranteed by U.S. | $675,583,000 | 86 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,455,564,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,289,613,000 | 31 |
| Privately issued | $165,951,000 | 94 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $3,275,389,000 | 59 |
| Total debt securities | $3,253,088,000 | 70 |
| 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 | $3,239,706,000 | 72 |
| U.S. Government securities | $2,023,849,000 | 76 |
| U.S. Treasury securities | $27,268,000 | 124 |
| U.S. Government agency obligations | $1,996,581,000 | 74 |
| Securities issued by states & political subdivisions | $925,954,000 | 14 |
| Other domestic debt securities | $260,318,000 | 114 |
| Privately issued residential mortgage-backed securities | $175,706,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,879,000 | 69 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $70,733,000 | 108 |
| Foreign debt securities | $2,697,000 | 49 |
| Equity securities | $26,888,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,856,074,000 | 60 |
| Mortgage-backed securities | $2,093,581,000 | 71 |
| Certificates of participation in pools of residential mortgages | $611,093,000 | 97 |
| Issued or guaranteed by U.S. | $611,093,000 | 94 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,482,488,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,306,782,000 | 29 |
| Privately issued | $175,706,000 | 87 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $3,239,706,000 | 63 |
| Total debt securities | $3,212,818,000 | 71 |
| 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 | $3,217,113,000 | 73 |
| U.S. Government securities | $1,986,100,000 | 82 |
| U.S. Treasury securities | $33,646,000 | 117 |
| U.S. Government agency obligations | $1,952,454,000 | 81 |
| Securities issued by states & political subdivisions | $913,148,000 | 14 |
| Other domestic debt securities | $270,699,000 | 113 |
| Privately issued residential mortgage-backed securities | $152,679,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,340,000 | 57 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $93,680,000 | 90 |
| Foreign debt securities | $2,795,000 | 49 |
| Equity securities | $44,371,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,947,624,000 | 59 |
| Mortgage-backed securities | $2,016,173,000 | 78 |
| Certificates of participation in pools of residential mortgages | $565,780,000 | 104 |
| Issued or guaranteed by U.S. | $565,780,000 | 101 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,450,393,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,297,714,000 | 34 |
| Privately issued | $152,679,000 | 100 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $3,217,113,000 | 67 |
| Total debt securities | $3,172,742,000 | 72 |
| 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 | $3,282,247,000 | 69 |
| U.S. Government securities | $2,048,993,000 | 78 |
| U.S. Treasury securities | $31,960,000 | 127 |
| U.S. Government agency obligations | $2,017,033,000 | 76 |
| Securities issued by states & political subdivisions | $906,401,000 | 11 |
| Other domestic debt securities | $299,830,000 | 105 |
| Privately issued residential mortgage-backed securities | $158,539,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,884,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $111,407,000 | 69 |
| Foreign debt securities | $2,792,000 | 48 |
| Equity securities | $24,231,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,963,481,000 | 57 |
| Mortgage-backed securities | $2,096,714,000 | 74 |
| Certificates of participation in pools of residential mortgages | $584,510,000 | 103 |
| Issued or guaranteed by U.S. | $584,510,000 | 98 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,512,204,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,353,665,000 | 32 |
| Privately issued | $158,539,000 | 100 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,282,247,000 | 62 |
| Total debt securities | $3,258,016,000 | 69 |
| 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 | $3,564,103,000 | 67 |
| U.S. Government securities | $2,240,881,000 | 72 |
| U.S. Treasury securities | $52,225,000 | 95 |
| U.S. Government agency obligations | $2,188,656,000 | 72 |
| Securities issued by states & political subdivisions | $947,785,000 | 11 |
| Other domestic debt securities | $344,194,000 | 99 |
| Privately issued residential mortgage-backed securities | $166,380,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,567,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,247,000 | 57 |
| Foreign debt securities | $2,997,000 | 48 |
| Equity securities | $28,246,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,030,301,000 | 56 |
| Mortgage-backed securities | $2,265,438,000 | 72 |
| Certificates of participation in pools of residential mortgages | $625,277,000 | 104 |
| Issued or guaranteed by U.S. | $625,277,000 | 99 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,640,161,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,473,781,000 | 28 |
| Privately issued | $166,380,000 | 95 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $3,564,103,000 | 61 |
| Total debt securities | $3,535,857,000 | 67 |
| 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 | $4,422,121,000 | 61 |
| U.S. Government securities | $3,024,505,000 | 59 |
| U.S. Treasury securities | $53,586,000 | 96 |
| U.S. Government agency obligations | $2,970,919,000 | 57 |
| Securities issued by states & political subdivisions | $976,245,000 | 9 |
| Other domestic debt securities | $390,570,000 | 91 |
| Privately issued residential mortgage-backed securities | $192,297,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,198,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $157,075,000 | 51 |
| Foreign debt securities | $3,010,000 | 48 |
| Equity securities | $27,791,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,935,055,000 | 42 |
| Mortgage-backed securities | $2,954,313,000 | 56 |
| Certificates of participation in pools of residential mortgages | $703,016,000 | 98 |
| Issued or guaranteed by U.S. | $703,016,000 | 93 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,251,297,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,059,000,000 | 20 |
| Privately issued | $192,297,000 | 90 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,422,121,000 | 50 |
| Total debt securities | $4,394,330,000 | 61 |
| 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 | $4,445,486,000 | 57 |
| U.S. Government securities | $3,093,877,000 | 57 |
| U.S. Treasury securities | $52,577,000 | 96 |
| U.S. Government agency obligations | $3,041,300,000 | 56 |
| Securities issued by states & political subdivisions | $925,007,000 | 9 |
| Other domestic debt securities | $338,083,000 | 97 |
| Privately issued residential mortgage-backed securities | $163,343,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,255,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $131,485,000 | 62 |
| Foreign debt securities | $1,748,000 | 64 |
| Equity securities | $86,771,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,077,424,000 | 42 |
| Mortgage-backed securities | $2,992,918,000 | 54 |
| Certificates of participation in pools of residential mortgages | $714,203,000 | 102 |
| Issued or guaranteed by U.S. | $714,203,000 | 98 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,278,715,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,115,372,000 | 23 |
| Privately issued | $163,343,000 | 96 |
| 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) | $4,445,486,000 | 48 |
| Total debt securities | $4,358,715,000 | 57 |
| 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 | $4,250,653,000 | 57 |
| U.S. Government securities | $3,078,912,000 | 58 |
| U.S. Treasury securities | $15,878,000 | 251 |
| U.S. Government agency obligations | $3,063,034,000 | 57 |
| Securities issued by states & political subdivisions | $824,853,000 | 12 |
| Other domestic debt securities | $329,576,000 | 95 |
| Privately issued residential mortgage-backed securities | $146,695,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,039,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $138,842,000 | 57 |
| Foreign debt securities | $1,999,000 | 60 |
| Equity securities | $15,313,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,995,144,000 | 43 |
| Mortgage-backed securities | $3,025,673,000 | 54 |
| Certificates of participation in pools of residential mortgages | $690,222,000 | 103 |
| Issued or guaranteed by U.S. | $690,222,000 | 101 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,335,451,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,188,756,000 | 22 |
| Privately issued | $146,695,000 | 101 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $4,250,653,000 | 51 |
| Total debt securities | $4,235,340,000 | 57 |
| 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 | $4,287,728,000 | 61 |
| U.S. Government securities | $3,081,979,000 | 61 |
| U.S. Treasury securities | $15,836,000 | 266 |
| U.S. Government agency obligations | $3,066,143,000 | 59 |
| Securities issued by states & political subdivisions | $810,094,000 | 14 |
| Other domestic debt securities | $365,270,000 | 91 |
| Privately issued residential mortgage-backed securities | $160,567,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,844,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $160,859,000 | 48 |
| Foreign debt securities | $2,156,000 | 59 |
| Equity securities | $28,229,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,019,812,000 | 45 |
| Mortgage-backed securities | $3,044,198,000 | 56 |
| Certificates of participation in pools of residential mortgages | $648,301,000 | 109 |
| Issued or guaranteed by U.S. | $648,301,000 | 107 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,395,897,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,235,330,000 | 23 |
| Privately issued | $160,567,000 | 96 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $4,287,728,000 | 53 |
| Total debt securities | $4,259,499,000 | 61 |
| 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 | $3,657,338,000 | 73 |
| U.S. Government securities | $2,608,034,000 | 77 |
| U.S. Treasury securities | $15,957,000 | 268 |
| U.S. Government agency obligations | $2,592,077,000 | 74 |
| Securities issued by states & political subdivisions | $850,965,000 | 12 |
| Other domestic debt securities | $177,986,000 | 153 |
| Privately issued residential mortgage-backed securities | $4,589,000 | 486 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,339,000 | 109 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $168,058,000 | 48 |
| Foreign debt securities | $2,157,000 | 61 |
| Equity securities | $18,196,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,335,646,000 | 60 |
| Mortgage-backed securities | $2,457,056,000 | 73 |
| Certificates of participation in pools of residential mortgages | $539,620,000 | 130 |
| Issued or guaranteed by U.S. | $539,620,000 | 125 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,917,436,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,912,847,000 | 25 |
| Privately issued | $4,589,000 | 453 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $3,657,338,000 | 63 |
| Total debt securities | $3,639,142,000 | 72 |
| 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 | $3,680,091,000 | 69 |
| U.S. Government securities | $2,564,200,000 | 76 |
| U.S. Treasury securities | $16,089,000 | 267 |
| U.S. Government agency obligations | $2,548,111,000 | 75 |
| Securities issued by states & political subdivisions | $879,952,000 | 12 |
| Other domestic debt securities | $192,298,000 | 146 |
| Privately issued residential mortgage-backed securities | $5,359,000 | 432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,680,000 | 107 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $179,259,000 | 49 |
| Foreign debt securities | $1,860,000 | 70 |
| Equity securities | $41,781,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,294,779,000 | 57 |
| Mortgage-backed securities | $2,465,373,000 | 71 |
| Certificates of participation in pools of residential mortgages | $570,678,000 | 121 |
| Issued or guaranteed by U.S. | $570,678,000 | 118 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,894,695,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,889,336,000 | 27 |
| Privately issued | $5,359,000 | 401 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,680,091,000 | 60 |
| Total debt securities | $3,638,310,000 | 70 |
| 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 | $3,318,263,000 | 78 |
| U.S. Government securities | $2,206,711,000 | 89 |
| U.S. Treasury securities | $15,975,000 | 290 |
| U.S. Government agency obligations | $2,190,736,000 | 84 |
| Securities issued by states & political subdivisions | $861,425,000 | 11 |
| Other domestic debt securities | $216,506,000 | 131 |
| Privately issued residential mortgage-backed securities | $7,889,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,745,000 | 83 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $190,872,000 | 44 |
| Foreign debt securities | $1,858,000 | 65 |
| Equity securities | $31,763,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,007,893,000 | 63 |
| Mortgage-backed securities | $2,094,319,000 | 82 |
| Certificates of participation in pools of residential mortgages | $484,405,000 | 141 |
| Issued or guaranteed by U.S. | $484,405,000 | 140 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,609,914,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,602,025,000 | 29 |
| Privately issued | $7,889,000 | 345 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,318,263,000 | 67 |
| Total debt securities | $3,286,500,000 | 77 |
| 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 | $3,388,256,000 | 75 |
| U.S. Government securities | $2,254,767,000 | 85 |
| U.S. Treasury securities | $16,049,000 | 270 |
| U.S. Government agency obligations | $2,238,718,000 | 80 |
| Securities issued by states & political subdivisions | $890,138,000 | 12 |
| Other domestic debt securities | $225,669,000 | 128 |
| Privately issued residential mortgage-backed securities | $9,052,000 | 361 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,849,000 | 85 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $196,768,000 | 42 |
| Foreign debt securities | $1,885,000 | 71 |
| Equity securities | $15,797,000 | 271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,772,908,000 | 69 |
| Mortgage-backed securities | $2,160,621,000 | 80 |
| Certificates of participation in pools of residential mortgages | $528,312,000 | 131 |
| Issued or guaranteed by U.S. | $528,312,000 | 126 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,632,309,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,623,257,000 | 28 |
| Privately issued | $9,052,000 | 336 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $3,388,256,000 | 65 |
| Total debt securities | $3,372,459,000 | 74 |
| 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 | $3,268,570,000 | 76 |
| U.S. Government securities | $2,140,789,000 | 93 |
| U.S. Treasury securities | $17,103,000 | 279 |
| U.S. Government agency obligations | $2,123,686,000 | 87 |
| Securities issued by states & political subdivisions | $865,671,000 | 10 |
| Other domestic debt securities | $234,522,000 | 104 |
| Privately issued residential mortgage-backed securities | $9,453,000 | 289 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,189,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $197,880,000 | 50 |
| Foreign debt securities | $1,885,000 | 77 |
| Equity securities | $25,703,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,635,149,000 | 74 |
| Mortgage-backed securities | $2,030,644,000 | 82 |
| Certificates of participation in pools of residential mortgages | $537,641,000 | 133 |
| Issued or guaranteed by U.S. | $537,641,000 | 127 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,493,003,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,483,550,000 | 38 |
| Privately issued | $9,453,000 | 248 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,268,570,000 | 67 |
| Total debt securities | $3,242,867,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,356,766,000 | 111 |
| U.S. Government securities | $1,474,763,000 | 116 |
| U.S. Treasury securities | $24,242,000 | 216 |
| U.S. Government agency obligations | $1,450,521,000 | 110 |
| Securities issued by states & political subdivisions | $648,031,000 | 18 |
| Other domestic debt securities | $185,184,000 | 119 |
| Privately issued residential mortgage-backed securities | $9,828,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,508,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,848,000 | 62 |
| Foreign debt securities | $1,885,000 | 78 |
| Equity securities | $46,903,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,296,837,000 | 81 |
| Mortgage-backed securities | $1,383,255,000 | 102 |
| Certificates of participation in pools of residential mortgages | $332,451,000 | 184 |
| Issued or guaranteed by U.S. | $332,451,000 | 176 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,050,804,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,040,976,000 | 50 |
| Privately issued | $9,828,000 | 239 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $2,356,766,000 | 95 |
| Total debt securities | $2,309,863,000 | 112 |
| 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 | $2,310,363,000 | 108 |
| U.S. Government securities | $1,403,503,000 | 120 |
| U.S. Treasury securities | $24,435,000 | 216 |
| U.S. Government agency obligations | $1,379,068,000 | 119 |
| Securities issued by states & political subdivisions | $657,252,000 | 15 |
| Other domestic debt securities | $195,344,000 | 116 |
| Privately issued residential mortgage-backed securities | $10,355,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,375,000 | 71 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $155,614,000 | 64 |
| Foreign debt securities | $1,585,000 | 81 |
| Equity securities | $52,679,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,194,890,000 | 83 |
| Mortgage-backed securities | $1,306,480,000 | 111 |
| Certificates of participation in pools of residential mortgages | $262,429,000 | 211 |
| Issued or guaranteed by U.S. | $262,429,000 | 205 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,044,051,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $1,033,696,000 | 55 |
| Privately issued | $10,355,000 | 261 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $2,310,363,000 | 96 |
| Total debt securities | $2,257,684,000 | 109 |
| 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 | $2,303,226,000 | 106 |
| U.S. Government securities | $1,395,228,000 | 123 |
| U.S. Treasury securities | $24,524,000 | 221 |
| U.S. Government agency obligations | $1,370,704,000 | 117 |
| Securities issued by states & political subdivisions | $675,869,000 | 16 |
| Other domestic debt securities | $197,476,000 | 109 |
| Privately issued residential mortgage-backed securities | $11,296,000 | 289 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,775,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $155,405,000 | 61 |
| Foreign debt securities | $1,585,000 | 82 |
| Equity securities | $33,068,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,161,476,000 | 88 |
| Mortgage-backed securities | $1,291,599,000 | 109 |
| Certificates of participation in pools of residential mortgages | $229,721,000 | 228 |
| Issued or guaranteed by U.S. | $229,721,000 | 223 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,061,878,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,050,582,000 | 51 |
| Privately issued | $11,296,000 | 257 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,303,226,000 | 96 |
| Total debt securities | $2,270,158,000 | 106 |
| 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 | $2,270,473,000 | 108 |
| U.S. Government securities | $1,331,470,000 | 121 |
| U.S. Treasury securities | $24,634,000 | 232 |
| U.S. Government agency obligations | $1,306,836,000 | 120 |
| Securities issued by states & political subdivisions | $660,938,000 | 15 |
| Other domestic debt securities | $245,470,000 | 95 |
| Privately issued residential mortgage-backed securities | $12,547,000 | 262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $37,562,000 | 66 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $195,361,000 | 46 |
| Foreign debt securities | $1,584,000 | 82 |
| Equity securities | $31,011,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,323,727,000 | 82 |
| Mortgage-backed securities | $1,230,047,000 | 110 |
| Certificates of participation in pools of residential mortgages | $270,216,000 | 186 |
| Issued or guaranteed by U.S. | $270,216,000 | 181 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $959,831,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $947,284,000 | 54 |
| Privately issued | $12,547,000 | 230 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $2,270,473,000 | 95 |
| Total debt securities | $2,239,462,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,237,119,000 | 97 |
| U.S. Government securities | $1,272,876,000 | 122 |
| U.S. Treasury securities | $13,594,000 | 367 |
| U.S. Government agency obligations | $1,259,282,000 | 116 |
| Securities issued by states & political subdivisions | $657,193,000 | 13 |
| Other domestic debt securities | $265,372,000 | 98 |
| Privately issued residential mortgage-backed securities | $17,990,000 | 252 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,773,000 | 55 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,609,000 | 46 |
| Foreign debt securities | $1,485,000 | 88 |
| Equity securities | $40,193,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,039,546,000 | 81 |
| Mortgage-backed securities | $1,197,187,000 | 108 |
| Certificates of participation in pools of residential mortgages | $321,724,000 | 158 |
| Issued or guaranteed by U.S. | $321,724,000 | 156 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $875,463,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $857,473,000 | 50 |
| Privately issued | $17,990,000 | 225 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,237,119,000 | 83 |
| Total debt securities | $2,196,926,000 | 98 |
| 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 | $370,090,000 | 338 |
| U.S. Government securities | $224,010,000 | 403 |
| U.S. Treasury securities | $5,013,000 | 1,071 |
| U.S. Government agency obligations | $218,997,000 | 391 |
| Securities issued by states & political subdivisions | $81,737,000 | 137 |
| Other domestic debt securities | $39,379,000 | 332 |
| Privately issued residential mortgage-backed securities | $1,674,000 | 614 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,705,000 | 250 |
| Foreign debt securities | $500,000 | 149 |
| Equity securities | $24,464,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,188,000 | 268 |
| Mortgage-backed securities | $174,093,000 | 346 |
| Certificates of participation in pools of residential mortgages | $90,167,000 | 359 |
| Issued or guaranteed by U.S. | $90,167,000 | 352 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $83,926,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $82,252,000 | 241 |
| Privately issued | $1,674,000 | 543 |
| 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) | $58,595,000 | 433 |
| Available-for-sale securities (fair market value) | $311,495,000 | 328 |
| Total debt securities | $345,626,000 | 344 |
| 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 | $364,979,000 | 380 |
| U.S. Government securities | $236,016,000 | 429 |
| U.S. Treasury securities | $5,236,000 | 1,497 |
| U.S. Government agency obligations | $230,780,000 | 403 |
| Securities issued by states & political subdivisions | $70,505,000 | 163 |
| Other domestic debt securities | $39,820,000 | 352 |
| Privately issued residential mortgage-backed securities | $5,522,000 | 390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,298,000 | 286 |
| Foreign debt securities | $500,000 | 156 |
| Equity securities | $18,138,000 | 321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,605,000 | 235 |
| Mortgage-backed securities | $184,528,000 | 355 |
| Certificates of participation in pools of residential mortgages | $137,935,000 | 276 |
| Issued or guaranteed by U.S. | $137,935,000 | 272 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $46,593,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $41,071,000 | 407 |
| Privately issued | $5,522,000 | 341 |
| 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) | $67,625,000 | 408 |
| Available-for-sale securities (fair market value) | $297,354,000 | 356 |
| Total debt securities | $346,841,000 | 381 |
| 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 | $307,397,000 | 439 |
| U.S. Government securities | $212,809,000 | 472 |
| U.S. Treasury securities | $3,381,000 | 2,915 |
| U.S. Government agency obligations | $209,428,000 | 432 |
| Securities issued by states & political subdivisions | $55,394,000 | 212 |
| Other domestic debt securities | $23,198,000 | 456 |
| Privately issued residential mortgage-backed securities | $9,955,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,243,000 | 495 |
| Foreign debt securities | $500,000 | 156 |
| Equity securities | $15,496,000 | 359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,131,000 | 239 |
| Mortgage-backed securities | $183,003,000 | 379 |
| Certificates of participation in pools of residential mortgages | $130,213,000 | 314 |
| Issued or guaranteed by U.S. | $130,213,000 | 304 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $52,790,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $42,835,000 | 399 |
| Privately issued | $9,955,000 | 230 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $92,933,000 | 304 |
| Available-for-sale securities (fair market value) | $214,464,000 | 453 |
| Total debt securities | $291,901,000 | 443 |
| 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 | $155,395,000 | 770 |
| U.S. Government securities | $94,074,000 | 985 |
| U.S. Treasury securities | $3,305,000 | 4,084 |
| U.S. Government agency obligations | $90,769,000 | 836 |
| Securities issued by states & political subdivisions | $33,654,000 | 338 |
| Other domestic debt securities | $17,245,000 | 406 |
| 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 | $17,245,000 | 278 |
| Foreign debt securities | $500,000 | 164 |
| Equity securities | $9,922,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,483,000 | 419 |
| Mortgage-backed securities | $42,644,000 | 981 |
| Certificates of participation in pools of residential mortgages | $22,095,000 | 1,146 |
| Issued or guaranteed by U.S. | $22,095,000 | 1,133 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $20,549,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $20,549,000 | 636 |
| 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) | $106,276,000 | 336 |
| Available-for-sale securities (fair market value) | $49,119,000 | 1,639 |
| Total debt securities | $145,473,000 | 788 |
| 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 | $151,679,000 | 820 |
| U.S. Government securities | $97,872,000 | 1,003 |
| U.S. Treasury securities | $5,033,000 | 3,736 |
| U.S. Government agency obligations | $92,839,000 | 830 |
| Securities issued by states & political subdivisions | $38,366,000 | 280 |
| Other domestic debt securities | $9,534,000 | 589 |
| 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 | $9,534,000 | 402 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $5,907,000 | 662 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,813,000 | 439 |
| Mortgage-backed securities | $21,295,000 | 1,781 |
| Certificates of participation in pools of residential mortgages | $10,710,000 | 2,055 |
| Issued or guaranteed by U.S. | $10,710,000 | 2,037 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $10,585,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $10,585,000 | 1,140 |
| 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) | $76,690,000 | 520 |
| Available-for-sale securities (fair market value) | $74,989,000 | 1,100 |
| Total debt securities | $145,772,000 | 818 |
| 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 | $132,081,000 | 962 |
| U.S. Government securities | $81,745,000 | 1,250 |
| U.S. Treasury securities | $10,831,000 | 2,503 |
| U.S. Government agency obligations | $70,914,000 | 1,063 |
| Securities issued by states & political subdivisions | $35,546,000 | 310 |
| Other domestic debt securities | $10,492,000 | 663 |
| 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 | $10,492,000 | 473 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $4,298,000 | 808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,605,000 | 495 |
| Mortgage-backed securities | $14,850,000 | 2,397 |
| Certificates of participation in pools of residential mortgages | $418,000 | 7,208 |
| Issued or guaranteed by U.S. | $418,000 | 7,173 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $14,432,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $14,432,000 | 1,010 |
| 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) | $65,912,000 | 638 |
| Available-for-sale securities (fair market value) | $66,169,000 | 1,282 |
| Total debt securities | $127,783,000 | 953 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,837 |
| Fair value | $1,900,000 | 1,803 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $110,136,000 | 1,185 |
| U.S. Government securities | $70,374,000 | 1,512 |
| U.S. Treasury securities | $13,744,000 | 2,556 |
| U.S. Government agency obligations | $56,630,000 | 1,262 |
| Securities issued by states & political subdivisions | $28,427,000 | 391 |
| Other domestic debt securities | $8,826,000 | 813 |
| 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 | $8,826,000 | 586 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,509,000 | 1,102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,000,000 | 567 |
| Mortgage-backed securities | $16,392,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $456,000 | 7,507 |
| Issued or guaranteed by U.S. | $456,000 | 7,474 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $15,936,000 | 1,057 |
| CMOs issued by government agencies or sponsored agencies | $15,936,000 | 986 |
| 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) | $58,832,000 | 1,262 |
| Available-for-sale securities (fair market value) | $51,304,000 | 1,110 |
| Total debt securities | $107,627,000 | 1,182 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $105,887,000 | 1,303 |
| U.S. Government securities | $63,575,000 | 1,727 |
| U.S. Treasury securities | $14,506,000 | 2,529 |
| U.S. Government agency obligations | $49,069,000 | 1,452 |
| Securities issued by states & political subdivisions | $33,593,000 | 323 |
| Other domestic debt securities | $4,755,000 | 1,439 |
| Privately issued residential mortgage-backed securities | $305,000 | 2,037 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,450,000 | 1,127 |
| Foreign debt securities | $500,000 | 256 |
| Equity securities | $3,464,000 | 975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,380,000 | 676 |
| Mortgage-backed securities | $19,278,000 | 2,337 |
| Certificates of participation in pools of residential mortgages | $833,000 | 7,385 |
| Issued or guaranteed by U.S. | $833,000 | 7,334 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $18,445,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $18,140,000 | 1,042 |
| Privately issued | $305,000 | 1,680 |
| 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 | $102,423,000 | 1,302 |
| 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 | $82,822,000 | 1,619 |
| U.S. Government securities | $31,029,000 | 3,458 |
| U.S. Treasury securities | $5,024,000 | 5,779 |
| U.S. Government agency obligations | $26,005,000 | 2,582 |
| Securities issued by states & political subdivisions | $38,943,000 | 248 |
| Other domestic debt securities | $10,042,000 | 1,039 |
| Privately issued residential mortgage-backed securities | $2,008,000 | 1,210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,034,000 | 844 |
| Foreign debt securities | $500,000 | 257 |
| Equity securities | $2,308,000 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,873,000 | 909 |
| Mortgage-backed securities | $16,437,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $1,635,000 | 6,603 |
| Issued or guaranteed by U.S. | $1,635,000 | 6,543 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $14,802,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $12,794,000 | 1,238 |
| Privately issued | $2,008,000 | 917 |
| 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 | $80,514,000 | 1,630 |
| 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 |